Access Statistics for Davide Pettenuzzo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 1 2 2 80
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 2 3 215
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 1 3 4 151
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 3 4 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 1 2 5 172
Bayesian Compressed Vector Autoregressions 0 0 0 31 3 4 5 74
Bayesian Compressed Vector Autoregressions 0 0 0 232 2 3 5 433
Bayesian Compressed Vector Autoregressions 0 2 3 30 0 3 5 50
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 5 6 98
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 23 0 4 8 137
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 59 0 0 3 167
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 1 6 9 112
Cash Flow News and Stock Price Dynamics 0 0 1 12 1 4 5 33
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 24 0 0 4 82
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 1 1 3 107
Forecasting Stock Returns under Economic Constraints 0 0 0 54 1 3 5 97
Forecasting Stock Returns under Economic Constraints 1 1 1 116 2 3 7 252
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 37 1 2 8 169
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 2 2 5 84
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 1 170 2 3 5 530
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 1 2 3 552
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 627 0 2 9 1,565
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 2 6 11 504
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 3 4 8 558
High-frequency Cash Flow Dynamics 0 0 1 37 1 2 7 151
Learning, Structural Instability and Present Value Calculations 0 0 0 138 2 8 12 713
Learning, Structural Instability and Present Value Calculations 0 0 0 55 3 3 3 248
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 2 4 328
Learning, structural instability and present value calculations 0 0 0 31 2 2 4 269
Learning, structural instability and present value calculations 0 0 2 146 1 3 7 525
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 1 48 1 5 5 81
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 2 3 8 85
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 2 4 9 51
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 0 4 8 81
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 1 1 81 0 2 4 119
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 2 2 3 62
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 1 2 4 93
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 2 2 84
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 2 4 6 86
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 0 1 2 68
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 4 4 155
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 1 6 275
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 1 2 84
Total Working Papers 2 6 18 3,586 49 125 232 9,860

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MIDAS approach to modeling first and second moment dynamics 0 0 0 19 8 10 12 116
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 1 1 16 6 11 13 62
Bayesian compressed vector autoregressions 0 0 0 36 1 5 9 123
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 41 0 1 9 110
Cash Flow News and Stock Price Dynamics 0 0 0 19 1 1 5 157
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 13 5 6 20 68
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 2 328 1 2 8 933
Forecasting stock returns under economic constraints 0 0 2 88 2 2 14 260
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 1 3 8 57
Granger causality, exogeneity, cointegration, and economic policy analysis 1 1 1 56 4 4 6 302
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 2 6 7 286
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 1 1 3 50
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 0 4 9 36
Predictability of stock returns and asset allocation under structural breaks 0 0 1 178 1 1 10 524
Total Journal Articles 1 3 9 862 33 57 133 3,084

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Statistics updated 2025-12-06