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 0 146 0 0 1 213
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 0 78
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 0 1 148
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 1 76
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 1 2 4 170
Bayesian Compressed Vector Autoregressions 0 0 1 28 1 1 2 47
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Compressed Vector Autoregressions 0 0 1 232 1 2 3 430
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 1 93
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 44 0 0 6 106
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 23 2 3 5 133
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 59 1 1 4 167
Cash Flow News and Stock Price Dynamics 0 0 1 12 0 0 1 29
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 1 24 0 1 8 82
Forecasting Macroeconomic Variables under Model Instability 0 0 0 98 0 0 2 106
Forecasting Stock Returns under Economic Constraints 0 0 0 115 1 1 4 249
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 2 94
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 1 2 3 82
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 1 37 0 2 6 167
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 2 2 5 498
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 201 0 0 2 550
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 2 627 1 4 13 1,563
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 1 1 2 527
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 0 1 5 554
High-frequency Cash Flow Dynamics 0 0 1 37 0 3 5 149
Learning, Structural Instability and Present Value Calculations 0 0 0 138 1 1 4 705
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 1 2 326
Learning, Structural Instability and Present Value Calculations 0 0 0 55 0 0 0 245
Learning, structural instability and present value calculations 0 0 0 31 1 1 2 267
Learning, structural instability and present value calculations 0 1 2 146 0 1 4 522
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 0 1 5 82
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 47 0 0 0 76
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 3 5 47
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 1 2 4 77
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 2 80 1 2 4 117
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 0 2 91
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 1 1 1 60
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 0 82
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 0 1 1 67
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 1 2 2 82
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 0 0 151
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 1 5 274
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 0 2 83
Total Working Papers 0 3 19 3,580 18 44 130 9,735

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 0 1 3 106
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 0 15 1 1 2 51
Bayesian compressed vector autoregressions 0 0 0 36 1 2 4 118
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 4 41 1 3 15 109
Cash Flow News and Stock Price Dynamics 0 0 0 19 0 1 7 156
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 13 0 5 14 62
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 327 1 3 8 931
Forecasting stock returns under economic constraints 0 0 2 88 1 4 13 258
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 0 1 5 54
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 55 1 1 5 298
Learning, Structural Instability, and Present Value Calculations 0 0 1 52 0 0 2 280
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 1 2 49
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 2 2 8 32
Predictability of stock returns and asset allocation under structural breaks 0 0 1 178 2 6 11 523
Total Journal Articles 0 0 11 859 10 31 99 3,027

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05