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 1 145 0 3 21 137
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 1 43 1 1 5 70
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 1 1 61 0 3 8 128
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 1 4 69 1 8 17 67
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 2 5 103 0 4 12 144
Bayesian Compressed Vector Autoregressions 0 0 2 25 1 4 10 38
Bayesian Compressed Vector Autoregressions 0 1 2 226 1 3 9 409
Bayesian Compressed Vector Autoregressions 0 1 2 29 1 2 6 58
Bayesian Compressed Vector Autoregressions 0 0 0 37 0 1 3 81
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 56 0 2 16 144
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 2 5 17 2 7 30 73
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 2 39 1 4 21 80
Cash Flow News and Stock Price Dynamics 2 7 7 7 2 10 11 11
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 1 4 4 4 4 9 14 14
Forecasting Macroeconomic Variables under Model Instability 0 0 1 95 1 2 5 92
Forecasting Stock Returns under Economic Constraints 0 0 0 115 1 5 11 229
Forecasting Stock Returns under Economic Constraints 0 0 0 52 0 2 6 78
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 2 32 4 13 26 92
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 2 37 1 4 10 39
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 620 1 10 29 1,482
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 199 1 3 13 538
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 1 2 3 515
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 166 1 3 7 485
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 5 138 0 5 18 451
High-frequency Cash Flow Dynamics 2 3 7 29 3 9 28 88
Learning, Structural Instability and Present Value Calculations 0 0 0 54 1 1 5 242
Learning, Structural Instability and Present Value Calculations 0 0 0 61 1 1 4 317
Learning, Structural Instability and Present Value Calculations 0 0 1 137 1 3 9 695
Learning, structural instability and present value calculations 0 0 1 142 2 2 8 496
Learning, structural instability and present value calculations 0 0 0 31 1 3 6 263
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 91 91 3 6 56 56
Machine Learning Econometrics: Bayesian algorithms and methods 2 2 24 24 2 3 26 26
Machine Learning Econometrics: Bayesian algorithms and methods 1 2 36 36 1 2 27 27
Machine Learning Econometrics: Bayesian algorithms and methods 0 13 19 19 4 19 26 26
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 2 6 72 2 8 25 75
Optimal Portfolio Choice under Decision-Based Model Combinations 1 2 2 19 2 4 14 46
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 30 0 1 13 75
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 2 9 71
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 37 0 1 2 66
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 32 0 2 9 53
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 1 28 0 0 9 147
The Forecasing time series subject to multiple structure breaks 0 0 0 0 1 1 10 267
To Predict the Equity Market, Consult Economic Theory 0 0 2 67 0 2 8 72
Total Working Papers 9 45 241 3,421 49 180 605 8,563


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 2 10 1 3 8 70
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 2 5 6 2 7 19 23
Bayesian compressed vector autoregressions 1 3 7 16 2 6 32 58
Bond Return Predictability: Economic Value and Links to the Macroeconomy 2 2 2 2 4 7 7 7
Cash Flow News and Stock Price Dynamics 1 2 4 4 10 29 35 35
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 6 0 0 5 35
Forecasting Time Series Subject to Multiple Structural Breaks 0 2 10 306 3 11 33 848
Forecasting stock returns under economic constraints 1 5 10 57 3 10 23 168
Forecasting stock returns: A predictor-constrained approach 0 1 2 2 2 6 9 9
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 0 49 0 3 15 221
Learning, Structural Instability, and Present Value Calculations 0 0 0 50 1 1 3 271
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 1 1 0 0 10 28
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 0 0 0 6 6
Predictability of stock returns and asset allocation under structural breaks 0 2 11 145 2 12 33 434
Total Journal Articles 5 19 55 654 30 95 238 2,213


Statistics updated 2020-11-03