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 1 1 2 214
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 1 1 79
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 2 2 3 150
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 1 1 2 77
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 1 2 4 171
Bayesian Compressed Vector Autoregressions 0 0 0 38 3 4 5 97
Bayesian Compressed Vector Autoregressions 0 0 0 232 1 2 3 431
Bayesian Compressed Vector Autoregressions 0 0 0 31 1 1 2 71
Bayesian Compressed Vector Autoregressions 1 2 3 30 2 4 5 50
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 44 5 5 8 111
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 23 3 6 9 137
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 1 59 0 1 4 167
Cash Flow News and Stock Price Dynamics 0 0 1 12 3 3 4 32
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 1 24 0 0 5 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 2 5 250
Forecasting Stock Returns under Economic Constraints 0 0 0 54 2 2 4 96
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 1 37 1 1 7 168
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 0 1 3 82
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 201 1 1 2 551
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 4 6 9 502
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 1 2 3 528
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 627 2 3 10 1,565
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 1 1 5 555
High-frequency Cash Flow Dynamics 0 0 1 37 1 1 6 150
Learning, Structural Instability and Present Value Calculations 0 0 0 138 4 7 10 711
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 61 2 2 4 328
Learning, structural instability and present value calculations 0 0 0 31 0 1 2 267
Learning, structural instability and present value calculations 0 0 2 146 2 2 6 524
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 1 1 6 83
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 1 48 4 4 4 80
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 2 7 49
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 3 5 8 81
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 1 1 1 81 2 3 4 119
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 1 1 3 92
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 1 1 60
Optimal portfolio choice under decision-based model combinations 0 0 0 30 2 2 2 84
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 39 1 3 4 84
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 0 33 1 1 2 68
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 3 4 4 155
The Forecasing time series subject to multiple structure breaks 0 0 0 0 1 1 6 275
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 0 1 2 84
Total Working Papers 3 4 18 3,584 65 94 188 9,811

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 1 2 4 108
Adaptive hierarchical priors for high-dimensional vector autoregressions 1 1 1 16 5 6 7 56
Bayesian compressed vector autoregressions 0 0 0 36 3 5 8 122
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 2 41 1 2 13 110
Cash Flow News and Stock Price Dynamics 0 0 0 19 0 0 4 156
Forecasting Macroeconomic Variables Under Model Instability 0 0 1 13 1 1 15 63
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 2 328 1 2 7 932
Forecasting stock returns under economic constraints 0 0 2 88 0 1 12 258
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 2 2 7 56
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 55 0 1 4 298
Learning, Structural Instability, and Present Value Calculations 0 0 0 52 3 4 5 284
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 0 2 49
Option-Implied Equity Premium Predictions via Entropic Tilting 0 0 0 1 4 6 10 36
Predictability of stock returns and asset allocation under structural breaks 0 0 1 178 0 2 10 523
Total Journal Articles 2 2 10 861 21 34 108 3,051

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Statistics updated 2025-11-08