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 0 0 1 75
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 0 3 211
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 0 0 146
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 1 70 0 0 2 74
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 0 1 8 166
Bayesian Compressed Vector Autoregressions 0 0 1 31 0 1 2 69
Bayesian Compressed Vector Autoregressions 0 0 0 27 0 0 1 45
Bayesian Compressed Vector Autoregressions 0 0 1 38 0 0 2 92
Bayesian Compressed Vector Autoregressions 0 0 1 231 0 0 3 426
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 2 2 43 1 3 5 100
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 58 0 1 3 161
Bond Return Predictability: Economic Value and Links to the Macroeconomy 0 0 0 20 0 0 6 123
Cash Flow News and Stock Price Dynamics 0 0 1 11 0 0 2 24
Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic 0 0 0 23 0 0 5 73
Forecasting Macroeconomic Variables under Model Instability 0 0 0 97 0 0 0 102
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 0 2 244
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 0 1 91
Forecasting Stock Returns: A Predictor-Constrained Approach 0 2 3 36 1 3 11 158
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 1 43 0 2 6 77
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 0 0 1 524
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 200 0 0 2 547
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 625 0 2 8 1,539
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 1 1 491
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 1 143 1 2 48 547
High-frequency Cash Flow Dynamics 0 0 0 35 0 0 4 142
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 0 0 322
Learning, Structural Instability and Present Value Calculations 0 0 1 55 0 0 1 245
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 1 1 699
Learning, structural instability and present value calculations 1 1 2 144 1 2 4 506
Learning, structural instability and present value calculations 0 0 0 31 0 0 0 265
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 96 1 1 3 77
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 26 2 2 8 68
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 0 1 42
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 45 0 1 6 72
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models 0 0 0 76 0 1 2 109
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 1 22 0 1 2 59
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 1 32 0 1 3 89
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 1 3 80
Option-Implied Equity Premium Predictions via Entropic TiltinG 0 0 1 39 0 1 4 77
Option-Implied Equity Premium Predictions via Entropic TiltinG 1 1 1 33 2 3 6 64
Return Predictability under Equilibrium Constraints on the Equity Premium 0 0 0 28 0 0 1 151
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 0 0 269
To Predict the Equity Market, Consult Economic Theory 0 0 0 67 1 1 1 81
Total Working Papers 2 7 21 3,549 10 32 173 9,522

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 1 2 2 18 2 5 9 99
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 2 14 1 1 6 48
Bayesian compressed vector autoregressions 0 0 1 35 0 2 9 109
Bond Return Predictability: Economic Value and Links to the Macroeconomy 2 3 10 28 4 6 27 75
Cash Flow News and Stock Price Dynamics 0 0 1 17 0 6 18 136
Forecasting Macroeconomic Variables Under Model Instability 0 0 0 12 1 1 2 48
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 322 0 5 15 916
Forecasting stock returns under economic constraints 0 1 8 80 0 1 17 228
Forecasting stock returns: A predictor-constrained approach 0 1 2 8 0 1 5 42
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 0 53 1 1 26 289
Learning, Structural Instability, and Present Value Calculations 0 0 0 51 0 0 1 277
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 1 2 5 0 2 4 46
Option-Implied Equity Premium Predictions via Entropic Tilting 1 1 1 1 2 3 6 21
Predictability of stock returns and asset allocation under structural breaks 1 3 5 174 2 5 12 505
Total Journal Articles 5 12 36 818 13 39 157 2,839

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Statistics updated 2023-11-05