Davide Pettenuzzo

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forecasting Macroeconomic Variables Under Model Instability Journal of Business and Economic Statistics	2024-10-09	Paper
Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model Journal of Econometrics	2023-06-29	Paper
Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks Journal of Econometrics	2022-03-16	Paper
Optimal asset allocation with multivariate Bayesian dynamic linear models The Annals of Applied Statistics	2020-05-13	Paper
Adaptive hierarchical priors for high-dimensional vector autoregressions Journal of Econometrics	2019-09-02	Paper
Bayesian compressed vector autoregressions Journal of Econometrics	2019-04-30	Paper
Predictability of stock returns and asset allocation under structural breaks Journal of Econometrics	2016-08-12	Paper
A MIDAS approach to modeling first and second moment dynamics Journal of Econometrics	2016-07-12	Paper
Granger causality, exogeneity, cointegration, and economic policy analysis Journal of Econometrics	2014-08-06	Paper
Learning, Structural Instability, and Present Value Calculations Econometric Reviews	2007-06-20	Paper

Research outcomes over time

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