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Davide Pettenuzzo

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This is information that was supplied by Davide Pettenuzzo in registering through RePEc. If you are Davide Pettenuzzo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Davide
Middle Name:
Last Name: Pettenuzzo
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RePEc Short-ID: ppe516

Email:
Homepage: http://people.brandeis.edu/~dpettenu/
Postal Address:
Phone:

Affiliation

Department of Economics, International Business School
Brandeis University
Location: Waltham, Massachusetts (United States)
Homepage: http://www.brandeis.edu/ief/
Email:
Phone:
Fax:
Postal: MS032, P.O. Box 9110, Waltham, MA 02454-9110
Handle: RePEc:edi:gsbraus (more details at EDIRC)

Works

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Working papers

  1. Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen, 2013. "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers 9377, C.E.P.R. Discussion Papers.
  2. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Businesss School.
  3. Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov, 2008. "Return Predictability under Equilibrium Constraints on the Equity Premium," Working Papers 37, Brandeis University, Department of Economics and International Businesss School.
  4. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR).
  5. Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo, 2005. "The Forecasing time series subject to multiple structure breaks," Money Macro and Finance (MMF) Research Group Conference 2005 33, Money Macro and Finance Research Group.
  6. Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute for the Study of Labor (IZA).

Articles

  1. Pettenuzzo, Davide & Timmermann, Allan, 2011. "Predictability of stock returns and asset allocation under structural breaks," Journal of Econometrics, Elsevier, vol. 164(1), pages 60-78, September.
  2. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007. "Learning, Structural Instability, and Present Value Calculations," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.
  3. M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," Review of Economic Studies, Oxford University Press, vol. 73(4), pages 1057-1084.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-07-15
  2. NEP-CBA: Central Banking (1) 2006-07-15
  3. NEP-ECM: Econometrics (2) 2004-06-27 2013-04-13
  4. NEP-ETS: Econometric Time Series (1) 2005-02-13
  5. NEP-FIN: Finance (5) 2006-01-24 2006-03-18 2006-04-08 2006-07-15 2006-09-23. Author is listed
  6. NEP-FMK: Financial Markets (3) 2006-04-08 2006-07-15 2013-08-31. Author is listed
  7. NEP-FOR: Forecasting (2) 2013-04-13 2013-08-31

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