Davide Pettenuzzo

1.5k total citations
32 papers, 861 citations indexed

About

Davide Pettenuzzo is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Davide Pettenuzzo has authored 32 papers receiving a total of 861 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 20 papers in Economics and Econometrics and 18 papers in General Economics, Econometrics and Finance. Recurrent topics in Davide Pettenuzzo's work include Financial Markets and Investment Strategies (18 papers), Monetary Policy and Economic Impact (18 papers) and Market Dynamics and Volatility (9 papers). Davide Pettenuzzo is often cited by papers focused on Financial Markets and Investment Strategies (18 papers), Monetary Policy and Economic Impact (18 papers) and Market Dynamics and Volatility (9 papers). Davide Pettenuzzo collaborates with scholars based in United States, United Kingdom and Dominican Republic. Davide Pettenuzzo's co-authors include Allan Timmermann, Rossen Valkanov, M. Hashem Pesaran, Antonio Gargano, Dimitris Korobilis, Francesco Ravazzolo, Gary Koop, Halbert White, Yudong Wang and Zhiyuan Pan and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Davide Pettenuzzo

30 papers receiving 818 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Davide Pettenuzzo United States 17 586 539 368 214 67 32 861
Nikolay Gospodinov United States 18 497 0.8× 582 1.1× 409 1.1× 94 0.4× 55 0.8× 60 885
Thomas H. McCurdy Canada 15 917 1.6× 872 1.6× 422 1.1× 120 0.6× 95 1.4× 38 1.2k
Noah Williams United States 15 445 0.8× 855 1.6× 685 1.9× 149 0.7× 54 0.8× 35 1.2k
Antonio Gargano United States 9 300 0.5× 369 0.7× 209 0.6× 157 0.7× 111 1.7× 12 591
Ernst Schaumburg United States 14 834 1.4× 808 1.5× 491 1.3× 114 0.5× 165 2.5× 38 1.2k
Robert Engle United States 11 1.4k 2.3× 1.3k 2.3× 526 1.4× 155 0.7× 87 1.3× 13 1.7k
Geoff Kenny Germany 16 267 0.5× 673 1.2× 543 1.5× 197 0.9× 120 1.8× 54 985
Laurent Ferrara France 21 378 0.6× 819 1.5× 711 1.9× 102 0.5× 46 0.7× 73 1.1k
Jan J. J. Groen United States 14 327 0.6× 618 1.1× 586 1.6× 95 0.4× 31 0.5× 30 813
Andreas Pick Netherlands 14 235 0.4× 425 0.8× 285 0.8× 95 0.4× 61 0.9× 34 624

Countries citing papers authored by Davide Pettenuzzo

Since Specialization
Citations

This map shows the geographic impact of Davide Pettenuzzo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Davide Pettenuzzo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Davide Pettenuzzo more than expected).

Fields of papers citing papers by Davide Pettenuzzo

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Davide Pettenuzzo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Davide Pettenuzzo. The network helps show where Davide Pettenuzzo may publish in the future.

Co-authorship network of co-authors of Davide Pettenuzzo

This figure shows the co-authorship network connecting the top 25 collaborators of Davide Pettenuzzo. A scholar is included among the top collaborators of Davide Pettenuzzo based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Davide Pettenuzzo. Davide Pettenuzzo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chan, Joshua C. C., Davide Pettenuzzo, Aubrey Poon, & Dan Zhu. (2025). Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. Journal of Economic Dynamics and Control. 173. 105061–105061.
2.
Pettenuzzo, Davide, et al.. (2023). Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. Journal of Econometrics. 235(2). 1522–1541. 3 indexed citations
3.
Pettenuzzo, Davide, et al.. (2021). How to Outlast a Pandemic: Corporate Payout Policy and Capital Structure Decisions During COVID-19. SSRN Electronic Journal. 7 indexed citations
4.
Pettenuzzo, Davide, et al.. (2020). Dividend Suspensions and Cash Flow Risk during the COVID-19 Pandemic. SSRN Electronic Journal. 6 indexed citations
5.
Pan, Zhiyuan, Davide Pettenuzzo, & Yudong Wang. (2019). Forecasting stock returns: A predictor-constrained approach. Journal of Empirical Finance. 55. 200–217. 27 indexed citations
6.
Μεταξόγλου, Κωνσταντίνος, Davide Pettenuzzo, & Aaron Smith. (2018). Option-Implied Equity Premium Predictions via Entropic Tilting. Journal of Financial Econometrics. 2 indexed citations
7.
Pan, Zhiyuan, Davide Pettenuzzo, & Yudong Wang. (2017). Forecasting Stock Returns: A Predictor-Constrained Approach. SSRN Electronic Journal. 1 indexed citations
8.
Pettenuzzo, Davide & Francesco Ravazzolo. (2016). Optimal Portfolio Choice Under Decision‐Based Model Combinations. Journal of Applied Econometrics. 31(7). 1312–1332. 34 indexed citations
9.
Pettenuzzo, Davide, Allan Timmermann, & Rossen Valkanov. (2016). A MIDAS approach to modeling first and second moment dynamics. Journal of Econometrics. 193(2). 315–334. 32 indexed citations
10.
Pettenuzzo, Davide & Allan Timmermann. (2015). Forecasting Macroeconomic Variables Under Model Instability. SSRN Electronic Journal. 10 indexed citations
11.
Pettenuzzo, Davide & Allan Timmermann. (2015). Forecasting Macroeconomic Variables Under Model Instability. Journal of Business and Economic Statistics. 35(2). 183–201. 17 indexed citations
12.
Gargano, Antonio, Davide Pettenuzzo, & Allan Timmermann. (2014). Bond Return Predictability: Economic Value and Links to the Macroeconomy. SSRN Electronic Journal. 30 indexed citations
13.
Pettenuzzo, Davide, Allan Timmermann, & Rossen Valkanov. (2014). A Bayesian Midas Approach to Modeling First and Second Moment Dynamics. SSRN Electronic Journal. 3 indexed citations
14.
Pettenuzzo, Davide, Allan Timmermann, & Rossen Valkanov. (2014). Forecasting stock returns under economic constraints. Journal of Financial Economics. 114(3). 517–553. 213 indexed citations
15.
Pettenuzzo, Davide, Allan Timmermann, & Rossen Valkanov. (2012). Forecasting Stock Returns Under Economic Constraints. SSRN Electronic Journal. 46 indexed citations
16.
Pettenuzzo, Davide & Allan Timmermann. (2011). Predictability of stock returns and asset allocation under structural breaks. Journal of Econometrics. 164(1). 60–78. 107 indexed citations
17.
Pettenuzzo, Davide & Halbert White. (2011). Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis. SSRN Electronic Journal. 5 indexed citations
18.
Pettenuzzo, Davide & Allan Timmermann. (2010). Predictability of Stock Returns and Asset Allocation Under Structural Breaks. RePEc: Research Papers in Economics. 17 indexed citations
19.
Pesaran, M. Hashem, Davide Pettenuzzo, & Allan Timmermann. (2007). Learning, Structural Instability, and Present Value Calculations. Econometric Reviews. 26(2-4). 253–288. 16 indexed citations
20.
Pesaran, M. Hashem, Davide Pettenuzzo, & Allan Timmermann. (2006). Learning, Structural Instability and Present Value Calculations. SSRN Electronic Journal. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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