| Forecasting time series subject to multiple structural breaks MH Pesaran, D Pettenuzzo, A Timmermann The Review of Economic Studies 73 (4), 1057-1084, 2006 | 414 | 2006 |
| Forecasting stock returns under economic constraints D Pettenuzzo, A Timmermann, R Valkanov Journal of Financial Economics 114 (3), 517-553, 2014 | 316 | 2014 |
| Predictability of stock returns and asset allocation under structural breaks D Pettenuzzo, A Timmermann Journal of Econometrics 164 (1), 60-78, 2011 | 196 | 2011 |
| Bond return predictability: Economic value and links to the macroeconomy A Gargano, D Pettenuzzo, A Timmermann Management Science 65 (2), 508-540, 2019 | 156 | 2019 |
| Bayesian compressed vector autoregressions G Koop, D Korobilis, D Pettenuzzo Journal of Econometrics 210 (1), 135-154, 2019 | 114 | 2019 |
| Optimal portfolio choice under decision‐based model combinations D Pettenuzzo, F Ravazzolo Journal of Applied Econometrics 31 (7), 1312-1332, 2016 | 82 | 2016 |
| A MIDAS approach to modeling first and second moment dynamics D Pettenuzzo, A Timmermann, R Valkanov Journal of Econometrics 193 (2), 315-334, 2016 | 53 | 2016 |
| Forecasting macroeconomic variables under model instability D Pettenuzzo, A Timmermann Journal of business & economic statistics 35 (2), 183-201, 2017 | 50 | 2017 |
| Adaptive hierarchical priors for high-dimensional vector autoregressions D Korobilis, D Pettenuzzo Journal of Econometrics 212 (1), 241-271, 2019 | 38 | 2019 |
| Forecasting stock returns: A predictor-constrained approach Z Pan, D Pettenuzzo, Y Wang Journal of empirical finance 55, 200-217, 2020 | 33 | 2020 |
| Granger causality, exogeneity, cointegration, and economic policy analysis H White, D Pettenuzzo Journal of Econometrics 178, 316-330, 2014 | 33 | 2014 |
| Learning, structural instability, and present value calculations H Pesaran, D Pettenuzzo, A Timmermann Econometric Reviews 26 (2-4), 253-288, 2007 | 33 | 2007 |
| Cash flow news and stock price dynamics D Pettenuzzo, R Sabbatucci, A Timmermann The Journal of Finance 75 (4), 2221-2270, 2020 | 24 | 2020 |
| Outlasting the pandemic: Corporate payout and financing decisions during COVID-19 D Pettenuzzo, R Sabbatucci, A Timmermann CEPR Discussion Paper No. DP16145, 2021 | 16 | 2021 |
| Dividend suspensions and cash flow risk during the COVID-19 pandemic D Pettenuzzo, R Sabbatucci, A Timmermann CEPR Discussion Paper No. DP14921, 2020 | 14 | 2020 |
| Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model D Pettenuzzo, R Sabbatucci, A Timmermann Journal of econometrics 235 (2), 1522-1541, 2023 | 12 | 2023 |
| Optimal asset allocation with multivariate Bayesian dynamic linear models JD Fisher, D Pettenuzzo, CM Carvalho | 12 | 2020 |
| A Bayesian midas approach to modeling first and second moment dynamics D Pettenuzzo, A Timmermann, RI Valkanov CEPR Discussion Paper No. DP10160, 2014 | 10 | 2014 |
| How to outlast a pandemic: Corporate payout policy and capital structure decisions during Covid-19 D Pettenuzzo, R Sabbatucci, A Timmermann SSRN Electronic Journal, 2021 | 8 | 2021 |
| Bayesian compressed vector autoregressions D Pettenuzzo, G Koop, D Korobilis Working Papers 103, 2016 | 8 | 2016 |
Allan TimmermannProfessor of Finance and Economics, UCSDVerified email at ucsd.edu
