Davide Pettenuzzo, Ph.D. is an internationally recognized expert in economic forecasting, statistics, and financial markets. He develops and applies cutting-edge econometric methods to key forecasting problems that arise in economics and finance, ranging from forecasting macroeconomic aggregates such as inflation and output, to forecasting future price movements in financial markets.
Dr. Pettenuzzo is a noted author of numerous published articles in leading journals in economics, econometrics, and finance, including:
- Journal of Applied Econometrics
- Journal of Econometrics
- Journal of Business and Economic Statistics
- Journal of Financial Economics
- Econometric Reviews
Dr. Pettenuzzo is a member of six associations including: American Economic Association, Western Finance Association, the Econometric Society, European Economic Association, European Finance Association, and the Computational and Financial Econometrics (CFE) network. In addition, he is the associate Editor of the Journal of Financial Econometrics.Dr. Pettenuzzo is a frequent international speaker at leading Universities and Associations, having travelled to: Canada, Denmark, Italy, Norway, Switzerland, and the United States.
In addition to his role at Intensity, Dr. Pettenuzzo is an Assistant Professor of Economics at Brandeis University where he teaches courses in Financial Economics and Econometrics. Prior to joining Brandeis University, Dr. Pettenuzzo worked for an economic consulting firm where he specialized in applying econometrics methods to quantify damages in antitrust litigation.
Dr. Pettenuzzo earned a B.Sc. in Business and Economics from the University of Verona, a M.A. in Economics from CORIPE Piemonte, and a Ph.D. in Economics from Bocconi University.