Davide Pettenuzzo

Davide Pettenuzzo joins the Harvard Department of Economics as a Visiting Faculty Member for the Fall term, where he will be teaching ECON 1123: Introduction to Econometrics.

Pettenuzzo is a Professor of Financial Econometrics at the Brandeis International Business School. His research centers on time-series econometrics, Bayesian methods, and machine learning, with direct applications to macroeconomic forecasting, asset allocation, and financial risk monitoring. His current work explores the integration of large language models (LLMs) and deep learning into economic prediction, alongside novel Bayesian frameworks for count and mixed-frequency data.

His research has been widely published in leading economics and finance journals, including the Journal of Finance, Journal of Financial Economics, Management Science, Review of Economic Studies, and Journal of Econometrics. He also serves as an Associate Editor for the Journal of Financial Econometrics.

A dedicated educator, Pettenuzzo emphasizes empirical applications and computational methods across undergraduate and graduate levels. Prior to his academic career at Brandeis, he worked in antitrust litigation consulting at Bates White LLC in San Diego, CA. He holds a Ph.D. in Economics from Bocconi University.