Access Statistics for Pierangelo De Pace

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Enlarged Economic and Monetary Union: Effects and Policy Implications 0 0 0 145 0 4 10 438
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 0 2 11 114
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 0 2 14 105
Co-movement of major commodity price returns: A time-series assessment 0 0 0 15 0 2 8 84
Co-movement of major commodity price returns: time-series assessment 0 0 0 45 1 2 11 115
Comovement and Instability in Cryptocurrency Markets 0 0 1 36 0 1 10 68
Do European capital flows comove? 0 0 0 39 0 1 6 113
Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe 0 0 0 281 1 6 11 1,305
How did the financial crisis alter the correlations of U.S. yield spreads? 1 1 4 247 2 4 26 665
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 28 1 6 17 101
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 5 14 103
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 1 2 23 3 8 14 49
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 0 25 1 2 7 102
The Cyclical Properties of Disaggregated Capital Flows 0 0 1 51 0 2 15 240
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 1 3 35 205
The cyclical properties of disaggregated capital flows 0 0 1 71 0 1 11 209
Total Working Papers 1 2 10 1,129 10 51 220 4,016

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS 0 0 0 4 2 5 9 50
An international perspective on the recent behavior of inflation 0 0 0 15 0 6 20 85
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 0 4 8 74
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 2 18 91
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 0 1 45 3 6 15 202
Comovement and instability in cryptocurrency markets 0 0 1 1 1 5 18 34
Do European capital flows comove? 0 0 0 30 0 0 6 135
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS 0 0 0 0 0 2 13 84
High yield spreads, real economic activity, and the financial accelerator 0 0 1 42 0 4 17 142
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 1 27 0 4 9 131
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 1 3 9 49
The cyclical properties of disaggregated capital flows 0 0 0 77 0 5 19 268
The international spread of COVID-19 stock market collapses 0 0 0 2 1 4 15 27
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 0 1 10 80
Total Journal Articles 0 0 4 289 8 51 186 1,452

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
HFUL_HLIM: Stata module for heteroskedasticity-robust version of the Fuller estimator and jackknife version of the limited-information maximum likelihood estimator 0 0 4 58 1 11 32 278
Total Software Items 0 0 4 58 1 11 32 278

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Statistics updated 2026-06-04