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 3 3 5 431
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 1 1 2 105
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 2 7 9 98
Co-movement of major commodity price returns: A time-series assessment 0 0 0 15 1 2 3 79
Co-movement of major commodity price returns: time-series assessment 0 0 0 45 0 2 3 106
Comovement and Instability in Cryptocurrency Markets 0 0 2 36 1 2 7 61
Do European capital flows comove? 0 0 0 39 0 0 0 107
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 0 0 1 1,294
How did the financial crisis alter the correlations of U.S. yield spreads? 0 1 3 245 7 9 18 652
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 27 5 5 8 90
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 2 21 2 2 6 38
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 2 2 3 91
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 1 25 0 1 4 97
The Cyclical Properties of Disaggregated Capital Flows 0 0 1 51 2 5 8 233
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 2 3 6 174
The cyclical properties of disaggregated capital flows 0 0 1 71 1 3 6 203
Total Working Papers 0 1 10 1,124 29 47 89 3,859

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 2 2 43
An international perspective on the recent behavior of inflation 0 0 0 15 0 2 4 69
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 0 0 2 67
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 0 1 74
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 0 1 45 4 5 9 193
Comovement and instability in cryptocurrency markets 1 1 1 1 2 3 8 20
Do European capital flows comove? 0 0 0 30 0 1 2 130
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS 0 0 0 0 0 1 3 73
High yield spreads, real economic activity, and the financial accelerator 0 0 0 41 1 1 5 128
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 1 27 0 0 2 124
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 0 0 3 42
The cyclical properties of disaggregated capital flows 0 0 1 77 0 2 5 253
The international spread of COVID-19 stock market collapses 0 0 0 2 1 5 10 21
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 3 5 6 75
Total Journal Articles 1 1 4 288 13 27 62 1,312

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 1 1 13 56 3 3 45 259
Total Software Items 1 1 13 56 3 3 45 259

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Statistics updated 2025-12-06