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 3 6 434
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 0 7 9 112
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 0 5 14 103
Co-movement of major commodity price returns: A time-series assessment 0 0 0 15 0 3 6 82
Co-movement of major commodity price returns: time-series assessment 0 0 0 45 1 7 9 113
Comovement and Instability in Cryptocurrency Markets 0 0 1 36 1 6 12 67
Do European capital flows comove? 0 0 0 39 2 5 5 112
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 5 5 1,299
How did the financial crisis alter the correlations of U.S. yield spreads? 0 1 3 246 2 9 25 661
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 1 1 28 0 5 11 95
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 7 9 98
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 1 1 22 1 3 7 41
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 1 25 1 3 6 100
The Cyclical Properties of Disaggregated Capital Flows 0 0 1 51 0 5 13 238
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 0 28 33 202
The cyclical properties of disaggregated capital flows 0 0 1 71 1 5 11 208
Total Working Papers 0 3 9 1,127 9 106 181 3,965

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 1 2 4 45
An international perspective on the recent behavior of inflation 0 0 0 15 3 10 14 79
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 1 3 4 70
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 15 16 89
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 0 1 45 0 3 10 196
Comovement and instability in cryptocurrency markets 0 0 1 1 1 9 16 29
Do European capital flows comove? 0 0 0 30 1 5 6 135
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS 0 0 0 0 2 9 11 82
High yield spreads, real economic activity, and the financial accelerator 0 1 1 42 2 10 14 138
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 1 27 1 3 5 127
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 2 4 7 46
The cyclical properties of disaggregated capital flows 0 0 1 77 2 10 15 263
The international spread of COVID-19 stock market collapses 0 0 0 2 0 2 11 23
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 2 4 9 79
Total Journal Articles 0 1 5 289 18 89 142 1,401

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 2 13 58 0 8 38 267
Total Software Items 0 2 13 58 0 8 38 267

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Statistics updated 2026-03-04