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 0 2 428
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 1 1 1 104
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 0 0 2 91
Co-movement of major commodity price returns: A time-series assessment 0 0 1 15 0 1 3 77
Co-movement of major commodity price returns: time-series assessment 0 0 0 45 0 0 1 104
Comovement and Instability in Cryptocurrency Markets 0 1 2 36 0 1 5 59
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 4 244 1 4 15 643
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 27 0 1 3 85
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 3 21 0 1 5 36
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 0 1 89
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 1 25 0 1 3 96
The Cyclical Properties of Disaggregated Capital Flows 1 1 1 51 2 3 3 228
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 0 1 6 171
The cyclical properties of disaggregated capital flows 1 1 1 71 2 2 3 200
Total Working Papers 2 4 13 1,123 6 16 54 3,812

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 0 0 0 41
An international perspective on the recent behavior of inflation 0 0 0 15 0 2 2 67
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 0 1 3 67
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 1 1 74
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 1 3 45 0 1 8 188
Comovement and instability in cryptocurrency markets 0 0 0 0 1 1 6 17
Do European capital flows comove? 0 0 0 30 0 0 1 129
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS 0 0 0 0 0 1 2 72
High yield spreads, real economic activity, and the financial accelerator 0 0 0 41 0 2 5 127
How did the financial crisis alter the correlations of U.S. yield spreads? 0 1 1 27 0 2 3 124
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 0 2 3 42
The cyclical properties of disaggregated capital flows 0 0 1 77 0 2 3 251
The international spread of COVID-19 stock market collapses 0 0 0 2 1 4 5 16
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 0 0 2 70
Total Journal Articles 0 2 5 287 2 19 44 1,285

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 1 14 55 3 10 56 256
Total Software Items 0 1 14 55 3 10 56 256

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Statistics updated 2025-09-05