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 1 2 428
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 0 0 0 103
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 0 2 2 91
Co-movement of major commodity price returns: A time-series assessment 0 0 2 15 0 0 3 76
Co-movement of major commodity price returns: time-series assessment 0 0 0 45 0 1 1 104
Comovement and Instability in Cryptocurrency Markets 0 1 1 35 2 4 6 58
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 0 4 243 3 3 13 639
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 3 21 0 1 5 35
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 27 0 0 3 84
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 1 1 89
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 1 1 25 0 2 2 95
The Cyclical Properties of Disaggregated Capital Flows 0 0 0 50 0 0 0 225
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 0 0 5 169
The cyclical properties of disaggregated capital flows 0 0 0 70 0 1 2 198
Total Working Papers 0 2 12 1,119 5 16 46 3,795

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 0 0 65
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 0 0 2 66
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 0 0 73
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 0 3 44 1 1 11 187
Comovement and instability in cryptocurrency markets 0 0 0 0 0 3 8 15
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 1 71
High yield spreads, real economic activity, and the financial accelerator 0 0 0 41 0 1 2 124
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 0 26 0 0 1 122
Mildly explosive dynamics in U.S. fixed income markets 0 0 2 14 1 1 3 40
The cyclical properties of disaggregated capital flows 0 0 1 76 0 0 1 248
The international spread of COVID-19 stock market collapses 0 0 0 2 0 0 1 12
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 0 1 2 70
Total Journal Articles 0 0 6 284 2 8 33 1,263

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 2 8 15 51 4 19 64 241
Total Software Items 2 8 15 51 4 19 64 241

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Statistics updated 2025-05-12