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 2 4 10 438
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 1 2 11 114
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 1 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 10 114
Comovement and Instability in Cryptocurrency Markets 0 0 1 36 0 2 10 68
Do European capital flows comove? 0 0 0 39 1 3 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 4 5 10 1,304
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 3 246 1 4 24 663
Mildly Explosive Dynamics in U.S. Fixed Income Markets 1 1 2 23 4 6 11 46
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 28 2 5 16 100
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 3 5 14 103
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 0 25 1 2 6 101
The Cyclical Properties of Disaggregated Capital Flows 0 0 1 51 2 2 15 240
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 2 2 35 204
The cyclical properties of disaggregated capital flows 0 0 1 71 0 2 11 209
Total Working Papers 1 1 9 1,128 25 50 211 4,006

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 4 7 48
An international perspective on the recent behavior of inflation 0 0 0 15 4 9 20 85
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 4 5 8 74
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 1 2 18 91
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 0 1 45 2 3 12 199
Comovement and instability in cryptocurrency markets 0 0 1 1 3 5 18 33
Do European capital flows comove? 0 0 0 30 0 1 6 135
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS 0 0 0 0 1 4 13 84
High yield spreads, real economic activity, and the financial accelerator 0 0 1 42 2 6 18 142
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 1 27 4 5 9 131
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 2 4 8 48
The cyclical properties of disaggregated capital flows 0 0 1 77 4 7 20 268
The international spread of COVID-19 stock market collapses 0 0 0 2 2 3 14 26
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 1 3 10 80
Total Journal Articles 0 0 5 289 32 61 181 1,444

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 7 58 4 10 36 277
Total Software Items 0 0 7 58 4 10 36 277

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Statistics updated 2026-05-06