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 1 426
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 0 0 89
Co-movement of major commodity price returns: A time-series assessment 0 0 0 13 0 0 1 71
Co-movement of major commodity price returns: time-series assessment 0 0 0 45 0 0 0 102
Comovement and Instability in Cryptocurrency Markets 0 0 0 34 0 0 6 49
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 1,292
How did the financial crisis alter the correlations of U.S. yield spreads? 2 2 8 232 3 5 25 609
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 14 0 0 2 26
Mildly Explosive Dynamics in U.S. Fixed Income Markets 1 1 4 25 1 1 4 78
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 0 2 88
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 0 23 0 1 2 91
The Cyclical Properties of Disaggregated Capital Flows 0 0 0 50 0 0 0 224
The International Spread of COVID-19 Stock Market Collapses 1 2 4 54 1 3 12 159
The cyclical properties of disaggregated capital flows 0 0 0 68 0 0 1 193
Total Working Papers 4 5 17 1,091 5 11 57 3,707

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 14 0 0 1 64
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 0 0 1 63
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 0 1 73
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 1 7 38 2 5 17 168
Comovement and instability in cryptocurrency markets 0 0 0 0 0 1 3 3
Do European capital flows comove? 0 0 0 30 0 1 2 128
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS 0 0 0 0 0 0 1 69
High yield spreads, real economic activity, and the financial accelerator 0 0 1 41 0 0 1 120
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 0 25 0 0 2 118
Mildly explosive dynamics in U.S. fixed income markets 0 0 1 10 0 0 4 34
The cyclical properties of disaggregated capital flows 0 0 0 73 0 0 3 244
The international spread of COVID-19 stock market collapses 0 0 1 2 0 0 4 8
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 0 0 0 68
Total Journal Articles 0 1 10 269 2 7 40 1,201

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 28 2 7 52 111
Total Software Items 0 1 14 28 2 7 52 111

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Statistics updated 2023-06-05