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 11 439
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 0 1 13 117
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 0 0 13 105
Co-movement of major commodity price returns: A time-series assessment 0 0 0 15 0 0 7 84
Co-movement of major commodity price returns: time-series assessment 1 1 1 46 2 3 13 118
Comovement and Instability in Cryptocurrency Markets 0 0 0 36 0 1 9 69
Do European capital flows comove? 0 0 0 39 0 0 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 1 1 12 1,306
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 3 247 1 2 24 667
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 2 16 105
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 28 0 0 16 101
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 2 23 0 1 14 50
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 0 25 0 0 7 104
The Cyclical Properties of Disaggregated Capital Flows 0 0 0 51 0 0 10 240
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 0 1 35 206
The cyclical properties of disaggregated capital flows 0 0 0 71 1 1 10 210
Total Working Papers 1 1 7 1,130 5 14 216 4,034

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 1 11 52
An international perspective on the recent behavior of inflation 1 1 1 16 2 2 20 87
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 1 2 2 19 1 2 9 76
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 2 19 93
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 0 0 1 46 0 2 17 206
Comovement and instability in cryptocurrency markets 0 0 1 1 1 2 21 38
Do European capital flows comove? 0 0 0 30 0 0 6 135
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS 0 0 0 0 0 0 12 84
High yield spreads, real economic activity, and the financial accelerator 0 0 1 42 0 2 17 144
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 0 27 1 1 9 133
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 0 0 7 49
The cyclical properties of disaggregated capital flows 0 0 0 77 0 1 19 270
The international spread of COVID-19 stock market collapses 0 0 0 2 0 0 10 27
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 0 2 11 82
Total Journal Articles 2 3 6 293 5 17 188 1,476

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 3 58 0 0 23 279
Total Software Items 0 0 3 58 0 0 23 279

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Statistics updated 2026-10-11