Access Statistics for Pierangelo De Pace

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	5	6	433
Changes in the Second-Moment Properties of Disaggregated Capital Flows	0	0	0	32	0	1	2	105
Changes in the second-moment properties of disaggregated capital flows	0	0	0	18	5	11	14	103
Co-movement of major commodity price returns: A time-series assessment	0	0	0	15	1	3	4	80
Co-movement of major commodity price returns: time-series assessment	0	0	0	45	3	4	6	109
Comovement and Instability in Cryptocurrency Markets	0	0	2	36	0	1	7	61
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	2	2	2	1,296
How did the financial crisis alter the correlations of U.S. yield spreads?	1	2	3	246	2	11	19	654
Mildly Explosive Dynamics in U.S. Fixed Income Markets	0	0	0	27	3	8	11	93
Mildly Explosive Dynamics in U.S. Fixed Income Markets	0	0	1	21	0	2	5	38
Mildly Explosive Dynamics in U.S. Fixed Income Markets	0	0	0	18	3	5	6	94
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis	0	0	1	25	1	1	5	98
The Cyclical Properties of Disaggregated Capital Flows	0	0	1	51	1	4	9	234
The International Spread of COVID-19 Stock Market Collapses	0	0	0	55	6	9	12	180
The cyclical properties of disaggregated capital flows	0	0	1	71	2	5	8	205
Total Working Papers	1	2	9	1,125	31	72	116	3,890

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	2	43
An international perspective on the recent behavior of inflation	0	0	0	15	3	5	7	72
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION	0	0	0	17	0	0	1	67
Changes in the second-moment properties of disaggregated capital flows	0	0	0	6	10	10	11	84
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment	0	0	1	45	2	6	10	195
Comovement and instability in cryptocurrency markets	0	1	1	1	1	4	9	21
Do European capital flows comove?	0	0	0	30	1	2	2	131
GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS	0	0	0	0	5	6	8	78
High yield spreads, real economic activity, and the financial accelerator	0	0	0	41	4	5	9	132
How did the financial crisis alter the correlations of U.S. yield spreads?	0	0	1	27	0	0	2	124
Mildly explosive dynamics in U.S. fixed income markets	0	0	0	14	1	1	4	43
The cyclical properties of disaggregated capital flows	0	0	1	77	1	3	6	254
The international spread of COVID-19 stock market collapses	0	0	0	2	2	6	12	23
The time-varying leading properties of the high yield spread in the United States	0	0	0	9	1	5	7	76
Total Journal Articles	0	1	4	288	31	55	90	1,343

Software Item	File Downloads				Abstract Views
Software Item	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	1	2	14	57	4	7	45	263
Total Software Items	1	2	14	57	4	7	45	263

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Statistics updated 2026-01-09