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 2 10 438
Changes in the Second-Moment Properties of Disaggregated Capital Flows 0 0 0 32 2 3 13 116
Changes in the second-moment properties of disaggregated capital flows 0 0 0 18 0 1 14 105
Co-movement of major commodity price returns: A time-series assessment 0 0 0 15 0 0 8 84
Co-movement of major commodity price returns: time-series assessment 0 0 0 45 0 2 11 115
Comovement and Instability in Cryptocurrency Markets 0 0 0 36 0 0 9 68
Do European capital flows comove? 0 0 0 39 0 1 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 0 5 11 1,305
How did the financial crisis alter the correlations of U.S. yield spreads? 0 1 4 247 0 3 25 665
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 0 3 14 103
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 28 0 3 17 101
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 1 2 23 0 7 14 49
The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis 0 0 0 25 2 4 9 104
The Cyclical Properties of Disaggregated Capital Flows 0 0 1 51 0 2 15 240
The International Spread of COVID-19 Stock Market Collapses 0 0 0 55 0 3 35 205
The cyclical properties of disaggregated capital flows 0 0 1 71 0 0 11 209
Total Working Papers 0 2 9 1,129 4 39 222 4,020

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 1 5 10 51
An international perspective on the recent behavior of inflation 0 0 0 15 0 4 18 85
CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION 0 0 0 17 0 4 8 74
Changes in the second-moment properties of disaggregated capital flows 0 0 0 6 0 1 18 91
Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment 1 1 2 46 2 7 17 204
Comovement and instability in cryptocurrency markets 0 0 1 1 2 6 20 36
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 1 12 84
High yield spreads, real economic activity, and the financial accelerator 0 0 1 42 0 2 17 142
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 1 27 1 5 10 132
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 0 3 9 49
The cyclical properties of disaggregated capital flows 0 0 0 77 1 5 19 269
The international spread of COVID-19 stock market collapses 0 0 0 2 0 3 13 27
The time-varying leading properties of the high yield spread in the United States 0 0 0 9 0 1 10 80
Total Journal Articles 1 1 5 290 7 47 187 1,459

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 1 6 28 279
Total Software Items 0 0 3 58 1 6 28 279

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Statistics updated 2026-07-10