Details about Pierangelo De Pace

Access statistics for papers by Pierangelo De Pace.

Last updated 2019-06-16. Update your information in the RePEc Author Service.

Short-id: pde112

Working Papers

2019

1. Mildly Explosive Dynamics in U.S. Fixed Income Markets
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
   Also in Economics Department, Working Paper Series, Economics Department, Pomona College

2014

2. Co-movement of major commodity price returns: A time-series assessment
   IFPRI discussion papers, International Food Policy Research Institute (IFPRI) View citations (4)
   Also in Policy Research Working Paper Series, The World Bank (2014) View citations (3)

2013

3. How did the financial crisis alter the correlations of U.S. yield spreads?
   Working Papers, Federal Reserve Bank of St. Louis View citations (3)
   See also Journal Article in Journal of Empirical Finance (2014)

2011

4. The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis
   Working Papers, Federal Reserve Bank of St. Louis View citations (2)
   See also Journal Article in Pacific Economic Review (2012)

2010

5. Changes in the Second-Moment Properties of Disaggregated Capital Flows
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics
   Also in Working Papers, Federal Reserve Bank of St. Louis (2010)
   See also Journal Article in Economics Letters (2012)

2009

6. The Cyclical Properties of Disaggregated Capital Flows
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics View citations (4)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2008) View citations (17)
   See also Journal Article in Journal of International Money and Finance (2013)

2008

7. Do European capital flows comove?
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in The North American Journal of Economics and Finance (2009)

2006

8. Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
   Econometrics, University Library of Munich, Germany

2005

9. An Enlarged Economic and Monetary Union: Effects and Policy Implications
   Macroeconomics, University Library of Munich, Germany

Journal Articles

2016

1. Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment
   Energy Economics, 2016, 57, (C), 28-41 View citations (27)
2. The time-varying leading properties of the high yield spread in the United States
   International Journal of Forecasting, 2016, 32, (1), 203-230 View citations (2)

2014

3. An international perspective on the recent behavior of inflation
   Review, 2014, 267-294 View citations (3)
4. How did the financial crisis alter the correlations of U.S. yield spreads?
   Journal of Empirical Finance, 2014, 28, (C), 362-385 View citations (9)
   See also Working Paper (2013)

2013

5. CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION
   Macroeconomic Dynamics, 2013, 17, (3), 646-680 View citations (16)
6. GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS
   International Journal of Finance & Economics, 2013, 18, (1), 1-24 View citations (6)
7. High yield spreads, real economic activity, and the financial accelerator
   Economics Letters, 2013, 121, (3), 346-355 View citations (9)
8. The cyclical properties of disaggregated capital flows
   Journal of International Money and Finance, 2013, 32, (C), 528-555 View citations (22)
   See also Working Paper (2009)

2012

9. (NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS
   Pacific Economic Review, 2012, 17, (3), 368-390
   See also Working Paper (2011)
10. Changes in the second-moment properties of disaggregated capital flows
    Economics Letters, 2012, 115, (1), 122-127 View citations (1)
    See also Working Paper (2010)

2009

11. Do European capital flows comove?
    The North American Journal of Economics and Finance, 2009, 20, (2), 145-161 View citations (3)
    See also Working Paper (2008)