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Details about Pierangelo De Pace

E-mail:
Homepage:http://sites.google.com/site/pierangelodepace/
Phone:+19096218744
Postal address:425, N College Ave Carnegie 205 Claremont, CA 91711, USA
Workplace:Economics Department, Pomona College, (more information at EDIRC)

Access statistics for papers by Pierangelo De Pace.

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

Short-id: pde112


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Working Papers

2019

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

2014

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

2013

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

2011

  1. 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 Downloads View citations (2)
    See also Journal Article in Pacific Economic Review (2012)

2010

  1. Changes in the Second-Moment Properties of Disaggregated Capital Flows
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics Downloads
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) Downloads

    See also Journal Article in Economics Letters (2012)

2009

  1. The Cyclical Properties of Disaggregated Capital Flows
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics Downloads View citations (4)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2008) Downloads View citations (17)

    See also Journal Article in Journal of International Money and Finance (2013)

2008

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

2006

  1. 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 Downloads

2005

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

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 Downloads 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 Downloads View citations (2)

2014

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

2013

  1. CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION
    Macroeconomic Dynamics, 2013, 17, (3), 646-680 Downloads View citations (16)
  2. 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)
  3. High yield spreads, real economic activity, and the financial accelerator
    Economics Letters, 2013, 121, (3), 346-355 Downloads View citations (9)
  4. The cyclical properties of disaggregated capital flows
    Journal of International Money and Finance, 2013, 32, (C), 528-555 Downloads View citations (22)
    See also Working Paper (2009)

2012

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

2009

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