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Pierangelo De Pace

Personal Details

First Name:Pierangelo
Middle Name:
Last Name:De Pace
Suffix:
RePEc Short-ID:pde112
[This author has chosen not to make the email address public]
http://sites.google.com/site/pierangelodepace/
425, N College Ave Carnegie 205 Claremont, CA 91711, USA
+19096218744
Terminal Degree:2009 Department of Economics; Johns Hopkins University (from RePEc Genealogy)

Affiliation

Economics Department
Pomona College

Claremont, California (United States)
https://www.pomona.edu/academics/departments/economics
RePEc:edi:depomus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Contessi, Silvio & De Pace, Pierangelo, 2020. "The International Spread of COVID-19 Stock Market Collapses," Economics Department, Working Paper Series 1013, Economics Department, Pomona College, revised 25 Jun 2020.
  2. De Pace, Pierangelo & Rao, Jayant, 2020. "Comovement and Instability in Cryptocurrency Markets," Economics Department, Working Paper Series 1012, Economics Department, Pomona College, revised 14 Jan 2020.
  3. de Nicola, Francesca & De Pace, Pierangelo & Hernandez, Manuel A., 2014. "Co-movement of major commodity price returns: A time-series assessment:," IFPRI discussion papers 1354, International Food Policy Research Institute (IFPRI).
  4. Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013. "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers 2013-005, Federal Reserve Bank of St. Louis.
  5. Silvio Contessi & Pierangelo De Pace, 2011. "The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis," Working Papers 2011-037, Federal Reserve Bank of St. Louis.
  6. Silvio Contessi & Pierangelo De Pace & Johanna L. Francis, 2010. "Changes in the second-moment properties of disaggregated capital flows," Working Papers 2010-020, Federal Reserve Bank of St. Louis.
  7. Silvio Contessi & Pierangelo DePace, 2008. "Do European capital flows comove?," Working Papers 2008-042, Federal Reserve Bank of St. Louis.
  8. Silvio Contessi & Pierangelo DePace & Johanna L. Francis, 2008. "The cyclical properties of disaggregated capital flows," Working Papers 2008-041, Federal Reserve Bank of St. Louis.
  9. Pierangelo De Pace, 2005. "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics 0509011, University Library of Munich, Germany, revised 14 Feb 2006.
  10. Carlo Altomonte & Pierangelo De Pace, 2004. "An Enlarged Economic and Monetary Union: Effects and Policy Implications," Macroeconomics 0409019, University Library of Munich, Germany, revised 30 Sep 2005.
  11. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, "undated". "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series 1001, Economics Department, Pomona College, revised 12 Feb 2020.

Articles

  1. De Pace, Pierangelo & Rao, Jayant, 2023. "Comovement and instability in cryptocurrency markets," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 173-200.
  2. Contessi, Silvio & De Pace, Pierangelo, 2021. "The international spread of COVID-19 stock market collapses," Finance Research Letters, Elsevier, vol. 42(C).
  3. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020. "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, vol. 287(2), pages 712-724.
  4. Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016. "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, vol. 57(C), pages 28-41.
  5. De Pace, Pierangelo & Weber, Kyle D., 2016. "The time-varying leading properties of the high yield spread in the United States," International Journal of Forecasting, Elsevier, vol. 32(1), pages 203-230.
  6. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014. "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
  7. Silvio Contessi & Pierangelo De Pace & Li Li, 2014. "An international perspective on the recent behavior of inflation," Review, Federal Reserve Bank of St. Louis, vol. 96(3), pages 267-294.
  8. De Pace, Pierangelo & Weber, Kyle D., 2013. "High yield spreads, real economic activity, and the financial accelerator," Economics Letters, Elsevier, vol. 121(3), pages 346-355.
  9. Pierangelo De Pace, 2013. "Gross Domestic Product Growth Predictions Through The Yield Spread: Time‐Variation And Structural Breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-24, January.
  10. De Pace, Pierangelo, 2013. "Currency Union, Free-Trade Areas, And Business Cycle Synchronization," Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 646-680, April.
  11. Contessi, Silvio & De Pace, Pierangelo & Francis, Johanna L., 2013. "The cyclical properties of disaggregated capital flows," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 528-555.
  12. Contessi, Silvio & De Pace, Pierangelo & Francis, Johanna L., 2012. "Changes in the second-moment properties of disaggregated capital flows," Economics Letters, Elsevier, vol. 115(1), pages 122-127.
  13. Silvio Contessi & Pierangelo De Pace, 2012. "(Non-)Resiliency Of Foreign Direct Investment In The United States During The 2007–2009 Financial Crisis," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 368-390, August.
  14. Contessi, Silvio & De Pace, Pierangelo, 2009. "Do European capital flows comove?," The North American Journal of Economics and Finance, Elsevier, vol. 20(2), pages 145-161, August.

Software components

  1. Xiduo Chen & Tiemen Wouterson & Pierangelo De Pace & John Chao, 2022. "HFUL_HLIM: Stata module for heteroskedasticity-robust version of the Fuller estimator and jackknife version of the limited-information maximum likelihood estimator," Statistical Software Components S459039, Boston College Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

List Editorship

This author manages the following RePEc Biblio topics, reading lists or publication compilations:
  1. RePEc Biblio > Econometrics > Econometric Theory > Bootstrap Methods
  2. RePEc Biblio > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2004-09-30 2005-11-09 2009-01-10 2009-08-30 2010-10-30. Author is listed
  2. NEP-BEC: Business Economics (3) 2009-01-10 2009-08-30 2010-10-30
  3. NEP-OPM: Open Economy Macroeconomics (3) 2009-01-10 2009-08-30 2010-10-30
  4. NEP-ETS: Econometric Time Series (2) 2019-06-10 2020-01-27
  5. NEP-FMK: Financial Markets (2) 2013-02-16 2019-06-10
  6. NEP-IFN: International Finance (2) 2010-07-24 2010-10-30
  7. NEP-AGR: Agricultural Economics (1) 2014-05-09
  8. NEP-ECM: Econometrics (1) 2005-11-09
  9. NEP-EEC: European Economics (1) 2008-11-11
  10. NEP-MON: Monetary Economics (1) 2004-09-30
  11. NEP-PAY: Payment Systems and Financial Technology (1) 2020-01-27
  12. NEP-RMG: Risk Management (1) 2020-07-27

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