Pierangelo De Pace
Pierangelo De Pace
Professor of Economics, Pomona College
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Co-Movement of Major Energy, Agricultural, and Food Commodity Price Returns: A Time-Series Assessment
F de Nicola, P De Pace, MA Hernandez
Energy Economics 57, 28-41, 2016
The International Spread of COVID-19 Stock Market Collapses
S Contessi, P De Pace
Finance Research Letters, 101894, 2021
The Cyclical Properties of Disaggregated Capital Flows
S Contessi, P De Pace, JL Francis
Journal of International Money and Finance 32 (C), 528-555, 2013
Gross Domestic Product Growth Predictions Through the Yield Spread: Time‐Variation and Structural Breaks
P De Pace
International Journal of Finance and Economics 18 (1), 1-24, 2013
How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads?
S Contessi, P De Pace, M Guidolin
Journal of Empirical Finance 28, 362-385, 2014
Currency Union, Free-Trade Areas, and Business Cycle Synchronization
P De Pace
Macroeconomic Dynamics 17 (3), 646-680, 2013
(Non‐)Resiliency of Foreign Direct Investment in the United States During the 2007–2009 Financial Crisis
S Contessi, P De Pace
Pacific Economic Review 17 (3), 368-390, 2012
Comovement and Instability in Cryptocurrency Markets
P De Pace, J Rao
International Review of Economics & Finance 83, 173-200, 2023
High Yield Spreads, Real Economic Activity, and the Financial Accelerator
P De Pace, K Weber
Economics Letters 121 (3), 346-355, 2013
Mildly Explosive Dynamics in U.S. Fixed Income Markets
S Contessi, P De Pace, M Guidolin
European Journal of Operational Research 287 (2), 712-724, 2020
The Time-Varying Leading Properties of the High Yield Spread in the United States
P De Pace, K Weber
International Journal of Forecasting 32 (1), 203-230, 2016
An International Perspective on the Recent Behavior of Inflation
S Contessi, P De Pace, L Li
Federal Reserve Bank of St. Louis Review 96 (3), 267-294, 2014
Do European Capital Flows Comove?
S Contessi, P De Pace
The North American Journal of Economics and Finance 20 (2), 145-161, 2009
An Enlarged Economic and Monetary Union: Effects and Policy Implications
C Altomonte, P De Pace
The Economics of EU Enlargement, 77-112, 2003
Changes in the Second-Moment Properties of Disaggregated Capital Flows
S Contessi, P De Pace, JL Francis
Economics Letters 115 (1), 122-127, 2012
HFUL_HLIM: Stata Module for Heteroskedasticity-Robust Version of the Fuller Estimator and Jackknife Version of the Limited-Information Maximum Likelihood Estimator
X Chen, T Wouterson, P De Pace, J Chao
Boston College Department of Economics, 2022
Essays on Macroeconomic Comovement and the Term Structure
P De Pace
The Johns Hopkins University, 2010
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