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Details about Michele Ca' Zorzi

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Michele Ca' Zorzi.

Last updated 2020-07-06. Update your information in the RePEc Author Service.

Short-id: pca585


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Working Papers

2020

  1. Monetary policy and its transmission in a globalised world
    Working Paper Series, European Central Bank Downloads
  2. The predictive power of equilibrium exchange rate models
    Working Paper Series, European Central Bank Downloads

2018

  1. Exchange rate forecasting on a napkin
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
    Also in Working Paper Series, European Central Bank (2018) Downloads

    See also Journal Article in Journal of International Money and Finance (2020)

2017

  1. Exchange rate forecasting with DSGE models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (17)
    Also in Working Paper Series, European Central Bank (2016) Downloads View citations (9)

    See also Journal Article in Journal of International Economics (2017)

2015

  1. Real exchange rate forecasting and ppp: this time the random walk loses
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in Working Paper Series, European Central Bank (2013) Downloads

    See also Journal Article in Open Economies Review (2016)

2014

  1. External and macroeconomic adjustment in the larger euro area countries
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in International Finance (2016)

2013

  1. Spatial considerations on the PPP debate
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (1)

2012

  1. Bayesian analysis of recursive SVAR models with overidentifying restrictions
    Working Paper Series, European Central Bank Downloads View citations (5)
  2. Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (2)
  3. The perils of aggregating foreign variables in panel data models
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012) Downloads View citations (2)
  4. Thousands of models, one story: current account imbalances in the global economy
    Working Paper Series, European Central Bank Downloads View citations (67)
    Also in EcoMod2011, EcoMod (2011) Downloads
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2012)

2011

  1. Euro area cross-border financial flows and the global financial crisis
    Occasional Paper Series, European Central Bank Downloads View citations (14)

2010

  1. Methodological advances in the assessment of equilibrium exchange rates
    Working Paper Series, European Central Bank Downloads View citations (58)

2009

  1. Current account benchmarks for central and eastern Europe: a desperate search?
    Working Paper Series, European Central Bank Downloads View citations (19)
  2. Signals from housing and lending booms
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in Emerging Markets Review (2010)

2008

  1. On the empirical evidence of the intertemporal current account model for the euro area countries
    Working Paper Series, European Central Bank Downloads View citations (15)
    See also Journal Article in Review of Development Economics (2012)

2007

  1. Exchange rate pass-through in emerging markets
    Working Paper Series, European Central Bank Downloads View citations (92)
    See also Journal Article in The IUP Journal of Monetary Economics (2007)
  2. Explaining and forecasting euro area exports: which competitiveness indicator performs best?
    Working Paper Series, European Central Bank Downloads View citations (37)

2005

  1. Welfare implications of joining a common currency
    Working Paper Series, European Central Bank Downloads View citations (13)

2004

  1. The Eastward Enlargement of the European Monetary Union
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) Downloads View citations (1)

2003

  1. The admission of accession countries to an enlarged monetary union: a tentative assessment
    Working Paper Series, European Central Bank Downloads View citations (4)

Journal Articles

2020

  1. Exchange rate forecasting on a napkin
    Journal of International Money and Finance, 2020, 104, (C) Downloads View citations (1)
    See also Working Paper (2018)

2017

  1. Exchange rate forecasting with DSGE models
    Journal of International Economics, 2017, 107, (C), 127-146 Downloads View citations (19)
    See also Working Paper (2017)

2016

  1. External and Macroeconomic Adjustment in the Larger Euro-Area Countries
    International Finance, 2016, 19, (3), 269-291 Downloads View citations (2)
    See also Working Paper (2014)
  2. Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses
    Open Economies Review, 2016, 27, (3), 585-609 Downloads View citations (12)
    See also Working Paper (2015)

2015

  1. Bayesian forecasting of real exchange rates with a Dornbusch prior
    Economic Modelling, 2015, 46, (C), 53-60 Downloads View citations (2)

2014

  1. External and macroeconomic adjustment in Spain and Germany
    Research Bulletin, 2014, 20, 9-12 Downloads

2012

  1. And then current accounts (over)adjusted
    Empirical Economics, 2012, 43, (1), 245-270 Downloads View citations (2)
  2. On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries
    Review of Development Economics, 2012, 16, (1), 95-106 Downloads View citations (14)
    See also Working Paper (2008)
  3. The Minimum Economic Dividend for Joining a Currency Union
    German Economic Review, 2012, 13, (2), 127-141 Downloads View citations (2)
  4. Thousands of models, one story: Current account imbalances in the global economy
    Journal of International Money and Finance, 2012, 31, (6), 1319-1338 Downloads View citations (63)
    See also Working Paper (2012)

2010

  1. Signals from housing and lending booms
    Emerging Markets Review, 2010, 11, (1), 1-20 Downloads View citations (15)
    See also Working Paper (2009)

2007

  1. Exchange Rate Pass-Through in Emerging Markets
    The IUP Journal of Monetary Economics, 2007, V, (4), 84-102 View citations (77)
    See also Working Paper (2007)

2004

  1. Currency unions and the real exchange rate
    Economics Letters, 2004, 85, (1), 23-27 Downloads View citations (7)
 
Page updated 2020-09-17