Details about Roberta Colavecchio

Access statistics for papers by Roberta Colavecchio.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pco1001

Working Papers

2025

1. Monetary aggregates and inflation: A new view on an old relationship
   BCL working papers, Central Bank of Luxembourg

2021

2. Inflation expectations and their role in Eurosystem forecasting
   Occasional Paper Series, European Central Bank View citations (7)

2020

3. Non-linear exchange rate pass-through to euro area inflation: a local projection approach
   Working Paper Series, European Central Bank View citations (11)
   Also in BCL working papers, Central Bank of Luxembourg (2019)

2014

4. A money-based indicator for deflation risk
   Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics
   Also in VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) View citations (1)

2013

5. Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR
   Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics View citations (6)

2011

6. Drifting together of falling apart? The empirics of regional economic growth in post-unification Germany
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (4)
   Also in Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics (2005) View citations (9)
   CESifo Working Paper Series, CESifo (2005) View citations (9)
   See also Journal Article Drifting together or falling apart? The empirics of regional economic growth in post-unification Germany, Applied Economics, Taylor & Francis Journals (2009) View citations (1) (2009)
7. Inflation Inequality in Europe
   Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics View citations (3)

2010

8. Drivers of Private Equity Investment in CEE and Western European Countries
   Working Paper / FINESS, DIW Berlin, German Institute for Economic Research View citations (3)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) View citations (3)

2009

9. Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets
   Working Papers, Hong Kong Institute for Monetary Research View citations (12)
   Also in Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics (2009) View citations (10)
   See also Journal Article Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets, Journal of Asian Economics, Elsevier (2009) View citations (11) (2009)

2008

10. Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
    Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (10)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2006)
    Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics (2008) View citations (10)
    See also Journal Article Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures, China Economic Review, Elsevier (2008) View citations (20) (2008)

2007

11. Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
    Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (5)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2007)

2004

12. Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (19)

Journal Articles

2021

1. Has the Phillips curve changed? Evidence for Luxembourg
   BCL Bulletin Analyses, 2021, 2021-3, 75-97

2014

2. The macroeconomic determinants of private equity investment: a European comparison
   Applied Economics, 2014, 46, (11), 1170-1183 View citations (4)

2010

3. Frühjahrsgrundlinien 2010
   DIW Wochenbericht, 2010, 77, (15), 2-26

2009

4. DIW's 2009 Fall Forecast: Key Economic Trends
   Weekly Report, 2009, 5, (31), 216-217
5. Drifting together or falling apart? The empirics of regional economic growth in post-unification Germany
   Applied Economics, 2009, 43, (9), 1087-1098 View citations (1)
   See also Working Paper Drifting together of falling apart? The empirics of regional economic growth in post-unification Germany, Quantitative Macroeconomics Working Papers (2011) View citations (4) (2011)
6. Herbstgrundlinien 2009: leichte Erholung im nächsten Jahr
   DIW Wochenbericht, 2009, 76, (42), 716-737
7. Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets
   Journal of Asian Economics, 2009, 20, (2), 174-196 View citations (11)
   See also Working Paper Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets, Working Papers (2009) View citations (12) (2009)

2008

8. Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
   China Economic Review, 2008, 19, (4), 635-648 View citations (20)
   See also Working Paper Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures, Quantitative Macroeconomics Working Papers (2008) View citations (10) (2008)

2006

9. The EBC Monetary Policy and its Taylor-type Reaction Function
   Rivista italiana degli economisti, 2006, (1), 51-86 View citations (4)