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Details about Mariarosaria Comunale

Homepage:http://sites.google.com/site/mariarosariacomunale/
Postal address:Applied Macroeconomic Research Division, Economics Department Bank of Lithuania, Totorių g. 4, LT-01121 Vilnius (Lithuania) Email: mcomunale@lb.lt
Workplace:Lietuvos Bankas (Bank of Lithuania), (more information at EDIRC)
European Central Bank, (more information at EDIRC)

Access statistics for papers by Mariarosaria Comunale.

Last updated 2018-09-13. Update your information in the RePEc Author Service.

Short-id: pco777


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Working Papers

2018

  1. Real and financial cycles in EU countries - Stylised facts and modelling implications
    Occasional Paper Series, European Central Bank Downloads

2017

  1. A panel VAR analysis of macro-financial imbalances in the EU
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (3)
  2. Exchange Rate Pass-Through in the Euro Area
    Working Papers, The Croatian National Bank, Croatia Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (6)
    Bank of Lithuania Working Paper Series, Bank of Lithuania (2017) Downloads View citations (3)
  3. Synchronicity of real and financial cycles and structural characteristics in EU countries
    Bank of Lithuania Occasional Paper Series, Bank of Lithuania Downloads View citations (1)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2017) Downloads
  4. Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods
    Bank of Lithuania Occasional Paper Series, Bank of Lithuania Downloads
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2017) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (1)
    CEIS Research Paper, Tor Vergata University, CEIS (2017) Downloads View citations (1)

2016

  1. A Closer Look at EU Current Accounts
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (5)
  2. Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growh in the EU
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) Downloads View citations (3)
    Bank of Lithuania Working Paper Series, Bank of Lithuania (2016) Downloads
  3. Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (1)
    See also Journal Article in Eastern European Economics (2017)
  4. The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors Abstract: This empirical study considers the pass-through of key nominal exchange rates and commodity prices to consumer prices in the Commonwealth of Independent States (CIS), taking into account the effect of idiosyncratic and common factors influencing prices. In order to do that, given the relatively short window of available quarterly observations (1999-2014), we choose heterogeneous panel frameworks and control for cross-sectional dependence. The exchange rate pass-through is found to be relatively high and rapid for CIS countries in the case of the nominal effective exchange rate, but not significant for the bilateral rate with the US dollar. We also show that global factors in combination with financial gaps and commodity prices are important. In the case of large rate swings, the exchange rate pass-through of the bilateral rate with the US dollar becomes significant and similar to that of the nominal effective exchange rate
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (3)
  5. The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (1)
    See also Journal Article in Research in International Business and Finance (2018)

2015

  1. Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach
    CEIS Research Paper, Tor Vergata University, CEIS Downloads
  2. Current Account and Reer Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (5)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2015) Downloads View citations (1)
  3. Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs Within the Euro Zone
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads
  4. Long-run determinants and misalignments of the real effective exchange rate in the EU
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (10)

2014

  1. Current account imbalances in the Euro area: Competitiveness or financial cycle?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (35)

Journal Articles

2018

  1. Has private sector credit in CESEE approached levels justified by fundamentals? A post-crisis assessment
    Focus on European Economic Integration, 2018, (Q3-18), 141-154 Downloads
  2. Macroeconomic and financial stability in a monetary union: The case of Lithuania
    Economic Systems, 2018, 42, (1), 75-90 Downloads View citations (3)
  3. The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors
    Research in International Business and Finance, 2018, 44, (C), 186-217 Downloads
    See also Working Paper (2016)

2017

  1. Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU
    Journal of International Money and Finance, 2017, 73, (PB), 350-370 Downloads View citations (8)
  2. Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies
    Eastern European Economics, 2017, 55, (1), 29-49 Downloads View citations (5)
    See also Working Paper (2016)
 
Page updated 2018-09-23