Details about Mariarosaria Comunale

Access statistics for papers by Mariarosaria Comunale.

Last updated 2024-08-14. Update your information in the RePEc Author Service.

Short-id: pco777

Working Papers

2024

1. Searching for Wage Growth: Policy Responses to the “New Machine Age”
   IMF Working Papers, International Monetary Fund
2. The Economic Impacts and the Regulation of AI: A Review of the Academic Literature and Policy Actions
   IMF Working Papers, International Monetary Fund View citations (4)

2023

3. A Comprehensive Macroeconomic Uncertainty Measure for the Euro Area and its Implications to COVID-19
   IMF Working Papers, International Monetary Fund
4. Monetary Policy Frameworks and Communication in the Caucasus and Central Asia
   IMF Working Papers, International Monetary Fund
5. Who are Central Banks? Gender, Human Resources, and Central Banking
   IMF Working Papers, International Monetary Fund View citations (1)

2021

6. Business cycles in the EU: A comprehensive comparison across methods
   Bank of Lithuania Discussion Paper Series, Bank of Lithuania View citations (1)
   See also Chapter Business Cycles in the EU: A Comprehensive Comparison Across Methods, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)
7. Exchange rate fluctuations and the financial channel in emerging economies
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
   Also in Bank of Lithuania Working Paper Series, Bank of Lithuania (2020)
8. Tracking growth in the euro area subject to a dimensionality problem
   Working Paper Series, European Central Bank
   See also Journal Article Tracking growth in the euro area subject to a dimensionality problem, Applied Economics, Taylor & Francis Journals (2021) (2021)
9. What Explains Excess Trade Persistence? A Theory of Habits in the Supply Chains
   Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (2)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (2)

2020

10. Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
11. Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches
    Bank of Lithuania Working Paper Series, Bank of Lithuania
12. Shock dependence of exchange rate pass-through: A comparative analysis of BVARs and DSGEs
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (4)
    Also in Bank of Lithuania Working Paper Series, Bank of Lithuania (2020)
13. The persistently high rate of suicide in Lithuania: an updated view
    Bank of Lithuania Discussion Paper Series, Bank of Lithuania View citations (1)
14. Who did it? A European Detective Story Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool
    CEIS Research Paper, Tor Vergata University, CEIS
    Also in Bank of Lithuania Working Paper Series, Bank of Lithuania (2019) View citations (3)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)

2019

15. An Investigation of the Exchange Rate Pass-Through in the Baltic States
    CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
    Also in Bank of Lithuania Discussion Paper Series, Bank of Lithuania (2019) View citations (2)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (2)
16. An empirical investigation of the relationship between trade and structural change
    Bank of Lithuania Working Paper Series, Bank of Lithuania
17. Convergence and growth decomposition: an analysis on Lithuania
    Bank of Lithuania Discussion Paper Series, Bank of Lithuania View citations (4)
18. Euro Area Growth and European Institutional Reforms
    Bank of Lithuania Occasional Paper Series, Bank of Lithuania View citations (1)
19. Financial stability assessment for EU candidate countries and potential candidates
    Occasional Paper Series, European Central Bank View citations (1)
20. Real Effective Exchange Rates determinants and growth: lessons from Italian regions
    Bank of Lithuania Discussion Paper Series, Bank of Lithuania
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2019)

2018

21. Real and financial cycles in EU countries - Stylised facts and modelling implications
    Occasional Paper Series, European Central Bank View citations (43)

2017

22. A panel VAR analysis of macro-financial imbalances in the EU
    Working Paper Series, European Central Bank View citations (13)
    Also in Bank of Lithuania Working Paper Series, Bank of Lithuania (2017) View citations (14)
    See also Journal Article A panel VAR analysis of macro-financial imbalances in the EU, Journal of International Money and Finance, Elsevier (2022) View citations (4) (2022)
23. Exchange Rate Pass-Through in the Euro Area
    Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (44)
    Also in Working Papers, The Croatian National Bank, Croatia (2017) View citations (45)
    Working Paper Series, European Central Bank (2017) View citations (46)
24. Synchronicity of real and financial cycles and structural characteristics in EU countries
    Bank of Lithuania Occasional Paper Series, Bank of Lithuania View citations (3)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2017) View citations (3)
25. Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods
    Bank of Lithuania Occasional Paper Series, Bank of Lithuania View citations (16)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (15)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2017) View citations (15)
    CEIS Research Paper, Tor Vergata University, CEIS (2017) View citations (15)

2016

26. A Closer Look at EU Current Accounts
    CEIS Research Paper, Tor Vergata University, CEIS View citations (8)
27. Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growh in the EU
    CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (4)
    Bank of Lithuania Working Paper Series, Bank of Lithuania (2016) View citations (1)
    See also Journal Article Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU, Journal of International Money and Finance, Elsevier (2017) View citations (52) (2017)
28. Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies
    Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (2)
    See also Journal Article Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies, Eastern European Economics, Taylor & Francis Journals (2017) View citations (12) (2017)
29. The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors
    Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (9)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2016)
    See also Journal Article 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, Elsevier (2018) View citations (9) (2018)

2015

30. 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 View citations (11)
    See also Journal Article Current account and real effective exchange rate misalignments in Central Eastern EU countries: An update using the macroeconomic balance approach, Economic Systems, Elsevier (2018) View citations (7) (2018)
31. 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 View citations (12)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2015) View citations (2)
32. Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs Within the Euro Zone
    CEIS Research Paper, Tor Vergata University, CEIS View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2014)
33. Long-run determinants and misalignments of the real effective exchange rate in the EU
    Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (18)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (10)
    See also Journal Article Long‐run determinants and misalignments of the real effective exchange rate in the EU, Scottish Journal of Political Economy, Scottish Economic Society (2019) View citations (9) (2019)

Journal Articles

2022

1. A panel VAR analysis of macro-financial imbalances in the EU
   Journal of International Money and Finance, 2022, 121, (C) View citations (4)
   See also Working Paper A panel VAR analysis of macro-financial imbalances in the EU, Working Paper Series (2017) View citations (13) (2017)
2. Trade and structural change: An empirical investigation
   International Economics, 2022, 171, (C), 58-79
   Also in International Economics, 2022, (171), 80-109 (2022) View citations (1)

2021

3. Tracking growth in the euro area subject to a dimensionality problem
   Applied Economics, 2021, 53, (57), 6611-6625
   See also Working Paper Tracking growth in the euro area subject to a dimensionality problem, Working Paper Series (2021) (2021)

2020

4. New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?
   International Journal of Finance & Economics, 2020, 25, (4), 617-641 View citations (5)

2019

5. Characterising the current expansion across non-euro area advanced economies: where do we go from here?
   Economic Bulletin Boxes, 2019, 2 View citations (2)
6. Long‐run determinants and misalignments of the real effective exchange rate in the EU
   Scottish Journal of Political Economy, 2019, 66, (5), 649-672 View citations (9)
   See also Working Paper Long-run determinants and misalignments of the real effective exchange rate in the EU, Bank of Lithuania Working Paper Series (2015) View citations (18) (2015)

2018

7. Current account and real effective exchange rate misalignments in Central Eastern EU countries: An update using the macroeconomic balance approach
   Economic Systems, 2018, 42, (3), 414-436 View citations (7)
   See also Working Paper Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach, CEIS Research Paper (2015) View citations (11) (2015)
8. 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 View citations (4)
9. Macroeconomic and financial stability in a monetary union: The case of Lithuania
   Economic Systems, 2018, 42, (1), 75-90 View citations (10)
10. 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 View citations (9)
    See also Working Paper The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors, Bank of Lithuania Working Paper Series (2016) View citations (9) (2016)

2017

11. 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 View citations (52)
    See also Working Paper Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growh in the EU, CEIS Research Paper (2016) View citations (2) (2016)
12. Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies
    Eastern European Economics, 2017, 55, (1), 29-49 View citations (12)
    See also Working Paper Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies, Bank of Lithuania Working Paper Series (2016) View citations (2) (2016)

Chapters

2022

1. Business Cycles in the EU: A Comprehensive Comparison Across Methods
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44B, pp 99-146
   See also Working Paper Business cycles in the EU: A comprehensive comparison across methods, Bank of Lithuania (2021) View citations (1) (2021)