Michele Ca' Zorzi - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005 | 2003

Title Other author(s)

Exchange rate forecasting with DSGE models

European Central Bank Working papers [View] (Paper: 1905, 13.05.2016)

JEL: C32, F31, F37

Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses

Dallas Fed Institute Working Papers [View] (Paper: 0229, 06.03.2015)

JEL: C32, F31, F37

External and macroeconomic adjustment in the larger euro area countries

European Central Bank Working papers [View] (Paper: 1647, 10.03.2014)

Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk

European Central Bank Working papers [View] (Paper: 1576, 14.08.2013)

Spatial considerations on the PPP debate

European Central Bank Working papers [View] (Paper: 1534, 16.04.2013)

JEL: C23, F41

Spatial Considerations on the PPP Debate

Dallas Fed Institute Working Papers [View] (Paper: 0138, 26.02.2013)

JEL: C23, F41

Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk

National Bank of Poland Working papers [View] (Paper: 123, 30.11.2012)

Bayesian analysis of recursive SVAR models with overidentifying restrictions,

European Central Bank Working papers [View] (Paper: 1492, 17.11.2012)

The perils of aggregating foreign variables in panel data models

European Central Bank Working papers [View] (Paper: 1444, 14.06.2012)

JEL: C12, C31, C33, F41

Thousands of models, one story: current account imbalances in the global economy

European Central Bank Working papers [View] (Paper: 1441, 01.06.2012)

JEL: C11, C33, F32, F34, F41, O52

The Perils of Aggregating Foreign Variables in Panel Data Models

Dallas Fed Institute Working Papers [View] (Paper: 0111, 22.03.2012)

JEL: C12, C31, C33, F41

Thousands of Models, One Story: Current Account Imbalances in the Global Economy

Dallas Fed Institute Working Papers [View] (Paper: 0100, 10.12.2011)

Euro area cross-border financial flows and the global financial crisis

European Central Bank Occasional papers [View] (Paper: 126, 28.07.2011)

Methodological advances in the assessment of equilibrium exchange rates,

European Central Bank Working papers [View] (Paper: 1151, 30.01.2010)

Signals from housing and lending booms

European Central Bank Working papers [View] (Paper: 1094, 05.10.2009)

JEL: E32, F31, F37

Current account benchmarks for central and eastern Europe: a desperate search?

European Central Bank Working papers [View] (Paper: 0995, 29.01.2009)

JEL: C11, C33, F15, F32, F34, F41, O52

On the empirical evidence of the intertemporal current account model for the euro area countries

European Central Bank Working papers [View] (Paper: 0895, 17.05.2008)

JEL: D91, F36, F41

Explaining and forecasting euro area exports: which competitiveness indicator performs best?

European Central Bank Working papers [View] (Paper: 0833, 01.12.2007)

JEL: F17, F31, F41

Exchange rate pass-through in emerging markets

European Central Bank Working papers [View] (Paper: 0739, 22.03.2007)

JEL: C32, E31

Welfare implications of joining a common currency

European Central Bank Working papers [View] (Paper: 0445, 01.03.2005)

JEL: E52, E58, F33, F40

The admission of accession countries to an enlarged monetary union: a tentative assessment

European Central Bank Working papers [View] (Paper: 0216, 02.04.2003)

JEL: E52, E58, F33, F40

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005 | 2003