Mariarosaria Comunale

Bank of Lithuania - Economics Department

Principal Economist

Totoriu 4

Vilnius, LT-01121

Lithuania

  • Bank of Lithuania - Economics Department

SCHOLARLY PAPERS

18

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32

CROSSREF CITATIONS

34

Scholarly Papers (18)

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1.

Current Account Imbalances in the Euro Area: Competitiveness or Financial Cycle?

De Nederlandsche Bank Working Paper No. 443
Number of pages: 51 Posted: 23 Oct 2014
Mariarosaria Comunale and Jeroen Hessel
Bank of Lithuania - Economics Department and De Nederlandsche Bank
Downloads 172 (190,225)
Citation 13

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Current account deficits, Economic and Monetary Union, competitiveness, domestic boom, financial cycle

2.

Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods

Downloads 169 (193,088)
Citation 2

Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods

CEIS Working Paper No. 406
Number of pages: 48 Posted: 13 May 2017
Mariarosaria Comunale and Jonas Striaukas
Bank of Lithuania - Economics Department and UC Louvain and F.R.S.-FNRS
Downloads 87 (318,465)
Citation 3

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Unconventional monetary policy; zero lower bound; shadow rates; natural interest rate; inflation

Unconventional Monetary Policy: Interest Rates and Low Inflation: A Review of Literature and Methods

CAMA Working Paper No. 29/2017
Number of pages: 47 Posted: 13 Apr 2017
Mariarosaria Comunale and Jonas Striaukas
Bank of Lithuania - Economics Department and UC Louvain and F.R.S.-FNRS
Downloads 82 (330,476)

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Unconventional Monetary Policy, Zero Lower Bound, Shadow Rates, Natural Interest Rate, Inflation

3.

Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU

Downloads 121 (252,742)
Citation 5

Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU

CEIS Working Paper No. 379
Number of pages: 44 Posted: 23 May 2016
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 57 (403,768)
Citation 1

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real effective exchange rate, behavioural effective exchange rate, foreign capital inflows, FDIs, Dutch disease, GDP growth, European Union

Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU

Number of pages: 47 Posted: 05 May 2016
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 39 (475,909)
Citation 3

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real effective exchange rate, behavioural effective exchange rate, foreign capital inflows, FDIs, Dutch disease, GDP growth, European Union

Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU

CAMA Working Paper No. 28/2016
Number of pages: 43 Posted: 16 May 2016
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 25 (552,387)
Citation 1

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Real Effective Exchange Rate, Behavioural Effective Exchange Rate, Foreign Capital Inflows, FDIs, Dutch Disease, GDP Growth, European Union

4.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 97 (294,696)
Citation 2

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financial cycles, synchronicity, real-time estimates, DSGE models

5.

A Panel VAR Analysis of Macro-Financial Imbalances in the EU

ECB Working Paper No. 2026
Number of pages: 53 Posted: 01 Mar 2017
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 89 (311,294)

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current account, real effective exchange rate, financial gaps, panel VAR, foreign capital flows

6.

Exchange Rate Pass-Through in the Euro Area

ECB Working Paper No. 2003
Number of pages: 62 Posted: 03 Feb 2017
Mariarosaria Comunale and Davor Kunovac
Bank of Lithuania - Economics Department and Croatian National Bank
Downloads 86 (318,053)
Citation 7

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exchange rate pass-through, import prices, consumer prices, inflation, bayesian vectorautoregression

7.

Synchronicity of Real and Financial Cycles and Structural Characteristics in EU Countries

CEIS Working Paper No. 414
Number of pages: 41 Posted: 26 Sep 2017
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 78 (337,222)
Citation 2

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Cycles, Synchronicity, Housing Market, Credit, European Union

8.

Current Account and Reer Misalignments in Central Eastern EU Countries: An Update Using the Macroeconomic Balance Approach

Downloads 70 (358,398)
Citation 1

Current Account and Reer Misalignments in Central Eastern EU Countries: An Update Using the Macroeconomic Balance Approach

BOFIT Discussion Paper No. 28/2015
Number of pages: 40 Posted: 29 Oct 2015 Last Revised: 14 Nov 2017
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 60 (393,459)

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real effective exchange rate, Central Eastern European Countries, EU new member states, fundamental effective exchange rate, current account

Current Account and Reer Misalignments in Central Eastern EU Countries: An Update Using the Macroeconomic Balance Approach

Bank of Lithuania, Working Paper Series No. 20/2015
Number of pages: 37 Posted: 22 Oct 2015
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 10 (660,375)
Citation 2

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real effective exchange rate, Central Eastern European Countries, EU new member states, fundamental effective exchange rate, current account

9.

Long-Run Determinants and Misalignments of the Real Effective Exchange Rate in the EU

Downloads 58 (394,521)
Citation 4

Long-Run Determinants and Misalignments of the Real Effective Exchange Rate in the EU

Number of pages: 46 Posted: 17 Apr 2015
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 58 (400,288)
Citation 6

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real effective exchange rate, European Union, behavioural effective exchange rate, transfer problem, panel co-integration, exchange rate misalignments

Long‐Run Determinants and Misalignments of the Real Effective Exchange Rate in the EU

Scottish Journal of Political Economy, Vol. 66, Issue 5, pp. 649-672, 2019
Number of pages: 24 Posted: 06 Jun 2020
Mariarosaria Comunale
Bank of Lithuania - Economics Department
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10.

Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: An Update Using the Macroeconomic Balance Approach

CEIS Working Paper No. 360
Number of pages: 37 Posted: 15 Nov 2015
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 41 (457,298)

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real effective exchange rate, Central Eastern European Countries, EU new member states, fundamental effective exchange rate, current account

11.

Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs within the Euro Zone

CEIS Working Paper No. 333
Number of pages: 27 Posted: 15 Mar 2015
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 41 (457,298)

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Exchange Rate Pass-Through, Dynamic Panel Data, Inflation, Exchange Rates, European Monetary Union, Cross-sectional dependence

12.

A Closer Look at EU Current Accounts

CEIS Working Paper No. 393
Number of pages: 32 Posted: 13 Aug 2016
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 36 (479,107)

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Current account misalignments; foreign capital flows; European Union

13.

The Pass-Through to Consumer Prices in CIS Economies: The Role of Exchange Rates, Commodities and Other Common Factors

BOFIT Discussion Paper No. 16/2016
Number of pages: 49 Posted: 09 Nov 2016 Last Revised: 12 Jan 2019
Mariarosaria Comunale and Heli Simola
Bank of Lithuania - Economics Department and Bank of Finland - Institute for Economies in Transition (BOFIT)
Downloads 31 (502,942)
Citation 2

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Commonwealth of Independent States, exchange rate pass-through, commodity prices, dynamic panel data, inflation, exchange rates, cross-sectional dependence, financial cycle

14.

Real Effective Exchange Rates Determinants and Growth: Lessons from Italian Regions

CEIS Working Paper No. 456
Number of pages: 21 Posted: 28 Mar 2019
Silvia Calo and Mariarosaria Comunale
Central Bank of Ireland and Bank of Lithuania - Economics Department
Downloads 26 (530,294)

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Italian regions, government consumption, government investment, Real Effective Exchange Rate, growth

15.

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

Downloads 25 (536,278)
Citation 2

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

CAMA Working Paper No. 5/2020
Number of pages: 49 Posted: 31 Jan 2020
Mariarosaria Comunale and Francesco Paolo Mongelli
Bank of Lithuania - Economics Department and European Central Bank (ECB)
Downloads 13 (637,481)
Citation 4

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Euro area, GDP growth, monetary policy, fiscal policy, institutional integration, financial crisis, systemic stress, and synchronization

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 Working Paper No. 481
Number of pages: 50 Posted: 14 May 2020
Mariarosaria Comunale and Francesco Paolo Mongelli
Bank of Lithuania - Economics Department and European Central Bank (ECB)
Downloads 12 (645,254)

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euro area, GDP growth, monetary policy, fiscal policy, institutional integration, financial crisis, systemic stress, and synchronization.

16.

An Investigation of the Exchange Rate Pass-Through in the Baltic States

Downloads 25 (542,281)
Citation 2

An Investigation of the Exchange Rate Pass-Through in the Baltic States

CEIS Working Paper No. 469
Number of pages: 39 Posted: 18 Sep 2019
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 21 (586,469)
Citation 1

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Exchange Rate Pass-Through, Baltic states, Shock dependence

An Investigation of the Exchange Rate Pass-Through in the Baltic States

CAMA Working Paper No. 60/2019
Number of pages: 38 Posted: 17 Aug 2019
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 4 (707,842)
Citation 1

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Exchange Rate Pass-Through, Baltic states, Shock dependence

17.

Financial Stability Assessment for EU Candidate Countries and Potential Candidates

ECB Occasional Paper No. 233
Number of pages: 68 Posted: 16 Sep 2019
Mariarosaria Comunale, André Geis, Ioannis Gkrintzalis, Isabella Moder, Eva Katalin Polgar and Li Savelin
Bank of Lithuania - Economics Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 16 (593,121)

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Banking sector, credit growth, EU accession, financial stability, foreign exchange lending, non-performing loans, Turkey., Western Balkans

18.

Shock Dependence of Exchange Rate Pass-through: A Comparative Analysis of BVARs and DSGEs

CAMA Working Paper No. 32/2020
Number of pages: 53 Posted: 16 Apr 2020 Last Revised: 17 Apr 2020
Mariarosaria Comunale
Bank of Lithuania - Economics Department
Downloads 5 (670,313)

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euro area, exchange rate pass-through, Bayesian VAR, local projections, monetary policy