Chiara Osbat

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

18

DOWNLOADS
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2,111

CITATIONS
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Top 4,273

in Total Papers Citations

126

Scholarly Papers (18)

Determinants of the Euro Real Effective Exchange Rate: A BEER/PEER Approach

ECB Working Paper No. 85
Number of pages: 48 Posted: 27 Feb 2003
University of Murcia - Department of Applied Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 327 (75,465)
Citation 1

Abstract:

euro; equilibrium exchange rates; cointegration analysis; Gonzalo-Granger decomposition; fundamentals; BEER; PEER

Determinants of the Euro Real Effective Exchange Rate: A BEER/PEER Approach

Australian Economic Papers, Vol. 41, pp. 437-461, 2002
Number of pages: 25 Posted: 13 Jan 2003
University of Murcia - Department of Applied Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 29 (415,838)
Citation 1
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Abstract:

2.

Testing for PPP: Should We Use Panel Methods?

IGIER Working Paper No. 186
Number of pages: 33 Posted: 06 Apr 2001
European University Institute - Department of Economics, European University Institute and European Central Bank (ECB)
Downloads 262 (90,139)
Citation 32

Abstract:

PPP, unit root, panel, cointegration, cross-unit dependence

3.

Productivity and the ('Synthetic') Euro-dollar Exchange Rate

ECB Working Paper No. 225
Number of pages: 37 Posted: 01 Jun 2003
Bernd Schnatz, Focco Vijselaar and Chiara Osbat
European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 191 (123,994)
Citation 10

Abstract:

Real exchange rate, euro, US dollar, average labour productivity, BEER, cointegration

4.

What Drives Investors' Behaviour in Different FX Market Segments? A VAR-Based Return Decomposition Analysis

ECB Working Paper No. 706
Number of pages: 36 Posted: 28 Dec 2006
Olli Castren, Chiara Osbat and Matthias Sydow
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 169 (138,554)

Abstract:

FX return prediction, investor flows, news surprises, panel estimation, stationary VAR

5.

Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data

IGIER Working Paper No. 170
Number of pages: 43 Posted: 01 Mar 2001
European University Institute - Department of Economics, European University Institute and European Central Bank (ECB)
Downloads 155 (156,003)
Citation 39

Abstract:

6.

Towards the Estimation of Equilibrium Exchange Rates for CEE Acceding Countries: Methodological Issues and a Panel Cointegration Perspective

ECB Working Paper No. 353
Number of pages: 49 Posted: 15 Oct 2004
University of Murcia - Department of Applied Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 151 (154,367)

Abstract:

Equilibrium exchange rates, Acceding Countries, Panel Cointegration, BEER

7.

The Euro Exchange Rate During the European Sovereign Debt Crisis - Dancing to Its Own Tune?

ECB Working Paper No. 1532
Number of pages: 46 Posted: 08 May 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Bank of Estonia
Downloads 108 (174,472)

Abstract:

exchange rates, fundamentals, announcements, sovereign debt crisis

8.

Competitiveness and External Imbalances within the Euro Area

ECB Occasional Paper No. 139
Number of pages: 76 Posted: 09 Feb 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Lithuania, Deutsche Bundesbank, Bank of Greece, Independent, Banco de España, Banque de France, Banque de France, Bank of Italy, Independent, Central Bank of Malta - Modelling and Research Office, Bank of Latvia, National Bank of Poland, Bank of Portugal, Magyar Nemzeti Bank and Independent
Downloads 87 (211,514)

Abstract:

competitiveness, trade, open economy, Euro area, macro models, simulations

9.

The Rise of the Yen Vis-a-Vis the ('Synthetic') Euro: Is it Supported by Economic Fundamentals?

ECB Working Paper No. 224
Number of pages: 41 Posted: 06 Jun 2003
Chiara Osbat, Rasmus Rueffer and Bernd Schnatz
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 84 (239,292)
Citation 2

Abstract:

Yen, Euro, equilibrium exchange rate, BEER, cointegration

10.

Global Commodity Cycles and Linkages: A FAVAR Approach

ECB Working Paper No. 1170
Number of pages: 23 Posted: 19 Apr 2010
Marco J. Lombardi, Chiara Osbat and Bernd Schnatz
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 69 (271,565)
Citation 1

Abstract:

Oil Price, Commodity Prices, Exchange Rates, Globalisation, FAVAR

A Global Trade Model for the Euro Area

ECB Working Paper No. 1986
Number of pages: 39 Posted: 07 Feb 2017
European Stability Mechanism, Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 19 (470,926)

Abstract:

euro area, trade, factor models, news, now-cast, conditional forecast

A Global Trade Model for the Euro Area

FEDS Working Paper No. 2015-013, http://dx.doi.org/10.17016/FEDS.2015.013
Number of pages: 35 Posted: 19 Apr 2015
Michele Modugno and Chiara Osbat
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 18 (476,743)

Abstract:

euro area trade, forecast, scenario analysis

A Global Trade Model for the Euro Area

FEDS Working Paper No. 2015-013
Number of pages: 35 Posted: 07 Apr 2015
European Stability Mechanism, European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 15 (494,163)

Abstract:

euro area trade, forecast, scenario analysis

12.

Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data

Econometrics Journal, Vol. 7, No. 2, pp. 322-340, December 2004
Number of pages: 19 Posted: 13 Dec 2004
European University Institute - Department of Economics, European University Institute and European Central Bank (ECB)
Downloads 22 (439,283)
Citation 41
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Abstract:

13.

Optimism Bias? The Elasticity Puzzle in International Economics Revisited

ECB Working Paper No. 1482
Number of pages: 36 Posted: 18 Oct 2012
Vesna Corbo and Chiara Osbat
Uppsala University and European Central Bank (ECB)
Downloads 20 (414,187)

Abstract:

Trade elasticities, elasticity of substitution, heterogeneity, bootstrap

14.

Trade Adjustment in the European Union - A Structural Estimation Approach

ECB Working Paper No. 1535
Number of pages: 59 Posted: 08 May 2013
Vesna Corbo and Chiara Osbat
Uppsala University and European Central Bank (ECB)
Downloads 16 (419,017)

Abstract:

Elasticity of substitution, Heterogeneity, Aggregation, Calibration of macroeconomic models

15.

Compendium on the Diagnostic Toolkit for Competitiveness

ECB Occasional Paper No. 163
Number of pages: 84 Posted: 25 Sep 2015
European Central Bank (ECB) - Directorate General Economics, Bank of Latvia, European Central Bank (ECB), Goethe University Frankfurt - Graduate School of Economics, Finance and Management (GSEFM), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), National Bank of Romania, German Institute for Economic Research (DIW Berlin), Banco de España, Bulgarian National Bank, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Banco de España, Oesterreichische Nationalbank (OeNB), Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB) and Bank of Italy
Downloads 2 (293,957)

Abstract:

Price/non-price competitiveness indicators; measuring competitiveness; determinants of competitiveness

16.

What Drives Export Market Shares? It Depends! An Empirical Analysis Using Bayesian Model Averaging

ECB Working Paper No. 2090
Number of pages: 40 Posted: 03 Aug 2017
European Central Bank (ECB), Bank of Latvia, Goethe University Frankfurt - Graduate School of Economics, Finance and Management (GSEFM), European Central Bank (ECB) and European Union - European Commission
Downloads 0 (541,696)

Abstract:

export shares, competitiveness, bayesian model averaging

17.

Low Inflation in the Euro Area: Causes and Consequences

ECB Occasional Paper No. 181
Number of pages: 89 Posted: 03 Feb 2017
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), Bank of Portugal, Bank of Italy, Bank of Italy and National Bank of Belgium
Downloads 0 (200,783)

Abstract:

low inflation, Phillips curve, inflation expectations, unconventional monetary policy

18.

How You Export Matters: The Disassortative Structure of International Trade

ECB Working Paper No. 1958
Number of pages: 40 Posted: 19 Sep 2016
Andreas Joseph and Chiara Osbat
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 0 (366,459)

Abstract:

Export growth, Comparative advantage, World trade network, Export sophistication