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Michele Ca'Zorzi

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

19

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CITATIONS
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4

Scholarly Papers (19)

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1.

Exchange Rate Pass-Through in Emerging Markets

ECB Working Paper No. 739
Number of pages: 33 Posted: 11 Apr 2007
Michele Ca'Zorzi, Elke Hahn and Marcelo Sanchez
European Central Bank (ECB), ifo Institue fur Wirtschaftsforschung and European Central Bank (ECB)
Downloads 785 (24,282)
Citation 2

Abstract:

Exchange Rate Pass-Through, Emerging Markets

2.

Explaining and Forecasting Euro Area Exports: Which Competitiveness Indicator Performs Best?

ECB Working Paper No. 833
Number of pages: 33 Posted: 06 Dec 2007
Michele Ca'Zorzi and Bernd Schnatz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 147 (138,377)

Abstract:

real exchange rate, trade, exports, price competitiveness, euro area, forecast

3.

The Admission of Accession Countries to an Enlarged Monetary Union: A Tentative Assessment

ECB Working Paper No. 216
Number of pages: 49 Posted: 31 May 2003
Michele Ca'Zorzi and Roberto A. De Santis
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 111 (198,005)

Abstract:

Accession Countries, Balassa-Samuelson Effect, European Monetary Union, Exchange Rate Regimes, Monetary Policy

4.

Welfare Implications of Joining a Common Currency

ECB Working Paper No. 445
Number of pages: 34 Posted: 05 May 2005
Michele Ca'Zorzi, Roberto A. De Santis and Fabrizio Zampolli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 84 (236,233)

Abstract:

Balassa-Samuelson Effect, Currency Union, Monetary Policy, Welfare

5.

Euro Area Cross-Border Financial Flows and the Global Financial Crisis

ECB Occasional Paper No. 126
Number of pages: 44 Posted: 28 Jul 2011
Katrin Forster, Melina A. Vasardani and Michele Ca'Zorzi
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 82 (220,349)

Abstract:

global financial crisis, euro area, capital flows

6.

Methodological Advances in the Assessment of Equilibrium Exchange Rates

ECB Working Paper No. 1151
Number of pages: 88 Posted: 09 Feb 2010
Matthieu Bussière, Michele Ca'Zorzi, Alexander Chudik and Alistair Dieppe
Banque de France, European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 79 (228,016)

Abstract:

Equilibrium exchange rates, IMF CGER methodologies, current account, trade elasticities, global imbalances

7.

Current Account Benchmarks for Central and Eastern Europe: A Desperate Search?

ECB Working Paper No. 995
Number of pages: 49 Posted: 04 Feb 2009
Michele Ca'Zorzi, Alexander Chudik and Alistair Dieppe
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 57 (283,629)

Abstract:

Current account, capital flows, financial integration, central and eastern Europe, panel data, model uncertainty, model combination

8.

Real Exchange Rate Forecasting: A Calibrated Half-Life PPP Model Can Beat the Random Walk

National Bank of Poland Working Paper No. 123
Number of pages: 21 Posted: 19 Oct 2012 Last Revised: 08 Jul 2016
Michele Ca'Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 53 (300,324)

Abstract:

exchange rate forecasting, purchasing power parity, half-life

9.

On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries

ECB Working Paper No. 895
Number of pages: 27 Posted: 21 May 2008
Michele Ca'Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 51 (292,970)

Abstract:

General equilibrium models, intertemporal optimisation, current account, euro area

10.

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

ECB Working Paper No. 1441
Number of pages: 34 Posted: 09 Jul 2012
Alexander Chudik, Alistair Dieppe and Michele Ca'Zorzi
Federal Reserve Banks - Federal Reserve Bank of Dallas, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 50 (310,722)

Abstract:

Current account, global imbalances, panel data, model uncertainty, model combination

11.

Signals from Housing and Lending Booms

ECB Working Paper No. 1094
Number of pages: 29 Posted: 08 Dec 2009
Irina Bunda and Michele Ca'Zorzi
IMF-Singapore Regional Training Institute and European Central Bank (ECB)
Downloads 47 (327,873)
Citation 2

Abstract:

Early warning system, financial crises, house prices, credit booms

12.

Bayesian Analysis of Recursive SVAR Models with Overidentifying Restrictions

ECB Working Paper No. 1492
Number of pages: 21 Posted: 22 Nov 2012
Andrzej Kociecki, Michał Rubaszek and Michele Ca'Zorzi
National Bank of Poland, National Bank of Poland and European Central Bank (ECB)
Downloads 35 (336,701)

Abstract:

structural VAR, Bayesian inference, overidentifying restrictions

13.

Real Exchange Rate Forecasting: A Calibrated Half-life PPP Model Can Beat the Random Walk

ECB Working Paper No. 1576
Number of pages: 28 Posted: 25 Aug 2013
Michele Ca'Zorzi, Jakub Muck and Michał Rubaszek
European Central Bank (ECB), National Bank of Poland - Department of Economics and National Bank of Poland
Downloads 30 (339,869)

Abstract:

Exchange rate forecasting, purchasing power parity, half-life

14.

External and Macroeconomic Adjustment in the Larger Euro Area Countries

ECB Working Paper No. 1647
Number of pages: 33 Posted: 15 Mar 2014
Elena Angelini, Michele Ca'Zorzi and Katrin Forster
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 26 (373,490)

Abstract:

net lending, euro area countries, current account, modeling

15.

Spatial Considerations on the PPP Debate

ECB Working Paper No. 1534
Number of pages: 21 Posted: 08 May 2013
Michele Ca'Zorzi and Alexander Chudik
European Central Bank (ECB) and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 11 (451,896)

Abstract:

Half-life estimates, PPP, price convergence, cointegration, aggregation across space

16.

The Perils of Aggregating Foreign Variables in Panel Data Models

ECB Working Paper No. 1444
Number of pages: 31 Posted: 10 Jul 2012
Michele Ca'Zorzi, Alexander Chudik and Alistair Dieppe
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 9 (472,539)

Abstract:

Curse of dimensionality, panel data models, current account

17.

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

Globalization and Monetary Policy Institute Working Paper No. 229
Number of pages: 27 Posted: 17 Aug 2015
Michele Ca'Zorzi, Jakub Muck and Michał Rubaszek
European Central Bank (ECB), National Bank of Poland - Department of Economics and National Bank of Poland
Downloads 8 (420,871)

Abstract:

18.

On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries

Review of Development Economics, Vol. 16, Issue 1, pp. 95-106, 2012
Number of pages: 12 Posted: 17 Jan 2012
Michele Ca'Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 2 (531,584)

Abstract:

19.

Exchange Rate Forecasting with DSGE Models

ECB Working Paper No. 1905
Number of pages: 49 Posted: 18 Jun 2016
Michele Ca'Zorzi, Marcin Kolasa and Michał Rubaszek
European Central Bank (ECB), National Bank of Poland and National Bank of Poland
Downloads 0 (333,796)

Abstract:

forecasting, exchange rates, new open economy macroeconomics, mean reversion

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