SSRN logo
Public User
Advanced Search

Michele Ca'Zorzi

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 20,098

SSRN RANKINGS

Top 20,098

in Total Papers Downloads

1,936

CITATIONS
Rank 40,226

SSRN RANKINGS

Top 40,226

in Total Papers Citations

4

Scholarly Papers (19)

Actions:
Email selected abstracts
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 811 (23,751)
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 (139,878)

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 (201,975)

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 (240,841)

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 (223,179)

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 (232,612)

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 (286,844)

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 (301,097)

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 (296,166)

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 (311,371)

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 (334,222)
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 (340,154)

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 (346,378)

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 (377,017)

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 (459,956)

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 (480,781)

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 (388,392)

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 (541,518)
  • Add to Cart

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 (331,265)

Abstract:

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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.499 seconds

Relx Group logo