Roberta Colavecchio

Banque centrale du Luxembourg

Economist

2, boulevard Royal

Luxembourg, L-2983

Luxembourg

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 43,109

in Total Papers Downloads

1,382

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (12)

1.

Tracking the Yen Carry Trade: Evidence from a Regime Switching Approach

Number of pages: 25 Posted: 21 Mar 2009
Roberta Colavecchio
Banque centrale du Luxembourg
Downloads 264 (148,102)
Citation 1

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Uncovered interest parity; Forward premium puzzle; Carry trade; Markov-switching model

2.

Drivers of Private Equity Investment in CEE and Western European Countries

DIW Berlin Discussion Paper No. 1002
Number of pages: 29 Posted: 13 Jul 2010
Kerstin Bernoth, Roberta Colavecchio and Magdolna Sass
German Institute for Economic Research (DIW Berlin), Banque centrale du Luxembourg and Hungarian Academy of Sciences (HAS) - Research Centre for Economic and Regional Studies (HAS)
Downloads 247 (158,284)
Citation 2

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Private Equity, Extreme Bounds Analysis, Central and Eastern European Countries

The Carry Trade and The Adjustment of the Japanese Yen: Evidence from a Markov-Switching Vector Autoregression Model

Number of pages: 29 Posted: 27 Nov 2009
Roberta Colavecchio
Banque centrale du Luxembourg
Downloads 153 (244,024)

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Uncovered interest parity, Forward premium puzzle, Carry trade, Markov-switching vector autoregression model

Downloads 22 (654,685)

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Uncovered interest parity, Forward premium puzzle, Carry trade, Markov switching vector autoregression model

4.

Volatility Transmissions between Renminbi and Asia-Pacific On-Shore and Off-Shore U.S. Dollar Futures

Number of pages: 34 Posted: 24 Jul 2007
Roberta Colavecchio and Michael Funke
Banque centrale du Luxembourg and University of Hamburg - Department of Economics
Downloads 147 (251,625)
Citation 1

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China, renminbi, Asia, forward exchange rates, non-deliverable forward market, multivariate GARCH models

5.

Money Growth and Infl‡ation: Evidence from a Markov Switching Bayesian VAR

Hamburg University, Department Wirtschaft und Politik Macroeconomics and Finance Series Discussion Paper 4/2013
Number of pages: 24 Posted: 18 Jun 2013
Gianni Amisano and Roberta Colavecchio
Board of Governors of the Federal Reserve System and Banque centrale du Luxembourg
Downloads 118 (297,382)

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money growth, infl‡ation regimes, Markov Switching vector autoregressive model, Bayesian inference

6.

Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany

Number of pages: 29 Posted: 28 Sep 2005
Roberta Colavecchio, Declan Curran and Michael Funke
Banque centrale du Luxembourg, Dublin City University Business School and University of Hamburg - Department of Economics
Downloads 117 (299,103)

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regional economic growth, Germany, convergence clubs, density estimation, modality tests

7.

Volatility Dependence Across Asia-Pacific On-Shore and Off-Shore U.S. Dollar Futures Markets

Number of pages: 43 Posted: 29 Aug 2007
Roberta Colavecchio and Michael Funke
Banque centrale du Luxembourg and University of Hamburg - Department of Economics
Downloads 78 (388,169)
Citation 1

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China, renminbi, Asia, forward exchange rates, non-deliverable forward

8.

Volatility Dependence Across Asia-Pacific Onshore and Offshore Currency Forwards Markets

HKIMR Working Paper No.11/2009
Number of pages: 38 Posted: 18 Mar 2009
Roberta Colavecchio and Michael Funke
Banque centrale du Luxembourg and University of Hamburg - Department of Economics
Downloads 73 (402,914)

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China, Renminbi, Asia, Forward Exchange Rates, Non-Deliverable Forward Market, SWARCH Models

Non-Linear Exchange Rate Pass-Through to Euro Area Inflation: A Local Projection Approach

Number of pages: 30 Posted: 13 Jan 2020
Roberta Colavecchio and Ieva Rubene
Banque centrale du Luxembourg and European Central Bank
Downloads 36 (562,160)

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exchange rate pass-through, inflation, local projections, non-linearities

Non-Linear Exchange Rate Pass-Through to Euro Area Inflation: A Local Projection Approach

Banque centrale du Luxembourg Working Paper No. 138, 2019
Number of pages: 35 Posted: 27 Feb 2020
Roberta Colavecchio and Ieva Rubene
Banque centrale du Luxembourg and European Central Bank
Downloads 30 (597,659)

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Exchange Rate Pass-Through, Inflation, Local Projections, Non-Linearities

10.

Inflation Expectations and Their Role in Eurosystem Forecasting

ECB Occasional Paper No. 2021/264
Number of pages: 146 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Board of Governors of the Federal Reserve System, National Bank of Belgium, Bank of Estonia, Bulgarian National Bank, Bank of Estonia, Bank of Finland - Research, Czech National Bank, Bank of Finland, National Bank of Denmark, Banque de France, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank, European Central Bank (ECB), Deutsche Bundesbank, Goethe University Frankfurt, European Central Bank, Deutsche Bundesbank, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), Bank of Greece, National Bank of Poland, Bank of Italy, National Bank of Poland, Latvijas Banka, Bank of Portugal - Economic Research Department, Latvijas Banka, Národná banka Slovenska, Bank of Lithuania, Bank of Slovenia, Banque centrale du Luxembourg, Tilburg University, De Nederlandsche Bank, Banco de España, De Nederlandsche Bank and Sveriges Riksbank
Downloads 47 (497,418)

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anchoring, forecasting, Inflation expectations, macroeconomics, monetary policy

11.

Inflation Inequality in Europe

Hamburg University, Department Wirtschaft und Politik, Macroeconomics and Finance Series 2/2011
Number of pages: 38 Posted: 08 Jun 2013
Roberta Colavecchio, Ulrich Fritsche and Michael Graff
Banque centrale du Luxembourg, German Institute for Economic Research (DIW Berlin) and ETH Zurich
Downloads 41 (524,592)

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Inflation, Inequality, Heterogeneity, Time Series, Panel

12.

A Money-Based Indicator for Deflation Risk

Hamburg University, Department Wirtschaft und Politik, Macroeconomics and Finance Series Discussion Paper 3/2014
Number of pages: 39 Posted: 28 Jan 2021
Gianni Amisano, Roberta Colavecchio and Gabriel Fagan
Board of Governors of the Federal Reserve System, Banque centrale du Luxembourg and affiliation not provided to SSRN
Downloads 9 (732,153)

Abstract:

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Money growth, deflation, inflation regimes, Markov Switching models, Bayesian inference