Details about Michele Ca' Zorzi

Access statistics for papers by Michele Ca' Zorzi.

Last updated 2024-01-05. Update your information in the RePEc Author Service.

Short-id: pca585

Working Papers

2022

1. Boosting carry with equilibrium exchange rate estimates
   Working Paper Series, European Central Bank View citations (1)

2021

2. Making waves: Monetary policy and its asymmetric spillovers in a globalised world
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
3. The implications of globalisation for the ECB monetary policy strategy
   Occasional Paper Series, European Central Bank View citations (2)

2020

4. Monetary policy and its transmission in a globalised world
   Working Paper Series, European Central Bank View citations (30)
5. The predictive power of equilibrium exchange rate models
   Working Paper Series, European Central Bank View citations (13)
   See also Journal Article The predictive power of equilibrium exchange rate models, Economic Bulletin Articles, European Central Bank (2021) View citations (1) (2021)

2018

6. Exchange rate forecasting on a napkin
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
   Also in Working Paper Series, European Central Bank (2018) View citations (2)
   See also Journal Article Exchange rate forecasting on a napkin, Journal of International Money and Finance, Elsevier (2020) View citations (20) (2020)

2017

7. Exchange rate forecasting with DSGE models
   NBP Working Papers, Narodowy Bank Polski View citations (34)
   Also in Working Paper Series, European Central Bank (2016) View citations (8)
   See also Journal Article Exchange rate forecasting with DSGE models, Journal of International Economics, Elsevier (2017) View citations (34) (2017)

2015

8. Real exchange rate forecasting and ppp: this time the random walk loses
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
   See also Journal Article Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses, Open Economies Review, Springer (2016) View citations (20) (2016)

2014

9. External and macroeconomic adjustment in the larger euro area countries
   Working Paper Series, European Central Bank
   See also Journal Article External and Macroeconomic Adjustment in the Larger Euro-Area Countries, International Finance, Wiley Blackwell (2016) View citations (2) (2016)

2013

10. Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk
    Working Paper Series, European Central Bank
    Also in NBP Working Papers, Narodowy Bank Polski (2012) View citations (2)
    See also Journal Article Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses, Open Economies Review, Springer (2016) View citations (20) (2016)
11. Spatial considerations on the PPP debate
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas
    Also in Working Paper Series, European Central Bank (2013) View citations (1)

2012

12. Bayesian analysis of recursive SVAR models with overidentifying restrictions
    Working Paper Series, European Central Bank View citations (6)
13. The perils of aggregating foreign variables in panel data models
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
    Also in Working Paper Series, European Central Bank (2012) View citations (2)
14. Thousands of models, one story: current account imbalances in the global economy
    Working Paper Series, European Central Bank View citations (116)
    Also in EcoMod2011, EcoMod (2011) View citations (2)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) View citations (5)
    See also Journal Article Thousands of models, one story: Current account imbalances in the global economy, Journal of International Money and Finance, Elsevier (2012) View citations (108) (2012)

2011

15. Euro area cross-border financial flows and the global financial crisis
    Occasional Paper Series, European Central Bank View citations (20)

2010

16. Methodological advances in the assessment of equilibrium exchange rates
    Working Paper Series, European Central Bank View citations (70)

2009

17. Current account benchmarks for central and eastern Europe: a desperate search?
    Working Paper Series, European Central Bank View citations (27)
18. Signals from housing and lending booms
    Working Paper Series, European Central Bank View citations (5)
    See also Journal Article Signals from housing and lending booms, Emerging Markets Review, Elsevier (2010) View citations (23) (2010)

2008

19. On the empirical evidence of the intertemporal current account model for the euro area countries
    Working Paper Series, European Central Bank View citations (15)
    See also Journal Article On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries, Review of Development Economics, Wiley Blackwell (2012) View citations (17) (2012)

2007

20. Exchange rate pass-through in emerging markets
    Working Paper Series, European Central Bank View citations (161)
    See also Journal Article Exchange Rate Pass-Through in Emerging Markets, The IUP Journal of Monetary Economics, IUP Publications (2007) View citations (148) (2007)
21. Explaining and forecasting euro area exports: which competitiveness indicator performs best?
    Working Paper Series, European Central Bank View citations (51)

2005

22. Welfare implications of joining a common currency
    Working Paper Series, European Central Bank View citations (14)

2004

23. The Eastward Enlargement of the European Monetary Union
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) View citations (1)

2003

24. The admission of accession countries to an enlarged monetary union: a tentative assessment
    Working Paper Series, European Central Bank View citations (3)

Journal Articles

2022

1. The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective
   International Journal of Central Banking, 2022, 18, (3), 229-280

2021

2. Making waves – Fed spillovers are stronger and more encompassing than the ECB’s
   Research Bulletin, 2021, 83 View citations (1)
3. The predictive power of equilibrium exchange rate models
   Economic Bulletin Articles, 2021, 7 View citations (1)
   See also Working Paper The predictive power of equilibrium exchange rate models, Working Paper Series (2020) View citations (13) (2020)

2020

4. Exchange rate forecasting on a napkin
   Journal of International Money and Finance, 2020, 104, (C) View citations (20)
   See also Working Paper Exchange rate forecasting on a napkin, GRU Working Paper Series (2018) (2018)

2017

5. Exchange rate forecasting with DSGE models
   Journal of International Economics, 2017, 107, (C), 127-146 View citations (34)
   See also Working Paper Exchange rate forecasting with DSGE models, NBP Working Papers (2017) View citations (34) (2017)

2016

6. External and Macroeconomic Adjustment in the Larger Euro-Area Countries
   International Finance, 2016, 19, (3), 269-291 View citations (2)
   See also Working Paper External and macroeconomic adjustment in the larger euro area countries, Working Paper Series (2014) (2014)
7. Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses
   Open Economies Review, 2016, 27, (3), 585-609 View citations (20)
   See also Working Paper Real exchange rate forecasting and ppp: this time the random walk loses, Globalization Institute Working Papers (2015) View citations (1) (2015)
   Working Paper Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk, Working Paper Series (2013) (2013)

2015

8. Bayesian forecasting of real exchange rates with a Dornbusch prior
   Economic Modelling, 2015, 46, (C), 53-60 View citations (7)

2014

9. Consuming price differences persist among eight Texas cities
   Economic Letter, 2014, 9, (14), 1-4
10. External and macroeconomic adjustment in Spain and Germany
    Research Bulletin, 2014, 20, 9-12

2012

11. And then current accounts (over)adjusted
    Empirical Economics, 2012, 43, (1), 245-270 View citations (2)
12. On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries
    Review of Development Economics, 2012, 16, (1), 95-106 View citations (17)
    See also Working Paper On the empirical evidence of the intertemporal current account model for the euro area countries, Working Paper Series (2008) View citations (15) (2008)
13. The Minimum Economic Dividend for Joining a Currency Union
    German Economic Review, 2012, 13, (2), 127-141
    Also in German Economic Review, 2012, 13, (2), 127-141 (2012) View citations (2)
14. Thousands of models, one story: Current account imbalances in the global economy
    Journal of International Money and Finance, 2012, 31, (6), 1319-1338 View citations (108)
    See also Working Paper Thousands of models, one story: current account imbalances in the global economy, Working Paper Series (2012) View citations (116) (2012)

2010

15. Signals from housing and lending booms
    Emerging Markets Review, 2010, 11, (1), 1-20 View citations (23)
    See also Working Paper Signals from housing and lending booms, Working Paper Series (2009) View citations (5) (2009)

2007

16. Exchange Rate Pass-Through in Emerging Markets
    The IUP Journal of Monetary Economics, 2007, V, (4), 84-102 View citations (148)
    See also Working Paper Exchange rate pass-through in emerging markets, Working Paper Series (2007) View citations (161) (2007)

2004

17. Currency unions and the real exchange rate
    Economics Letters, 2004, 85, (1), 23-27 View citations (7)