Michele Ca' Zorzi

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

23

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SSRN CITATIONS
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Top 25,788

in Total Papers Citations

9

CROSSREF CITATIONS

27

Scholarly Papers (23)

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 1,111 (23,406)
Citation 2

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Exchange Rate Pass-Through, Emerging Markets

2.

The Predictive Power of Equilibrium Exchange Rate Models

ECB Working Paper No. 2358
Number of pages: 43 Posted: 10 Jan 2020
Michele Ca' Zorzi, Adam Cap, Andrej Mijakovic and Michał Rubaszek
European Central Bank (ECB), Bank for International Settlements (BIS), European University Institute and Warsaw School of Economics (SGH)
Downloads 292 (127,089)
Citation 1

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equilibrium exchange rate models, forecasting, mean reversion, panel data

3.

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 205 (180,126)

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

4.

Exchange Rate Forecasting on a Napkin

ECB Working Paper No. 2151
Number of pages: 19 Posted: 25 May 2018
Michele Ca' Zorzi and Michał Rubaszek
European Central Bank (ECB) and National Bank of Poland
Downloads 126 (270,869)

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exchange rates, forecasting, Purchasing Power Parity, panel data, mean reversion

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 126 (270,869)

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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
Banque de France, European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 121 (279,071)
Citation 1

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

7.

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

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 117 (285,888)

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

8.

Monetary Policy and its Transmission in a Globalised World

ECB Working Paper No. 20202407
Number of pages: 71 Posted: 13 May 2020
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 113 (292,857)

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international monetary policy coordination, international shock transmission, monetary policy shocks, monetary policy spillovers

9.

Welfare Implications of Joining a Common Currency

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 93 (333,575)

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

10.

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 84 (355,065)

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11.

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 81 (362,964)

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

12.

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), Warsaw School of Economics (SGH) and National Bank of Poland
Downloads 80 (365,581)

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

13.

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 78 (370,992)

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

14.

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 73 (385,096)

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

15.

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 68 (400,187)

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structural VAR, Bayesian inference, overidentifying restrictions

16.

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 65 (409,726)

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exchange rate forecasting, purchasing power parity, half-life

17.

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 60 (426,537)

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Exchange rate forecasting, purchasing power parity, half-life

18.

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 55 (444,596)
Citation 5

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

19.

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 38 (515,800)

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net lending, euro area countries, current account, modeling

20.

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 25 (587,535)

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

21.

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 18 (634,743)

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Curse of dimensionality, panel data models, current account

22.

Making Waves: Monetary Policy and its Asymmetric Spillovers in a Globalised World

CEPR Discussion Paper No. DP16134
Number of pages: 44 Posted: 14 May 2021
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 2 (758,034)
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23.

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
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