Roberta Colavecchio

Banque centrale du Luxembourg

Economist

2, boulevard Royal

Luxembourg, L-2983

Luxembourg

SCHOLARLY PAPERS

11

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SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (11)

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 258 (142,540)
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 238 (154,258)
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 151 (232,402)

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

Downloads 11 (704,482)

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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

BOFIT Discussion Paper No. 16/2006
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 (236,984)
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 (280,619)

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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

CESifo Working Paper Series No. 1533
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 114 (287,574)

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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

BOFIT Discussion Paper No. 17/2007
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 (366,580)
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 71 (386,401)

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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

ECB Working Paper No. 2362
Number of pages: 30 Posted: 13 Jan 2020
Roberta Colavecchio and Ieva Rubene
Banque centrale du Luxembourg and European Central Bank
Downloads 34 (542,324)

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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 20 (634,045)

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

10.

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 37 (514,523)

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Inflation, Inequality, Heterogeneity, Time Series, Panel

11.

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 7 (707,735)

Abstract:

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