Michele Ca' Zorzi : Citation Profile


Are you Michele Ca' Zorzi?

European Central Bank

10

H index

10

i10 index

445

Citations

RESEARCH PRODUCTION:

16

Articles

27

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 26
   Journals where Michele Ca' Zorzi has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 17 (3.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca585
   Updated: 2021-10-16    RAS profile: 2021-05-10    
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Relations with other researchers


Works with:

Rubaszek, Michał (8)

Kolasa, Marcin (3)

Mućk, Jakub (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Ca' Zorzi.

Is cited by:

Comunale, Mariarosaria (18)

Rubaszek, Michał (9)

Dybka, Piotr (9)

Gnimassoun, Blaise (8)

Giordano, Claire (8)

Égert, Balázs (8)

Mirdala, Rajmund (7)

Georgiadis, Georgios (7)

Esteves, Paulo (6)

van Treeck, Till (6)

Coeurdacier, Nicolas (6)

Cites to:

Rogoff, Kenneth (37)

Chinn, Menzie (24)

Taylor, Mark (24)

Pesaran, M (19)

Chudik, Alexander (18)

Obstfeld, Maurice (17)

Cheung, Yin-Wong (16)

Dieppe, Alistair (16)

Taylor, Alan (16)

Devereux, Michael (13)

Reinhart, Carmen (12)

Main data


Where Michele Ca' Zorzi has published?


Journals with more than one article published# docs
Journal of International Money and Finance2
Open Economies Review2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank18
Globalization Institute Working Papers / Federal Reserve Bank of Dallas4
NBP Working Papers / Narodowy Bank Polski, Economic Research Department2

Recent works citing Michele Ca' Zorzi (2021 and 2020)


YearTitle of citing document
2021Methodological issues in the estimation of current account imbalances. (2021). Giordano, Claire ; della Corte, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_617_21.

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2021Web Scraping Housing Prices in Real-time: the Covid-19 Crisis in the UK. (2021). Meunier, Baptiste ; Pouget, Sylvain ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:827.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2020Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059.

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2020Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Lodge, David ; Dinino, Virginia ; Attinasi, Mariagrazia ; Quaglietti, Lucia ; Labhard, Vincent ; Bricongne, Jean-Charles ; Cova, Pietro ; Felettigh, Alberto ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Venditti, Fabrizio ; Osbat, Chiara ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Carluccio, Juan ; Mattias, Nilsson ; Korhonen, Iikka ; Banerjee, Biswajit ; Wacket, Helmut ; Eichler, Eric ; Giron, Celestino ; Schmitz, Martin ; de Bandt, Olivier ; Meinen, Philipp ; del Giudice, D
2020Does a big bazooka matter? Quantitative easing policies and exchange rates. (2020). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0076:.

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2021Making waves – Fed spillovers are stronger and more encompassing than the ECB’s. (2021). Georgiadis, Georgios ; Ca, Michele ; Michele Ca, ; Strasser, Georg ; Stracca, Livio ; Jarociski, Marek ; Dedola, Luca. In: Research Bulletin. RePEc:ecb:ecbrbu:2021:0083:.

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2020Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482.

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2021What drives euro area financial market developments? The role of US spillovers and global risk. (2021). Schroder, Maximilian ; Guilhem, Arthur Saint ; Brandt, Lennart ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20212560.

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2021Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment. (2021). Gelfer, Sacha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001123.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2020Should a central bank react to food inflation? Evidence from an estimated model for Chile. (2020). Pourroy, Marc ; Ginn, William. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:221-234.

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2020Structural current accounts in the European Union countries: cross-sectional exploration. (2020). Mućk, Jakub ; Muk, Jakub ; Kuziemska-Pawlak, Kamila. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:445-464.

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2021Increase versus transformation of exports through technological and institutional innovation: Evidence from Bayesian model averaging. (2021). Dybka, Piotr ; Bierut, Beata K. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000900.

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2020Revisiting the exchange rate pass through: A general equilibrium perspective. (2020). Garcia Cicco, Javier ; Garcia-Schmidt, Mariana ; Garcia-Cicco, Javier. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620301045.

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2021Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:531-546.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets. (2020). Conlon, Thomas ; Levich, Richard ; Poti, Valerio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301790.

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2021Current account drivers and exchange rate regimes in Central and Eastern Europe. (2021). Staehr, Karsten ; Harkmann, Kersti. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302424.

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2021External debt composition and domestic credit cycles. (2021). Sousa, Ricardo ; Avdjiev, Stefan ; Binder, Stephan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000267.

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2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. (2020). Rubaszek, Michał ; Kwas, Marek ; Karolak, Zuzanna. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379.

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2020Financial stability and real estate price fluctuation in China. (2020). Liu, Chao ; Wang, Chao ; Zhao, QI ; Zheng, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316851.

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2021Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data. (2021). Colombo, Jéfferson ; Bampi, Rodrigo E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:431-451.

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2020Asset price bubbles in a monetary union: Mind the convergence gap. (2020). Czerniak, Adam ; Borowski, Jakub ; Rosati, Dariusz ; Boratyski, Jakub. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:288-302.

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2020Nonperforming loans and competing rules of monetary policy: A statistical identification approach. (2020). Moneta, Alessio ; Lopreite, Milena ; Califano, Andrea ; Brancaccio, Emiliano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:53:y:2020:i:c:p:127-136.

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2020Forecasting inflation under uncertainty: The forgotten dog and the frisbee. (2020). Nasir, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309987.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Micha ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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2021Empirical estimation of REER trend for Ukraine. (2021). Vdovychenko, Artem. In: IHEID Working Papers. RePEc:gii:giihei:heidwp06-2021.

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2020Drivers of consumer prices and exchange rates in small open economies. (2020). di Casola, Paola ; Corbo, Vesna. In: Working Paper Series. RePEc:hhs:rbnkwp:0387.

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2021.

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2020Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile. (2020). MARCEL, MARIO ; Hadzi-Vaskov, Metodij ; Ricci, Luca A ; Calani, Mauricio ; Albagli, Elias. In: IMF Working Papers. RePEc:imf:imfwpa:2020/100.

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2020Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?. (2020). Marczak, Martyna ; Hellier, Joel ; Beissinger, Thomas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13538.

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2021Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting. (2021). Arabaci, Ozer ; Yilmaz, Firat Melih. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10047-9.

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2021Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0.

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2020Tradability of output and the current account in Europe. (2020). Stöllinger, Roman ; Stollinger, Roman. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00449-y.

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2020Calculation methodology of the effective exchange rate in Slovenia. (2020). Lenarčič, Črt ; Ganesh, Sowmya Gayathri ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:100645.

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2020Revisiting the Glick-Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries. (2020). Yoshida, Yushi ; Zhai, Weiyang. In: MPRA Paper. RePEc:pra:mprapa:99446.

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2020Analýza relativní přeinvestovanosti či podinvestovanosti ekonomik na panelových datech 122 zemí světa. (2020). Pour, Jii . In: Politická ekonomie. RePEc:prg:jnlpol:v:2020:y:2020:i:3:id:1280:p:290-321.

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2020One model or many? Exchange rates determinants and their predictive capabilities.. (2020). Dybka, Piotr. In: Working Papers. RePEc:sgh:kaewps:2020053.

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2020Demographics, pension systems, and the current account: an empirical assessment using the IMF current account model. (2020). Wicht, Laurence ; Koomen, Miriam. In: Working Papers. RePEc:snb:snbwpa:2020-23.

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2021Does backward participation in global value chains affect countries’ current account position?. (2021). López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia ; Mignon, Valerie. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00390-2.

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2021Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0127.

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2020New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?. (2020). Comunale, Mariarosaria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:617-641.

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2021Current account and financial reforms: Evidence from sub?Saharan Africa. (2021). Agbanike, Tobechi Faith ; Chukwu, Anayochukwu Basil ; Onwuka, Kelvin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4303-4314.

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2021Asymmetric exchange rate pass?through into import prices of Slovenias manufacturing sector. (2021). Talovi, Sead ; Halili, Blerim ; Maxhuni, Nehat ; Kurtovi, Safet. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4609-4633.

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2021Forecasting exchange rates for Central and Eastern European currencies using country?specific factors. (2021). Jaworski, Krystian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:977-999.

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2020Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?. (2020). Marczak, Martyna ; Hellier, Joel ; Beissinger, Thomas. In: GLO Discussion Paper Series. RePEc:zbw:glodps:620.

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2020Divergence in labour force growth: Should wages and prices grow faster in Germany?. (2020). Hellier, Joel ; Beissinger, Thomas ; Marczak, Martyna. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:092020.

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Works by Michele Ca' Zorzi:


YearTitleTypeCited
2012The Minimum Economic Dividend for Joining a Currency Union In: German Economic Review.
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article1
2012The Minimum Economic Dividend for Joining a Currency Union.(2012) In: German Economic Review.
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This paper has another version. Agregated cites: 1
article
2016External and Macroeconomic Adjustment in the Larger Euro-Area Countries In: International Finance.
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article2
2014External and macroeconomic adjustment in the larger euro area countries.(2014) In: Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2012On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries In: Review of Development Economics.
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article25
2008On the empirical evidence of the intertemporal current account model for the euro area countries.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 25
paper
2011Euro area cross-border financial flows and the global financial crisis In: Occasional Paper Series.
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paper14
2014External and macroeconomic adjustment in Spain and Germany In: Research Bulletin.
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article0
2003The admission of accession countries to an enlarged monetary union: a tentative assessment In: Working Paper Series.
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paper3
2005Welfare implications of joining a common currency In: Working Paper Series.
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paper13
2007Exchange rate pass-through in emerging markets In: Working Paper Series.
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paper113
2007Exchange Rate Pass-Through in Emerging Markets.(2007) In: The IUP Journal of Monetary Economics.
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This paper has another version. Agregated cites: 113
article
2007Explaining and forecasting euro area exports: which competitiveness indicator performs best? In: Working Paper Series.
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paper38
2009Signals from housing and lending booms In: Working Paper Series.
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paper19
2010Signals from housing and lending booms.(2010) In: Emerging Markets Review.
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This paper has another version. Agregated cites: 19
article
2009Current account benchmarks for central and eastern Europe: a desperate search? In: Working Paper Series.
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paper17
2010Methodological advances in the assessment of equilibrium exchange rates In: Working Paper Series.
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paper51
2012Thousands of models, one story: current account imbalances in the global economy In: Working Paper Series.
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paper71
2012Thousands of models, one story: Current account imbalances in the global economy.(2012) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 71
article
2011Thousands of Models, One Story: Current Account Imbalances in the Global Economy.(2011) In: EcoMod2011.
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2011Thousands of models, one story: current account imbalances in the global economy.(2011) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 71
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2012The perils of aggregating foreign variables in panel data models In: Working Paper Series.
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2012The perils of aggregating foreign variables in panel data models.(2012) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 2
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2012Bayesian analysis of recursive SVAR models with overidentifying restrictions In: Working Paper Series.
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paper5
2013Spatial considerations on the PPP debate In: Working Paper Series.
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paper1
2013Spatial considerations on the PPP debate.(2013) In: Globalization Institute Working Papers.
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2013Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk In: Working Paper Series.
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2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review.
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2012Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk.(2012) In: NBP Working Papers.
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2016Exchange rate forecasting with DSGE models In: Working Paper Series.
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2017Exchange rate forecasting with DSGE models.(2017) In: Journal of International Economics.
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2017Exchange rate forecasting with DSGE models.(2017) In: NBP Working Papers.
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2018Exchange rate forecasting on a napkin In: Working Paper Series.
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2020Exchange rate forecasting on a napkin.(2020) In: Journal of International Money and Finance.
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2020The predictive power of equilibrium exchange rate models In: Working Paper Series.
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2020Monetary policy and its transmission in a globalised world In: Working Paper Series.
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2015Bayesian forecasting of real exchange rates with a Dornbusch prior In: Economic Modelling.
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2004Currency unions and the real exchange rate In: Economics Letters.
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2004The Eastward Enlargement of the European Monetary Union In: EUI-RSCAS Working Papers.
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2014Consuming price differences persist among eight Texas cities In: Economic Letter.
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2015Real exchange rate forecasting and ppp: this time the random walk loses In: Globalization Institute Working Papers.
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paper9
2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review.
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This paper has another version. Agregated cites: 9
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2012And then current accounts (over)adjusted In: Empirical Economics.
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article1

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