Michele Ca' Zorzi : Citation Profile

European Central Bank

14

H index

15

i10 index

710

Citations

RESEARCH PRODUCTION:

18

Articles

29

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 37
   Journals where Michele Ca' Zorzi has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 20 (2.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca585
   Updated: 2026-07-18    RAS profile: 2024-01-05    
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Relations with other researchers

Works with:

Rubaszek, Michał (5)

Georgiadis, Georgios (3)

Stracca, Livio (2)

Stracca, Livio (2)

Mijakovic, Andrej (2)

Strasser, Georg (2)

Jarociński, Marek (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:

Rubaszek, Michał (28)

Comunale, Mariarosaria (23)

Giordano, Claire (15)

Coeurdacier, Nicolas (12)

Barany, Zsofia (11)

Dybka, Piotr (11)

Mignon, Valérie (11)

Ben Cheikh, Nidhaleddine (10)

Cheung, Yin-Wong (10)

Gnimassoun, Blaise (9)

López Villavicencio, Antonia (8)

Cites to:

Rogoff, Kenneth (51)

Obstfeld, Maurice (30)

Pesaran, Mohammad (27)

Taylor, Mark (24)

Chinn, Menzie (24)

Georgiadis, Georgios (23)

Milesi-Ferretti, Gian Maria (23)

Lane, Philip (19)

Rey, Helene (19)

Engel, Charles (19)

Chudik, Alexander (19)

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
Research Bulletin2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank19
Globalization Institute Working Papers / Federal Reserve Bank of Dallas4
NBP Working Papers / Narodowy Bank Polski2
Occasional Paper Series / European Central Bank2

Recent works citing Michele Ca' Zorzi (2025 and 2024)

YearTitle of citing document
2025Demography and the current account: a case-study of Italy. (2025). Giordano, Claire ; Depalo, Domenico. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_969_25.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2024Global Value Chains and the Phillips Curve: a Challenge for Monetary Policy. (2024). Siena, Daniele ; Florio, Anna ; Zago, Riccardo. In: Working papers. RePEc:bfr:banfra:970.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2025Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel. (2025). Aguilar-Perez, Pablo. In: Working Papers. RePEc:cii:cepidt:2025-21.

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2026International Spillovers from Euro Area Monetary Policy to Advanced Small Open Economies: Investment Behavior of Czech Firms. (2026). Franta, Michal ; Audzei, Volha. In: Working Papers. RePEc:cnb:wpaper:2026/05.

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2024Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel. (2024). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-27.

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2024The impact of climate change and policies on productivity. (2024). Strobel, Johannes ; Schulte, Patrick ; Röhe, Oke ; Parker, Miles ; Meriküll, Jaanika ; Colciago, Andrea ; Bijnens, Gert ; Anyfantaki, Sofia ; Loureno, Nuno ; Schroth, Joachim ; de Mulder, Jan ; Merikull, Jaanika ; Falck, Elisabeth ; Labhard, Vincent ; Lopez-Garcia, Paloma ; Rohe, Oke. In: Occasional Paper Series. RePEc:ecb:ecbops:2024340.

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2026ECB exchange rate communication. (2026). Mehl, Arnaud ; Ehrmann, Michael ; Minesso, Massimo Ferrari ; Palacios, Mar Domenech ; Comazzi, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20263229.

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2026External finance premium: market finance versus bank finance. (2026). Gürkaynak, Refet ; Grkaynak, Refet S ; Gori, Sofia ; Chiu, Livia. In: Working Paper Series. RePEc:ecb:ecbwps:20263235.

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2024Current account determinants in a globalized world. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Carrin, Josep Llus. In: Working Papers. RePEc:eec:wpaper:2410.

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2025Limited asset market participation and monetary policy in a small open economy. (2025). Swarbrick, Jonathan ; Mihailov, Alexander ; McKnight, Stephen ; Levine, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000132.

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2024Exchange rate pass-through in emerging Asia and exposure to external shocks. (2024). Beirne, John ; Panthi, Pradeep ; Renzhi, Nuobu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1608-1624.

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2025Global value chains and the Phillips curve: A challenge for monetary policy. (2025). Siena, Daniele ; Zago, Riccardo ; Florio, Anna. In: European Economic Review. RePEc:eee:eecrev:v:174:y:2025:i:c:s0014292125000169.

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2025Global monetary policy surprises and their transmission to emerging market economies: An external VAR analysis. (2025). Beltrn, Felipe. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000822.

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2024Temporal-spatial dependencies enhanced deep learning model for time series forecast. (2024). Chen, Kedong ; Yang, HU ; Wang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001935.

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2024Extreme downside risk connectedness and portfolio hedging among the G10 currencies. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Mensi, Walid ; Brahim, Mariem ; Carlotti, Jean-Etienne ; Aikins, Emmanuel Joel. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s211070172400026x.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Rodríguez, Gabriel ; Ataurima, Miguel ; Calero, Roberto ; Castillo, Paul ; Arellano, Miguel Ataurima ; Rodriguez, Gabriel ; Cisneros, Rodrigo Salcedo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Darvas, Zsolt ; Schepp, Zoltan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

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2024Cross-country variation in economic preferences and the asset composition of international investment positions. (2024). Kuziemska-Pawlak, Kamila ; Nieminen, Mika. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001177.

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2026Exchange rate forecasting with macroeconomic data: Evidence from a novel comprehensive ensemble approach. (2026). Wei, Yunjie ; Bai, Yun ; Wang, Shouyang ; Jiang, Fuxin ; Yan, Chuanmiao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001810.

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2024Accounting Students’ perceptions of delivery modalities during and after the COVID-19 pandemic. (2024). Parker, Kevin ; Boyle, Douglas M ; Gaydon, Daniel J ; Fulmore, Anthony. In: Journal of Accounting Education. RePEc:eee:joaced:v:68:y:2024:i:c:s0748575124000290.

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2025Moderating effect of credit growth for financial development on economic growth: Considering banking crises and endogeneity. (2025). Lee, Yen-Hsien ; Fang, Hao ; Chung, Chien-Ping. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001024.

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2024Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging. (2024). Erden, Lutfi ; Colak, Yasemin ; Ozkan, Ibrahim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005069.

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2024Navigating Uncharted Waters: The Transformation of the Bank of Korea’s Monetary Policy in Response to Global Economic Uncertainty. (2024). Teng, Zhuoqi ; He, Yugang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1657-:d:1401796.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0125.

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2025Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1.

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2025Nonlinearity in exchange rate pass-through across BRICS: Role of business cycle and inflation. (2025). Parray, Waseem Ahmad ; Bhat, Sajad Ahmad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00635-7.

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2025Boosting Carry with Equilibrium Exchange Rate Estimates. (2025). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek ; Ca, Michele. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09795-0.

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2024International monetary policy transmission in EAEU countries. (2024). Trunin, Pavel ; Dobronravova, Elizaveta. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:62:p:219-228.

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2024Exchange Rate Pass-Through to Domestic Prices: Evidence from VECM. (2024). Basila, Moono ; Mumba, Matrina ; Musonda, Gabriel ; Sindala, Elvin. In: MPRA Paper. RePEc:pra:mprapa:121533.

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2025Short‐run and long‐run determinants of exchange rate fluctuations: A tale of the Dollar and the Naira. (2025). Evans, Olaniyi. In: MPRA Paper. RePEc:pra:mprapa:124158.

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2025Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data. (2025). Snudden, Stephen ; McCarthy, Martin. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2025-09.

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2025Inflation Dynamics in India During the Twin Shocks of COVID-19 and Ukraine War. (2025). Banerjee, Shesadri ; Bhattacharya, Rudrani. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:14:y:2025:i:1:p:99-132.

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2024Global Value Chains and Equilibrium Exchange Rate: Evidence from Central European Economies. (2024). Mućk, Jakub ; Kuziemska-Pawlak, Kamila ; Muk, Jakub. In: KAE Working Papers. RePEc:sgh:kaewps:2024100.

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2024Global liquidity spillovers in the Asia–Pacific region: policy-driven versus market-driven effects. (2024). Nguyen, Huyen ; Vo, Duc ; Le, Chau. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02573-4.

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2025Current account determinants in a globalized world. (2025). Tamarit, Cecilio ; Carrion, Josep Llus ; Camarero, Mariam. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02686-w.

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2025Macroeconomic Dynamics and Growth in The Gambia: Evidence from Cointegration and Granger Causality Analyses. (2025). Dampha, Makaireh ; Sanyang, Augustine ; Lee, Cheng-Wen ; Mendy, Patrick A. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:15:y:2025:i:4:f:15_4_4.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2025Robust Determinants of Current Account Imbalances in Emerging and Developing Countries. (2025). de Pierre, Prince ; Samba, Michel Cyrille ; Mbassi, Christophe Martial. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:4:p:3950-3973.

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2025Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy. (2025). de Mendonça, Helder ; Vereda, Luciano ; Matos, Luan Mateus ; de Mendona, Helder Ferreira. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1884-1906.

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2024The transmission of monetary policy to the cost of hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CFS Working Paper Series. RePEc:zbw:cfswop:308803.

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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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2012The Minimum Economic Dividend for Joining a Currency Union.(2012) In: German Economic Review.
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This paper has nother version. Agregated cites: 1		article
2016External and Macroeconomic Adjustment in the Larger Euro-Area Countries In: International Finance.
[Full Text][Citation analysis]		article2
2014External and macroeconomic adjustment in the larger euro area countries.(2014) In: Working Paper Series.
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This paper has nother 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.
[Full Text][Citation analysis]		article29
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 nother version. Agregated cites: 29		paper
2021The predictive power of equilibrium exchange rate models In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article14
2020The predictive power of equilibrium exchange rate models.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 14		paper
2011Euro area cross-border financial flows and the global financial crisis In: Occasional Paper Series.
[Full Text][Citation analysis]		paper20
2021The implications of globalisation for the ECB monetary policy strategy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper4
2014External and macroeconomic adjustment in Spain and Germany In: Research Bulletin.
[Full Text][Citation analysis]		article0
2021Making waves – Fed spillovers are stronger and more encompassing than the ECB’s In: Research Bulletin.
[Full Text][Citation analysis]		article1
2003The admission of accession countries to an enlarged monetary union: a tentative assessment In: Working Paper Series.
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2005Welfare implications of joining a common currency In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2007Exchange rate pass-through in emerging markets In: Working Paper Series.
[Full Text][Citation analysis]		paper164
2007Explaining and forecasting euro area exports: which competitiveness indicator performs best? In: Working Paper Series.
[Full Text][Citation analysis]		paper51
2009Signals from housing and lending booms In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2010Signals from housing and lending booms.(2010) In: Emerging Markets Review.
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This paper has nother version. Agregated cites: 28		article
2009Current account benchmarks for central and eastern Europe: a desperate search? In: Working Paper Series.
[Full Text][Citation analysis]		paper24
2010Methodological advances in the assessment of equilibrium exchange rates In: Working Paper Series.
[Full Text][Citation analysis]		paper66
2012Thousands of models, one story: current account imbalances in the global economy In: Working Paper Series.
[Full Text][Citation analysis]		paper118
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 nother version. Agregated cites: 118		article
2011Thousands of Models, One Story: Current Account Imbalances in the Global Economy.(2011) In: EcoMod2011.
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This paper has nother version. Agregated cites: 118		paper
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 nother version. Agregated cites: 118		paper
2012The perils of aggregating foreign variables in panel data models In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2012The perils of aggregating foreign variables in panel data models.(2012) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2012Bayesian analysis of recursive SVAR models with overidentifying restrictions In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2013Spatial considerations on the PPP debate In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2013Spatial considerations on the PPP debate.(2013) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2013Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review.
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This paper has nother version. Agregated cites: 19		article
2012Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk.(2012) In: NBP Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2016Exchange rate forecasting with DSGE models In: Working Paper Series.
[Full Text][Citation analysis]		paper43
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.
[Full Text][Citation analysis]		paper28
2020Exchange rate forecasting on a napkin.(2020) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 28		article
2020Monetary policy and its transmission in a globalised world In: Working Paper Series.
[Full Text][Citation analysis]		paper35
2022Boosting carry with equilibrium exchange rate estimates In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2015Bayesian forecasting of real exchange rates with a Dornbusch prior In: Economic Modelling.
[Full Text][Citation analysis]		article7
2004Currency unions and the real exchange rate In: Economics Letters.
[Full Text][Citation analysis]		article5
2004The Eastward Enlargement of the European Monetary Union In: EUI-RSCAS Working Papers.
[Full Text][Citation analysis]		paper0
2014Consuming price differences persist among eight Texas cities In: Economic Letter.
[Full Text][Citation analysis]		article0
2015Real exchange rate forecasting and ppp: this time the random walk loses In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper20
2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review.
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This paper has nother version. Agregated cites: 20		article
2022The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective In: International Journal of Central Banking.
[Full Text][Citation analysis]		article4
2012And then current accounts (over)adjusted In: Empirical Economics.
[Full Text][Citation analysis]		article1

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