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Trade adjustment in the European Union : a structural estimation approach

Corbo, Vesna; Osbat, Chiara - 2013

Persistent link: https://www.econbiz.de/10009766446

The euro exchange rate during the European sovereign debt crisis : dancing to its own tune?

Ehrmann, Michael; Osbat, Chiara; Strasky, Jan; … - 2013

Persistent link: https://www.econbiz.de/10009766449

What drives investors' behaviour in different FX market segments? : a VAR-based return decomposition analysis

Castrén, Olli (contributor); Osbat, Chiara (contributor); … - 2006

We apply the Campbell-Shiller return decomposition to exchange rate returns and fundamentals in a stationary panel vector autoregression framework. The return decomposition is then used to analyse how different investor segments react to news as captured by the different return components. The...

Persistent link: https://www.econbiz.de/10003398004

Determinants of the euro real effective exchange rate : a BEER/PEER approach

Maeso-Fernandez, Francisco; Osbat, Chiara; Schnatz, Bernd - 2001

Persistent link: https://www.econbiz.de/10001636942

The rise of the yen vis-à-vis the ("synthetic") euro : is it supported by economic fundamentals?

Osbat, Chiara (contributor); Rüffer, Rasmus (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001762886

Productivity and the ("synthetic") euro-Dollar exchange rate

Schnatz, Bernd (contributor); Vijselaar, Focco (contributor) - 2003

Persistent link: https://www.econbiz.de/10001762888

Markups and inflation cyclicality in the euro area

Kouvavas, Omiros; Osbat, Chiara; Reinelt, Timo; … - 2021

Price inflation in the euro area has been stable and low since the Global Financial Crisis, despite notable changes in output and unemployment. We show that an increasing share of high markup firms is part of the explanation of why inflation remained stubbornly stable and low in the euro area...

Persistent link: https://www.econbiz.de/10012705418

Sectoral exchange rate pass-through in the euro area

Osbat, Chiara; Sun, Yiqiao; Wagner, Martin - 2021

We study exchange rate pass-through (ERPT), i.e., the impact of exchange rate movements on inﬂation, focusing on euro area import prices at a sectorally disaggregated level. Our estimation strategy is based on VAR-X models, thus incorporating both endogenous and exogenous explanatory...

Persistent link: https://www.econbiz.de/10012745349

What drives export market shares? : it depends! : an empirical analysis using Bayesian Model Averaging

Osbat, Chiara; Benkovskis, Konstantins; Bluhm, Benjamin; … - 2017

investigate the drivers of export market shares of 25 EU countries, considering a wide range of traditional indicators along with … from China have strongly affected export performance since the early 2000s. In the case of old EU Member States, investment …, quality of institutions and available liquidity to firms also appear to play a role. For the new EU Member States, labour and …

Persistent link: https://www.econbiz.de/10011697375

The Phillips curve at the ECB

Eser, Fabian; Karadi, Peter; Lane, Philip R.; Moretti, Laura - 2020

We explain the role of the Phillips Curve in the analysis of the economic outlook and the formulation of monetary policy at the ECB. First, revisiting the structural Phillips Curve, we highlight the challenges in recovering structural parameters from reduced-form estimates and relate the...

Persistent link: https://www.econbiz.de/10012212851