Narrow search
Showing 1 - 10 of 40
Cover Image
Current account imbalances in the euro area : competitiveness or financial cycle?
Comunale, Mariarosaria; Hessel, Jeroen - 2014
Persistent link: https://www.econbiz.de/10010415446
Cover Image
Exchange Rate Pass-Through in the Euro Area
Comunale, Mariarosaria - 2017
In this paper we analyse the exchange rate pass-through (ERPT) in the euro area as a whole and for four euro area members - Germany, France, Italy and Spain. For that purpose we use Bayesian VARs with identfiication based on a combination of zero and sign restrictions. Our results emphasize that...
Persistent link: https://www.econbiz.de/10012963914
Cover Image
Who Did It? A European Detective Story Was it Real, Financial, Monetary and/or Institutional : Tracking Growth in the Euro Area with an Atheoretical Tool
Comunale, Mariarosaria - 2020
During the past thirty years, euro area countries have undergone significant changes and experienced diverse shocks. We aim to investigate which variables have consistently supported growth in this tumultuous period. The paper unfolds in three parts. First, we assemble a set of 35 real,...
Persistent link: https://www.econbiz.de/10012834410
Cover Image
Who Did It? A European Detective Story Was It Real, Financial, Monetary and/or Institutional : Tracking Growth in the Euro Area with an Atheoretical Tool
Comunale, Mariarosaria - 2020
During the past thirty years, euro area countries have undergone significant changes and experienced diverse shocks. We aim to investigate which variables have consistently supported growth in this tumultuous period. The paper unfolds in three parts. First, we assemble a set of 35 real,...
Persistent link: https://www.econbiz.de/10012842780
Cover Image
A Panel VAR Analysis of Macro-Financial Imbalances in the EU
Comunale, Mariarosaria - 2017
financial (or output) gaps within EU countries. We apply panel techniques, including a Bayesian panel VAR, to 27 EU members over …
Persistent link: https://www.econbiz.de/10012961964
Cover Image
Business cycles in the EU: a comprehensive comparison across methods
Celov, Dmitrij; Comunale, Mariarosaria - 2021
Persistent link: https://www.econbiz.de/10012819930
Cover Image
Long-Run Determinants and Misalignments of the Real Effective Exchange Rate in the EU
Comunale, Mariarosaria - 2015
Exchange rate assessment is becoming increasingly relevant for economic surveillance in the European Union (EU). The … persistence of different wage, price and productivity dynamics among the Economic and Monetary Union (EMU) countries or EU members … Real Effective Exchange Rates in the EU over the period 1994-2012 by using heterogeneous, co-integrated panel frameworks in …
Persistent link: https://www.econbiz.de/10013024314
Cover Image
Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs within the Euro Zone
Comunale, Mariarosaria - 2015
This paper provides an empirical study of the asymmetrical spillovers of the euro-US dollar exchange rate on the inflation in the euro zone, dividing the sample in two groups of countries: core and periphery. Then we test if the euro-US dollar exchange rate is still able to give a different...
Persistent link: https://www.econbiz.de/10013026430
Cover Image
Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU
Comunale, Mariarosaria - 2016
different types of foreign capital inflows, on GDP growth in the EU. This can provide a useful contribution to understanding the … period. For this analysis, we use a panel of 27 EU countries for the period 1994–2012, with annual frequency.We find that the …
Persistent link: https://www.econbiz.de/10012991781
Cover Image
Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU
Comunale, Mariarosaria - 2016
different types of foreign capital inflows, on GDP growth in the EU. This can provide a useful contribution to understanding the … period. For this analysis, we use a panel of 27 EU countries for the period 1994–2012, with annual frequency.We find that the …
Persistent link: https://www.econbiz.de/10012992272