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Michele Ca' Zorzi

Personal Details

First Name:Michele
Middle Name:
Last Name:Ca' Zorzi
RePEc Short-ID:pca585
[This author has chosen not to make the email address public]


European Central Bank

Frankfurt am Main, Germany

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
  2. Ca'Zorzi, Michele & Muck, Jakub & Rubaszek, Michal, 2015. "Real exchange rate forecasting and ppp: this time the random walk loses," Globalization and Monetary Policy Institute Working Paper 229, Federal Reserve Bank of Dallas.
  3. Angelini, Elena & Ca' Zorzi, Michele & Forster, Katrin, 2014. "External and macroeconomic adjustment in the larger euro area countries," Working Paper Series 1647, European Central Bank.
  4. Michele Ca'Zorzi & Alexander Chudik, 2013. "Spatial considerations on the PPP debate," Globalization and Monetary Policy Institute Working Paper 138, Federal Reserve Bank of Dallas.
  5. Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele, 2012. "Bayesian analysis of recursive SVAR models with overidentifying restrictions," Working Paper Series 1492, European Central Bank.
  6. Michele Ca’ Zorzi & Michal Rubaszek, 2012. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," NBP Working Papers 123, Narodowy Bank Polski, Economic Research Department.
  7. Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "The perils of aggregating foreign variables in panel data models," Globalization and Monetary Policy Institute Working Paper 111, Federal Reserve Bank of Dallas.
  8. Forster , Katrin & Vasardani, Melina A. & Ca' Zorzi, Michele, 2011. "Euro area cross-border financial flows and the global financial crisis," Occasional Paper Series 126, European Central Bank.
  9. Zorzi, Michele Ca' & Chudik, Alexander & Dieppe, Alistair, 2011. "Thousands of models, one story: current account imbalances in the global economy," Globalization and Monetary Policy Institute Working Paper 100, Federal Reserve Bank of Dallas.
  10. Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
  11. Bunda, Irina & Ca' Zorzi, Michele, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.
  12. Michele Ca' Zorzi & Roberto A. De Santis, 2004. "The Eastward Enlargement of the European Monetary Union," EUI-RSCAS Working Papers 31, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).


  1. Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016. "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, vol. 27(3), pages 585-609, July.
  2. Ca' Zorzi, Michele & Kocięcki, Andrzej & Rubaszek, Michał, 2015. "Bayesian forecasting of real exchange rates with a Dornbusch prior," Economic Modelling, Elsevier, vol. 46(C), pages 53-60.
  3. Elena Angelini & Michele Ca' Zorzi, 2014. "External and macroeconomic adjustment in Spain and Germany," Research Bulletin, European Central Bank, vol. 20, pages 9-12.
  4. Michele Ca' Zorzi & Michał Rubaszek, 2012. "On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries," Review of Development Economics, Wiley Blackwell, vol. 16(1), pages 95-106, February.
  5. Michele Ca’ Zorzi & Roberto A. De Santis & Fabrizio Zampolli, 2012. "The Minimum Economic Dividend for Joining a Currency Union," German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 127-141, May.
  6. Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2012. "Thousands of models, one story: Current account imbalances in the global economy," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1319-1338.
  7. Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "And then current accounts (over)adjusted," Empirical Economics, Springer, vol. 43(1), pages 245-270, August.
  8. Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
  9. Michele Ca’ Zorzi & Elke Hahn & Marcelo Sánchez, 2007. "Exchange Rate Pass-Through in Emerging Markets," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 84-102, November.
  10. Ca' Zorzi, Michele & De Santis, Roberto A., 2004. "Currency unions and the real exchange rate," Economics Letters, Elsevier, vol. 85(1), pages 23-27, October.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-OPM: Open Economy Macroeconomics (10) 2011-08-02 2012-01-25 2012-07-08 2012-10-27 2013-03-23 2013-08-23 2013-08-23 2014-04-05 2015-06-05 2016-06-18. Author is listed
  2. NEP-CBA: Central Banking (6) 2010-02-20 2011-08-02 2012-01-25 2012-07-08 2013-08-23 2014-04-05. Author is listed
  3. NEP-FOR: Forecasting (5) 2012-10-27 2013-08-23 2015-06-05 2016-06-18 2017-05-14. Author is listed
  4. NEP-ECM: Econometrics (3) 2010-02-20 2012-06-13 2013-01-07
  5. NEP-EEC: European Economics (3) 2005-06-27 2011-08-02 2014-04-05
  6. NEP-MAC: Macroeconomics (3) 2005-06-27 2009-10-17 2014-04-05
  7. NEP-MON: Monetary Economics (3) 2012-10-27 2013-08-23 2016-06-18
  8. NEP-DGE: Dynamic General Equilibrium (2) 2016-06-18 2017-05-14
  9. NEP-IFN: International Finance (2) 2010-02-20 2011-08-02
  10. NEP-BAN: Banking (1) 2011-08-02
  11. NEP-BEC: Business Economics (1) 2012-01-25
  12. NEP-ETS: Econometric Time Series (1) 2013-01-07
  13. NEP-FDG: Financial Development & Growth (1) 2011-08-02
  14. NEP-GEO: Economic Geography (1) 2013-08-23
  15. NEP-MIC: Microeconomics (1) 2009-10-17
  16. NEP-RMG: Risk Management (1) 2009-10-17
  17. NEP-URE: Urban & Real Estate Economics (1) 2009-10-17


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