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Mariarosaria Comunale

Personal Details

First Name:Mariarosaria
Middle Name:
Last Name:Comunale
Suffix:
RePEc Short-ID:pco777
[This author has chosen not to make the email address public]
http://sites.google.com/site/mariarosariacomunale/
Twitter: @mariosa_com
Mastodon: @Mariosa@econtwitter.net

Affiliation

Research Department
International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/research
RePEc:edi:rdimfus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mariarosaria Comunale & Dmitrij Celov, 2021. "Business cycles in the EU: A comprehensive comparison across methods," Bank of Lithuania Discussion Paper Series 26, Bank of Lithuania.
  2. Povilas Lastauskas & Mariarosaria Comunale & Justas Dainauskas, 2021. "What Explains Excess Trade Persistence? A Theory of Habits in the Supply Chains," Bank of Lithuania Working Paper Series 85, Bank of Lithuania.
  3. Comunale, Mariarosaria & Mongelli, Francesco Paolo, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Working Paper Series 2591, European Central Bank.
  4. Mariarosaria Comunale, 2020. "Shock dependence of exchange rate pass-through: A comparative analysis of BVARs and DSGEs," CAMA Working Papers 2020-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
  6. Mariarosaria Comunale, 2020. "The persistently high rate of suicide in Lithuania: an updated view," Bank of Lithuania Discussion Paper Series 21, Bank of Lithuania.
  7. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches," Bank of Lithuania Working Paper Series 74, Bank of Lithuania.
  8. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
  9. Mariarosaria Comunale, 2020. "An analysis of investments and their drivers in Lithuania," Bank of Lithuania Discussion Paper Series 22, Bank of Lithuania.
  10. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "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," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
  11. Mariarosaria Comunale, 2019. "An investigation of the exchange rate pass-through in the Baltic states," CAMA Working Papers 2019-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
  13. Mariarosaria Comunale & Anh Dinh Minh Nguyen & Soroosh Soofi-Siavash, 2019. "Convergence and growth decomposition: an analysis on Lithuania," Bank of Lithuania Discussion Paper Series 17, Bank of Lithuania.
  14. Silvia Calò & Mariarosaria Comunale, 2019. "Real Effective Exchange Rates determinants and growth: lessons from Italian regions," Bank of Lithuania Discussion Paper Series 10, Bank of Lithuania.
  15. Comunale, Mariarosaria & Geis, André & Gkrintzalis, Ioannis & Moder, Isabella & Polgár, Éva Katalin & Quaglietti, Lucia & Savelin, Li, 2019. "Financial stability assessment for EU candidate countries and potential candidates," Occasional Paper Series 233, European Central Bank.
  16. Mariarosaria Comunale & Giulia Felice, 2019. "An empirical investigation of the relationship between trade and structural change," Bank of Lithuania Working Paper Series 62, Bank of Lithuania.
  17. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
  18. Mariarosaria Comunale & Davor Kunovac, 2017. "Exchange Rate Pass-Through in the Euro Area," Bank of Lithuania Working Paper Series 38, Bank of Lithuania.
  19. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
  20. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," CEIS Research Paper 414, Tor Vergata University, CEIS, revised 25 Sep 2017.
  21. Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation: A review of literature and methods," CAMA Working Papers 2017-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  22. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.
  23. Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.
  24. Margarita Rubio & Mariarosaria Comunale, 2016. "Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies," Bank of Lithuania Working Paper Series 34, Bank of Lithuania.
  25. Mariarosaria Comunale, 2016. "Dutch Disease, Real Effective Exchange Rate Misalignments and their effect on GDP growth in the EU," Bank of Lithuania Working Paper Series 26, Bank of Lithuania.
  26. Mariarosaria Comunale, 2015. "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper 360, Tor Vergata University, CEIS, revised 13 Nov 2015.
  27. Mariarosaria Comunale, 2015. "Current Account and Reer Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," Bank of Lithuania Working Paper Series 20, Bank of Lithuania.
  28. Comunale, Mariarosaria, 2014. "Long-run determinants and misalignments of the real effective exchange rate in the EU," MPRA Paper 59571, University Library of Munich, Germany, revised Sep 2014.
  29. Comunale, Mariarosaria, 2014. "Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone," MPRA Paper 57704, University Library of Munich, Germany, revised Aug 2014.

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Articles

  1. Comunale, Mariarosaria, 2022. "A panel VAR analysis of macro-financial imbalances in the EU," Journal of International Money and Finance, Elsevier, vol. 121(C).
  2. Comunale, Mariarosaria & Felice, Giulia, 2022. "Trade and structural change: An empirical investigation," International Economics, Elsevier, vol. 171(C), pages 58-79.
  3. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
  4. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
  5. Bobasu, Alina & Comunale, Mariarosaria & Gomez-Salvador, Ramon & Quaglietti, Lucia, 2019. "Characterising the current expansion across non-euro area advanced economies: where do we go from here?," Economic Bulletin Boxes, European Central Bank, vol. 2.
  6. Mariarosaria Comunale, 2019. "Long‐run determinants and misalignments of the real effective exchange rate in the EU," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(5), pages 649-672, November.
  7. Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
  8. Rubio, Margarita & Comunale, Mariarosaria, 2018. "Macroeconomic and financial stability in a monetary union: The case of Lithuania," Economic Systems, Elsevier, vol. 42(1), pages 75-90.
  9. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2018. "Has private sector credit in CESEE approached levels justified by fundamentals? A post-crisis assessment," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 141-154.
  10. Comunale, Mariarosaria, 2018. "Current account and real effective exchange rate misalignments in Central Eastern EU countries: An update using the macroeconomic balance approach," Economic Systems, Elsevier, vol. 42(3), pages 414-436.
  11. Margarita Rubio & Mariarosaria Comunale, 2017. "Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies," Eastern European Economics, Taylor & Francis Journals, vol. 55(1), pages 29-49, January.
  12. Comunale, Mariarosaria, 2017. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 350-370.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:

    Mentioned in:

    1. Et si le cycle financier était à l'origine des déséquilibres courants de la zone euro ?
      by ? in D'un champ l'autre on 2014-11-06 02:19:00

Working papers

  1. Mariarosaria Comunale & Dmitrij Celov, 2021. "Business cycles in the EU: A comprehensive comparison across methods," Bank of Lithuania Discussion Paper Series 26, Bank of Lithuania.

    Cited by:

    1. Saulius Jokubaitis & Dmitrij Celov, 2022. "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Papers 2206.14128, arXiv.org.

  2. Povilas Lastauskas & Mariarosaria Comunale & Justas Dainauskas, 2021. "What Explains Excess Trade Persistence? A Theory of Habits in the Supply Chains," Bank of Lithuania Working Paper Series 85, Bank of Lithuania.

    Cited by:

    1. Evgeny N. Smirnov & Sergey A. Lukyanov, 2021. "Instability of international trade and approaches to optimal regulation," Upravlenets, Ural State University of Economics, vol. 12(5), pages 21-31, November.

  3. Mariarosaria Comunale, 2020. "Shock dependence of exchange rate pass-through: A comparative analysis of BVARs and DSGEs," CAMA Working Papers 2020-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Ivan Khotulev, 2020. "Shock-Dependent Exchange Rate Pass-Through in Russia," Bank of Russia Working Paper Series note20, Bank of Russia.
    2. Eva Ortega & Chiara Osbat, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Papers 2016, Banco de España.

  4. Mariarosaria Comunale, 2020. "The persistently high rate of suicide in Lithuania: an updated view," Bank of Lithuania Discussion Paper Series 21, Bank of Lithuania.

    Cited by:

    1. Aiste Dirzyte & Aidas Perminas & Egle Biliuniene, 2021. "Psychometric Properties of Satisfaction with Life Scale (SWLS) and Psychological Capital Questionnaire (PCQ-24) in the Lithuanian Population," IJERPH, MDPI, vol. 18(5), pages 1-26, March.

  5. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "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," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.

    Cited by:

    1. Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland, Institute for Economies in Transition.

  6. Mariarosaria Comunale, 2019. "An investigation of the exchange rate pass-through in the Baltic states," CAMA Working Papers 2019-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
    2. An, Lian & Wynne, Mark A. & Zhang, Ren, 2021. "Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan," Journal of International Money and Finance, Elsevier, vol. 118(C).

  7. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.

    Cited by:

    1. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "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," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.

  8. Mariarosaria Comunale & Anh Dinh Minh Nguyen & Soroosh Soofi-Siavash, 2019. "Convergence and growth decomposition: an analysis on Lithuania," Bank of Lithuania Discussion Paper Series 17, Bank of Lithuania.

    Cited by:

    1. Tomas Reichenbachas & Linas Jurkšas & Rokas Kaminskas, 2021. "Natural real rates of interest across Euro area countries: Are R-stars getting closer together?," Bank of Lithuania Discussion Paper Series 24, Bank of Lithuania.
    2. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    3. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "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," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    4. Mariarosaria Comunale, 2020. "An analysis of investments and their drivers in Lithuania," Bank of Lithuania Discussion Paper Series 22, Bank of Lithuania.

  9. Comunale, Mariarosaria & Geis, André & Gkrintzalis, Ioannis & Moder, Isabella & Polgár, Éva Katalin & Quaglietti, Lucia & Savelin, Li, 2019. "Financial stability assessment for EU candidate countries and potential candidates," Occasional Paper Series 233, European Central Bank.

    Cited by:

    1. Stephan Barisitz & Antje Hildebrandt, 2020. "Macroprudential policy in the Western Balkans: the last five years and COVID-19 crisis response," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/20, pages 80-94.

  10. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.

    Cited by:

    1. Eyno Rots, 2018. "Business, Housing, and Credit Cycles – The Case of Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 5-22.
    2. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
    3. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
    5. Amat Adarov, 2019. "Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances," wiiw Working Papers 166, The Vienna Institute for International Economic Studies, wiiw.
    6. Hiona Balfoussia & Heather D. Gibson & Dimitris Malliaropulos & Dimitris Papageorgiou, 2020. "The economic impact of pandemics: real and financial transmission channels," Working Papers 283, Bank of Greece.
    7. Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018. "Financial cycles in euro area economies: a cross-country perspective," Working Papers 55, The Croatian National Bank, Croatia.
    8. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches," Bank of Lithuania Working Paper Series 74, Bank of Lithuania.
    9. Maximilien Coussin & Anne-Laure Delatte, 2019. "Les cycles financiers convergent-ils en zone euro? En phase oui, en amplitude non," La Lettre du CEPII, CEPII research center, issue 403.
    10. Jesper Pedersen, 2019. "What Are the Effects of Changes in Taxation and New Types of Mortgages on the Real Economy? The Case of Denmark during the 2000s," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 47-99, December.
    11. Ms. Aiko Mineshima & Chikako Baba & Mr. Salvatore Dell'Erba & Asghar Shahmoradi & Olamide Harrison & Anvar Musayev & Ms. Enrica Detragiache, 2020. "How Should Credit Gaps Be Measured? An Application to European Countries," IMF Working Papers 2020/006, International Monetary Fund.
    12. Lenarčič, Črt, 2021. "Estimating business and financial cycles in Slovenia," MPRA Paper 109977, University Library of Munich, Germany.
    13. Filippo Gusella, 2022. "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
    14. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.
    15. Davor Kunovac & Ivan Žilić, 2020. "Home sweet home: The effects of housing loan subsidies on the housing market in Croatia," Working Papers 60, The Croatian National Bank, Croatia.
    16. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    17. Mariarosaria Comunale & Dmitrij Celov, 2021. "Business cycles in the EU: A comprehensive comparison across methods," Bank of Lithuania Discussion Paper Series 26, Bank of Lithuania.
    18. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    19. Ernest Gnan & Claudia Kwapil & Maria Teresa Valderrama, 2018. "Monetary policy after the crisis: mandates, targets, and international linkages," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 8-33.
    20. Burlon, Lorenzo & D’Imperio, Paolo, 2020. "Reliable real-time estimates of the euro-area output gap," Journal of Macroeconomics, Elsevier, vol. 64(C).
    21. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
    22. Rob Luginbuhl, 2020. "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper 409, CPB Netherlands Bureau for Economic Policy Analysis.
    23. Andreea Maria Muraru, 2020. "The Impact of Global Tensions on the Economic and Financial Cycle in Romania," Postmodern Openings, Editura Lumen, Department of Economics, vol. 11(3), pages 115-128, October.
    24. Paolo Guarda & Alban Moura, 2019. "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers 126, Central Bank of Luxembourg.
    25. O'Brien, Martin & Velasco, Sofia, 2020. "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers 09/RT/20, Central Bank of Ireland.
    26. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "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," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    27. Jaromir Baxa & Jan Zacek, 2022. "Monetary Policy and the Financial Cycle: International Evidence," Working Papers 2022/4, Czech National Bank.
    28. Xin Tian & Jan P.A.M. Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," Proceedings of Economics and Finance Conferences 13015550, International Institute of Social and Economic Sciences.
    29. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
    30. Scharnagl Michael & Mandler Martin, 2019. "Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(5-6), pages 895-916, October.
    31. Mandler, Martin & Scharnagl, Michael, 2019. "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers 22/2019, Deutsche Bundesbank.

  11. Mariarosaria Comunale & Davor Kunovac, 2017. "Exchange Rate Pass-Through in the Euro Area," Bank of Lithuania Working Paper Series 38, Bank of Lithuania.

    Cited by:

    1. Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2019. "The link between labor cost and price inflation in the euro area," Working Paper Series 2235, European Central Bank.
    2. Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
    3. Corbo, Vesna & Di Casola, Paola, 2020. "Drivers of consumer prices and exchange rates in small open economies," Working Paper Series 387, Sveriges Riksbank (Central Bank of Sweden).
    4. Marco Flaccadoro, 2022. "Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada," Temi di discussione (Economic working papers) 1368, Bank of Italy, Economic Research and International Relations Area.
    5. Nasir, Muhammad Ali & Vo, Xuan Vinh, 2020. "A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 42-61.
    6. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
    7. Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
    8. Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
    9. Mariarosaria Comunale, 2019. "An investigation of the exchange rate pass-through in the Baltic states," CAMA Working Papers 2019-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    10. Hadrien Camatte & Guillaume Daudin & Violaine Faubert & Antoine Lalliard & Christine Rifflart, 2021. "Global Value Chains and the transmission of exchange rate shocks to consumer prices [Chaînes de valeurs et transmission de chocs de taux de change sur les prix à la consommation]," Working Papers hal-03134873, HAL.
    11. YOSHIDA Yushi & Weiyang ZHAI & SASAKI Yuri & Siyu ZHANG, 2022. "Exchange Rate Pass-through Under the Unconventional Monetary Policy Regime," Discussion papers 22020, Research Institute of Economy, Trade and Industry (RIETI).
    12. Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega, 2022. "Exchange Rate Shocks and Inflation Co-movement in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 239-275, March.
    13. Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
    14. Adam Elbourne & Kan Ji & Sem Duijndam, 2018. "The effects of unconventional monetary policy in the euro area," CPB Discussion Paper 371, CPB Netherlands Bureau for Economic Policy Analysis.
    15. Jongrim Ha & M. Marc Stocker & Hakan Yilmazkuday, 2020. "Inflation and Exchange Rate Pass-Through," Working Papers 2004, Florida International University, Department of Economics.
    16. Corbo, Vesna & Di Casola, Paola, 2018. "Conditional exchange rate pass-through: evidence from Sweden," Working Paper Series 352, Sveriges Riksbank (Central Bank of Sweden).
    17. Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(4), pages 721-763, December.
    18. Milan Deskar-Škrbić & Davor Kunovac, 2020. "Twentieth anniversary of the euro: why are some countries still not willing to join? Economists’ view," Surveys 39, The Croatian National Bank, Croatia.
    19. COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    20. Eva Ortega & Chiara Osbat, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Papers 2016, Banco de España.
    21. Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2018. "Exchange rate pass-through into euro area inflation. An estimated structural model," Temi di discussione (Economic working papers) 1192, Bank of Italy, Economic Research and International Relations Area.
    22. Aleksandra Halka & Karol Szafranek, 2017. "Determinants of low inflation in emerging, small open economy. Comparison of aggregated and disaggregated approaches," EcoMod2017 10560, EcoMod.
    23. Sebastian Edwards & Luis Cabezas, 2021. "Exchange rate pass-through, monetary policy, and real exchange rates - Iceland and the 2008 crisis," Economics wp85, Department of Economics, Central bank of Iceland.
    24. Sebastian Edwards & Luis Cabezas, 2022. "Exchange Rate Pass-Through, Monetary Policy, and Real Exchange Rates: Iceland and the 2008 Crisis," Open Economies Review, Springer, vol. 33(2), pages 197-230, April.
    25. Andrea De Polis & Mario Pietrunti, 2019. "Exchange rate dynamics and unconventional monetary policies: it�s all in the shadows," Temi di discussione (Economic working papers) 1231, Bank of Italy, Economic Research and International Relations Area.
    26. Deskar-Škrbić, Milan & Kotarac, Karlo & Kunovac, Davor, 2020. "The third round of euro area enlargement: Are the candidates ready?," Journal of International Money and Finance, Elsevier, vol. 107(C).
    27. Roberta Colavecchio & Ieva Rubene, 2019. "Non-linear exchange rate pass-through to euro area inflation: A local projection approach," BCL working papers 138, Central Bank of Luxembourg.
    28. G. de Walque & T. Lejeune & A. Stevens, 2019. "Exchange rates, prices, monetary policy and competitiveness," Economic Review, National Bank of Belgium, issue ii, pages 25-46, September.
    29. M. Tiunova G. & М. Тиунова Г., 2018. "Моделирование Эффекта Переноса Валютного Курса На Цены В России // Modeling The Transfer Effect Of Exchange Rate On Prices In Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(3), pages 136-154.
    30. Goran Jovičić & Davor Kunovac, 2017. "What is Driving Inflation and GDP in a Small European Economy: The Case of Croatia," Working Papers 49, The Croatian National Bank, Croatia.
    31. Calero, Roberto & Rodriguez, Gabriel & Salcedo Cisneros, Rodrigo, 2022. "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-510, Departamento de Economía - Pontificia Universidad Católica del Perú.
    32. Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
    33. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2017. "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers 50, Monetary Policy Committee Unit, Bank of England.

  12. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.

    Cited by:

    1. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.
    2. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    3. Juan Carlos Cuestas & Karsten Staehr & Javier Ordóñez, 2018. "Unit Labour Costs and the Dynamics of Output and Unemployment in the Southern European Crisis Countries," TUT Economic Research Series 41, Department of Finance and Economics, Tallinn University of Technology.
    4. Schnücker, A.M., 2019. "Penalized Estimation of Panel Vector Autoregressive Models," Econometric Institute Research Papers EI-2019-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. sheunesu zhou, 2020. "Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 11(6), pages 46-59.
    6. Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
    7. Mariarosaria Comunale & Anh Dinh Minh Nguyen & Soroosh Soofi-Siavash, 2019. "Convergence and growth decomposition: an analysis on Lithuania," Bank of Lithuania Discussion Paper Series 17, Bank of Lithuania.
    8. Karamanis, Dimitris, 2022. "Defence partnerships, military expenditure, investment, and economic growth: an analysis in PESCO countries," LSE Research Online Documents on Economics 115485, London School of Economics and Political Science, LSE Library.
    9. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
    10. Hyun-Jee Kim & Bongsuk Sung, 2020. "How Knowledge Assets Affect the Learning-by-Exporting Effect: Evidence Using Panel Data for Manufacturing Firms," Sustainability, MDPI, vol. 12(8), pages 1-14, April.

  13. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," CEIS Research Paper 414, Tor Vergata University, CEIS, revised 25 Sep 2017.

    Cited by:

    1. Jakob de Haan & Jan P.A.M. Jacobs & Renske Zijm, 2022. "Coherence of Output Gaps in the Euro Area: The Impact of the Covid-19 Shock," CESifo Working Paper Series 9654, CESifo.
    2. Andreea Maria Muraru, 2020. "The Impact of Global Tensions on the Economic and Financial Cycle in Romania," Postmodern Openings, Editura Lumen, Department of Economics, vol. 11(3), pages 115-128, October.
    3. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.

  14. Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation: A review of literature and methods," CAMA Working Papers 2017-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Eijffinger, Sylvester C W & Malagon, Jonathan, 2018. "Financial spillovers of international monetary policy: Six hypotheses on the Latin American case, 2010-2016," CEPR Discussion Papers 12678, C.E.P.R. Discussion Papers.
    2. Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.
    3. Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland, Institute for Economies in Transition.
    4. Jose David GARCIA REVELO & Yannick LUCOTTE & Florian PRADINES-JOBET, 2019. "Macroprudential and Monetary Policies : The Need to Dance the Tango in Harmony," LEO Working Papers / DR LEO 2691, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    5. Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018. "Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe," Working Papers 2018/2, Czech National Bank.
    6. Garcia Revelo, José David & Lucotte, Yannick & Pradines-Jobet, Florian, 2020. "Macroprudential and monetary policies: The need to dance the Tango in harmony," Journal of International Money and Finance, Elsevier, vol. 108(C).
    7. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    8. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "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," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    9. Sedegah Kordzo & Odhiambo Nicholas M., 2021. "A Review of the Impact of External Shocks on Monetary Policy Effectiveness in Non-WAEMU Countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 31(3), pages 37-59, September.
    10. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
    11. Rasa Stasiukynaite, 2017. "Understanding Monetary Policy Stance," Bank of Lithuania Occasional Paper Series 14, Bank of Lithuania.
    12. William Gatt & Germano Ruisi, 2022. "The spillover of euro area shocks to the Maltese economy," CBM Working Papers WP/03/2022, Central Bank of Malta.
    13. Benecká, Soňa & Fadejeva, Ludmila & Feldkircher, Martin, 2020. "The impact of euro Area monetary policy on Central and Eastern Europe," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1310-1333.

  15. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.

    Cited by:

    1. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
    2. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    3. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    4. Valerio Della Corte & Claire Giordano, 2021. "Methodological issues in the estimation of current account imbalances," Questioni di Economia e Finanza (Occasional Papers) 617, Bank of Italy, Economic Research and International Relations Area.
    5. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.

  16. Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.

    Cited by:

    1. Faryna, Oleksandr, 2016. "Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia," BOFIT Discussion Papers 14/2016, Bank of Finland, Institute for Economies in Transition.
    2. Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017. "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers 06-2017, Economics Section, The Graduate Institute of International Studies.
    3. Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
    4. Mariarosaria Comunale, 2019. "An investigation of the exchange rate pass-through in the Baltic states," CAMA Working Papers 2019-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Abdorasoul Sadeghi & Hussein Marzban & Ali Hussein Samadi & Karim Azarbaiejani & Parviz Rostamzadeh, 2022. "Financial intermediaries and speculation in the foreign exchange market: the role of monetary policy in Iran’s economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-26, December.
    6. Faryna, Oleksandr & Simola, Heli, 2018. "The transmission of international shocks to CIS economies : A Global VAR approach," BOFIT Discussion Papers 17/2018, Bank of Finland, Institute for Economies in Transition.
    7. Ibrahim Abdulhamid Danlami, 2020. "Revisiting the West African Commonwealth Countries’ Exchange Rate Pass-Through to Inflation," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 70-77, March.
    8. Simola, Heli, 2019. "Effects of external shocks on Russian economy," BOFIT Policy Briefs 4/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
    9. Husaini, Dzul Hadzwan & Lean, Hooi Hooi, 2021. "Asymmetric impact of oil price and exchange rate on disaggregation price inflation," Resources Policy, Elsevier, vol. 73(C).

  17. Margarita Rubio & Mariarosaria Comunale, 2016. "Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies," Bank of Lithuania Working Paper Series 34, Bank of Lithuania.

    Cited by:

    1. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    2. Cécile Couharde & Carl Grekou & Valérie Mignon, 2021. "On the economic desirability of the West African monetary union: would one currency fit all?," Working Papers 2021-03, CEPII research center.
    3. Mérő, Bence & Vágó, Nikolett, 2018. "Keresletvezérelt lakáspiaci modell a lakáshitelezést szabályozó makro prudenciális eszközök tanulmányozására [A demand-led model of the housing market for studying the macro-prudential means of reg," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1115-1153.
    4. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    5. Michael Funke & Petar Mihaylovski & Adrian Wende, 2018. "Out of Sync Subnational Housing Markets and Macroprudential Policies," CESifo Working Paper Series 6887, CESifo.
    6. Adu, Raymond & Litsios, Ioannis & Baimbridge, Mark, 2019. "Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ)," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 59(C), pages 232-249.
    7. Rubio, Margarita & Comunale, Mariarosaria, 2018. "Macroeconomic and financial stability in a monetary union: The case of Lithuania," Economic Systems, Elsevier, vol. 42(1), pages 75-90.
    8. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.

  18. Mariarosaria Comunale, 2016. "Dutch Disease, Real Effective Exchange Rate Misalignments and their effect on GDP growth in the EU," Bank of Lithuania Working Paper Series 26, Bank of Lithuania.

    Cited by:

    1. Silvia Calò & Mariarosaria Comunale, 2019. "Real Effective Exchange Rates determinants and growth: lessons from Italian regions," Bank of Lithuania Discussion Paper Series 10, Bank of Lithuania.
    2. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.
    3. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
    4. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    5. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
    6. Jorge Carrera & Blaise Gnimassoun & Valérie Mignon & Romain Restout, 2020. "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," Working Papers of BETA 2020-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    7. Bošnjak Mile & Kordić Gordana & Novak Ivan, 2021. "Real Effective Exchange Rate and Industrial Productivity in Croatia: Wavelet Coherence Analysis," South East European Journal of Economics and Business, Sciendo, vol. 16(1), pages 30-37, June.
    8. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.
    9. Juan Carlos Cuestas & Estefania Mourelle & Paulo José Regis, 2019. "Real exchange rate misalignments in CEECs: have they hindered growth?," Bank of Estonia Working Papers wp2018-05, Bank of Estonia, revised 23 Jan 2019.
    10. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2018. "Has private sector credit in CESEE approached levels justified by fundamentals? A post-crisis assessment," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 141-154.
    11. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches," Bank of Lithuania Working Paper Series 74, Bank of Lithuania.
    12. Beckmann, Joscha & Czudaj, Robert, 2017. "Capital flows and GDP in emerging economies and the role of global spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 140-163.
    13. Boris Fisera & Roman Horvath, 2020. "Are Exchange Rates Less Important for Trade in a More Globalized World? Evidence for the New EU Members," Working Papers IES 2020/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
    14. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2019. "Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region," Economies, MDPI, vol. 7(1), pages 1-21, March.
    15. Hideki Nishigaki, 2020. "Coping with Structural Weakness and EMU Citizen Support for the Euro: Opportunities for Change," Economics Bulletin, AccessEcon, vol. 40(4), pages 2755-2768.
    16. Claire Giordano, 2019. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Questioni di Economia e Finanza (Occasional Papers) 522, Bank of Italy, Economic Research and International Relations Area.
    17. Joscha Beckmann & Robert L. Czudaj, 2020. "Net Foreign Asset Positions, Capital Flows and GDP Spillovers," Open Economies Review, Springer, vol. 31(2), pages 295-308, April.
    18. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    19. Ferdinand Owoundi & Jacques Landry Bikai, 2021. "On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub‐Saharan Africa," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 327-345, July.
    20. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    21. COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    22. Wai-Mun Har & Ai-Lian Tan & Chong-Heng Lim & Chai-Thing Tan, 2017. "Does Interest Rate Still Matter in Determining Exchange Rate?," Capital Markets Review, Malaysian Finance Association, vol. 25(1), pages 19-25.
    23. Juan Carlos Cuestas & Mercedes Monfort & Javier Ordoñez, 2019. "Real exchange rates and competitiveness in Central and Eastern Europe: have they fundamentally changed?," Working Papers 2019/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    24. Mariarosaria Comunale, 2015. "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper 360, Tor Vergata University, CEIS, revised 13 Nov 2015.
    25. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "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," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    26. Wira Ganet Aribowo, 2018. "Analysis of foreign direct investment as a comparison of macroeconomic factors in seven countries Asean 5, China and Japan during period 1996-2015," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, vol. 7(4), pages 29-42, December.
    27. Claire Giordano, 2022. "Revisiting the real exchange rate misalignment-economic growth nexus via the across-sector misallocation channel," Temi di discussione (Economic working papers) 1385, Bank of Italy, Economic Research and International Relations Area.
    28. Mariarosaria Comunale, 2015. "Long-run determinants and misalignments of the real effective exchange rate in the EU," Bank of Lithuania Working Paper Series 18, Bank of Lithuania.
    29. Mariarosaria Comunale & Giulia Felice, 2019. "An empirical investigation of the relationship between trade and structural change," Bank of Lithuania Working Paper Series 62, Bank of Lithuania.
    30. Muhammad Umar & Muhammad Safdar Sial & Yan Xu, 2021. "What Are The Channels Through Which Bank Liquidity Creation Affects GDP? Evidence From an Emerging Country," SAGE Open, , vol. 11(2), pages 21582440211, June.
    31. Artem Vdovychenko, 2021. "Empirical estimation of REER trend for Ukraine," IHEID Working Papers 06-2021, Economics Section, The Graduate Institute of International Studies.
    32. Juan Carlos Cuestas, 2019. "Quantile regressions, asymmetric adjustment and crisis: the case of EU real exchange rates," Working Papers 2019/09, Economics Department, Universitat Jaume I, Castellón (Spain).
    33. Ramos-Herrera María del Carmen, 2022. "How Equilibrium Exchange Rate Misalignments Influence on Economic Growth? Evidence for European Countries," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 16(1), pages 199-211, January.
    34. Leonor Coutinho & Nuria Mata Garcia & Alessandro Turrini & Goran Vukšić, 2021. "Methodologies for the Assessment of Real Effective Exchange Rates," European Economy - Discussion Papers 2015 - 149, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    35. Claire Giordano, 2018. "Price and cost competitiveness misalignments of the euro area and of its main economies according to a quarterly BEER model, 1999-2017," Questioni di Economia e Finanza (Occasional Papers) 444, Bank of Italy, Economic Research and International Relations Area.
    36. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.

  19. Mariarosaria Comunale, 2015. "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper 360, Tor Vergata University, CEIS, revised 13 Nov 2015.

    Cited by:

    1. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.
    2. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
    3. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
    4. Comunale, Mariarosaria, 2017. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 350-370.
    5. Coleman, Simeon & Cuestas, Juan Carlos, 2021. "Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts," Economic Systems, Elsevier, vol. 45(4).
    6. Artem Vdovychenko, 2021. "Empirical estimation of REER trend for Ukraine," IHEID Working Papers 06-2021, Economics Section, The Graduate Institute of International Studies.
    7. Karsten Staehr, 2018. "Capital flows and growth dynamics in Central and Eastern Europe," Post-Communist Economies, Taylor & Francis Journals, vol. 30(1), pages 1-18, January.

  20. Mariarosaria Comunale, 2015. "Current Account and Reer Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," Bank of Lithuania Working Paper Series 20, Bank of Lithuania.

    Cited by:

    1. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.
    2. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
    3. Comunale, Mariarosaria, 2017. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 350-370.
    4. Artem Vdovychenko, 2021. "Empirical estimation of REER trend for Ukraine," IHEID Working Papers 06-2021, Economics Section, The Graduate Institute of International Studies.
    5. Karsten Staehr, 2018. "Capital flows and growth dynamics in Central and Eastern Europe," Post-Communist Economies, Taylor & Francis Journals, vol. 30(1), pages 1-18, January.

  21. Comunale, Mariarosaria, 2014. "Long-run determinants and misalignments of the real effective exchange rate in the EU," MPRA Paper 59571, University Library of Munich, Germany, revised Sep 2014.

    Cited by:

    1. Silvia Calò & Mariarosaria Comunale, 2019. "Real Effective Exchange Rates determinants and growth: lessons from Italian regions," Bank of Lithuania Discussion Paper Series 10, Bank of Lithuania.
    2. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.
    3. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
    4. Comunale, Mariarosaria, 2017. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 350-370.
    5. Bošnjak Mile & Kordić Gordana & Novak Ivan, 2021. "Real Effective Exchange Rate and Industrial Productivity in Croatia: Wavelet Coherence Analysis," South East European Journal of Economics and Business, Sciendo, vol. 16(1), pages 30-37, June.
    6. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.
    7. Comunale, Mariarosaria, 2015. "Current account and REER misalignments in Central Eastern EU countries: an update using the macroeconomic balance approach," BOFIT Discussion Papers 28/2015, Bank of Finland, Institute for Economies in Transition.
    8. Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland, Institute for Economies in Transition.
    9. COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. Mariarosaria Comunale, 2015. "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper 360, Tor Vergata University, CEIS, revised 13 Nov 2015.
    11. Gordana Kordic, 2015. "Post-Transition Monetary and Exchange Rate Policies: Dilemmas on Eurozone membership in terms of Global Recession," MIC 2015: Managing Sustainable Growth; Proceedings of the Joint International Conference, Portorož, Slovenia, 28–30 May 2015,, University of Primorska, Faculty of Management Koper.
    12. Claire Giordano, 2018. "Price and cost competitiveness misalignments of the euro area and of its main economies according to a quarterly BEER model, 1999-2017," Questioni di Economia e Finanza (Occasional Papers) 444, Bank of Italy, Economic Research and International Relations Area.

  22. Comunale, Mariarosaria, 2014. "Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone," MPRA Paper 57704, University Library of Munich, Germany, revised Aug 2014.

    Cited by:

    1. Faryna, Oleksandr, 2016. "Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia," BOFIT Discussion Papers 14/2016, Bank of Finland, Institute for Economies in Transition.
    2. Mariarosaria Comunale & Davor Kunovac, 2017. "Exchange Rate Pass-Through in the Euro Area," Bank of Lithuania Working Paper Series 38, Bank of Lithuania.
    3. Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.

Articles

  1. Comunale, Mariarosaria, 2022. "A panel VAR analysis of macro-financial imbalances in the EU," Journal of International Money and Finance, Elsevier, vol. 121(C).
    See citations under working paper version above.
  2. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.

    Cited by:

    1. Amat Adarov, 2022. "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
    2. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.
    3. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    4. Mariarosaria Comunale & Dmitrij Celov, 2021. "Business cycles in the EU: A comprehensive comparison across methods," Bank of Lithuania Discussion Paper Series 26, Bank of Lithuania.

  3. Bobasu, Alina & Comunale, Mariarosaria & Gomez-Salvador, Ramon & Quaglietti, Lucia, 2019. "Characterising the current expansion across non-euro area advanced economies: where do we go from here?," Economic Bulletin Boxes, European Central Bank, vol. 2.

    Cited by:

    1. Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers 2013, Aix-Marseille School of Economics, France.

  4. Mariarosaria Comunale, 2019. "Long‐run determinants and misalignments of the real effective exchange rate in the EU," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(5), pages 649-672, November.
    See citations under working paper version above.
  5. Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217. See citations under working paper version above.
  6. Rubio, Margarita & Comunale, Mariarosaria, 2018. "Macroeconomic and financial stability in a monetary union: The case of Lithuania," Economic Systems, Elsevier, vol. 42(1), pages 75-90.

    Cited by:

    1. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    2. Hirsch, Patrick, 2019. "Heterogeneous rental markets in a DSGE model of the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203633, Verein für Socialpolitik / German Economic Association.
    3. Andrea Cipollini & Ieva Mikaliunaite, 2021. "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, vol. 61(2), pages 855-881, August.
    4. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    5. Svitlana V. Onyshchuk & Igor I. Onyshchuk & Olha Petroye & Roman Chernysh, 2020. "Financial Stability and its Impact on National Security State: Organizational and Legal Aspects," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 353-365.
    6. Lorenčič Eva & Festić Mejra, 2021. "The Impact of Seven Macroprudential Policy Instruments on Financial Stability in Six Euro Area Economies," Review of Economic Perspectives, Sciendo, vol. 21(3), pages 259-290, September.
    7. William Gatt & Noel Rapa & Luca Brugnolini, 2020. "MEDSEA-FIN A DSGE model of the Maltese economy with housing and financial frictions," CBM Working Papers WP/04/2020, Central Bank of Malta.
    8. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.

  7. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2018. "Has private sector credit in CESEE approached levels justified by fundamentals? A post-crisis assessment," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 141-154.

    Cited by:

    1. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
    2. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches," Bank of Lithuania Working Paper Series 74, Bank of Lithuania.
    3. Mariya Hake & Philipp Poyntner, 2019. "Household loans in CESEE from a new perspective: the role of income distribution," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/19, pages 75-93.
    4. Aleksandra Riedl, 2019. "Household debt in CESEE economies: a joint look at macro- and micro-level data," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/19, pages 6-28.

  8. Comunale, Mariarosaria, 2018. "Current account and real effective exchange rate misalignments in Central Eastern EU countries: An update using the macroeconomic balance approach," Economic Systems, Elsevier, vol. 42(3), pages 414-436. See citations under working paper version above.
  9. Margarita Rubio & Mariarosaria Comunale, 2017. "Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies," Eastern European Economics, Taylor & Francis Journals, vol. 55(1), pages 29-49, January. See citations under working paper version above.
  10. Comunale, Mariarosaria, 2017. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 350-370.
    See citations under working paper version above.

More information

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Statistics

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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 46 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 (33) 2014-11-12 2014-11-22 2014-11-22 2015-03-22 2015-04-25 2015-11-07 2015-11-21 2016-05-14 2016-06-09 2016-06-09 2016-08-21 2016-11-06 2016-11-13 2017-02-05 2017-03-05 2017-03-12 2017-04-09 2017-06-25 2017-10-08 2018-01-22 2019-01-14 2019-01-21 2019-04-08 2019-08-26 2020-02-03 2020-06-15 2020-07-20 2021-01-18 2021-01-18 2021-02-15 2021-03-22 2021-09-13 2021-10-11. Author is listed
  2. NEP-EEC: European Economics (29) 2014-11-12 2014-11-22 2014-11-22 2015-03-22 2015-04-25 2015-11-21 2016-05-14 2016-06-09 2016-08-21 2016-11-06 2017-02-05 2017-03-05 2017-03-12 2017-04-09 2017-04-23 2017-10-08 2019-01-14 2019-01-21 2019-08-26 2019-09-23 2019-09-30 2019-12-23 2020-01-06 2020-02-03 2020-06-15 2020-07-20 2021-02-15 2021-10-11 2022-02-21. Author is listed
  3. NEP-MON: Monetary Economics (14) 2014-11-12 2015-03-22 2016-11-06 2017-02-05 2017-03-05 2017-04-09 2017-04-23 2017-05-21 2017-06-25 2018-01-15 2020-06-15 2020-07-20 2021-01-18 2021-09-13. Author is listed
  4. NEP-CBA: Central Banking (11) 2014-11-22 2015-03-22 2016-11-13 2017-02-05 2017-04-09 2017-04-23 2017-05-21 2017-06-25 2020-07-20 2021-02-15 2021-09-13. Author is listed
  5. NEP-TRA: Transition Economics (8) 2015-04-25 2015-11-21 2016-06-09 2019-09-23 2019-12-23 2020-08-10 2021-03-29 2022-02-21. Author is listed
  6. NEP-FDG: Financial Development & Growth (7) 2019-01-14 2020-01-06 2020-02-03 2021-01-18 2021-02-15 2021-09-13 2021-10-11. Author is listed
  7. NEP-URE: Urban & Real Estate Economics (6) 2016-11-06 2017-10-08 2018-01-22 2018-03-26 2019-01-21 2019-04-08. Author is listed
  8. NEP-ACC: Accounting & Auditing (5) 2014-11-22 2015-11-21 2016-06-09 2016-08-21 2017-03-12. Author is listed
  9. NEP-CIS: Confederation of Independent States (3) 2016-11-13 2019-12-23 2020-08-10
  10. NEP-INT: International Trade (3) 2019-07-15 2021-01-18 2021-03-22
  11. NEP-ORE: Operations Research (3) 2019-09-30 2019-12-23 2020-08-10
  12. NEP-BAN: Banking (2) 2021-09-13 2021-10-11
  13. NEP-SEA: South East Asia (2) 2021-01-18 2021-09-13
  14. NEP-CWA: Central & Western Asia (1) 2021-01-18
  15. NEP-ENE: Energy Economics (1) 2016-06-09
  16. NEP-IFN: International Finance (1) 2021-09-13
  17. NEP-ISF: Islamic Finance (1) 2021-09-13

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