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Real exchange rate forecasting and PPP : this time the random walk loses

Ca'Zorzi, Michele; Muck, Jakub; Rubaszek, Michal - In: Open economies review 27 (2016) 3, pp. 585-609

Persistent link: https://www.econbiz.de/10011716953

Bayesian forecasting of real exchange rates with a Dornbusch prior

Ca'Zorzi, Michele; Kocięcki, Andrzej; Rubaszek, Michał - In: Economic modelling 46 (2015), pp. 53-60

Persistent link: https://www.econbiz.de/10011436233

External and macroeconomic adjustment in the larger euro-area countries

Angelini, Elena; Ca'Zorzi, Michele; Forster-van … - In: International finance 19 (2016) 3, pp. 269-291

Persistent link: https://www.econbiz.de/10011713919

Exchange rate forecasting with DSGE models

Ca'Zorzi, Michele; Kolasa, Marcin; Rubaszek, Michał - In: Journal of international economics 107 (2017), pp. 127-146

Persistent link: https://www.econbiz.de/10011753810

Exchange rate forecasting on a napkin

Ca'Zorzi, Michele; Rubaszek, Michał - In: Journal of international money and finance 104 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012395198

Making waves : monetary policy and its asymmetric spillovers in a globalised world

Ca'Zorzi, Michele; Dedola, Luca; Georgiadis, Georgios; … - 2021

Persistent link: https://www.econbiz.de/10012511850

How many fundamentals should we include in the behavioral equilibrium exchange rate model?

Ca'Zorzi, Michele; Rubaszek, Michał - In: Economic modelling 118 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014229251

On the forecasting performance of a small-scale DSGE model

Rubaszek, Michal; Skrzypczynski, Pawel - In: International Journal of Forecasting 24 (2008) 3, pp. 498-512

Persistent link: https://www.econbiz.de/10005429430

Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe

Rubaszek, Michal; Rawdanowicz, Lukasz - In: International Review of Financial Analysis 18 (2009) 5, pp. 277-284

The paper presents an extended version of the fundamental equilibrium exchange rate model (FEER), which introduces potential output into foreign trade equations. We show that with this specification and under some plausible assumptions the equilibrium exchange rate is consistent with the...

Persistent link: https://www.econbiz.de/10008482958

Firms in the great global recession: The role of foreign ownership and financial dependence

Kolasa, Marcin; Rubaszek, Michal; Taglioni, Daria - In: Emerging Markets Review 11 (2010) 4, pp. 341-357

This paper investigates the channels through which the global crisis of 2008-2009 spread to economic activity of an emerging, fast growing economy with sound macroeconomic fundamentals. On the basis of Polish firm-level data we find that a number of individual firm characteristics account for a...

Persistent link: https://www.econbiz.de/10008863128