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Shock dependence of exchange rate pass-through : a comparative analysis of BVARs and DSGEs

Comunale, Mariarosaria - 2020

Persistent link: https://www.econbiz.de/10012225091

Euro Area growth and European institutional reforms

Comunale, Mariarosaria; Mongelli, Francesco Paolo - 2019

Persistent link: https://www.econbiz.de/10011981952

Macroeconomic and financial stability in a monetary union : the case of Lithuania

Rubio, Margarita; Comunale, Mariarosaria - In: Economic systems 42 (2018) 1, pp. 75-90

Persistent link: https://www.econbiz.de/10012126046

Exchange rate pass-trough in to the Euro area

Comunale, Mariarosaria; Kunovac, Davor - 2017

Persistent link: https://www.econbiz.de/10011601156

Exchange rate pass-through in the euro area

Comunale, Mariarosaria; Kunovac, Davor - Task Force on Low Inflation (LIFT) - 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 identification based on a combination of zero and sign restrictions. Our results emphasize that...