Bank of Lithuania
Information TMTS, Applied Macroeconomic Research Division, Economics Department
Address Totorių g. 4, 01121 Vilnius, Lithuania
Phone +370 5 268 0103
Email [email protected]
Personal website https://sites.google.com/site/mariarosariacomunale/

 

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Research interests

Primary: International Macroeconomics, Applied Econometrics (Panel data, Bayesian methods), Monetary and Macroprudential policy

Secondary: International Finance, International Economics


Recent publications

The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors, Mariarosaria Comunale and Heli Simola (2018). Research in International Business and Finance,Elsevier, vol. 44(C), pages 186-217.

Current account and REER misalignments in Central Eastern EU Countries: an update using the Macroeconomic Balance approach, Mariarosaria Comunale (2018). Economic Systems,Vol 42, Issue 3, September 2018, Pages 414-436.

Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies M. Rubio and M. Comunale (2017). Eastern European Economics, Vol 55: 29–49. WP version

Dutch Disease, Real Effective Exchange Rate Misalignments and their effect on GDP Growth in the EU M. Comunale (2017). Journal of International Money and Finance, Vol 73, Part B, May 2017, Pages 350–370. WP version

The pass–through to consumer prices in CIS economies: the role of exchange rates, commodities and other common factors M.Comunale and H. Simola (2017). Research in International Business and Finance, forthcoming. WP version

Current account and REER misalignments in Central Eastern EU Countries: an update using the Macroeconomic Balance approach by Mariarosaria Comunale (forthcoming). Economic Systems. WP version

Macroeconomic and Financial Stability in a Monetary Union: The Case of Lithuania by M. Rubio and M. Comunale (2017). Economic Systems, forthcoming.

Bank of Lithuania Working/Discussion/Occasional Papers:

Shock dependence of exchange rate pass-through: a comparative analysis of BVARs and DSGEs Mariarosaria Comunale. Working Paper No 75 (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 Paper No 74 (2020).

The Challenges of Lithuania’s Economic Convergence and Labour Market Eglė Aleknavičiūtė et al. Occasional Paper No 31 (2020).

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 Mariarosaria Comunale, Francesco Paolo Mongelli. Working Paper No 70 (2019).

An empirical investigation of the relationship between trade and structural change Mariarosaria Comunale, Giulia Felice. Working Paper No 62 (2019).

Convergence and growth decomposition: an analysis on Lithuania Mariarosaria Comunale, Anh Dinh Minh Nguyen, Soroosh Soofi-Siavash. Discussion Paper No 17 (2019).

An investigation of the Exchange Rate Pass-Through in the Baltic states Mariarosaria Comunale. Discussion Paper No 13 (2019).

Real Effective Exchange Rates determinants and growth: lessons from Italian regions Silvia Calò, Mariarosaria Comunale. Discussion Paper No 10 (2019).

Euro Area growth and European institutional reforms Mariarosaria Comunale, Francesco Paolo Mongelli. Occasional Paper No 24 (2019).

Synchronicity of real and financial cycles and structural characteristics in EU countries Mariarosaria Comunale. Occasional Paper No 15 (2017).

Unconventional monetary policy: Interest rates and low inflation. A review of literature and methods Mariarosaria Comunale, Jonas Striaukas. Occasional Paper No 13 (2017).

A panel VAR analysis of macro-financial imbalances in the EU Mariarosaria Comunale. Working Paper No 40 (2017).

Exchange rate pass-through in the Euro Area Mariarosaria Comunale, Davor Kunovac. Working Paper No 38 (2017).

A closer look at EU current accounts Mariarosaria Comunale. Occasional Paper No 11 (2016).

The pass-through to consumer prices in CIS economies: the role of exchange rates, commodities and other common factors Mariarosaria Comunale, Heli Simola. Working Paper No 35 (2016).

Lithuania in the Euro Area: Transmission and macroprudential policies Margarita Rubio, Mariarosaria Comunale. Working Paper No 34 (2016).

Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in the EU Mariarosaria Comunale. Working Paper No 26 (2016).

Financial cycle measures for 41 countries: A new database Mariarosaria Comunale. Occasional Paper No 9 (2015).

Lithuanian exports: Are services and modern services different? Mariarosaria Comunale. Occasional Paper No 1 (2015).

Current account and REER misalignments in Central Eastern EU countries: an update using the macroeconomic balance approach Mariarosaria Comunale. Working Paper No 20 (2015).

Long-run determinants and misalignments of the real effective exchange rate in the EU Mariarosaria Comunale. Working Paper No 18 (2015).


Short biography

20172018  Oesterreichische Nationalbank, ESCB Schuman Programme participant, visiting researcher
2014present Bank of Lithuania, Principal Economist at TMTS
2014  European Central Bank, DG International and European relations, Division International relations and cooperation, PhD trainee
2013 Trinity College Dublin, visiting PhD student
20122013 De Nederlandsche Bank, Monetary Policy Division, PhD trainee
2012 University of Cambridge, visiting PhD student
20102014 University of Rome Tor Vergata, PhD in Money and Finance
2010 EU Commission, DG Budget, Blue Book trainee
20092010 ICE Italian Trade Institute, Research and Statistics Division, Junior Research Fellow in International Economics
2007 University of Rome La Sapienza, MSc (equivalent) in European Studies and International Relations
20012006 University of Trieste, BSc+MSc (equivalent) in International Economics and Currency Markets

 

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Last update: 27-03-2020