Details about Fabrizio Zampolli

Access statistics for papers by Fabrizio Zampolli.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pza226

Working Papers

2024

1. Credit and resource allocation in EMEs: taking stock of two decades of falling interest rates
   BIS Bulletins, Bank for International Settlements

2023

2. Fiscal sources of inflation risk in EMDEs: the role of the external channel
   BIS Working Papers, Bank for International Settlements View citations (2)
3. Tackling the fiscal policy-financial stability nexus
   BIS Working Papers, Bank for International Settlements View citations (5)

2022

4. Central bank digital currencies (CBDCs) in Latin America and the Caribbean
   BIS Working Papers, Bank for International Settlements
5. Fiscal deficits and inflation risks: the role of fiscal and monetary policy regimes
   BIS Working Papers, Bank for International Settlements View citations (2)

2020

6. Assessing the fiscal implications of banking crises
   BIS Working Papers, Bank for International Settlements View citations (1)
7. Inflation at risk from Covid-19
   BIS Bulletins, Bank for International Settlements View citations (2)
8. Inflation at risk in advanced and emerging economies
   BIS Working Papers, Bank for International Settlements View citations (9)

2017

9. Market volatility, monetary policy and the term premium
   BIS Working Papers, Bank for International Settlements View citations (45)
   See also Journal Article Market Volatility, Monetary Policy and the Term Premium, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) View citations (16) (2023)
10. The interest rate effects of government debt maturity
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
    Also in BIS Working Papers, Bank for International Settlements (2013) View citations (32)

2016

11. Fiscal sustainability and the financial cycle
    BIS Working Papers, Bank for International Settlements View citations (21)
12. Labour reallocation and productivity dynamics: financial causes, real consequences
    BIS Working Papers, Bank for International Settlements View citations (83)
13. What drives the short-run costs of fiscal consolidation? Evidence from OECD countries
    BIS Working Papers, Bank for International Settlements View citations (8)
    See also Journal Article What drives the short-run costs of fiscal consolidation? Evidence from OECD countries, Economic Modelling, Elsevier (2019) View citations (10) (2019)

2013

14. The Ties that Bind: Monetary Policy and Government Debt Management
    Studies in Economics, School of Economics, University of Kent View citations (8)
    See also Journal Article The ties that bind: monetary policy and government debt management, Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (2013) View citations (8) (2013)

2011

15. The real effects of debt
    BIS Working Papers, Bank for International Settlements View citations (437)

2010

16. Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis
    Bank of England working papers, Bank of England View citations (6)
17. Macroeconomic stability and the real interest rate: a cross-country analysis
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (2)
18. The future of public debt: prospects and implications
    BIS Working Papers, Bank for International Settlements View citations (103)

2006

19. Household debt, house prices, and consumption in the UK: a theoretical analysis of recent developments
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
20. Optimal monetary policy in Markov-switching models with rational expectations agents
    Bank of England working papers, Bank of England View citations (20)
21. Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics
    Bank of England working papers, Bank of England View citations (46)
    See also Journal Article Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (47) (2006)

2005

22. Time Consistent Policy in Markov Switching Models
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (5)
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) View citations (12)
23. Welfare implications of joining a common currency
    Working Paper Series, European Central Bank View citations (14)

2004

24. Optimal monetary policy in a regime-switching economy
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (6)

Journal Articles

2024

1. Inflation at risk in advanced and emerging market economies
   Journal of International Money and Finance, 2024, 142, (C) View citations (4)

2023

2. Credit booms, labor reallocation, and productivity growth
   International Journal of Central Banking, 2023, 19, (4), 234-286 View citations (1)
3. Global Inflation and Global Monetary Policy Tightening: Implications for the Euro Area
   Intereconomics: Review of European Economic Policy, 2023, 58, (3), 151-154
4. Market Volatility, Monetary Policy and the Term Premium
   Oxford Bulletin of Economics and Statistics, 2023, 85, (1), 208-237 View citations (16)
   See also Working Paper Market volatility, monetary policy and the term premium, BIS Working Papers (2017) View citations (45) (2017)

2020

5. Micro data and the exchange rate pass-through to prices and trade
   Journal of International Money and Finance, 2020, 106, (C)
6. Retail payments in Latin America and the Caribbean: present and future
   BIS Quarterly Review, 2020 View citations (4)

2019

7. What drives the short-run costs of fiscal consolidation? Evidence from OECD countries
   Economic Modelling, 2019, 82, (C), 420-436 View citations (10)
   See also Working Paper What drives the short-run costs of fiscal consolidation? Evidence from OECD countries, BIS Working Papers (2016) View citations (8) (2016)

2013

8. The ties that bind: monetary policy and government debt management
   Oxford Review of Economic Policy, 2013, 29, (3), 548-581 View citations (8)
   See also Working Paper The Ties that Bind: Monetary Policy and Government Debt Management, Studies in Economics (2013) View citations (8) (2013)

2012

9. The Minimum Economic Dividend for Joining a Currency Union
   German Economic Review, 2012, 13, (2), 127-141 View citations (2)
   Also in German Economic Review, 2012, 13, (2), 127-141 (2012)

2011

10. Achieving growth amid fiscal imbalances: the real effects of debt
    Proceedings - Economic Policy Symposium - Jackson Hole, 2011, 145-196 View citations (36)
11. Optimal policy in Markov-switching rational expectations models
    Journal of Economic Dynamics and Control, 2011, 35, (10), 1626-1651 View citations (16)

2009

12. Government size and macroeconomic stability
    BIS Quarterly Review, 2009 View citations (7)

2006

13. Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
    Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1527-1567 View citations (47)
    See also Working Paper Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics, Bank of England working papers (2006) View citations (46) (2006)

Books

2024

1. Keeping the momentum:how finance can continue to support growth in EMEs
   BIS Papers, Bank for International Settlements

Chapters

2024

1. Fiscal policy and financial stability: revisiting the nexus
   Chapter 9 in Fiscal Policy in a Turbulent Era, 2024, pp 139-153

2023

2. Lessons from 20 years of central banking in the Americas
   A chapter in Central banking in the Americas: Lessons from two decades, 2023, vol. 143, pp 3-20
3. Monetary Policy Frameworks in Latin America: Evolution, Resilience and Future Challenges
   Chapter 26 in MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 2021 Special Edition and MAS-BIS Conference, 2023, pp 544-574

2016

4. Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?
   A chapter in Expanding the boundaries of monetary policy in Asia and the Pacific, 2016, vol. 88, pp 193-205 View citations (8)

2015

5. Linking micro and macro data - old and new questions for central banks
   A chapter in Assessing household financial positions in Asia, 2015, vol. 40

2012

6. Sovereign debt management as an instrument of monetary policy: an overview
   A chapter in Threat of fiscal dominance?, 2012, vol. 65, pp 97-118 View citations (13)