Details about Pawel Zabczyk
Access statistics for papers by Pawel Zabczyk.
Last updated 2024-07-05. Update your information in the RePEc Author Service.
Short-id: pza175
Jump to Journal Articles Software Items
Working Papers
2024
- Central Bank Exit Strategies Domestic Transmission and International Spillovers
IMF Working Papers, International Monetary Fund 
Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2024)  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
- ECB Spillovers to Emerging Europe: The Past and Current Experience
IMF Working Papers, International Monetary Fund
- FX Market Frictions in Emerging Market Economies: A Macroeconomic Assessment
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- New Perspectives on Quantitative Easing and Central Bank Capital Policies
IMF Working Papers, International Monetary Fund View citations (1)
2023
- An Estimated DSGE Model for Integrated Policy Analysis
IMF Working Papers, International Monetary Fund View citations (4)
2022
- Managing Monetary Tradeoffs in Vulnerable Open Economies
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Monetary Policy and Exchange Rate Dynamics in a Behavioral Open Economy Model
IMF Working Papers, International Monetary Fund View citations (5)
Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2022) View citations (2)
- Monetary and Fiscal Policy when People have Finite Lives
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (4)
2021
- A Quantitative Microfounded Model for the Integrated Policy Framework
IMF Working Papers, International Monetary Fund View citations (9)
2020
- A Quantitative Model for the Integrated Policy Framework
IMF Working Papers, International Monetary Fund View citations (26)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (26)
- Monetary and Macroprudential Policy with Endogenous Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)
Also in IMF Working Papers, International Monetary Fund (2020) View citations (17)
2019
- A Requiem for the Fiscal Theory of the Price Level
IMF Working Papers, International Monetary Fund View citations (8)
- The Fiscal Theory of the Price Level in Overlapping Generations Models
National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (6)
Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (6)
2018
- The Household Fallacy
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018)  National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2018) 
See also Journal Article The household fallacy, Economics Letters, Elsevier (2018) View citations (3) (2018)
2016
- The Theory of Unconventional Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
Also in Bank of England working papers, Bank of England (2016) View citations (26) Discussion Papers, Centre for Macroeconomics (CFM) (2016) View citations (26) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (26) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (29)
2012
- Cyclical Risk Aversion, Precautionary Saving and Monetary Policy
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (1)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012)  Bank of England working papers, Bank of England (2011) View citations (5)
See also Journal Article Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (18) (2013)
- Policy Design in a Model with Swings in Risk Appetite
CEP Discussion Papers, Centre for Economic Performance, LSE 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) 
See also Journal Article Policy design in a model with swings in risk appetite, Oxford Economic Papers, Oxford University Press (2013) (2013)
- The business cycle implications of banks' maturity transformation
Working Paper Series, European Central Bank View citations (9)
Also in Bank of England working papers, Bank of England (2012) View citations (2)
See also Journal Article The Business Cycle Implications of Banks' Maturity Transformation, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2013) View citations (18) (2013)
2011
- An efficient method of computing higher-order bond price perturbation approximations
Bank of England working papers, Bank of England View citations (5)
- Global rebalancing: the macroeconomic impact on the United Kingdom
Bank of England working papers, Bank of England View citations (2)
- What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
Working Paper Series, European Central Bank View citations (17)
See also Journal Article What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism, Economic Journal, Royal Economic Society (2014) View citations (49) (2014)
2009
- What lies beneath: what can disaggregated data tell us about the behaviour of prices?
Bank of England working papers, Bank of England View citations (15)
- Why do risk premia vary over time? A theoretical investigation under habit formation
Bank of England working papers, Bank of England View citations (5)
See also Journal Article WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION, Macroeconomic Dynamics, Cambridge University Press (2012) View citations (6) (2012)
2006
- Sterling implications of a US current account reversal
Bank of England working papers, Bank of England View citations (4)
Journal Articles
2022
- A SUNSPOT-BASED THEORY OF UNCONVENTIONAL MONETARY POLICY
Macroeconomic Dynamics, 2022, 26, (1), 186-217
2020
- NKV: A New Keynesian Model with Vulnerability
AEA Papers and Proceedings, 2020, 110, 470-76 View citations (3)
2018
- The household fallacy
Economics Letters, 2018, 169, (C), 83-86 View citations (3)
See also Working Paper The Household Fallacy, CEPR Discussion Papers (2018) (2018)
2015
- Efficient bond price approximations in non-linear equilibrium-based term structure models
Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (1), 1-33 View citations (6)
2014
- What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism
Economic Journal, 2014, (576), 668-699 View citations (49)
See also Working Paper What lies beneath? A time-varying FAVAR model for the UK transmission mechanism, Working Paper Series (2011) View citations (17) (2011)
2013
- Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy
Journal of Money, Credit and Banking, 2013, 45, (1), 1-36 View citations (18)
Also in Journal of Money, Credit and Banking, 2013, 45, (1), 1-36 (2013) View citations (5)
See also Working Paper Cyclical Risk Aversion, Precautionary Saving and Monetary Policy, CEP Discussion Papers (2012) View citations (1) (2012)
- Policy design in a model with swings in risk appetite
Oxford Economic Papers, 2013, 65, (suppl_1), i146-i169 
See also Working Paper Policy Design in a Model with Swings in Risk Appetite, CEP Discussion Papers (2012) (2012)
- The Business Cycle Implications of Banks' Maturity Transformation
Review of Economic Dynamics, 2013, 16, (4), 581-600 View citations (18)
See also Working Paper The business cycle implications of banks' maturity transformation, Working Paper Series (2012) View citations (9) (2012) Software Item Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation", Computer Codes (2012) (2012)
2012
- Cyclical precautionary saving and monetary policy
Research Bulletin, 2012, 16, 7-9 View citations (1)
- WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION
Macroeconomic Dynamics, 2012, 16, (S2), 252-266 View citations (6)
See also Working Paper Why do risk premia vary over time? A theoretical investigation under habit formation, Bank of England working papers (2009) View citations (5) (2009)
Software Items
2012
- Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation"
Computer Codes, Review of Economic Dynamics 
See also Journal Article The Business Cycle Implications of Banks' Maturity Transformation, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2013) View citations (18) (2013)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|