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Details about Pawel Zabczyk

Homepage:http://www.zabczyk.com
Workplace:International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Pawel Zabczyk.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pza175


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Working Papers

2024

  1. Central Bank Exit Strategies Domestic Transmission and International Spillovers
    IMF Working Papers, International Monetary Fund Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2024) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024) Downloads
  2. ECB Spillovers to Emerging Europe: The Past and Current Experience
    IMF Working Papers, International Monetary Fund Downloads
  3. FX Market Frictions in Emerging Market Economies: A Macroeconomic Assessment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  4. New Perspectives on Quantitative Easing and Central Bank Capital Policies
    IMF Working Papers, International Monetary Fund Downloads View citations (1)

2023

  1. An Estimated DSGE Model for Integrated Policy Analysis
    IMF Working Papers, International Monetary Fund Downloads View citations (4)

2022

  1. Managing Monetary Tradeoffs in Vulnerable Open Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Monetary Policy and Exchange Rate Dynamics in a Behavioral Open Economy Model
    IMF Working Papers, International Monetary Fund Downloads View citations (5)
    Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2022) Downloads View citations (2)
  3. Monetary and Fiscal Policy when People have Finite Lives
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (4)

2021

  1. A Quantitative Microfounded Model for the Integrated Policy Framework
    IMF Working Papers, International Monetary Fund Downloads View citations (9)

2020

  1. A Quantitative Model for the Integrated Policy Framework
    IMF Working Papers, International Monetary Fund Downloads View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (26)
  2. Monetary and Macroprudential Policy with Endogenous Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in IMF Working Papers, International Monetary Fund (2020) Downloads View citations (17)

2019

  1. A Requiem for the Fiscal Theory of the Price Level
    IMF Working Papers, International Monetary Fund Downloads View citations (8)
  2. 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 Downloads View citations (6)
    Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (6)

2018

  1. The Household Fallacy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2018) Downloads

    See also Journal Article The household fallacy, Economics Letters, Elsevier (2018) Downloads View citations (3) (2018)

2016

  1. The Theory of Unconventional Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in Bank of England working papers, Bank of England (2016) Downloads View citations (26)
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (26)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (26)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (29)

2012

  1. Cyclical Risk Aversion, Precautionary Saving and Monetary Policy
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads
    Bank of England working papers, Bank of England (2011) Downloads View citations (5)

    See also Journal Article Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2013) Downloads View citations (18) (2013)
  2. Policy Design in a Model with Swings in Risk Appetite
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads

    See also Journal Article Policy design in a model with swings in risk appetite, Oxford Economic Papers, Oxford University Press (2013) Downloads (2013)
  3. The business cycle implications of banks' maturity transformation
    Working Paper Series, European Central Bank Downloads View citations (9)
    Also in Bank of England working papers, Bank of England (2012) Downloads 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) Downloads View citations (18) (2013)

2011

  1. An efficient method of computing higher-order bond price perturbation approximations
    Bank of England working papers, Bank of England Downloads View citations (5)
  2. Global rebalancing: the macroeconomic impact on the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (2)
  3. What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (49) (2014)

2009

  1. What lies beneath: what can disaggregated data tell us about the behaviour of prices?
    Bank of England working papers, Bank of England Downloads View citations (15)
  2. Why do risk premia vary over time? A theoretical investigation under habit formation
    Bank of England working papers, Bank of England Downloads 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) Downloads View citations (6) (2012)

2006

  1. Sterling implications of a US current account reversal
    Bank of England working papers, Bank of England Downloads View citations (4)

Journal Articles

2022

  1. A SUNSPOT-BASED THEORY OF UNCONVENTIONAL MONETARY POLICY
    Macroeconomic Dynamics, 2022, 26, (1), 186-217 Downloads

2020

  1. NKV: A New Keynesian Model with Vulnerability
    AEA Papers and Proceedings, 2020, 110, 470-76 Downloads View citations (3)

2018

  1. The household fallacy
    Economics Letters, 2018, 169, (C), 83-86 Downloads View citations (3)
    See also Working Paper The Household Fallacy, CEPR Discussion Papers (2018) Downloads (2018)

2015

  1. Efficient bond price approximations in non-linear equilibrium-based term structure models
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (1), 1-33 Downloads View citations (6)

2014

  1. What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism
    Economic Journal, 2014, (576), 668-699 Downloads View citations (49)
    See also Working Paper What lies beneath? A time-varying FAVAR model for the UK transmission mechanism, Working Paper Series (2011) Downloads View citations (17) (2011)

2013

  1. Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy
    Journal of Money, Credit and Banking, 2013, 45, (1), 1-36 Downloads View citations (18)
    Also in Journal of Money, Credit and Banking, 2013, 45, (1), 1-36 (2013) Downloads View citations (5)

    See also Working Paper Cyclical Risk Aversion, Precautionary Saving and Monetary Policy, CEP Discussion Papers (2012) Downloads View citations (1) (2012)
  2. Policy design in a model with swings in risk appetite
    Oxford Economic Papers, 2013, 65, (suppl_1), i146-i169 Downloads
    See also Working Paper Policy Design in a Model with Swings in Risk Appetite, CEP Discussion Papers (2012) Downloads (2012)
  3. The Business Cycle Implications of Banks' Maturity Transformation
    Review of Economic Dynamics, 2013, 16, (4), 581-600 Downloads View citations (18)
    See also Working Paper The business cycle implications of banks' maturity transformation, Working Paper Series (2012) Downloads View citations (9) (2012)
    Software Item Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation", Computer Codes (2012) Downloads (2012)

2012

  1. Cyclical precautionary saving and monetary policy
    Research Bulletin, 2012, 16, 7-9 Downloads View citations (1)
  2. WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION
    Macroeconomic Dynamics, 2012, 16, (S2), 252-266 Downloads 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) Downloads View citations (5) (2009)

Software Items

2012

  1. Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article The Business Cycle Implications of Banks' Maturity Transformation, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2013) Downloads View citations (18) (2013)
 
Page updated 2025-02-18