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Details about Pawel Zabczyk

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

Access statistics for papers by Pawel Zabczyk.

Last updated 2020-11-24. Update your information in the RePEc Author Service.

Short-id: pza175


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Working Papers

2020

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

2019

  1. A Requiem for the Fiscal Theory of the Price Level
    IMF Working Papers, International Monetary Fund Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (2)
  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 (4)
    Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (2)

2018

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

    See also Journal Article in Economics Letters (2018)

2016

  1. The Theory of Unconventional Monetary Policy
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (11)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (14)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (18)
    Bank of England working papers, Bank of England (2016) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (11)

2012

  1. Cyclical Risk Aversion, Precautionary Saving and Monetary Policy
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (1)
    Also in Bank of England working papers, Bank of England (2011) Downloads View citations (5)

    See also Journal Article in Journal of Money, Credit and Banking (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 in Oxford Economic Papers (2013)
  3. The business cycle implications of banks' maturity transformation
    Working Paper Series, European Central Bank Downloads View citations (8)
    Also in Bank of England working papers, Bank of England (2012) Downloads View citations (2)

    See also Journal Article in Review of Economic Dynamics (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 (16)
    See also Journal Article in Economic Journal (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 (13)
  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 in Macroeconomic Dynamics (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

2020

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

2018

  1. The household fallacy
    Economics Letters, 2018, 169, (C), 83-86 Downloads View citations (3)
    See also Working Paper (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 (4)

2014

  1. What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism
    Economic Journal, 2014, (576), 668-699 Downloads View citations (38)
    See also Working Paper (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 (2)
    Also in Journal of Money, Credit and Banking, 2013, 45, (1), 1-36 (2013) Downloads View citations (14)

    See also Working Paper (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 (2012)
  3. The Business Cycle Implications of Banks' Maturity Transformation
    Review of Economic Dynamics, 2013, 16, (4), 581-600 Downloads View citations (16)
    See also Working Paper (2012)
    Software Item (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 (4)
    See also Working Paper (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 in Review of Economic Dynamics (2013)
 
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