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

Working Papers

2024

1. 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)
2. ECB Spillovers to Emerging Europe: The Past and Current Experience
   IMF Working Papers, International Monetary Fund
3. FX Market Frictions in Emerging Market Economies: A Macroeconomic Assessment
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
4. New Perspectives on Quantitative Easing and Central Bank Capital Policies
   IMF Working Papers, International Monetary Fund View citations (1)

2023

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

2022

6. Managing Monetary Tradeoffs in Vulnerable Open Economies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
7. 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)
8. 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

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

2020

10. 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)
11. 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

12. A Requiem for the Fiscal Theory of the Price Level
    IMF Working Papers, International Monetary Fund View citations (8)
13. 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

14. 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

15. 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

16. 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)
17. 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)
18. 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

19. An efficient method of computing higher-order bond price perturbation approximations
    Bank of England working papers, Bank of England View citations (5)
20. Global rebalancing: the macroeconomic impact on the United Kingdom
    Bank of England working papers, Bank of England View citations (2)
21. 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

22. 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)
23. 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

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

Journal Articles

2022

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

2020

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

2018

3. 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

4. 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

5. 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

6. 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)
7. 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)
8. 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

9. Cyclical precautionary saving and monetary policy
   Research Bulletin, 2012, 16, 7-9 View citations (1)
10. 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

1. 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)