Details about Fabrizio Zampolli

Access statistics for papers by Fabrizio Zampolli.

Last updated 2020-11-16. Update your information in the RePEc Author Service.

Short-id: pza226

Working Papers

2020

1. Assessing the fiscal implications of banking crises
   BIS Working Papers, Bank for International Settlements
2. Inflation at risk from Covid-19
   BIS Bulletins, Bank for International Settlements
3. Inflation at risk in advanced and emerging economies
   BIS Working Papers, Bank for International Settlements

2017

4. Market volatility, monetary policy and the term premium
   BIS Working Papers, Bank for International Settlements View citations (26)
5. 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 (26)

2016

6. Fiscal sustainability and the financial cycle
   BIS Working Papers, Bank for International Settlements View citations (13)
7. Labour reallocation and productivity dynamics: financial causes, real consequences
   BIS Working Papers, Bank for International Settlements View citations (49)
8. What drives the short-run costs of fiscal consolidation? Evidence from OECD countries
   BIS Working Papers, Bank for International Settlements View citations (4)
   See also Journal Article in Economic Modelling (2019)

2013

9. The Ties that Bind: Monetary Policy and Government Debt Management
   Studies in Economics, School of Economics, University of Kent View citations (6)
   See also Journal Article in Oxford Review of Economic Policy (2013)

2011

10. The real effects of debt
    BIS Working Papers, Bank for International Settlements View citations (179)

2010

11. Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis
    Bank of England working papers, Bank of England View citations (4)
12. Macroeconomic stability and the real interest rate: a cross-country analysis
    Discussion Papers, Monetary Policy Committee Unit, Bank of England
13. The future of public debt: prospects and implications
    BIS Working Papers, Bank for International Settlements View citations (70)

2006

14. 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)
15. Optimal monetary policy in Markov-switching models with rational expectations agents
    Bank of England working papers, Bank of England View citations (10)
16. 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 (29)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)

2005

17. Time Consistent Policy in Markov Switching Models
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) View citations (12)
18. Welfare implications of joining a common currency
    Working Paper Series, European Central Bank View citations (13)

2004

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

Journal Articles

2020

1. Micro data and the exchange rate pass-through to prices and trade
   Journal of International Money and Finance, 2020, 106, (C)

2019

2. What drives the short-run costs of fiscal consolidation? Evidence from OECD countries
   Economic Modelling, 2019, 82, (C), 420-436 View citations (3)
   See also Working Paper (2016)

2013

3. The ties that bind: monetary policy and government debt management
   Oxford Review of Economic Policy, 2013, 29, (3), 548-581 View citations (6)
   See also Working Paper (2013)

2012

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

2011

5. Achieving growth amid fiscal imbalances: the real effects of debt
   Proceedings - Economic Policy Symposium - Jackson Hole, 2011, 145-196 View citations (31)
6. Optimal policy in Markov-switching rational expectations models
   Journal of Economic Dynamics and Control, 2011, 35, (10), 1626-1651 View citations (13)

2009

7. Government size and macroeconomic stability
   BIS Quarterly Review, 2009 View citations (3)

2006

8. 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 (35)
   See also Working Paper (2006)

Chapters

2016

1. 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 (6)

2015

2. 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

3. 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 (6)