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Pawel Zabczyk

This is information that was supplied by Pawel Zabczyk in registering through RePEc. If you are Pawel Zabczyk , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Pawel
Middle Name:
Last Name:Zabczyk
RePEc Short-ID:pza175
Email:[This author has chosen not to make the email address public]
Postal Address:
Location: London, United Kingdom
Phone: +44 (020) 7601 4444
Fax: +44 (020) 7601 4771
Postal: Threadneedle Street, London EC2R 8AH
Handle: RePEc:edi:boegvuk (more details at EDIRC)
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  1. Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks’ maturity transformation," Bank of England working papers 446, Bank of England.
  2. Bianca De Paoli & Pawel Zabczyk, 2012. "Policy Design in a Model with Swings in Risk Appetite," CEP Discussion Papers dp1170, Centre for Economic Performance, LSE.
  3. Haberis, Alex & Markovic, Bojan & Mayhew, Karen & Zabczyk, Pawel, 2011. "Global rebalancing: the macroeconomic impact on the United Kingdom," Bank of England working papers 421, Bank of England.
  4. Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2011. "What lies beneath? A time-varying FAVAR model for the UK transmission mechanism," Working Paper Series 1320, European Central Bank.
  5. De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.
  6. Andreasen , Martin & Zabczyk, Pawel, 2011. "An efficient method of computing higher-order bond price perturbation approximations," Bank of England working papers 416, Bank of England.
  7. Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2009. "What lies beneath: what can disaggregated data tell us about the behaviour of prices?," Bank of England working papers 364, Bank of England.
  8. De Paoli, Bianca & Zabczyk, Pawel, 2009. "Why do risk premia vary over time? A theoretical investigation under habit formation," Bank of England working papers 361, Bank of England.
  9. Morten Spange & Pawel Zabczyk, 2006. "Sterling implications of a US current account reversal," Bank of England working papers 296, Bank of England.
  1. Andreasen Martin M. & Zabczyk Pawel, 2015. "Efficient bond price approximations in non-linear equilibrium-based term structure models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 1-33, February.
  2. Colin Ellis & Haroon Mumtaz & Pawel Zabczyk, 2014. "What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism," Economic Journal, Royal Economic Society, vol. 0(576), pages 668-699, 05.
  3. Bianca De Paoli & Pawel Zabczyk, 2013. "Policy design in a model with swings in risk appetite," Oxford Economic Papers, Oxford University Press, vol. 65(suppl_1), pages i146-i169, April.
  4. Bianca De Paoli & Pawel Zabczyk, 2013. "Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 1-36, 02.
  5. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2013. "The Business Cycle Implications of Banks' Maturity Transformation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 581-600, October.
  6. De Paoli, Bianca & Zabczyk, Pawel, 2012. "Why Do Risk Premia Vary Over Time? A Theoretical Investigation Under Habit Formation," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 252-266, September.
  1. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2012. "Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation"," Computer Codes 11-169, Review of Economic Dynamics.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2012-04-03 2013-01-07
  2. NEP-BEC: Business Economics (1) 2009-02-28
  3. NEP-CBA: Central Banking (7) 2006-06-24 2009-03-28 2011-03-26 2011-04-16 2011-04-23 2011-04-30 2012-04-03. Author is listed
  4. NEP-CMP: Computational Economics (1) 2011-03-26
  5. NEP-DGE: Dynamic General Equilibrium (6) 2009-02-28 2011-03-26 2011-04-23 2011-04-30 2012-04-03 2013-01-07. Author is listed
  6. NEP-EEC: European Economics (2) 2011-04-16 2011-04-30
  7. NEP-FMK: Financial Markets (2) 2006-06-24 2009-02-28
  8. NEP-IFN: International Finance (1) 2006-06-24
  9. NEP-MAC: Macroeconomics (7) 2009-03-28 2011-04-16 2011-04-23 2012-03-14 2012-04-03 2012-11-03 2013-01-07. Author is listed
  10. NEP-MON: Monetary Economics (5) 2009-03-28 2011-04-16 2011-04-23 2012-03-14 2012-04-03. Author is listed
  11. NEP-OPM: Open Economy Macroeconomics (1) 2011-04-30
  12. NEP-UPT: Utility Models & Prospect Theory (3) 2009-02-28 2012-03-14 2012-11-03. Author is listed

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