Pawel Zabczyk

Personal Details

First Name:	Pawel
Middle Name:
Last Name:	Zabczyk
Suffix:
RePEc Short-ID:	pza175
	[This author has chosen not to make the email address public]
	http://pawel.zabczyk.com

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/

: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:

1. Roger Farmer & Pawel Zabczyk, 2019. "The Fiscal Theory of the Price Level in Overlapping Generations Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 498, National Institute of Economic and Social Research.
   • Roger E.A. Farmer & Pawel Zabczyk, 2019. "The Fiscal Theory of the Price Level in Overlapping Generations Models," NBER Working Papers 25445, National Bureau of Economic Research, Inc.

   Mentioned in:

   1. The Fiscal Theory of the Price Level in Overlapping Generations Models
      by Christian Zimmermann in NEP-DGE blog on 2019-02-06 01:13:47
2. 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, February.
   • Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical Risk Aversion, Precautionary Saving and Monetary Policy," CEP Discussion Papers dp1132, Centre for Economic Performance, LSE.
   • De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.

   Mentioned in:

   1. Risk Aversion and the Natural Interest Rate
      by Blog Author in Liberty Street Economics on 2014-07-16 16:00:00
   2. 'Risk Aversion and the Natural Interest Rate'
      by Mark Thoma in Economist's View on 2014-07-16 13:21:30
   3. Should Monetary Policy Respond to Financial Conditions?
      by Blog Author in Liberty Street Economics on 2015-11-16 18:00:00
3. 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.
   • 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.

   Mentioned in:

   1. Should Monetary Policy Respond to Financial Conditions?
      by Blog Author in Liberty Street Economics on 2015-11-16 18:00:00

Working papers

1. Roger Farmer & Pawel Zabczyk, 2018. "The Household Fallacy," NBER Working Papers 24393, National Bureau of Economic Research, Inc.
   • Farmer, Roger E.A. & Zabczyk, Pawel, 2018. "The household fallacy," Economics Letters, Elsevier, vol. 169(C), pages 83-86.
   • Roger Farmer & Pawel Zabczyk, 2018. "The Household Fallacy," National Institute of Economic and Social Research (NIESR) Discussion Papers 487, National Institute of Economic and Social Research.
   • Farmer, Roger E A & Zabczyk, Pawel, 2018. "The Household Fallacy," CEPR Discussion Papers 12770, C.E.P.R. Discussion Papers.

   Cited by:

   1. Alam, Md. Samsul & Miah, Mohammad Dulal & Hammoudeh, Shawkat & Tiwari, Aviral Kumar, 2018. "The nexus between access to electricity and labour productivity in developing countries," Energy Policy, Elsevier, vol. 122(C), pages 715-726.
   2. Leibowicz, Benjamin D. & Lanham, Christopher M. & Brozynski, Max T. & Vázquez-Canteli, José R. & Castejón, Nicolás Castillo & Nagy, Zoltan, 2018. "Optimal decarbonization pathways for urban residential building energy services," Applied Energy, Elsevier, vol. 230(C), pages 1311-1325.

2. Roger Farmer & Pawel Zabczyk, 2016. "The Theory of Unconventional Monetary Policy," Discussion Papers 1611, Centre for Macroeconomics (CFM).
   • Farmer, Roger E.A & Zabczyk, Pawel, 2016. "The theory of unconventional monetary policy," LSE Research Online Documents on Economics 86236, London School of Economics and Political Science, LSE Library.
   • Farmer, Roger E A & Zabczyk, Pawel, 2016. "The Theory of Unconventional Monetary Policy," CEPR Discussion Papers 11196, C.E.P.R. Discussion Papers.
   • Roger Farmer & Pawel Zabczyk, 2016. "The Theory of Unconventional Monetary Policy," NBER Working Papers 22135, National Bureau of Economic Research, Inc.
   • Farmer, Roger & Zabczyk, Pawel, 2016. "The theory of unconventional monetary policy," Bank of England working papers 613, Bank of England.

   Cited by:

   1. Campbell, Jeffrey R., 2014. "Quantitative Easing in Joseph's Egypt with Keynesian Producers," Working Paper Series WP-2014-15, Federal Reserve Bank of Chicago.
      • Jeffrey Campbell, 2017. "Quantitative Easing in Joseph's Egypt with Keynesian Producers," 2017 Meeting Papers 1165, Society for Economic Dynamics.
   2. Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
      • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Papers 2016-19, Swiss National Bank.
      • Christensen, Jens H. E. & Krogstrup, Signe, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco, revised 23 Aug 2017.
   3. Roger E.A. Farmer, 2016. "Pricing Assets in an Economy with Two Types of People," NBER Working Papers 22228, National Bureau of Economic Research, Inc.
      • Farmer, Roger E A, 2016. "Pricing Assets in an Economy with Two Types of People," CEPR Discussion Papers 11253, C.E.P.R. Discussion Papers.
   4. Stépahne Lhuissier & Urszula Szczerbowicz, 2018. "Monetary Policy and Corporate Debt Structure," Working papers 697, Banque de France.
   5. Roger E. A. Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 106-124, October.
      • Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 485, National Institute of Economic and Social Research.
      • Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," NBER Working Papers 24261, National Bureau of Economic Research, Inc.
      • Farmer, Roger E A, 2018. "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers 12643, C.E.P.R. Discussion Papers.
      • Roger E. A. Farmer, 2018. "Code and data files for "Pricing Assets in a Perpetual Youth Model"," Computer Codes 17-287, Review of Economic Dynamics.
   6. Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
   7. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
   8. Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
      • Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
      • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
      • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
      • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
   9. Harrison, Richard, 2017. "Optimal quantitative easing," Bank of England working papers 678, Bank of England.

3. Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks’ maturity transformation," Bank of England working papers 446, Bank of England.
   • 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.
   • Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.

   Cited by:

   1. Gete, Pedro, 2018. "Lending standards and macroeconomic dynamics," Working Paper Series 2207, European Central Bank.
   2. Smith, Anthony Jr. & Wang, Cheng, 2006. "Dynamic credit relationships in general equilibrium," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 847-877, May.
      • Cheng Wang & Anthony Smith, "undated". "Dynamic Credit Relationships in General Equilibrium," GSIA Working Papers 2000-27, Carnegie Mellon University, Tepper School of Business.
      • Smith, A. A. & Wang, Cheng, 2006. "Dynamic Credit Relationships in General Equilibrium," Staff General Research Papers Archive 12263, Iowa State University, Department of Economics.
   3. Danilo Liberati, 2014. "An estimated DSGE model with search and matching frictions in the credit market," Temi di discussione (Economic working papers) 986, Bank of Italy, Economic Research and International Relations Area.
   4. Kühl, Michael, 2014. "Bank capital, the state contingency of banks' assets and its role for the transmission of shocks," Discussion Papers 25/2014, Deutsche Bundesbank.
      • Kühl, Michael, 2017. "Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 260-284.
   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.
      • Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks’ maturity transformation," Bank of England working papers 446, Bank of England.
      • Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
      • 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.
   6. Matteo Iacoviello, 2010. "Financial Business Cycles," 2010 Meeting Papers 1053, Society for Economic Dynamics.
      • Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
      • Iacoviello, Matteo, 2014. "Financial Business Cycles," International Finance Discussion Papers 1116, Board of Governors of the Federal Reserve System (U.S.).
   7. Punnoose Jacob & Anella Munro, 2016. "A macroprudential stable funding requirement and monetary policy in a small open economy," Reserve Bank of New Zealand Discussion Paper Series DP2016/04, Reserve Bank of New Zealand.
      • Punnoose Jacob & Anella Munro, 2016. "A macroprudential stable funding requirement and monetary policy in a small open economy," CAMA Working Papers 2016-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   8. Jacob, Punnoose & Munro, Anella, 2018. "A prudential stable funding requirement and monetary policy in a small open economy," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 89-106.
   9. Quint, Dominic & Rabanal, Pau, 2017. "Should Unconventional Monetary Policies Become Conventional?," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168218, Verein für Socialpolitik / German Economic Association.
      • Pau Rabanal & Dominic Quint, 2017. "Should Unconventional Monetary Policies Become Conventional?," 2017 Meeting Papers 526, Society for Economic Dynamics.
      • Dominic Quint & Pau Rabanal, 2017. "Should Unconventional Monetary Policies Become Conventional?," IMF Working Papers 17/85, International Monetary Fund.
      • Quint, Dominic & Rabanal, Pau, 2017. "Should unconventional monetary policies become conventional?," Discussion Papers 28/2017, Deutsche Bundesbank.
   10. Holmberg, Ulf, 2012. "The Credit Market and the Determinants of Credit Crunches: An Agent Based Modeling Approach," Umeå Economic Studies 836, Umeå University, Department of Economics.
   11. Alessandri, Piergiorgio & Nelson, Benjamin, 2012. "Simple banking: profitability and the yield curve," Bank of England working papers 452, Bank of England.
       • Piergiorgio Alessandri & Benjamin Nelson, 2014. "Simple banking: profitability and the yield curve," Temi di discussione (Economic working papers) 945, Bank of Italy, Economic Research and International Relations Area.
       • Piergiorgio Alessandri & Benjamin D. Nelson, 2015. "Simple Banking: Profitability and the Yield Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 143-175, February.
   12. Kühl, Michael, 2014. "The financial accelerator and market-based debt instruments: A role for maturities?," Discussion Papers 08/2014, Deutsche Bundesbank.
   13. Elton Beqiraj & Giovanni Di Bartolomeo & Marco Di Pietro & Carolina Serpieri, 2017. "Resilience, crisis contagion, and vulnerability in Central Europe and the Baltics," JRC Working Papers JRC109632, Joint Research Centre (Seville site).
   14. Moises S. Andrade & Tiago Berriel, 2016. "Is There an Output Free Lunch for Fiscal Inationary Policies?," Textos para discussão 650, Department of Economics PUC-Rio (Brazil).
   15. Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Serpieri, Carolina, 2018. "Comparing Central Europe and the Baltic macro-economies: A Bayesian approach," EconStor Preprints 175242, ZBW - Leibniz Information Centre for Economics.

4. 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.

   Cited by:

   1. Andreasen, Martin M., 2012. "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, vol. 56(8), pages 1656-1674.
   2. Grzegorz Wesoƚowski, 2018. "Do long-term interest rates drive GDP and inflation in small open economies? Evidence from Poland," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6174-6192, December.
      • Grzegorz Wesołowski, 2016. "Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland," NBP Working Papers 242, Narodowy Bank Polski, Economic Research Department.
   3. Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," PIER Working Paper Archive 10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Fernández-Villaverde, Jesús & Koijen, Ralph & Rubio-Ramírez, Juan Francisco & van Binsbergen, Jules H., 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," CEPR Discussion Papers 7781, C.E.P.R. Discussion Papers.
      • Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," NBER Working Papers 15890, National Bureau of Economic Research, Inc.
      • van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012. "The term structure of interest rates in a DSGE model with recursive preferences," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648.
   4. Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.

5. De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.
   • 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, February.
   • Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical Risk Aversion, Precautionary Saving and Monetary Policy," CEP Discussion Papers dp1132, Centre for Economic Performance, LSE.

   Cited by:

   1. John H. Cochrane, 2016. "The Habit Habit," Economics Working Papers 16105, Hoover Institution, Stanford University.
   2. Bonciani, Dario, 2014. "Uncertainty shocks: it's a matter of habit," MPRA Paper 59370, University Library of Munich, Germany.
   3. Martin Seneca, 2017. "Risk Shocks Close to the Zero Lower Bound," 2017 Meeting Papers 107, Society for Economic Dynamics.
      • Seneca, Martin, 2016. "Risk shocks close to the zero lower bound," Bank of England working papers 606, Bank of England.
   4. James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2016. "The Equilibrium Real Funds Rate: Past, Present, and Future," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 660-707, November.
      • James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2015. "The Equilibrium Real Funds Rate: Past, Present and Future," NBER Working Papers 21476, National Bureau of Economic Research, Inc.
   5. Bingbing Dong, 2014. "Asset Pricing and Monetary Policy," 2014 Meeting Papers 881, Society for Economic Dynamics.
   6. Bianca De Paoli & Jens Søndergaard, 2017. "Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model," Economica, London School of Economics and Political Science, vol. 84(335), pages 516-540, July.
   7. Hatcher, Michael, 2011. "Time-varying volatility, precautionary saving and monetary policy," Bank of England working papers 440, Bank of England.
   8. Hatcher, Michael, 2013. "The Inflation Risk Premium on Government Debt in an Overlapping Generations Model," SIRE Discussion Papers 2013-81, Scottish Institute for Research in Economics (SIRE).
      • Michael Hatcher, 2013. "The inflation risk premium on government debt in an overlapping generations model," Working Papers 2013_17, Business School - Economics, University of Glasgow.
   9. Kranz Tobias, 2017. "Calibrating the Equilibrium Condition of a New Keynesian Model with Uncertainty," Review of Economics, De Gruyter, vol. 68(2), pages 117-151, August.
   10. De Luigi, Clara & Huber, Florian, 2018. "Debt regimes and the effectiveness of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 218-238.
   11. John H. Cochrane, 2016. "Macro-Finance," NBER Working Papers 22485, National Bureau of Economic Research, Inc.
       • John H. Cochrane, 2017. "Macro-Finance," Review of Finance, European Finance Association, vol. 21(3), pages 945-985.
   12. Łukasz Rawdanowicz & Romain Bouis & Kei-Ichiro Inaba & Ane Kathrine Christensen, 2014. "Secular Stagnation: Evidence and Implications for Economic Policy," OECD Economics Department Working Papers 1169, OECD Publishing.
   13. Andersson, Magnus & D'Agostino, Antonello & de Bondt, Gabe & Roma, Moreno, 2011. "The predictive content of sectoral stock prices: a US-euro area comparison," Working Paper Series 1343, European Central Bank.

6. 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.
   • 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, May.

   Cited by:

   1. Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
   2. Aikman, David & Bush, Oliver & Taylor, Alan M., 2016. "Monetary versus macroprudential policies:causal impacts of interest rates andcredit controls in the era of the UKradcliffe report," Economic History Working Papers 67035, London School of Economics and Political Science, Department of Economic History.
      • David Aikman & Oliver Bush & Alan M. Taylor, 2016. "Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report," NBER Working Papers 22380, National Bureau of Economic Research, Inc.
      • Aikman, David & Bush, Oliver & Davis, Alan, 2016. "Monetary versus macroprudential policies causal impacts of interest rates and credit controls in the era of the UK Radcliffe Report," Bank of England working papers 610, Bank of England.
      • Aikman, David & Bush, Oliver & Taylor, Alan M., 2016. "Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report," CEPR Discussion Papers 11353, C.E.P.R. Discussion Papers.
   3. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
      • Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
      • Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The shocks matter: Improving our estimates of exchange rate pass-through," Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
      • Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
   4. 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, May.
      • 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. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
      • Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
   6. Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
      • Kemal Bagzibagli, 2014. "Monetary transmission mechanism and time variation in the Euro area," Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
   7. Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.
      • Leif Anders Thorsrud, 2016. "Nowcasting using news topics Big Data versus big bank," Working Papers No 6/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
   8. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy:new data and evidence from the United Kingdom," LSE Research Online Documents on Economics 86235, London School of Economics and Political Science, LSE Library.
      • Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy: new data and evidence from the United Kingdom," Bank of England working papers 615, Bank of England.
      • Ambrogio Cesa-Bianchi & Gregory Thwaites & Alejandro Vicondoa, 2016. "Monetary Policy Transmission in an Open Economy: New Data and Evidence from the United Kingdom," Discussion Papers 1612, Centre for Macroeconomics (CFM), revised Aug 2016.
   9. Stefano Neri & Tiziano Ropele, 2015. "The macroeconomic effects of the sovereign debt crisis in the euro area," Temi di discussione (Economic working papers) 1007, Bank of Italy, Economic Research and International Relations Area.
   10. Borzykh, Olga, 2016. "Bank lending channel in Russia: A TVP-FAVAR approach," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 43, pages 96-117.
   11. Gerko, Elena & Rey, H�l�ne, 2017. "Monetary Policy in the Capitals of Capital," CEPR Discussion Papers 12217, C.E.P.R. Discussion Papers.
       • Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
       • Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 721-745.
   12. Anastasios Evgenidis & Costas Siriopoulos, 2015. "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers 190, Bank of Greece.
   13. Hilde C. Bjornland & Leif Anders Thorsrud, 2016. "Commodity prices and fiscal policy design: Procyclical despite a rule," CAMA Working Papers 2016-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
       • Hilde C. Bjørnland & Leif Anders Thorsrud, 2015. "Commodity prices and fiscal policy design: Procyclical despite a rule," Working Papers No 5/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
   14. Bijsterbosch, Martin & Falagiarda, Matteo, 2015. "The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 93-115.
   15. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
   16. Hürtgen, Patrick & Cloyne, James, 2014. "The macroeconomic effects of monetary policy: A new measure for the United Kingdom," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100304, Verein für Socialpolitik / German Economic Association.
       • Cloyne, James & Hürtgen, Patrick, 2014. "The macroeconomic effects of monetary policy: a new measure for the United Kingdom," Bank of England working papers 493, Bank of England.
       • James Cloyne & Patrick Hürtgen, 2016. "The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(4), pages 75-102, October.
   17. Ellington, Michael, 2018. "Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 225-236.
   18. Aubrey Poon, 2018. "The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach," Empirical Economics, Springer, vol. 55(2), pages 417-444, September.
   19. Leif Anders Thorsrud, 2016. "Words are the new numbers: A newsy coincident index of business cycles," Working Papers No 4/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
       • Leif Anders Thorsrud, 2016. "Words are the new numbers: A newsy coincident index of business cycles," Working Paper 2016/21, Norges Bank.
   20. Evans, Jocelyn D. & Robertson, Mari L., 2018. "The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending," Economics Letters, Elsevier, vol. 171(C), pages 164-168.
   21. Belke, Ansgar & Osowski, Thomas, 2017. "International effects of euro area versus US policy uncertainty: A FAVAR approach," Ruhr Economic Papers 689, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
       • Ansgar Belke & Thomas Osowski, 2017. "International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach," ROME Working Papers 201703, ROME Network.
       • Belke, Ansgar & Osowski, Thomas, 2017. "International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach," GLO Discussion Paper Series 35, Global Labor Organization (GLO).
       • Ansgar Belke & Thomas Osowski, 2019. "International Effects Of Euro Area Versus U.S. Policy Uncertainty: A Favar Approach," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 453-481, January.
   22. Francesco Zanetti & Wei Li, 2016. "The Effect of Monetary Policy Shocks in the United Kingdom: an External Instruments Approach," Economics Series Working Papers 812, University of Oxford, Department of Economics.
   23. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, edition 1, number 32.
   24. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
   25. Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017. "A time varying parameter structural model of the UK economy," Bank of England working papers 677, Bank of England.
   26. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2017. "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers 50, Monetary Policy Committee Unit, Bank of England.

7. 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.

   Cited by:

   1. Igor Fedotenkov & Lex Meijdam, 2013. "Crisis and Pension System Design in the EU: International Spillover Effects Via Factor Mobility and Trade," De Economist, Springer, vol. 161(2), pages 175-197, June.
   2. Fedotenkov, I., 2012. "Pensions and ageing in a globalizing world. International spillover effects via trade and factor mobility," Other publications TiSEM 8830bc21-4138-4479-8459-a, Tilburg University, School of Economics and Management.

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.
   • 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.

   Cited by:

   1. Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers 626, Bank of England.
      • Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, Premia, and the Monetary Transmission," LSE Research Online Documents on Economics 86234, London School of Economics and Political Science, LSE Library.
      • Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.
   2. Bianca De Paoli & Jens Søndergaard, 2017. "Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model," Economica, London School of Economics and Political Science, vol. 84(335), pages 516-540, July.
   3. Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical Risk Aversion, Precautionary Saving and Monetary Policy," CEP Discussion Papers dp1132, Centre for Economic Performance, LSE.
      • 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, February.
      • De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.
   4. Hatcher, Michael, 2011. "Time-varying volatility, precautionary saving and monetary policy," Bank of England working papers 440, Bank of England.
   5. Haitham A. Al-Zoubi, 2017. "Cyclical and Persistent Carry Trade Returns and Forward Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 1-33, December.
   6. Fry, John, 2013. "Bubbles, shocks and elementary technical trading strategies," MPRA Paper 47052, University Library of Munich, Germany.
      • John Fry, 2014. "Bubbles, shocks and elementary technical trading strategies," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(1), pages 1-13, January.
   7. De Paoli, Bianca & Sondergaard, Jens, 2009. "Foreign exchange rate risk in a small open economy," Bank of England working papers 365, Bank of England.

9. 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.

   Cited by:

   1. Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S., 2013. "Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India," MPRA Paper 60985, University Library of Munich, Germany.
   2. Philip Bunn & Colin Ellis, 2012. "How do Individual UK Producer Prices Behave?," Economic Journal, Royal Economic Society, vol. 122(558), pages 16-34, February.
      • Bunn, Philip & Ellis, Colin, 2010. "How do individual UK producer prices behave?," Bank of England working papers 394, Bank of England.
   3. Jeffrey C. Fuhrer, 2009. "Inflation persistence," Working Papers 09-14, Federal Reserve Bank of Boston.
      • Fuhrer, Jeffrey C., 2010. "Inflation Persistence," Handbook of Monetary Economics,in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 9, pages 423-486 Elsevier.
   4. Jalali-Naini , Ahmad. R. & Hemati , Maryam, 2012. "The Effect of Monetary Shocks on Disaggregated Prices in a Data Rich Environment: a Bayesian FAVAR Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(4), pages 27-60, July.
   5. Kaufmann, Daniel & Lein, Sarah M., 2013. "Sticky prices or rational inattention – What can we learn from sectoral price data?," European Economic Review, Elsevier, vol. 64(C), pages 384-394.
   6. Dixon, Huw & Franklin, Jeremy & Millard, Stephen, 2014. "Sectoral shocks and monetary policy in the United Kingdom," Bank of England working papers 499, Bank of England.
   7. Adolfson, Malin & Lindé, Jesper, 2011. "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series 251, Sveriges Riksbank (Central Bank of Sweden).
   8. Imran Hussain Shaha & Simón Sosvilla-Rivero, 2017. "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," Working Papers del Instituto Complutense de Estudios Internacionales 1707, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
      • Imran Hussain Shah & Simón Sosvilla-Rivero, 2017. "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," IREA Working Papers 201710, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
   9. Philip Bunn & Colin Ellis, 2012. "Examining The Behaviour Of Individual UK Consumer Prices," Economic Journal, Royal Economic Society, vol. 122(558), pages 35-55, February.
   10. Ellis, Colin, 2009. "Do supermarket prices change from week to week?," Bank of England working papers 378, Bank of England.

10. Morten Spange & Pawel Zabczyk, 2006. "Sterling implications of a US current account reversal," Bank of England working papers 296, Bank of England.

    Cited by:

    1. Blake, Andrew P & Markovic, Bojan, 2008. "The conduct of global monetary policy and domestic stability," Bank of England working papers 353, Bank of England.
    2. Bojan Markovic & Laura Povoledo, 2011. "Does Asias choice of exchange rate regime affect Europes exposure to US shocks?," Economic Issues Journal Articles, Economic Issues, vol. 16(2), pages 1-38, September.
       • Bojan Markovic & Laura Povoledo, 2007. "Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks?," Bank of England working papers 318, Bank of England.
    3. Karen Dury & Özlem Oomen, 2007. "The real exchange rate and quality improvements," Bank of England working papers 320, Bank of England.

Articles

1. Farmer, Roger E.A. & Zabczyk, Pawel, 2018. "The household fallacy," Economics Letters, Elsevier, vol. 169(C), pages 83-86.
   • Roger Farmer & Pawel Zabczyk, 2018. "The Household Fallacy," National Institute of Economic and Social Research (NIESR) Discussion Papers 487, National Institute of Economic and Social Research.
   • Farmer, Roger E A & Zabczyk, Pawel, 2018. "The Household Fallacy," CEPR Discussion Papers 12770, C.E.P.R. Discussion Papers.
   • Roger Farmer & Pawel Zabczyk, 2018. "The Household Fallacy," NBER Working Papers 24393, National Bureau of Economic Research, Inc.
   See citations under working paper version above.
2. 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.

   Cited by:

   1. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
      • Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
      • Martin Kliem & Alexander Meyer-Gohde, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers SFB649DP2017-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   2. Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2017. "Level and Volatility Shocks to Fiscal Policy: Term Structure Implications," 2017 Meeting Papers 258, Society for Economic Dynamics.
   3. Martin M. Andreasen & Anders Kronborg, 2017. "The Extended Perturbation Method: New Insights on the New Keynesian Model," CREATES Research Papers 2017-14, Department of Economics and Business Economics, Aarhus University.

3. 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, May.
   • 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.
   See citations under working paper version above.
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, February.
   • Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical Risk Aversion, Precautionary Saving and Monetary Policy," CEP Discussion Papers dp1132, Centre for Economic Performance, LSE.
   • De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.
   See citations under working paper version above.
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.
   • Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks’ maturity transformation," Bank of England working papers 446, Bank of England.
   • Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
   • 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.
   See citations under working paper version above.
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.
   • 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.
   See citations under working paper version above.
7. Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical precautionary saving and monetary policy," Research Bulletin, European Central Bank, vol. 16, pages 7-9.

   Cited by:

   1. Bingbing Dong, 2014. "Asset Pricing and Monetary Policy," 2014 Meeting Papers 881, Society for Economic Dynamics.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-DGE: Dynamic General Equilibrium (17) 2009-02-28 2011-03-26 2011-04-23 2011-04-30 2012-04-03 2013-01-07 2016-04-09 2016-04-09 2016-04-09 2016-04-23 2016-09-18 2018-01-29 2018-03-12 2018-04-02 2018-04-09 2019-01-28 2019-02-04. Author is listed
2. NEP-MAC: Macroeconomics (16) 2009-03-28 2011-04-16 2011-04-23 2012-03-14 2012-04-03 2012-11-03 2013-01-07 2016-04-09 2016-04-09 2016-04-09 2016-04-23 2016-09-18 2018-03-12 2018-04-02 2018-04-09 2019-01-28. Author is listed
3. NEP-MON: Monetary Economics (11) 2009-03-28 2011-04-16 2011-04-23 2012-03-14 2012-04-03 2016-04-09 2016-04-23 2016-09-18 2018-01-29 2019-01-28 2019-02-04. Author is listed
4. NEP-CBA: Central Banking (10) 2006-06-24 2009-03-28 2011-03-26 2011-04-16 2011-04-23 2011-04-30 2012-04-03 2016-04-09 2016-04-23 2016-09-18. Author is listed
5. NEP-UPT: Utility Models & Prospect Theory (3) 2009-02-28 2012-03-14 2012-11-03
6. NEP-BAN: Banking (2) 2012-04-03 2013-01-07
7. NEP-EEC: European Economics (2) 2011-04-16 2011-04-30
8. NEP-FMK: Financial Markets (2) 2006-06-24 2009-02-28
9. NEP-BEC: Business Economics (1) 2009-02-28
10. NEP-CMP: Computational Economics (1) 2011-03-26
11. NEP-IFN: International Finance (1) 2006-06-24
12. NEP-OPM: Open Economy Macroeconomics (1) 2011-04-30
13. NEP-SOG: Sociology of Economics (1) 2016-09-18

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