Ambrogio Cesa-Bianchi

Bank of England

Research Economist

Threadneedle Street

London, EC2R 8AH

United Kingdom

http://https://sites.google.com/site/ambropo/

SCHOLARLY PAPERS

15

DOWNLOADS
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1,189

CITATIONS
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SSRN RANKINGS

Top 23,847

in Total Papers Citations

26

Scholarly Papers (15)

1.

Uncertainty and Economic Activity: A Global Perspective

CAFE Research Paper No. 14.03
Number of pages: 66 Posted: 24 Mar 2014
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 195 (154,499)

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Uncertainty, Realized volatility, GVAR, Great Recession, Identification, Business Cycle, Common Factors

Does Easing Monetary Policy Increase Financial Instability?

IDB Working Paper No. IDB-WP-387
Number of pages: 46 Posted: 21 Apr 2013
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 62 (353,542)

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Does Easing Monetary Policy Increase Financial Instability?

IMF Working Paper No. 15/139
Number of pages: 48 Posted: 21 Jul 2015
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 36 (448,215)

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Monetary policy, Macroprudential Policy, United States, Real interest rates, Automatic stabilizers, Financial stability, Econometric models, Macro-prudential policies, financial crises, credit frictions, interest rate rigidities, instruments, lending, financial crisis, monetary fund

Does Easing Monetary Policy Increase Financial Instability?

Bank of England Working Paper No. 570
Number of pages: 47 Posted: 12 Dec 2015
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 33 (461,836)

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Macroprudential policies, monetary policy, financial crises, frictions, interest rate

Does Easing Monetary Policy Increase Financial Instability?

Number of pages: 46 Posted: 04 Feb 2016
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 29 (482,197)
Citation 1

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Macro-Prudential Policies, Monetary Policy, Financial Crises, Frictions Frictions, Interest Rate Rigidities

Does Easing Monetary Policy Increase Financial Instability?

NBER Working Paper No. w22283
Number of pages: 47 Posted: 01 Jun 2016
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 8 (616,939)

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Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies

Bank of England Working Paper No. 522
Number of pages: 43 Posted: 25 Jan 2015
Ambrogio Cesa-Bianchi, Luis Felipe Cespedes and Alessandro Rebucci
Bank of England, International Monetary Fund (IMF) and Johns Hopkins University - Carey Business School
Downloads 79 (308,560)

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Capital flows, emerging markets, global liquidity, house prices, external instrumental variables

Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies

IMF Working Paper No. 15/23
Number of pages: 44 Posted: 23 Feb 2015
Ambrogio Cesa-Bianchi, Luis Céspedes and Alessandro Rebucci
Bank of England, Adolfo Ibanez University and Johns Hopkins University - Carey Business School
Downloads 51 (389,118)

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Housing prices, Business cycles, Capital flows, International liquidity, Emerging markets, Developed countries, global liquidity, house prices, external instrumental variables, economies, advanced economies, exchange rate, consumption, collateral, price inflation, financial crisis, equilibrium, currency, general equilibrium, general equilibrium models, exchange rate channel, current account, long-term interest rates, international borrowing, real exchange rate, risk, supply, imbalances, exchange rate appreciations, market economies, current account response, investment opportunities, consumption growth, exchange rates, external shocks, asset, emerging market economies, financial crises, mone

Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies

IDB Working Paper No. IDB-WP-576
Number of pages: 40 Posted: 06 May 2015
Ambrogio Cesa-Bianchi, Luis Céspedes and Alessandro Rebucci
Bank of England, Adolfo Ibanez University and Johns Hopkins University - Carey Business School
Downloads 27 (493,310)
Citation 2

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Capital flows, Emerging markets, Global liquidity, House prices, External instrumental variables

4.

Uncertainty and Economic Activity

CESifo Working Paper Series No. 4736
Number of pages: 66 Posted: 07 May 2014
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 93 (276,322)

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uncertainty, realized volatility, GVAR, great recession, identification, business cycle, common factors

5.

Uncertainty in a Model with Credit Frictions

Bank of England Working Paper No. 496
Number of pages: 49 Posted: 24 Apr 2014
Ambrogio Cesa-Bianchi and Emilio Fernández Corugedo
Bank of England and Bank of England
Downloads 85 (292,435)
Citation 4

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Uncertainty shocks, credit frictions, business cycles, micro uncertainty, macro uncertainty, financial accelerator

Uncertainty and Economic Activity: A Multi-Country Perspective

USC-INET Research Paper No. 18-05, Johns Hopkins Carey Business School Research Paper No. 18-04
Number of pages: 87 Posted: 09 Feb 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 36 (448,215)

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Uncertainty, Business Cycle, Common Factors, Real and Financial Global Shocks, Multi-Country, Identification, Realized Volatility

Uncertainty and Economic Activity: A Multi-Country Perspective

CESifo Working Paper Series No. 6910
Number of pages: 89 Posted: 07 May 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 36 (448,215)

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uncertainty, business cycle, common factors, real and financial global shocks, multi-country, identification, realized volatility

Uncertainty and Economic Activity: A Multi-Country Perspective

Bank of England Working Paper No. 730
Number of pages: 85 Posted: 05 Jun 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 7 (623,993)

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Uncertainty, business cycle, common factors, real and financial global shocks, multi-country,

Uncertainty and Economic Activity: A Multi-Country Perspective

NBER Working Paper No. w24325
Number of pages: 87 Posted: 21 Feb 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 2 (666,093)
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Uncertainty and Economic Activity: A Multi-Country Perspective

CEPR Discussion Paper No. DP12713
Number of pages: 89 Posted: 20 Feb 2018
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
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Business cycle, Common Factors, identification, Multi-Country, Real and Financial Global Shocks, uncertainty, Volatility.

7.

Monetary Policy Transmission in an Open Economy: New Data and Evidence from the United Kingdom

Bank of England Working Paper No. 615
Number of pages: 42 Posted: 07 Sep 2016
Ambrogio Cesa-Bianchi, Gregory Thwaites and Alejandro Vicondoa
Bank of England, Bank of England - Monetary Analysis and European University Institute
Downloads 78 (307,887)
Citation 7

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Monetary policy transmission, external instrument, high-frequency identification, structural VAR, local projections

8.

China’s Emergence in the World Economy and Business Cycles in Latin America

IDB Working Paper No. IDB-WP-266
Number of pages: 67 Posted: 14 Dec 2011
Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci and TengTeng Xu
Bank of England, University of Southern California - Department of Economics, Johns Hopkins University - Carey Business School and affiliation not provided to SSRN
Downloads 58 (360,516)
Citation 9

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9.

Housing Cycles and Macroeconomic Fluctuations: A Global Perspective

IDB Working Paper No. IDB-WP-343
Number of pages: 45 Posted: 17 Feb 2013
Ambrogio Cesa-Bianchi
Bank of England
Downloads 56 (366,744)
Citation 1

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10.
Downloads 47 (396,292)

Finance and Synchronization

Bank of England Working Paper No. 612
Number of pages: 38 Posted: 31 Aug 2016
Ambrogio Cesa-Bianchi, Jean M. Imbs and Jumana Saleheen
Bank of England, Paris School of Economics (PSE) and Bank of England
Downloads 47 (403,421)

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Financial Linkages, Business Cycles Synchronization, Contagion, Common Shocks

Finance and Synchronization

CEPR Discussion Paper No. DP11037
Number of pages: 37 Posted: 20 Jan 2016
Ambrogio Cesa-Bianchi, Jean M. Imbs and Jumana Saleheen
Bank of England, Paris School of Economics (PSE) and Bank of England
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Business Cycle Synchronization, Common Shocks, Contagion, Financial Linkages, Idiosyncratic Shocks

11.

Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises

Bank of England Working Paper No. 644
Number of pages: 49 Posted: 06 Feb 2017
Ambrogio Cesa-Bianchi, Fernando Eguren Martin and Gregory Thwaites
Bank of England, Bank of England and Bank of England - Monetary Analysis
Downloads 45 (403,388)

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Financial crises, global credit cycle, banking, financial stability, sentiment

12.

How Could a Shock to Growth in China Affect Growth in the United Kingdom?

Bank of England Quarterly Bulletin 2016 Q1
Number of pages: 8 Posted: 08 Apr 2016
Ambrogio Cesa-Bianchi and Kate Stratford
Bank of England and Bank of England
Downloads 42 (414,346)

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13.
Downloads 39 (425,919)
Citation 1

International Credit Supply Shocks

Johns Hopkins Carey Business School Research Paper No. 17-14
Number of pages: 72 Posted: 08 Dec 2017
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 17 (556,182)

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Cross-border claims, Capital Flows, Credit Supply Shock, Leverage, Exchange Rates, House Prices, International Financial Intermediation

International Credit Supply Shocks

NBER Working Paper No. w23841
Number of pages: 69 Posted: 25 Sep 2017
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 12 (589,420)
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International Credit Supply Shocks

Bank of England Working Paper No. 680
Number of pages: 69 Posted: 09 Oct 2017
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 10 (603,126)

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Cross-Border Claims, Capital Flows, Credit Supply Shock, Leverage, Exchange Rates, House Prices, International Financial Intermediation

International Credit Supply Shocks

CEPR Discussion Paper No. DP12501
Number of pages: 74 Posted: 19 Dec 2017
Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
Bank of England, University of Oxford - Department of Economics and Johns Hopkins University - Carey Business School
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Capital Flows, Credit Supply Shock, Cross-border claims, Exchange Rates, House Prices, International Financial Intermediation., leverage

14.

Financial Shocks, Credit Spreads and the International Credit Channel

Bank of England Working Paper No. 693
Number of pages: 40 Posted: 17 Nov 2017
Ambrogio Cesa-Bianchi and Andrej Sokol
Bank of England and Bank of England
Downloads 26 (484,935)
Citation 1

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SVAR, Credit Channel, International Transmission, External Instruments, Sign Restrictions

15.

Uncertainty, Financial Frictions and Nominal Rigidities: A Quantitative Investigation

IMF Working Paper No. 17/211
Number of pages: 46 Posted: 25 Oct 2017
Ambrogio Cesa-Bianchi and Emilio Fernández Corugedo
Bank of England and International Monetary Fund (IMF)
Downloads 19 (524,746)

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Business cycles, Uncertainty shocks, Credit frictions, uncertainty, General, Financial Markets and the Macroeconomy