Ambrogio Cesa-Bianchi

Bank of England

Research Economist

Threadneedle Street

London, EC2R 8AH

United Kingdom

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

SCHOLARLY PAPERS

16

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1,408

SSRN CITATIONS
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Top 4,070

in Total Papers Citations

279

CROSSREF CITATIONS

31

Scholarly Papers (16)

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 218 (156,114)
Citation 9

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

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 96 (304,896)

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

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 43 (466,978)
Citation 1

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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 42 (471,339)

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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 11 (665,399)

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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 (741,801)

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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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Citation 3
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Business cycle, Common Factors, identification, Multi-Country, Real and Financial Global Shocks, uncertainty, Volatility.

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 65 (384,839)
Citation 5

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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 40 (480,470)

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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 35 (504,566)

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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 31 (525,940)
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 12 (657,576)

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Does Easing Monetary Policy Increase Financial Stability?

Journal of Financial Stability, Vol. 30, 2017
Number of pages: 41 Posted: 21 Oct 2019
Ambrogio Cesa-Bianchi and Alessandro Rebucci
Bank of England and Johns Hopkins University - Carey Business School
Downloads 8 (688,865)
Citation 1

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Macro-prudential policies, Monetary policy, Financial crises, Financial regulation, Pecuniary externality, Interest rate rigidities, Subprime mortgage crisis

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 89 (320,145)
Citation 1

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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 53 (426,373)

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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 35 (504,566)
Citation 19

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

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 59 (404,661)
Citation 23

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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 Pontificia Universidad Catolica de Chile
Downloads 105 (285,223)
Citation 12

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

6.

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 90 (315,301)
Citation 9

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

7.

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 62 (389,329)
Citation 7

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8.
Downloads 55 (412,688)
Citation 3

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 55 (419,089)
Citation 3

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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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Citation 3
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Business Cycle Synchronization, Common Shocks, Contagion, Financial Linkages, Idiosyncratic Shocks

9.

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 50 (430,355)
Citation 1

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10.
Downloads 46 (445,683)
Citation 17

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 22 (583,664)

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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 14 (642,065)

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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 (673,120)

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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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Citation 16
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Capital Flows, Credit Supply Shock, Cross-border claims, Exchange Rates, House Prices, International Financial Intermediation., leverage

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 (449,677)
Citation 4

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

12.

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 41 (466,186)
Citation 2

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

13.

Towards a New Monetary Theory of Exchange Rate Determination

Bank of England Working Paper No. 817, August 2019
Number of pages: 57 Posted: 30 Aug 2019
Ambrogio Cesa-Bianchi, Michael Kumhof, Andrej Sokol and Gregory Thwaites
Bank of England, Bank of England, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 28 (528,978)
Citation 1

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bank lending, money creation, money demand, endogenous money, uncovered interest parity, exchange rate determination, international capital flows, gross capital flows

14.

Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity

Bank of England Working Paper No. 854, February 2020
Number of pages: 75 Posted: 08 Feb 2020
Gareth Anderson and Ambrogio Cesa-Bianchi
Bank of England and Bank of England
Downloads 27 (534,684)
Citation 1

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monetary policy, heterogeneity, credit spreads, excess bond premium, credit channel, financial accelerator, event-study, identification

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 20 (578,351)
Citation 6

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

16.

Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity

CEPR Discussion Paper No. DP14426
Number of pages: 77 Posted: 03 Mar 2020
Ambrogio Cesa-Bianchi
Bank of England
Downloads 0 (739,267)
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Credit channel, credit spreads, event study, Excess Bond Premium, financial accelerator, Heterogeneity, identification, monetary policy