Andreas Pescatori

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

12

DOWNLOADS

594

SSRN CITATIONS
Rank 29,012

SSRN RANKINGS

Top 29,012

in Total Papers Citations

23

CROSSREF CITATIONS

7

Scholarly Papers (12)

1.
Downloads 121 (317,875)
Citation 2

Systemic Risk: A New Trade-Off for Monetary Policy?

IMF Working Paper No. 15/142
Number of pages: 47 Posted: 21 Jul 2015
Stefan Laseen, Andreas Pescatori and Jarkko Turunen
Sveriges Riksbank - Monetary Policy Department, International Monetary Fund (IMF) and International Monetary Fund
Downloads 68 (459,293)

Abstract:

Loading...

Systemic risk assessment, Monetary policy, Macroprudential Policy, Financial sector, General equilibrium models, Endogenous Financial Risk, DSGE models, Non-Linear Dynamics, Policy Evaluation, welfare, prices, equity, variables, capital, consumption

Systemic Risk: A New Trade-Off for Monetary Policy?

Riksbank Research Paper Series No. 165, Sveriges Riksbank Working Paper Series No. 341
Number of pages: 46 Posted: 26 Jan 2018
Stefan Laseen, Andreas Pescatori and Jarkko Turunen
Sveriges Riksbank - Monetary Policy Department, International Monetary Fund (IMF) and International Monetary Fund
Downloads 53 (519,398)
Citation 1

Abstract:

Loading...

Monetary Policy, Endogenous Financial Risk, DSGE models, Non-Linear Dynamics, Policy Evaluation

2.

Labor Market Informality and the Business Cycle

IMF Working Paper No. 20/256
Number of pages: 43 Posted: 05 Jan 2021
Frederic J. Lambert, Andreas Pescatori and Frederik Toscani
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund
Downloads 67 (456,935)

Abstract:

Loading...

3.

Lower for Longer: Neutral Rates in the United States

IMF Working Paper No. 15/135
Number of pages: 23 Posted: 21 Jul 2015
Andreas Pescatori and Jarkko Turunen
International Monetary Fund (IMF) and International Monetary Fund
Downloads 60 (482,695)

Abstract:

Loading...

Interest rates, United States, Monetary policy, Econometric models, Neutral interest rate, output, output gap, federal reserve, equity, price, savings, growth rate, current account surplus, balance sheet, prices

4.

Energy, Efficiency Gains and Economic Development: When Will Global Energy Demand Saturate?

IMF Working Paper No. 20/253
Number of pages: 44 Posted: 05 Jan 2021
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 59 (486,575)

Abstract:

Loading...

5.

U.S. Dollar Dynamics: How Important are Policy Divergence and FX Risk Premiums?

IMF Working Paper No. 16/125
Number of pages: 48 Posted: 09 Dec 2016
Ravi Balakrishnan, Stefan Laseen and Andreas Pescatori
International Monetary Fund (IMF) - Fiscal Affairs Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 57 (494,328)

Abstract:

Loading...

US dollar, United States, Foreign exchange, Risk premium, External shocks, Monetary policy, Structural vector autoregression, General equilibrium models, Foreign exchange, monetary policy shocks, FX risk premium, SVAR

6.

Energy Transition Metals

IMF Working Paper No. 2021/243
Number of pages: 41 Posted: 04 Feb 2022
Andreas Pescatori, Lukas Boer and Martin Stuermer
International Monetary Fund (IMF), German Institute for Economic Research (DIW Berlin) and International Monetary Fund (IMF)
Downloads 53 (510,749)

Abstract:

Loading...

Conditional forecasts, structural vector autoregressions, structual scenario analysis, energy transition, metals, fossil fuels, prices, climate change., estimate supply elasticity, metals production, energy transition, aggregate commodity demand shock, price risk, Metals, Metal prices, Copper, Supply elasticity, Global

7.

Central Bank Communication and Monetary Policy Surprises in Chile

IMF Working Paper No. 18/156
Number of pages: 34 Posted: 01 Aug 2018
Andreas Pescatori
International Monetary Fund (IMF)
Downloads 50 (523,898)

Abstract:

Loading...

Financial crises, Foreign banks, Monetary policy; monetary policy shocks; proxy VAR; central bank communication; central bank predictability; inflation forecast dispersion, Chile, Monetary policy, monetary policy shocks, proxy VAR, central bank communication, central bank predictability, inflation forecast dispersion, Credit Rationing, Relationship Lending

8.

Credit, Securitization and Monetary Policy: Watch Out for Unintended Consequences

IMF Working Paper No. 16/76
Number of pages: 22 Posted: 27 Sep 2016
Andreas Pescatori and Juan A. Solé
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 47 (537,312)
Citation 1

Abstract:

Loading...

Monetary policy; monetary policy shocks; VAR; proxy VAR; financialintermediation; shadow banking; securitization; GSE; private-label ABS issuers.

9.

Financial Stability and Interest-Rate Policy: A Quantitative Assessment of Costs and Benefits

IMF Working Paper No. 16/73
Number of pages: 30 Posted: 27 Sep 2016
Andreas Pescatori and Stefan Laseen
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 36 (593,292)

Abstract:

Loading...

Monetary Policy, Endogenous Financial Risk, Bayesian VAR, Non-Linear Dynamics, Policy Evaluation.

The Macroeconomic Effects of Trade Tariffs: Revisiting the Lerner Symmetry Result

IMF Working Paper No. 17/151
Number of pages: 55 Posted: 09 Aug 2017
Jesper Lindé and Andreas Pescatori
Sveriges Riksbank and International Monetary Fund (IMF)
Downloads 32 (631,976)
Citation 13

Abstract:

Loading...

Central banks and their policies, Import Tariffs; Export Subsidies; Lerner Condition, Incomplete Markets; Complete Markets, Border Adjustment Tax, Trade War, New Keynesian open-economy model, Import Tariffs, Export Subsidies, Lerner Condition, Incomplete Markets, Complete Markets, Monetary Policy (Targets, Instruments, and Effects)

The Macroeconomic Effects of Trade Tariffs: Revisiting the Lerner Symmetry Result

CEPR Discussion Paper No. DP12534
Number of pages: 60 Posted: 02 Jan 2018
Jesper Lindé and Andreas Pescatori
Sveriges Riksbank and International Monetary Fund (IMF)
Downloads 0
  • Add to Cart

Abstract:

Loading...

Border Adjustment Tax, Import Tariffs and Export Subsidies; Lerner Condition, Incomplete and Complete Markets, New Keynesian open-economy model, Trade War

11.

Income Versus Prices: How Does the Business Cycle Affect Food (In)-Security?

IMF Working Paper No. 2021/238
Number of pages: 40 Posted: 04 Feb 2022
Christian Bogmans, Andreas Pescatori and Ervin Prifti
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund
Downloads 12 (769,516)

Abstract:

Loading...

Food insecurity, growth, food prices, social protection, diet and health, food inflation, income elasticity, FD estimate, elasticity of undernourishment, coefficient estimate, rising prices, least squares, coefficient estimates of the interaction terms, inflation elasticity, ln GDP pc, income share, descriptive statistics, Food security, Income, Inflation, Purchasing power, Global, South Asia

12.

Financial Stability and Interest‐Rate Policy: A Quantitative Assessment of Costs and Benefit

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 53, Issue 3, pp. 1246-1273, 2020
Number of pages: 28 Posted: 06 Oct 2020 Last Revised: 21 Nov 2020
Stefan Laseen and Andreas Pescatori
Sveriges Riksbank - Monetary Policy Department and International Monetary Fund (IMF)
Downloads 0 (905,643)

Abstract:

Loading...