Andreas Pescatori

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

16

DOWNLOADS

1,275

SSRN CITATIONS
Rank 20,808

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Top 20,808

in Total Papers Citations

50

CROSSREF CITATIONS

7

Scholarly Papers (16)

1.
Downloads 154 (324,820)
Citation 4

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 85 (503,034)

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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 69 (569,195)
Citation 1

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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 145 (341,122)
Citation 1

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3.

OPEC and the Oil Market

IMF Working Paper No. 2022/183
Number of pages: 30 Posted: 05 Oct 2022
Yousef Nazer and Andreas Pescatori
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 123 (387,032)

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OPEC Meetings, Credibility, Oil Price, Text Analysis, OPEC+, OPEC meeting, OPECS decision, OPEC announcement, OPECS objective, OPECS statement, Oil prices, Oil, Oil consumption, Commodity price fluctuations, Oil production, Global

4.

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 121 (391,837)

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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

5.

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 108 (425,582)

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6.

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 100 (449,401)

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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

7.

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 73 (544,517)

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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

8.

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 66 (574,731)

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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

9.

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 61 (597,975)
Citation 1

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

10.

The Impact of Climate Policy on Oil and Gas Investment: Evidence from Firm-Level Data

IMF Working Paper No. 2023/140
Number of pages: 46 Posted: 07 Jul 2023
Christian Bogmans, Andreas Pescatori and Ervin Prifti
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 56 (623,391)

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Fossil fuel phase out, Paris Agreement, energy transition, DiD

11.

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 54 (633,935)

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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 53 (657,984)
Citation 25

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

13.

Monetary Policy Transmission Through Commodity Prices

IMF Working Paper No. 2023/215
Number of pages: 42 Posted: 26 Oct 2023
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 44 (692,192)

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Monetary Policy, US monetary policy shock, ECB monetary policy shock, Commodity prices, commodity price channel, inflation, energy prices, food prices, metals prices, core inflation

14.

Economic Consequences of Large Extraction Declines: Lessons for the Green Transition

IMF Working Paper No. 2023/097
Number of pages: 48 Posted: 24 May 2023
Rudolfs Bems, Lukas Boehnert, Andreas Pescatori and Martin Stuermer
International Monetary Fund (IMF), University of Oxford, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 43 (698,494)

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Resource-rich countries, energy transition, fossil fuels, macroeconomics, development, climate policies, legacy effect, limiting climate change, commodity price data, aggregate output, interaction term, low income, real GDP response, open economy, Mining sector, Non-renewable resources, Consumption, Manufacturing, Global

15.

Not All Energy Transitions are Alike: Disentangling the Effects of Demand and Supply-Side Policies on Future Oil Prices

IMF Working Paper No. 2023/160
Number of pages: 69 Posted: 22 Aug 2023
Lukas Boer, Andreas Pescatori and Martin Stuermer
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 37 (739,313)

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Conditional forecasts, structural vector autoregression, structural scenario analysis, energy transition, oil prices, climate change.

16.

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 37 (739,313)

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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