Andreas Pescatori

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

7

DOWNLOADS

339

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.
Downloads 114 (253,685)
Citation 1

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 65 (363,407)

Abstract:

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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 49 (417,358)

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

2.

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 51 (403,185)

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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

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 50 (406,653)

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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

4.

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 39 (448,796)
Citation 1

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

5.

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 34 (470,307)

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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 28 (513,984)

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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

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 23 (528,317)

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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