Fabrizio Zampolli

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

  • Bank for International Settlements (BIS) - Monetary and Economic Department

SCHOLARLY PAPERS

14

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CITATIONS
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143

Scholarly Papers (14)

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1.

The Real Effects of Debt

BIS Working Paper No. 352
Number of pages: 39 Posted: 19 Oct 2011
Stephen G. Cecchetti, Madhusudan S. Mohanty and Fabrizio Zampolli
Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2,248 (5,852)
Citation 5

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growth, public debt, private debt, debt threshold, ageing

2.

The Future of Public Debt: Prospects and Implications

BIS Working Paper No. 300
Number of pages: 26 Posted: 05 May 2010
Stephen G. Cecchetti, Madhusudan S. Mohanty and Fabrizio Zampolli
Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2,063 (6,770)
Citation 37

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public debt, fiscal deficit, age-related spending, inflation, interest rates, default risk

3.

Labour Reallocation and Productivity Dynamics: Financial Causes, Real Consequences

BIS Working Paper No. 534
Number of pages: 39 Posted: 06 Jan 2016
Claudio E. V. Borio, Enisse Kharroubi, Christian Upper and Fabrizio Zampolli
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 283 (106,605)
Citation 3

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Labour reallocation, productivity, credit booms, financial crises, hysteresis

4.

Fiscal Sustainability and the Financial Cycle

BIS Working Paper No. 552
Number of pages: 30 Posted: 08 Apr 2016
Claudio E. V. Borio, Marco J. Lombardi and Fabrizio Zampolli
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 240 (126,549)

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financial cycle, financial crisis, cyclically adjusted fiscal balance

5.

Market Volatility, Monetary Policy and the Term Premium

BIS Working Paper No. 606
Number of pages: 42 Posted: 17 Jan 2017
Sushanta Mallick, Madhusudan S. Mohanty and Fabrizio Zampolli
Queen Mary - University of London, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 162 (181,993)

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bond market volatility, VIX, unconventional monetary policy, quantitative easing, long-term interest rate, term premia

6.

Household Debt, House Prices and Consumption in the United Kingdom: A Quantitative Theoretical Analysis

Bank of England Working Paper No. 379
Number of pages: 55 Posted: 13 Mar 2010
Matt Waldron and Fabrizio Zampolli
Bank of England and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 157 (186,969)
Citation 2

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Consumption, housing market, collateral constraints, life cycle, OLG

7.

Optimal Monetary Policy in Markov-Switching Models with Rational Expectations Agents

Bank of England Working Paper No. 298
Number of pages: 54 Posted: 26 Sep 2006
Andrew P. Blake and Fabrizio Zampolli
Bank of England - CCBS and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 143 (201,906)
Citation 9

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Monetary policy, structural breaks, regime switching, rational expectations, heterogeneous beliefs, time consistency, commitment

8.

The Interest Rate Effects of Government Debt Maturity

BIS Working Paper No. 415
Number of pages: 52 Posted: 20 Jun 2013
Jagjit S. Chadha, Philip Turner and Fabrizio Zampolli
University of St. Andrews - School of Management, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 128 (220,603)
Citation 1

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quantitative easing, sovereign debt management, long-term interest rate, portfolio balance effect

9.

Sovereign Debt Management as an Instrument of Monetary Policy: An Overview

BIS Paper No. 65f
Number of pages: 22 Posted: 20 Jun 2012
Fabrizio Zampolli
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 117 (235,988)

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Public debt, portfolio rebalancing effects, money, liquidity, Tobin, Friedman, preferred habitat, term structure of interest rates

10.

Optimal Monetary Policy in a Regime-Switching Economy: The Response to Abrupt Shifts in Exchange Rate Dynamics

Bank of England Working Paper No. 297
Number of pages: 57 Posted: 26 Sep 2006
Fabrizio Zampolli
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 95 (272,415)
Citation 6

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Monetary policy, regime-switching, uncertain probabilities

11.

Welfare Implications of Joining a Common Currency

ECB Working Paper No. 445
Number of pages: 34 Posted: 05 May 2005
Michele Ca' Zorzi, Roberto A. De Santis and Fabrizio Zampolli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 92 (278,093)

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Balassa-Samuelson Effect, Currency Union, Monetary Policy, Welfare

12.

Government Size and Macroeconomic Stability

BIS Quarterly Review December 2009
Number of pages: 14 Posted: 06 Aug 2012
Madhusudan S. Mohanty and Fabrizio Zampolli
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 91 (280,013)

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13.

Monetary Independence in a Financially Integrated World: What Do Measures of Interest Rate Co-Movement Tell Us?

BIS Paper No. 88g
Number of pages: 13 Posted: 02 Nov 2016
Enisse Kharroubi and Fabrizio Zampolli
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 60 (354,451)

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Mundell’s trilemma, international monetary and financial system, government bond yields, interest rate spillovers, interest rate pass-through

14.

What Drives the Short-Run Costs of Fiscal Consolidation? Evidence from OECD Countries

BIS Working Paper No. 553
Number of pages: 36 Posted: 08 Apr 2016
Ryan Banerjee and Fabrizio Zampolli
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 43 (410,524)

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fiscal consolidation, fiscal multipliers, narrative approach, panel data, local projections