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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65

CROSSREF CITATIONS

120

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, Stephen G. Cecchetti, Madhusudan S. Mohanty and Fabrizio Zampolli
National Bureau of Economic Research (NBER)Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 4,229 (4,050)
Citation 16

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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, Stephen G. Cecchetti, Madhusudan S. Mohanty and Fabrizio Zampolli
National Bureau of Economic Research (NBER)Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2,729 (8,290)
Citation 80

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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 517 (91,512)
Citation 15

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

4.

Market Volatility, Monetary Policy and the Term Premium

BIS Working Paper No. 606
Number of pages: 42 Posted: 17 Jan 2017
Sushanta Mallick, Sushanta Mallick, Madhusudan S. Mohanty and Fabrizio Zampolli
Queen Mary - University of LondonQueen Mary University of London, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 407 (121,912)
Citation 1

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

5.

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 385 (129,508)

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financial cycle, financial crisis, cyclically adjusted fiscal balance

6.

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, University of Basel and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 223 (227,931)
Citation 3

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

7.

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 215 (235,884)
Citation 2

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

8.

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 213 (237,883)
Citation 4

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

9.

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 168 (293,939)
Citation 13

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

10.

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 142 (337,835)

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11.

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 114 (398,393)
Citation 6

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Monetary policy, regime-switching, uncertain probabilities

12.

Welfare Implications of Joining a Common Currency

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 111 (406,175)
Citation 2

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

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 98 (443,278)

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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 66 (559,462)

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