Pawel Zabczyk

International Monetary Fund MCMMP

Senior Financial Sector Expert

International Monetary Fund

700 19th Street, N.W.

Washington, DC 20431

United States

http://pawel.zabczyk.com

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 44,856

in Total Papers Downloads

1,047

SSRN CITATIONS
Rank 12,771

SSRN RANKINGS

Top 12,771

in Total Papers Citations

21

CROSSREF CITATIONS

62

Scholarly Papers (14)

What Lies Beneath? A Time-Varying FAVAR Model for the UK Transmission Mechanism

ECB Working Paper No. 1320
Number of pages: 50 Posted: 11 Apr 2011
Haroon Mumtaz, Pawel Zabczyk and Colin Ellis
University of London - School of Sciences, International Monetary Fund MCMMP and University of Birmingham - Department of Economics
Downloads 236 (141,365)
Citation 3

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Transmission mechanism, monetary policy, Factor Augmented VAR, timevarying coefficients, sign restrictions

What Lies Beneath? A Time‐Varying Favar Model for the UK Transmission Mechanism

The Economic Journal, Vol. 124, Issue 576, pp. 668-699, 2014
Number of pages: 32 Posted: 23 May 2014
Colin Ellis, Haroon Mumtaz and Pawel Zabczyk
University of Birmingham - Department of Economics, University of London - School of Sciences and International Monetary Fund MCMMP
Downloads 1 (741,968)
Citation 2
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2.

What Lies Beneath: What Can Disaggregated Data Tell Us about the Behaviour of Prices?

Bank of England Working Paper No. 364
Number of pages: 32 Posted: 21 Mar 2009 Last Revised: 24 Dec 2009
Haroon Mumtaz, Pawel Zabczyk and Colin Ellis
University of London - School of Sciences, International Monetary Fund MCMMP and University of Birmingham - Department of Economics
Downloads 225 (148,626)
Citation 8

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Inflation persistence, disaggregation, principal components

The Business Cycle Implications of Banks' Maturity Transformation

Number of pages: 35 Posted: 16 Mar 2010 Last Revised: 21 Mar 2011
Martin M. Andreasen, Marcelo Ferman and Pawel Zabczyk
Aarhus University, London School of Economics & Political Science (LSE) - Department of Economics and International Monetary Fund MCMMP
Downloads 172 (190,047)

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Banks, DSGE model, Financial frictions, Firm heterogeneity, Maturity transformation

The Business Cycle Implications of Banks' Maturity Transformation

ECB Working Paper No. 1489
Number of pages: 44 Posted: 21 Nov 2012
Martin M. Andreasen, Marcelo Ferman and Pawel Zabczyk
Aarhus University, London School of Economics & Political Science (LSE) - Department of Economics and International Monetary Fund MCMMP
Downloads 24 (558,338)

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banks, DSGE model, financial frictions, long-term credit, maturity transformation

An Efficient Method of Computing Higher Order Bond Price Perturbation Approximations

Number of pages: 38 Posted: 04 May 2010 Last Revised: 11 May 2010
Martin M. Andreasen and Pawel Zabczyk
Aarhus University and International Monetary Fund MCMMP
Downloads 65 (376,990)
Citation 7

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Perturbation method, DSGE models, Habit model, Higher order approximation

An Efficient Method of Computing Higher-Order Bond Price Perturbation Approximations

Bank of England Working Paper No. 416
Number of pages: 38 Posted: 18 Mar 2011
Martin M. Andreasen and Pawel Zabczyk
Aarhus University and International Monetary Fund MCMMP
Downloads 34 (499,488)
Citation 1

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Perturbation method, DSGE models, habit model, higher-order approximation

5.

Why do Risk Premia Vary over Time? A Theoretical Investigation under Habit Formation

Bank of England Working Paper No. 361
Number of pages: 21 Posted: 16 Feb 2009
Bianca De Paoli and Pawel Zabczyk
London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP) and International Monetary Fund MCMMP
Downloads 69 (360,769)
Citation 1

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6.

The Business Cycle Implications of Banks’ Maturity Transformation

Bank of England Working Paper No. 446
Number of pages: 43 Posted: 23 Mar 2012
Martin M. Andreasen, Marcelo Ferman and Pawel Zabczyk
Aarhus University, London School of Economics & Political Science (LSE) - Department of Economics and International Monetary Fund MCMMP
Downloads 53 (410,994)
Citation 4

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Banks, DSGE model, financial frictions, firm heterogeneity, maturity transformation

7.
Downloads 14 (418,098)
Citation 3

The Theory of Unconventional Monetary Policy

NBER Working Paper No. w22135
Number of pages: 34 Posted: 04 Apr 2016
Roger E. A. Farmer and Pawel Zabczyk
University of California, Los Angeles (UCLA) - Department of Economics and International Monetary Fund MCMMP
Downloads 14 (629,268)

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The Theory of Unconventional Monetary Policy

CEPR Discussion Paper No. DP11196
Number of pages: 31 Posted: 18 Apr 2016
Roger E. A. Farmer and Pawel Zabczyk
University of California, Los Angeles (UCLA) - Department of Economics and International Monetary Fund MCMMP
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Qualitative Easing, Sunspots, Unconventional Monetary Policy

8.

Cyclical Risk Aversion, Precautionary Saving and Monetary Policy

Bank of England Working Paper No. 418
Number of pages: 32 Posted: 14 Apr 2011
Bianca De Paoli and Pawel Zabczyk
London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP) and International Monetary Fund MCMMP
Downloads 50 (421,643)
Citation 2

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Precautionary saving, monetary policy, cyclical risk aversion, macro-finance, DSGE models

9.

Sterling Implications of a Us Current Account Reversal

Bank of England Working Paper No. 296
Number of pages: 35 Posted: 26 Sep 2006
Morten Spange and Pawel Zabczyk
Bank of England - Monetary Analysis and International Monetary Fund MCMMP
Downloads 50 (421,643)
Citation 3

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10.

Global Rebalancing: The Macroeconomic Impact on the United Kingdom

Bank of England Working Paper No. 421
Number of pages: 26 Posted: 22 Apr 2011
Bank of England, EBRD - Economics, Policy and Governance, Bank of England - Monetary Analysis and International Monetary Fund MCMMP
Downloads 41 (456,778)
Citation 1

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Global Imbalances, Current account, DSGE models

11.

A Requiem for the Fiscal Theory of the Price Level

IMF Working Paper No. 19/219
Number of pages: 35 Posted: 08 Nov 2019
Roger Farmer and Pawel Zabczyk
University of California, Los Angeles (UCLA) and International Monetary Fund MCMMP
Downloads 13 (612,670)

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Real interest rates, Negative interest rates, Economic theory, Interest rate policy, Interest rate modelling, fiscal policy, monetary policy, fiscal theory of the price level, price level determination, overlapping generations model, dynamic efficiency, WP, real interest rate, non-generic, indeterminacy, generation model, price level

12.
Downloads 0 (647,770)
Citation 3

The Household Fallacy

CEPR Discussion Paper No. DP12770
Number of pages: 20 Posted: 06 Mar 2018
Roger E. A. Farmer and Pawel Zabczyk
University of California, Los Angeles (UCLA) - Department of Economics and International Monetary Fund MCMMP
Downloads 0
Citation 3
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13.

A Quantitative Model for the Integrated Policy Framework

CEPR Discussion Paper No. DP15065
Number of pages: 58 Posted: 28 Jul 2020
International Monetary Fund, International Monetary Fund, Sveriges Riksbank, International Monetary Fund MCMMP and International Monetary Fund (IMF)
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Capital Flow Measures, DSGE model, emerging economies, FX intervention, monetary policy

14.

Monetary and Macroprudential Policy with Endogenous Risk

CEPR Discussion Paper No. DP14435
Number of pages: 36 Posted: 03 Mar 2020
International Monetary Fund, Federal Reserve Bank of New York, Brookings Institution and International Monetary Fund MCMMP
Downloads 0 (725,758)
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Macro-Finance, macroprudential policy, monetary policy