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

11

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975

CITATIONS
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17

Scholarly Papers (11)

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
Downloads 221 (128,117)

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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, University of London - School of Sciences and International Monetary Fund MCMMP
Downloads 1 (632,909)
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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
Downloads 221 (128,493)
Citation 7

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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
University of Aarhus, London School of Economics & Political Science (LSE) - Department of Economics and International Monetary Fund MCMMP
Downloads 168 (165,557)

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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
University of Aarhus, London School of Economics & Political Science (LSE) - Department of Economics and International Monetary Fund MCMMP
Downloads 22 (493,133)

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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
University of Aarhus and International Monetary Fund MCMMP
Downloads 60 (337,982)
Citation 4

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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
University of Aarhus and International Monetary Fund MCMMP
Downloads 31 (443,678)
Citation 4

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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 65 (320,060)
Citation 2

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6.

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 (363,093)
Citation 3

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7.

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
University of Aarhus, London School of Economics & Political Science (LSE) - Department of Economics and International Monetary Fund MCMMP
Downloads 49 (366,249)

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

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 41 (393,340)
Citation 1

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

9.

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 38 (404,436)

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Global Imbalances, Current account, DSGE models

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 8 (578,949)

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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

11.
Downloads 0 (560,045)

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
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