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Pawel Zabczyk

Personal Details

First Name:Pawel
Middle Name:
Last Name:Zabczyk
Suffix:
RePEc Short-ID:pza175
[This author has chosen not to make the email address public]
http://www.zabczyk.com
Terminal Degree:2009 London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Mr. Tobias Adrian & Christopher J. Erceg & Marcin Kolasa & Jesper Lindé & Roger McLeod & Mr. Romain M Veyrune & Pawel Zabczyk, 2024. "New Perspectives on Quantitative Easing and Central Bank Capital Policies," IMF Working Papers 2024/103, International Monetary Fund.
  2. Philipp Engler & Gianluigi Ferrucci & Pawel Zabczyk & Tianxiao Zheng, 2024. "ECB Spillovers to Emerging Europe: The Past and Current Experience," IMF Working Papers 2024/170, International Monetary Fund.
  3. Chen, Kaili & Kolasa, Marcin & Lindé, Jesper & Wang, Hou & Zabczyk, Pawel & Zhou, Jianping, 2024. "FX Market Frictions in Emerging Market Economies: A Macroeconomic Assessment," CEPR Discussion Papers 19086, C.E.P.R. Discussion Papers.
  4. Erceg, Christopher J. & Kolasa, Marcin & Lindé, Jesper & Mumtaz, Haroon & Zabczyk, Pawel, 2024. "Central Bank Exit Strategies: Domestic Transmission and International Spillovers," CEPR Discussion Papers 19087, C.E.P.R. Discussion Papers.
  5. Kaili Chen & Marcin Kolasa & Jesper Lindé & Hou Wang & Pawel Zabczyk & Ms. Jianping Zhou, 2023. "An Estimated DSGE Model for Integrated Policy Analysis," IMF Working Papers 2023/135, International Monetary Fund.
  6. Marcin Kolasa & Sahil Ravgotra & Pawel Zabczyk, 2022. "Monetary Policy and Exchange Rate Dynamics in a Behavioral Open Economy Model," IMF Working Papers 2022/112, International Monetary Fund.
  7. Adrian, Tobias & Erceg, Christopher J. & Kolasa, Marcin & Lindé, Jesper & Zabczyk, Pawel, 2022. "Managing Monetary Tradeoffs in Vulnerable Open Economies," CEPR Discussion Papers 16972, C.E.P.R. Discussion Papers.
  8. Farmer, Roger & Zabczyk, Pawel, 2022. "Monetary and Fiscal Policy when People have Finite Lives," CEPR Discussion Papers 13432, C.E.P.R. Discussion Papers.
  9. Mr. Tobias Adrian & Christopher J. Erceg & Marcin Kolasa & Jesper Lindé & Pawel Zabczyk, 2021. "A Quantitative Microfounded Model for the Integrated Policy Framework," IMF Working Papers 2021/292, International Monetary Fund.
  10. Linde, Jesper & Adrian, Tobias & Erceg, Christopher J. & Zabczyk, Pawel & Zhou, Jianping, 2020. "A Quantitative Model for the Integrated Policy Framework," CEPR Discussion Papers 15065, C.E.P.R. Discussion Papers.
  11. Adrian, Tobias & Duarte, Fernando & Liang, Nellie & Zabczyk, Pawel, 2020. "Monetary and Macroprudential Policy with Endogenous Risk," CEPR Discussion Papers 14435, C.E.P.R. Discussion Papers.
  12. Mr. Roger Farmer & Pawel Zabczyk, 2019. "A Requiem for the Fiscal Theory of the Price Level," IMF Working Papers 2019/219, International Monetary Fund.
  13. Roger Farmer & Pawel Zabczyk, 2019. "The Fiscal Theory of the Price Level in Overlapping Generations Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 498, National Institute of Economic and Social Research.
  14. Farmer, Roger & Zabczyk, Pawel, 2018. "The Household Fallacy," CEPR Discussion Papers 12770, C.E.P.R. Discussion Papers.
  15. Farmer, Roger & Zabczyk, Pawel, 2016. "The theory of unconventional monetary policy," Bank of England working papers 613, Bank of England.
  16. Bianca De Paoli & Pawel Zabczyk, 2012. "Policy Design in a Model with Swings in Risk Appetite," CEP Discussion Papers dp1170, Centre for Economic Performance, LSE.
  17. Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks’ maturity transformation," Bank of England working papers 446, Bank of England.
  18. Andreasen , Martin & Zabczyk, Pawel, 2011. "An efficient method of computing higher-order bond price perturbation approximations," Bank of England working papers 416, Bank of England.
  19. De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.
  20. Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2011. "What lies beneath? A time-varying FAVAR model for the UK transmission mechanism," Working Paper Series 1320, European Central Bank.
  21. Haberis, Alex & Markovic, Bojan & Mayhew, Karen & Zabczyk, Pawel, 2011. "Global rebalancing: the macroeconomic impact on the United Kingdom," Bank of England working papers 421, Bank of England.
  22. De Paoli, Bianca & Zabczyk, Pawel, 2009. "Why do risk premia vary over time? A theoretical investigation under habit formation," Bank of England working papers 361, Bank of England.
  23. Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2009. "What lies beneath: what can disaggregated data tell us about the behaviour of prices?," Bank of England working papers 364, Bank of England.
  24. Morten Spange & Pawel Zabczyk, 2006. "Sterling implications of a US current account reversal," Bank of England working papers 296, Bank of England.

Articles

  1. Farmer, Roger E. A. & Zabczyk, Pawel, 2022. "A Sunspot-Based Theory Of Unconventional Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 26(1), pages 186-217, January.
  2. Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk, 2020. "NKV: A New Keynesian Model with Vulnerability," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 470-476, May.
  3. Farmer, Roger E.A. & Zabczyk, Pawel, 2018. "The household fallacy," Economics Letters, Elsevier, vol. 169(C), pages 83-86.
  4. Andreasen Martin M. & Zabczyk Pawel, 2015. "Efficient bond price approximations in non-linear equilibrium-based term structure models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 1-33, February.
  5. Colin Ellis & Haroon Mumtaz & Pawel Zabczyk, 2014. "What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism," Economic Journal, Royal Economic Society, vol. 0(576), pages 668-699, May.
  6. Bianca De Paoli & Pawel Zabczyk, 2013. "Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 1-36, February.
  7. Bianca De Paoli & Pawel Zabczyk, 2013. "Policy design in a model with swings in risk appetite," Oxford Economic Papers, Oxford University Press, vol. 65(suppl_1), pages 146-169, April.
  8. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2013. "The Business Cycle Implications of Banks' Maturity Transformation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 581-600, October.
  9. De Paoli, Bianca & Zabczyk, Pawel, 2012. "Why Do Risk Premia Vary Over Time? A Theoretical Investigation Under Habit Formation," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 252-266, September.
  10. Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical precautionary saving and monetary policy," Research Bulletin, European Central Bank, vol. 16, pages 7-9.

Software components

  1. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2012. "Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation"," Computer Codes 11-169, Review of Economic Dynamics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 36 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (31) 2009-02-28 2011-03-26 2011-04-23 2011-04-30 2012-04-03 2013-01-07 2016-04-09 2016-04-09 2016-04-09 2016-04-23 2016-09-18 2018-01-29 2018-03-12 2018-04-02 2018-04-09 2019-01-28 2019-02-04 2019-02-25 2019-10-07 2020-07-20 2021-01-25 2021-02-08 2021-02-15 2021-05-31 2022-01-24 2022-07-25 2022-11-28 2023-08-14 2024-04-29 2024-06-10 2024-06-24. Author is listed
  2. NEP-MON: Monetary Economics (26) 2009-03-28 2011-04-16 2011-04-23 2012-03-14 2012-04-03 2016-04-09 2016-04-23 2016-09-18 2018-01-29 2019-01-28 2019-02-04 2019-02-25 2019-10-07 2020-07-20 2021-01-25 2021-02-08 2021-02-15 2021-05-31 2022-01-24 2022-07-25 2022-11-28 2023-08-14 2024-04-29 2024-06-10 2024-06-24 2024-09-02. Author is listed
  3. NEP-MAC: Macroeconomics (23) 2009-03-28 2011-04-16 2011-04-23 2012-03-14 2012-04-03 2012-11-03 2013-01-07 2016-04-09 2016-04-09 2016-04-09 2016-04-23 2016-09-18 2018-03-12 2018-04-02 2018-04-09 2019-01-28 2019-02-25 2020-07-20 2021-01-25 2021-02-15 2021-05-31 2022-01-24 2022-07-25. Author is listed
  4. NEP-CBA: Central Banking (17) 2006-06-24 2009-03-28 2011-03-26 2011-04-16 2011-04-23 2011-04-30 2012-04-03 2016-04-09 2016-04-23 2016-09-18 2021-02-15 2022-01-24 2022-07-25 2023-08-14 2024-04-29 2024-06-24 2024-09-02. Author is listed
  5. NEP-OPM: Open Economy Macroeconomics (8) 2011-04-30 2021-05-31 2022-07-25 2022-11-28 2023-08-14 2024-04-29 2024-06-10 2024-09-02. Author is listed
  6. NEP-BAN: Banking (6) 2012-04-03 2013-01-07 2023-08-14 2024-04-29 2024-06-10 2024-06-24. Author is listed
  7. NEP-UPT: Utility Models and Prospect Theory (4) 2009-02-28 2012-03-14 2012-11-03 2022-07-25
  8. NEP-EEC: European Economics (3) 2011-04-16 2011-04-30 2024-09-02
  9. NEP-FMK: Financial Markets (2) 2006-06-24 2009-02-28
  10. NEP-IFN: International Finance (2) 2006-06-24 2024-04-29
  11. NEP-BEC: Business Economics (1) 2009-02-28
  12. NEP-CMP: Computational Economics (1) 2011-03-26
  13. NEP-FDG: Financial Development and Growth (1) 2023-08-14
  14. NEP-SOG: Sociology of Economics (1) 2016-09-18

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