Pawel Zabczyk : Citation Profile


Are you Pawel Zabczyk?

International Monetary Fund (IMF)

6

H index

5

i10 index

109

Citations

RESEARCH PRODUCTION:

7

Articles

20

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 9
   Journals where Pawel Zabczyk has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 4 (3.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pza175
   Updated: 2018-08-11    RAS profile: 2018-04-18    
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Relations with other researchers


Works with:

Farmer, Roger (8)

De Paoli, Bianca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pawel Zabczyk.

Is cited by:

Bush, Oliver (4)

Aikman, David (4)

Farmer, Roger (4)

Thorsrud, Leif (4)

Hatcher, Michael (4)

Bunn, Philip (3)

Cesa-Bianchi, Ambrogio (3)

Rabanal, Pau (3)

Vicondoa, Alejandro (3)

Hürtgen, Patrick (2)

West, Kenneth (2)

Cites to:

Rey, Helene (7)

Gourinchas, Pierre-Olivier (6)

De Paoli, Bianca (5)

Surico, Paolo (5)

Carroll, Christopher (4)

Slacalek, Jiri (4)

mumtaz, haroon (4)

Benati, Luca (3)

Rubio-Ramirez, Juan F (3)

Bekaert, Geert (3)

Fernandez-Villaverde, Jesus (3)

Main data


Where Pawel Zabczyk has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing Pawel Zabczyk (2018 and 2017)


YearTitle of citing document
2017The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Andreasen, Martin M ; Kronborg, Anders . In: CREATES Research Papers. RePEc:aah:create:2017-14.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017A time varying parameter structural model of the UK economy. (2017). Waldron, Matt ; Masolo, Riccardo M. ; Kapetanios, George ; Petrova, Katerina . In: Bank of England working papers. RePEc:boe:boeewp:0677.

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2017Optimal quantitative easing. (2017). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0678.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2018Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

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2017Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks. (2017). Kühl, Michael ; Kuhl, Michael. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:260-284.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:314.

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2017A Portfolio Model of Quantitative Easing. (2017). Krogstrup, Signe ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2016-12.

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2017Quantitative Easing by the Fed and International Capital Flows. (2017). Khatiwada, Sameer . In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2017.

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2017(Un)expected Monetary Policy Shocks and Term Premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-015.

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2017Resilience, crisis contagion, and vulnerability in Central Europe and the Baltics. (2017). Serpieri, Carolina ; Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Beqiraj, Elton. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc109632.

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2017Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices. (2017). Sosvilla-Rivero, Simon ; Shah, Imran Hussain. In: IREA Working Papers. RePEc:ira:wpaper:201710.

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2017Calibrating the Equilibrium Condition of a New Keynesian Model with Uncertainty. (2017). Tobias, Kranz. In: Review of Economics. RePEc:lus:reveco:v:68:y:2017:i:2:p:117-151:n:3.

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2017Shocks versus structure: explaining differences in exchange rate pass-through across countries and time. (2017). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0050.

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2017Monetary Policy in the Capitals of Capital. (2017). Rey, Helene ; Gerko, Elena . In: NBER Working Papers. RePEc:nbr:nberwo:23651.

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2018Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:485.

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2018Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger. In: Review of Economic Dynamics. RePEc:red:issued:17-287.

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2017Risk Shocks Close to the Zero Lower Bound. (2017). Seneca, Martin. In: 2017 Meeting Papers. RePEc:red:sed017:107.

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2017Quantitative Easing in Josephs Egypt with Keynesian Producers. (2017). Campbell, Jeffrey . In: 2017 Meeting Papers. RePEc:red:sed017:1165.

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2017Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Bretscher, Lorenzo ; Tamoni, Andrea ; Hsu, Alex . In: 2017 Meeting Papers. RePEc:red:sed017:258.

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2017Should Unconventional Monetary Policies Become Conventional?. (2017). Rabanal, Pau ; Quint, Dominic. In: 2017 Meeting Papers. RePEc:red:sed017:526.

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2017International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Belke, Ansgar ; Osowski, Thomas. In: ROME Working Papers. RePEc:rmn:wpaper:201703.

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2017Cyclical and Persistent Carry Trade Returns and Forward Premia. (2017). Al-Zoubi, Haitham. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500100.

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2017Should unconventional monetary policies become conventional?. (2017). Rabanal, Pau ; Quint, Dominic. In: Discussion Papers. RePEc:zbw:bubdps:282017.

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2017(Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: Discussion Papers. RePEc:zbw:bubdps:302017.

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2018Comparing Central Europe and the Baltic macro-economies: A Bayesian approach. (2018). Serpieri, Carolina ; Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Beqiraj, Elton. In: EconStor Preprints. RePEc:zbw:esprep:175242.

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2017Should Unconventional Monetary Policies Become Conventional?. (2017). Rabanal, Pau ; Quint, Dominic. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168218.

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Works by Pawel Zabczyk:


YearTitleTypeCited
2009Why do risk premia vary over time? A theoretical investigation under habit formation In: Bank of England working papers.
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paper7
2012WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION.(2012) In: Macroeconomic Dynamics.
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This paper has another version. Agregated cites: 7
article
2009What lies beneath: what can disaggregated data tell us about the behaviour of prices? In: Bank of England working papers.
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paper11
2011An efficient method of computing higher-order bond price perturbation approximations In: Bank of England working papers.
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paper5
2011Cyclical risk aversion, precautionary saving and monetary policy In: Bank of England working papers.
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paper15
2012Cyclical Risk Aversion, Precautionary Saving and Monetary Policy.(2012) In: CEP Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2013Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 15
article
2011Global rebalancing: the macroeconomic impact on the United Kingdom In: Bank of England working papers.
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paper2
2012The business cycle implications of banks’ maturity transformation In: Bank of England working papers.
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paper16
2012The business cycle implications of banks maturity transformation.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 16
paper
2013The Business Cycle Implications of Banks Maturity Transformation.(2013) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 16
article
2016The theory of unconventional monetary policy In: Bank of England working papers.
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paper12
2016The Theory of Unconventional Monetary Policy.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 12
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2016The Theory of Unconventional Monetary Policy.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 12
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2016The Theory of Unconventional Monetary Policy.(2016) In: NBER Working Papers.
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2016The theory of unconventional monetary policy.(2016) In: LSE Research Online Documents on Economics.
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2006Sterling implications of a US current account reversal In: Bank of England working papers.
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paper4
2015Efficient bond price approximations in non-linear equilibrium-based term structure models In: Studies in Nonlinear Dynamics & Econometrics.
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article4
2012Policy Design in a Model with Swings in Risk Appetite In: CEP Discussion Papers.
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paper0
2012Policy design in a model with swings in risk appetite.(2012) In: LSE Research Online Documents on Economics.
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2013Policy design in a model with swings in risk appetite.(2013) In: Oxford Economic Papers.
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2018The Household Fallacy In: CEPR Discussion Papers.
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2018The Household Fallacy.(2018) In: NBER Working Papers.
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2018The Household Fallacy.(2018) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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This paper has another version. Agregated cites: 0
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2012Cyclical precautionary saving and monetary policy In: Research Bulletin.
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article1
2011What lies beneath? A time-varying FAVAR model for the UK transmission mechanism In: Working Paper Series.
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paper32
2014What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism.(2014) In: Economic Journal.
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This paper has another version. Agregated cites: 32
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