Pawel Zabczyk : Citation Profile


Are you Pawel Zabczyk?

International Monetary Fund (IMF)

6

H index

5

i10 index

110

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: 33.    Total self citations: 4 (3.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pza175
   Updated: 2018-10-13    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:

Aikman, David (4)

Bush, Oliver (4)

Thorsrud, Leif (4)

Farmer, Roger (4)

Hatcher, Michael (4)

Bunn, Philip (3)

Vicondoa, Alejandro (3)

Thwaites, Gregory (3)

Rabanal, Pau (3)

Cesa-Bianchi, Ambrogio (3)

van Binsbergen, Jules (2)

Cites to:

Rey, Helene (7)

Gourinchas, Pierre-Olivier (6)

De Paoli, Bianca (5)

Surico, Paolo (5)

mumtaz, haroon (4)

Slacalek, Jiri (4)

Carroll, Christopher (4)

Boivin, Jean (3)

Benati, Luca (3)

Moreno, Antonio (3)

Mihov, Ilian (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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2018The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach. (2018). Poon, Aubrey. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1280-z.

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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: 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: 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: LSE Research Online Documents on Economics.
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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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This paper has another version. Agregated cites: 12
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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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This paper has another version. Agregated cites: 0
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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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paper33
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: 33
article

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