What lies beneath? A time‐varying FAVAR model for the UK transmission mechanism C Ellis, H Mumtaz, P Zabczyk The Economic Journal 124 (576), 668-699, 2014 | 100 | 2014 |
A quantitative model for the integrated policy framework MT Adrian, CJ Erceg, J Lindé, P Zabczyk, MJ Zhou International Monetary Fund, 2020 | 85 | 2020 |
The theory of unconventional monetary policy R Farmer, P Zabczyk National Bureau of Economic Research, 2016 | 39 | 2016 |
The business cycle implications of banksʼ maturity transformation MM Andreasen, M Ferman, P Zabczyk Review of Economic Dynamics 16 (4), 581-600, 2013 | 34 | 2013 |
Cyclical risk aversion, precautionary saving, and monetary policy B De Paoli, P Zabczyk Journal of Money, Credit and Banking 45 (1), 1-36, 2013 | 32 | 2013 |
A quantitative microfounded model for the integrated policy framework MT Adrian, CJ Erceg, M Kolasa, J Lindé, P Zabczyk International Monetary Fund, 2021 | 30 | 2021 |
Monetary and macroprudential policy with endogenous risk T Adrian, F Duarte, N Liang, P Zabczyk IMF Working Paper, 2020 | 27 | 2020 |
A requiem for the fiscal theory of the price level MR Farmer, P Zabczyk International Monetary Fund, 2019 | 23 | 2019 |
What lies beneath? A time-varying FAVAR model for the UK transmission mechanism H Mumtaz, P Zabczyk, C Ellis ECB Working Paper, 2011 | 23 | 2011 |
What lies beneath: what can disaggregated data tell us about the behaviour of prices? H Mumtaz, P Zabczyk, C Ellis SSRN, 2009 | 23 | 2009 |
Nkv: A new keynesian model with vulnerability T Adrian, F Duarte, N Liang, P Zabczyk AEA Papers and Proceedings 110, 470-476, 2020 | 20 | 2020 |
Efficient bond price approximations in non-linear equilibrium-based term structure models MM Andreasen, P Zabczyk Studies in Nonlinear Dynamics & Econometrics 19 (1), 1-33, 2015 | 17 | 2015 |
Why do risk premia vary over time? A theoretical investigation under habit formation B De Paoli, P Zabczyk Macroeconomic Dynamics 16 (S2), 252-266, 2012 | 15 | 2012 |
The household fallacy REA Farmer, P Zabczyk Economics letters 169, 83-86, 2018 | 11 | 2018 |
Monetary policy and exchange rate dynamics in a behavioral open economy model M Kolasa, S Ravgotra, P Zabczyk Available at SSRN 4653180, 2022 | 9 | 2022 |
The fiscal theory of the price level in overlapping generations models REA Farmer¹, P Zabczyk | 9 | 2019 |
The business cycle implications of banks’ maturity transformation MM Andreasen, M Ferman, P Zabczyk Bank of England working paper, 2012 | 9 | 2012 |
Managing monetary tradeoffs in vulnerable open economies T Adrian, CJ Erceg, M Kolasa, J Lindé, P Zabczyk CEPR Discussion Paper No. DP16972, 2022 | 7 | 2022 |
An efficient method of computing higher-order bond price perturbation approximations MM Andreasen, P Zabczyk Bank of England Working Paper, 2011 | 6 | 2011 |
An Estimated DSGE Model for Integrated Policy Analysis K Chen, M Kolasa, J Lindé, H Wang, P Zabczyk, J Zhou IMF Working Paper, 2023 | 5 | 2023 |