| 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 | 105 | 2014 |
| A quantitative model for the integrated policy framework MT Adrian, CJ Erceg, J Lindé, P Zabczyk, MJ Zhou International Monetary Fund, 2020 | 93 | 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 | 39 | 2013 |
| A quantitative microfounded model for the integrated policy framework MT Adrian, CJ Erceg, M Kolasa, J Lindé, P Zabczyk International Monetary Fund, 2021 | 38 | 2021 |
| 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 |
| Monetary and macroprudential policy with endogenous risk T Adrian, F Duarte, N Liang, P Zabczyk IMF Working Paper, 2020 | 26 | 2020 |
| A requiem for the fiscal theory of the price level MR Farmer, P Zabczyk International Monetary Fund, 2019 | 25 | 2019 |
| What lies beneath? A time-varying FAVAR model for the UK transmission mechanism H Mumtaz, P Zabczyk, C Ellis ECB Working Paper, 2011 | 24 | 2011 |
| What lies beneath: what can disaggregated data tell us about the behaviour of prices? H Mumtaz, P Zabczyk, C Ellis SSRN, 2009 | 22 | 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 | 16 | 2012 |
| Monetary policy and exchange rate dynamics in a behavioral open economy model M Kolasa, S Ravgotra, P Zabczyk Available at SSRN 4653180, 2022 | 13 | 2022 |
| The household fallacy REA Farmer, P Zabczyk Economics Letters 169, 83-86, 2018 | 11 | 2018 |
| Managing monetary tradeoffs in vulnerable open economies T Adrian, CJ Erceg, M Kolasa, J Lindé, P Zabczyk CEPR Discussion Paper No. DP16972, 2022 | 10 | 2022 |
| The fiscal theory of the price level in overlapping generations models REA Farmer¹, P Zabczyk | 10 | 2019 |
| The business cycle implications of banks’ maturity transformation MM Andreasen, M Ferman, P Zabczyk Bank of England working paper, 2012 | 10 | 2012 |
| An Estimated DSGE Model for Integrated Policy Analysis K Chen, M Kolasa, J Lindé, H Wang, P Zabczyk, MJ Zhou International Monetary Fund, 2023 | 7 | 2023 |
| An efficient method of computing higher-order bond price perturbation approximations MM Andreasen, P Zabczyk Bank of England Working Paper, 2011 | 6 | 2011 |
Tobias AdrianFinancial Counsellor and Director, International Monetary FundVerified email at imf.org
