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Pawel Zabczyk

Senior Financial Sector Expert · International Monetary Fund

Senior Financial Sector Expert in the Monetary Modeling Unit of the IMF's Monetary and Capital Markets Department, working on a quantitative Integrated Policy Framework model and monetary policy strategy. Previously held a range of economist and adviser posts at the Bank of England and a secondment at the ECB. Research interests are macro-finance and international economics.

2 papers tracked 2 classics ⌁ Follow this author
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Published Classic IMF Working Papers Published Dec 2021
A Quantitative Microfounded Model for the Integrated Policy Framework

Tobias Adrian · Christopher Erceg · Marcin Kolasa · Jesper Lindé · Pawel Zabczyk

A microfounded two-country New Keynesian model, calibrated separately to a representative emerging market and a representative advanced economy, in which limited FX-market risk-bearing capacity and an …

Open Economy Macro Exchange Rates Capital Flows Monetary Policy Dsge Models Effective Lower Bound Free Read ↗
Published Classic IMF Working Papers Published Jul 2020
A Quantitative Model for the Integrated Policy Framework

Tobias Adrian · Christopher Erceg · Jesper Lindé · Pawel Zabczyk · Jianping Zhou

An empirically-oriented New Keynesian small open economy model, of the kind central banks use, built to quantify when foreign exchange intervention and capital flow management tools improve monetary …

Open Economy Macro Exchange Rates Capital Flows Monetary Policy Dsge Models Effective Lower Bound Free Read ↗