Fabrizio Zampolli

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

14

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6,926

SSRN CITATIONS
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Top 7,449

in Total Papers Citations

55

CROSSREF CITATIONS

116

Scholarly Papers (14)

1.

The Real Effects of Debt

BIS Working Paper No. 352
Number of pages: 39 Posted: 19 Oct 2011
Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2,831 (5,114)
Citation 16

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growth, public debt, private debt, debt threshold, ageing

2.

The Future of Public Debt: Prospects and Implications

BIS Working Paper No. 300
Number of pages: 26 Posted: 05 May 2010
Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2,217 (7,668)
Citation 65

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public debt, fiscal deficit, age-related spending, inflation, interest rates, default risk

3.

Labour Reallocation and Productivity Dynamics: Financial Causes, Real Consequences

BIS Working Paper No. 534
Number of pages: 39 Posted: 06 Jan 2016
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 363 (97,725)
Citation 9

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Labour reallocation, productivity, credit booms, financial crises, hysteresis

4.

Fiscal Sustainability and the Financial Cycle

BIS Working Paper No. 552
Number of pages: 30 Posted: 08 Apr 2016
Claudio E. V. Borio, Marco J. Lombardi and Fabrizio Zampolli
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 292 (124,031)

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financial cycle, financial crisis, cyclically adjusted fiscal balance

5.

Market Volatility, Monetary Policy and the Term Premium

BIS Working Paper No. 606
Number of pages: 42 Posted: 17 Jan 2017
Sushanta Mallick, Madhusudan S. Mohanty and Fabrizio Zampolli
Queen Mary University of London, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 212 (170,453)
Citation 1

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bond market volatility, VIX, unconventional monetary policy, quantitative easing, long-term interest rate, term premia

6.

Household Debt, House Prices and Consumption in the United Kingdom: A Quantitative Theoretical Analysis

Bank of England Working Paper No. 379
Number of pages: 55 Posted: 13 Mar 2010
Matt Waldron and Fabrizio Zampolli
Bank of England and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 165 (213,120)
Citation 4

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Consumption, housing market, collateral constraints, life cycle, OLG

7.

Optimal Monetary Policy in Markov-Switching Models with Rational Expectations Agents

Bank of England Working Paper No. 298
Number of pages: 54 Posted: 26 Sep 2006
Andrew P. Blake and Fabrizio Zampolli
Bank of England - CCBS and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 149 (232,094)
Citation 15

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Monetary policy, structural breaks, regime switching, rational expectations, heterogeneous beliefs, time consistency, commitment

8.

Sovereign Debt Management as an Instrument of Monetary Policy: An Overview

BIS Paper No. 65f
Number of pages: 22 Posted: 20 Jun 2012
Fabrizio Zampolli
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 145 (237,230)
Citation 2

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Public debt, portfolio rebalancing effects, money, liquidity, Tobin, Friedman, preferred habitat, term structure of interest rates

9.

The Interest Rate Effects of Government Debt Maturity

BIS Working Paper No. 415
Number of pages: 52 Posted: 20 Jun 2013
Jagjit S. Chadha, Philip Turner and Fabrizio Zampolli
University of St. Andrews - School of Management, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 144 (238,554)
Citation 1

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quantitative easing, sovereign debt management, long-term interest rate, portfolio balance effect

10.

Government Size and Macroeconomic Stability

BIS Quarterly Review December 2009
Number of pages: 14 Posted: 06 Aug 2012
Madhusudan S. Mohanty and Fabrizio Zampolli
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 99 (313,641)

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11.

Optimal Monetary Policy in a Regime-Switching Economy: The Response to Abrupt Shifts in Exchange Rate Dynamics

Bank of England Working Paper No. 297
Number of pages: 57 Posted: 26 Sep 2006
Fabrizio Zampolli
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 98 (315,678)
Citation 9

Abstract:

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Monetary policy, regime-switching, uncertain probabilities

12.

Welfare Implications of Joining a Common Currency

Number of pages: 34 Posted: 05 May 2005
Michele Ca' Zorzi, Roberto A. De Santis and Fabrizio Zampolli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 93 (326,525)

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Balassa-Samuelson Effect, Currency Union, Monetary Policy, Welfare

13.

Monetary Independence in a Financially Integrated World: What Do Measures of Interest Rate Co-Movement Tell Us?

BIS Paper No. 88g
Number of pages: 13 Posted: 02 Nov 2016
Enisse Kharroubi and Fabrizio Zampolli
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 70 (385,887)

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Mundell’s trilemma, international monetary and financial system, government bond yields, interest rate spillovers, interest rate pass-through

14.

What Drives the Short-Run Costs of Fiscal Consolidation? Evidence from OECD Countries

BIS Working Paper No. 553
Number of pages: 36 Posted: 08 Apr 2016
Ryan Banerjee and Fabrizio Zampolli
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 48 (461,959)

Abstract:

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fiscal consolidation, fiscal multipliers, narrative approach, panel data, local projections