Andreas Pescatori

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

10

DOWNLOADS

490

SSRN CITATIONS
Rank 30,715

SSRN RANKINGS

Top 30,715

in Total Papers Citations

23

CROSSREF CITATIONS

5

Scholarly Papers (10)

1.
Downloads 121 (297,314)
Citation 2

Systemic Risk: A New Trade-Off for Monetary Policy?

Number of pages: 47 Posted: 21 Jul 2015
Stefan Laseen, Andreas Pescatori and Jarkko Turunen
Sveriges Riksbank - Monetary Policy Department, International Monetary Fund (IMF) and International Monetary Fund
Downloads 68 (431,211)

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Systemic risk assessment, Monetary policy, Macroprudential Policy, Financial sector, General equilibrium models, Endogenous Financial Risk, DSGE models, Non-Linear Dynamics, Policy Evaluation, welfare, prices, equity, variables, capital, consumption

Systemic Risk: A New Trade-Off for Monetary Policy?

Riksbank Research Paper Series No. 165, Sveriges Riksbank Working Paper Series No. 341
Number of pages: 46 Posted: 26 Jan 2018
Stefan Laseen, Andreas Pescatori and Jarkko Turunen
Sveriges Riksbank - Monetary Policy Department, International Monetary Fund (IMF) and International Monetary Fund
Downloads 53 (488,261)
Citation 1

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Monetary Policy, Endogenous Financial Risk, DSGE models, Non-Linear Dynamics, Policy Evaluation

2.

U.S. Dollar Dynamics: How Important are Policy Divergence and FX Risk Premiums?

Number of pages: 48 Posted: 09 Dec 2016
Ravi Balakrishnan, Stefan Laseen and Andreas Pescatori
International Monetary Fund (IMF) - Fiscal Affairs Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 56 (468,549)

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US dollar, United States, Foreign exchange, Risk premium, External shocks, Monetary policy, Structural vector autoregression, General equilibrium models, Foreign exchange, monetary policy shocks, FX risk premium, SVAR

3.

Lower for Longer: Neutral Rates in the United States

Number of pages: 23 Posted: 21 Jul 2015
Andreas Pescatori and Jarkko Turunen
International Monetary Fund (IMF) and International Monetary Fund
Downloads 56 (468,549)

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Interest rates, United States, Monetary policy, Econometric models, Neutral interest rate, output, output gap, federal reserve, equity, price, savings, growth rate, current account surplus, balance sheet, prices

4.

Labor Market Informality and the Business Cycle

Number of pages: 43 Posted: 05 Jan 2021
Frederic J. Lambert, Andreas Pescatori and Frederik Toscani
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund
Downloads 52 (484,216)

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5.

Energy, Efficiency Gains and Economic Development: When Will Global Energy Demand Saturate?

Number of pages: 44 Posted: 05 Jan 2021
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 51 (488,403)

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6.

Credit, Securitization and Monetary Policy: Watch Out for Unintended Consequences

Number of pages: 22 Posted: 27 Sep 2016
Andreas Pescatori and Juan A. Solé
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 44 (519,021)
Citation 1

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Monetary policy; monetary policy shocks; VAR; proxy VAR; financialintermediation; shadow banking; securitization; GSE; private-label ABS issuers.

7.

Central Bank Communication and Monetary Policy Surprises in Chile

Number of pages: 34 Posted: 01 Aug 2018
Andreas Pescatori
International Monetary Fund (IMF)
Downloads 43 (523,695)

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Financial crises, Foreign banks, Monetary policy; monetary policy shocks; proxy VAR; central bank communication; central bank predictability; inflation forecast dispersion, Chile, Monetary policy, monetary policy shocks, proxy VAR, central bank communication, central bank predictability, inflation forecast dispersion, Credit Rationing, Relationship Lending

8.

Financial Stability and Interest-Rate Policy: A Quantitative Assessment of Costs and Benefits

Number of pages: 30 Posted: 27 Sep 2016
Andreas Pescatori and Stefan Laseen
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 36 (558,494)

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Monetary Policy, Endogenous Financial Risk, Bayesian VAR, Non-Linear Dynamics, Policy Evaluation.

The Macroeconomic Effects of Trade Tariffs: Revisiting the Lerner Symmetry Result

Number of pages: 55 Posted: 09 Aug 2017
Jesper Lindé and Andreas Pescatori
Sveriges Riksbank and International Monetary Fund (IMF)
Downloads 31 (600,925)
Citation 13

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Central banks and their policies, Import Tariffs; Export Subsidies; Lerner Condition, Incomplete Markets; Complete Markets, Border Adjustment Tax, Trade War, New Keynesian open-economy model, Import Tariffs, Export Subsidies, Lerner Condition, Incomplete Markets, Complete Markets, Monetary Policy (Targets, Instruments, and Effects)

The Macroeconomic Effects of Trade Tariffs: Revisiting the Lerner Symmetry Result

Number of pages: 60 Posted: 02 Jan 2018
Jesper Lindé and Andreas Pescatori
Sveriges Riksbank and International Monetary Fund (IMF)
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Border Adjustment Tax, Import Tariffs and Export Subsidies; Lerner Condition, Incomplete and Complete Markets, New Keynesian open-economy model, Trade War

10.

Financial Stability and Interest‐Rate Policy: A Quantitative Assessment of Costs and Benefit

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 53, Issue 3, pp. 1246-1273, 2020
Number of pages: 28 Posted: 06 Oct 2020 Last Revised: 21 Nov 2020
Stefan Laseen and Andreas Pescatori
Sveriges Riksbank - Monetary Policy Department and International Monetary Fund (IMF)
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