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2013
- 470 Long and short-term effects of the financial crisis on labour productivity, capital and output
by Oulton, Nicholas & Sebastia-Barriel, Maria
2012
- 469 High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market
by Benos, Evangelos & Sagade, Satchit - 468 Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
by Garratt, Rodney & Webber, Lewis & Willison, Matthew - 467 Factor adjustment costs: a structural investigation
by Mumtaz, Haroon & Zanetti, Francesco - 466 QE and the gilt market: a disaggregated analysis
by Daines, Martin & Joyce, Michael & Tong, Matthew - 465 Size and complexity in model financial systems
by Arinaminpathy, Nimalan & Kapadia, Sujit & May, Robert - 464 International policy spillovers at the zero lower bound
by Haberis, Alex & Lipińska, Anna - 463 The international transmission of volatility shocks: an empirical analysis
by Mumtaz, Haroon & Theodoridis, Konstantinos - 462 Reputation, risk-taking and macroprudential policy
by Aikman, David & Nelson, Benjamin & Tanaka, Misa - 461 Labour market institutions and unemployment volatility: evidence from OECD countries
by Faccini, Renato & Rosazza Bondibene, Chiara - 460 Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom
by Rose, Andrew & Wieladek, Tomasz - 459 Inflation and output in New Keynesian models with a transient interest rate peg
by Carlstrom, Charles & Fuerst, Timothy & Paustian, Matthias - 458 A network model of financial system resilience
by Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew - 457 What do sticky and flexible prices tell us?
by Millard, Stephen & O'Grady, Tom - 456 Liquidity risk, cash-flow constraints and systemic feedbacks
by Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel - 455 Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions
by de Vincent-Humphreys, Rupert & Noss, Joseph - 454 Fixed interest rates over finite horizons
by Blake, Andrew - 453 Neutral technology shocks and employment dynamics: results based on an RBC identification scheme
by Mumtaz, Haroon & Zanetti, Francesco - 452 Simple banking: profitability and the yield curve
by Alessandri, Piergiorgio & Nelson, Benjamin - 451 Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers
by Benos, Evangelos & Garratt, Rodney & zimmerman, Peter - 450 Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos - 449 Misperceptions, heterogeneous expectations and macroeconomic dynamics
by Harrison, Richard & Taylor, Tim - 448 Non-rational expectations and the transmission mechanism
by Harrison, Richard & Taylor, Tim - 447 Implicit intraday interest rate in the UK unsecured overnight money market
by Jurgilas, Marius & Zikes, Filip - 446 The business cycle implications of banks’ maturity transformation
by Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel - 445 Does macropru leak? Evidence from a UK policy experiment
by Aiyar, Shekhar & Calomiris , Charles W & Wieladek, Tomasz - 444 Asset purchase policy at the effective lower bound for interest rates
by Harrison, Richard - 443 Assessing the economy-wide effects of quantitative easing
by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos - 442 The impact of QE on the UK economy – some supportive monetarist arithmetic
by Bridges, Jonathan & Thomas, Ryland
2011
- 441 An estimated DSGE model: explaining variation in term premia
by Andreasen, Martin - 440 Time-varying volatility, precautionary saving and monetary policy
by Hatcher, Michael - 439 An efficient minimum distance estimator for DSGE models
by Theodoridis, Konstantinos - 438 How do individual UK consumer prices behave?
by Bunn, Philip & Ellis, Colin - 437 Estimating the impact of the volatility of shocks: a structural VAR approach
by Mumtaz, Haroon - 436 Systemic capital requirements
by Webber, Lewis & Willison, Matthew - 435 Preferred-habitat investors and the US term structure of real rates
by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele - 434 Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change
by Kapetanios, George & Yates, Tony - 433 The impact of permanent energy price shocks on the UK economy
by Harrison, Richard & Thomas, Ryland & de Weymarn, Iain - 432 An estimated DSGE model of energy, costs and inflation in the United Kingdom
by Millard, Stephen - 431 Financial intermediaries in an estimated DSGE model for the United Kingdom
by Villa, Stefania & Yang, Jing - 430 Identifying risks in emerging market sovereign and corporate bond spreads
by Zinna, Gabriele - 429 Domestic financial regulation and external borrowing
by Lanau, Sergi - 428 Intraday two-part tariff in payment systems
by Ota, Tomohiro - 427 System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis
by Perlin, Marcelo & Schanz, Jochen - 426 Labour supply as a buffer: evidence from UK households
by Benito, Andrew & Saleheen, Jumana - 425 International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
by Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki - 424 How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom
by Aiyar, Shekhar - 423 Shifts in portfolio preferences of international investors: an application to sovereign wealth funds
by Sa, Filipa & Viani, Francesca - 422 Understanding the macroeconomic effects of working capital in the United Kingdom
by Fernandez-Corugedo, Emilio & McMahon, Michael & Millard, Stephen & Rachel, Lukasz - 421 Global rebalancing: the macroeconomic impact on the United Kingdom
by Haberis, Alex & Markovic, Bojan & Mayhew, Karen & Zabczyk, Pawel - 420 Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7?
by Lipinska, Anna & Millard, Stephen - 419 A global model of international yield curves: no-arbitrage term structure approach
by Kaminska, Iryna & Meldrum, Andrew & Smith, James - 418 Cyclical risk aversion, precautionary saving and monetary policy
by De Paoli, Bianca & Zabczyk, Pawel - 417 How non-Gaussian shocks affect risk premia in non-linear DSGE models
by Andreasen, Martin - 416 An efficient method of computing higher-order bond price perturbation approximations
by Andreasen , Martin & Zabczyk, Pawel - 415 The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies
by Blake, Andy & Kirsanova, Tatiana & Yates, Tony - 414 A Bayesian approach to optimal monetary policy with parameter and model uncertainty
by Cogley, Timothy & de Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony - 413 Mapping systemic risk in the international banking network
by Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna - 411 Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation
by Sa, Filipa & Towbin, Pascal & wieladek, tomasz - 410 Are EME indicators of vulnerability to financial crises decoupling from global factors?
by Felices, Guillermo & Wieladek, Tomasz - 409 The contractual approach to sovereign debt restructuring
by Lanau, Sergi - 408 Wage rigidities in an estimated DSGE model of the UK labour market
by Faccini, Renato & Millard, Stephen & Zanetti, Francesco
2010
- 407 Extracting information from structured credit markets
by Noss, Joseph - 406 Forecasting in the presence of recent structural change
by Eklund, Jana & Kapetanios, George & Price, Simon - 405 Monetary policy, capital inflows and the housing boom
by Sa, Filipa & Wieladek, Tomasz - 404 The impact of payment splitting on liquidity requirements in RTGS
by Denbee, Edward & Norman, Ben - 403 Monetary policy rules and foreign currency positions
by De Paoli, Bianca & Küçük-Tuğer, Hande & Søndergaard, Jens - 402 DSGE model restrictions for structural VAR identification
by Liu, Philip & Theodoridis, Konstantinos - 401 Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
by Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon - 400 Liquidity-saving mechanisms and bank behaviour
by Galbiati, Marco & Soramaki, Kimmo - 399 Liquidity costs and tiering in large-value payment systems
by Adams, Mark & Galbiati, Marco & Giansante, Simone - 398 The sterling unsecured loan market during 2006-08: insights from network theory
by Wetherilt, Anne & Zimmerman, Peter & Soramaki, Kimmo - 397 Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
by Liu, Philip & Mumtaz, Haroon - 396 Using estimated models to assess nominal and real rigidities in the United Kingdom
by Kamber, Gunes & Millard, Stephen - 395 New insights into price-setting behaviour in the United Kingdom
by Greenslade, Jennifer & Parker, Miles - 394 How do individual UK producer prices behave?
by Bunn, Philip & Ellis, Colin - 393 The financial market impact of quantitative easing
by Joyce, Michael & Lasaosa, Ana & Stevens , Ibrahim & Tong, Matthew - 392 Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis
by Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon - 391 Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies
by di Pace, Federico & Faccini, Renato - 390 Technology shocks, employment and labour market frictions
by Mandelman, Federico S & Zanetti, Francesco - 389 Liquidity-saving mechanisms in collateral-based RTGS payment systems
by Jurgilas, Marius & Martin, Antoine - 388 An economic capital model integrating credit and interest rate risk in the banking book
by Alessandri, Piergiorgio & Drehmann, Mathias - 387 Shocks to bank capital: evidence from UK banks at home and away
by Mora, Nada & Logan, Andrew - 386 Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR
by Mumtaz, Haroon - 385 Imperfect credit markets: implications for monetary policy
by Vlieghe, Gertjan - 384 The geographical composition of national external balance sheets: 1980-2005
by Kubelec, Chris & Sa, Filipa - 383 Contagion in financial networks
by Gai, Prasanna & Kapadia, Sujit - 382 Time-varying dynamics of the real exchange rate. A structural VAR analysis
by Mumtaz, Haroon & Sunder-Plassmann, Laura - 381 All together now: do international factors explain relative price comovements?
by Karagedikli, Özer & Mumtaz, Haroon & Tanaka, Misa - 380 Evaluating and estimating a DSGE model for the United Kingdom
by Harrison, Richard & Oomen, Özlem - 379 Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis
by Waldron, Matt & Zampolli, Fabrizio
2009
- 378 Do supermarket prices change from week to week?
by Ellis, Colin - 377 International spillover effects and monetary policy activism
by Lipinska, Anna & Spange, Morten & Tanaka, Misa - 376 Endogenous choice of bank liquidity: the role of fire sales
by Acharya, Viral & Song Shin, Hyun & Yorulmazer, Tanju - 375 Inflation dynamics with labour market matching: assessing alternative specifications
by Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier - 374 How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?
by Schanz, Jochen - 373 International financial transmission: emerging and mature markets
by Felices, Guillermo & Grisse, Christian & Yang, Jing - 372 Funding liquidity risk in a quantitative model of systemic stability
by Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew - 371 Payment systems, inside money and financial intermediation
by Merrouche, Ouarda & Nier, Erlend - 370 Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system
by Merrouche, Ouarda & Schanz, Jochen - 369 Multivariate methods for monitoring structural change
by Groen, Jan J J & Kapetanios, George & Price, Simon - 368 The real exchange rate in sticky-price models: does investment matter?
by Martinez-Garcia, Enrique & Sondergaard, Jens - 367 Labour market flows: facts from the United Kingdom
by Gomes, Pedro - 366 Common determinants of currency crises: role of external balance sheet variables
by Licchetta, Mirko - 365 Foreign exchange rate risk in a small open economy
by De Paoli, Bianca & Sondergaard, Jens - 364 What lies beneath: what can disaggregated data tell us about the behaviour of prices?
by Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin - 363 Dynamics of the term structure of UK interest rates
by Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo - 362 Output costs of sovereign crises: some empirical estimates
by De Paoli, Bianca & Hoggarth, Glenn & Saporta, Victoria - 361 Why do risk premia vary over time? A theoretical investigation under habit formation
by De Paoli, Bianca & Zabczyk, Pawel - 360 Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves
by Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen
2008
- 359 Globalisation, import prices and inflation dynamics
by Peacock, Chris & Baumann, Ursel - 358 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter - 357 A no-arbitrage structural vector autoregressive model of the UK yield curve
by Kaminska, Iryna - 356 Measuring monetary policy expectations from financial market instruments
by Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen - 355 The network topology of CHAPS Sterling
by Becher, Christopher & Millard, Stephen & SoramÃÂäki, Kimmo - 354 Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach
by Felices, Guillermo & Orskaug, Bjorn-Erik - 353 The conduct of global monetary policy and domestic stability
by Blake, Andrew P & Markovic, Bojan - 352 An agent-based model of payment systems
by Galbiati, Marco & Soramaki, Kimmo - 351 The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence
by Macallan, Clare & Millard, Stephen & Parker, Miles - 350 Investigating the structural stability of the Phillips curve relationship
by Groen, Jan J J & Mumtaz, Haroon - 349 Dealing with country diversity: challenges for the IMF credit union model
by Irwin, Gregor & Penalver, Adrian & Salmon, Chris & Taylor, Ashley - 348 The elasticity of substitution: evidence from a UK firm-level data set
by Barnes, Sebastian & Price, Simon & Sebastia Barriel, Maria - 347 Non-linear adjustment of import prices in the European Union
by Campa, Jose Manuel & Gonzalez Minguez, Jose M & Sebastia Barriel, Maria - 346 Network models and financial stability
by Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo - 345 Summary statistics of option-implied probability density functions and their properties
by Lynch, Damien & Panigirtzoglou, Nikolaos - 344 International monetary co-operation in a world of imperfect information
by Tan, Kang Yong & Tanaka, Misa - 343 Efficient frameworks for sovereign borrowing
by Irwin, Gregor & Thwaites, Gregory - 342 That elusive elasticity and the ubiquitous bias: is panel data a panacea?
by James Smith - 341 Evolving international inflation dynamics: evidence from a time-varying dynamic factor model
by Haroon Mumtaz & Paolo Surico - 340 Financial innovation, macroeconomic stability and systemic crises
by Prasanna Gai & Sujit Kapadia & Stephen Millard & Ander Perez - 339 The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective
by Mathias Drehmann & Steffen Sorensen & Marco Stringa - 338 Monetary policy shifts and inflation dynamics
by Paolo Surico - 337 Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach
by Ana Lasaosa & Merxe Tudela
2007
- 336 A state space approach to extracting the signal from uncertain data
by Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard - 335 Business cycle fluctuations and excess sensitivity of private consumption
by Gert Peersman & Lorenzo Pozzi - 334 Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index
by Matthew Hurd & Mark Salmon & Christoph Schleicher - 333 Labour market institutions and aggregate fluctuations in a search and matching model
by Francesco Zanetti - 332 Investment adjustment costs: evidence from UK and US industries
by Charlotta Groth & Hashmat Khan - 331 Wage flexibility in Britain: some micro and macro evidence
by Mark E Schweitzer - 330 Escaping Nash and volatile inflation
by Martin Ellison & Tony Yates - 329 The impact of yuan revaluation on the Asian region
by Glenn Hoggarth & Hui Tong - 328 Cash-in-the-market pricing and optimal resolution of bank failures
by Viral Acharya & Tanju Yorulmazer - 327 A model of market surprises
by Lavan Mahadeva - 326 Asset pricing implications of a New Keynesian model
by Bianca De Paoli & Alasdair Scott & Olaf Weeken - 325 Inter-industry contagion between UK life insurers and UK banks: an event study
by Marco Stringa & Allan Monks - 324 Housing equity as a buffer: evidence from UK households
by Andrew Benito - 323 Forecast combination and the Bank of England’s suite of statistical forecasting models
by George Kapetanios & Vincent Labhard & Simon Price - 322 An affine macro-factor model of the UK yield curve
by Peter Lildholdt & Nikolaos Panigirtzoglou & Chris Peacock - 321 Comparing the pre-settlement risk implications of alternative clearing arrangements
by John P Jackson & Mark J Manning - 320 The real exchange rate and quality improvements
by Karen Dury & Özlem Oomen - 319 Too many to fail - an analysis of time-inconsistency in bank closure policies
by Viral Acharya & Tanju Yorulmazer - 318 Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks?
by Bojan Markovic & Laura Povoledo
2006
- 317 Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany
by Peter Gibbard & Ibrahim Stevens - 316 Financial infrastructure and corporate governance
by Helen Allen & Grigoria Christodoulou & Stephen Millard - 315 Do announcements of bank acquisitions in emerging markets create value?
by Farouk Soussa & Tracy Wheeler - 314 Consumer credit conditions in the United Kingdom
by Emilio Fernandez-Corugedo & John Muellbauer - 313 Bank capital channels in the monetary transmission mechanism
by Bojan Markovic - 312 Exchange rate pass-through into UK import prices
by Haroon Mumtaz & Özlem Oomen & Jian Wang - 311 The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests
by Georgios Chortareas & George Kapetanios - 310 Returns to equity, investment and Q: evidence from the United Kingdom
by Simon Price & Christoph Schleicher - 309 Fundamental inflation uncertainty
by Charlotta Groth & Jarkko Jääskelä & Paolo Surico - 308 Optimal emerging market fiscal policy when trend output growth is unobserved
by Gregory Thwaites - 307 Fiscal rules for debt sustainability in emerging markets: the impact of volatility and default risk
by Adrian Penalver & Gregory Thwaites - 306 Consumption excess sensitivity, liquidity constraints and the collateral role of housing
by Andrew Benito & Haroon Mumtaz - 305 Bank capital, asset prices and monetary policy
by David Aikman & Matthias Paustian - 304 Procyclicality, collateral values and financial stability
by Prasanna Gai & Peter Kondor & Nicholas Vause - 303 The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model
by Alex Brazier & Richard Harrison & Mervyn King & Tony Yates - 302 International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD
by Vincent Labhard & Michael Sawicki - 301 The welfare benefits of stable and efficient payment systems
by Stephen Millard & Matthew Willison - 300 Elasticities, markups and technical progress: evidence from a state-space approach
by Colin Ellis - 299 Optimal discretionary policy in rational expectations models with regime switching
by Richhild Moessner - 298 Optimal monetary policy in Markov-switching models with rational expectations agents
by Andrew P Blake & Fabrizio Zampolli - 297 Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics
by Fabrizio Zampolli - 296 Sterling implications of a US current account reversal
by Morten Spange & Pawel Zabczyk - 295 Productivity growth, adjustment costs and variable factor utilisation: the UK case
by Charlotta Groth & Soledad Nuñez & Sylaja Srinivasan - 294 How does the down-payment constraint affect the UK housing market?
by Andrew Benito - 293 Resolving banking crises - an analysis of policy options
by Misa Tanaka & Glenn Hoggarth - 292 Switching costs in the market for personal current accounts: some evidence for the United Kingdom
by Céline Gondat-Larralde & Erlend Nier - 291 Affine term structure models for the foreign exchange risk premium
by Luca Benati - 290 UK monetary regimes and macroeconomic stylised facts
by Luca Benati - 289 Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom
by Kamakshya Trivedi & Garry Young - 288 The price puzzle: fact or artefact?
by Efrem Castelnuovo & Paolo Surico - 287 Assessing central counterparty margin coverage on futures contracts using GARCH models
by Raymond Knott & Marco Polenghi - 286 Modelling the cross-border use of collateral in payment systems
by Mark J Manning & Matthew Willison
2005
- 285 The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness
by Bergljot Barkbu & Vincenzo Cassino & Aileen Gosselin-Lotz & Laura Piscitelli - 284 Modelling manufacturing inventories
by John D Tsoukalas - 283 Measuring investors' risk appetite
by Prasanna Gai & Nicholas Vause - 282 Stress tests of UK banks using a VAR approach
by Glenn Hoggarth & Steffen Sorensen & Lea Zicchino - 281 Monetary policy and data uncertainty
by Jarkko Jääskelä & Tony Yates - 280 A quality-adjusted labour input series for the United Kingdom (1975-2002)
by Venetia Bell & Pablo Burriel-Llombart & Jerry Jones - 279 Monetary policy and private sector misperceptions about the natural level of output
by Jarkko Jääskelä & Jack McKeown - 278 Misperceptions and monetary policy in a New Keynesian model
by Jarkko Jääskelä & Jack McKeown - 277 When is mortgage indebtedness a financial burden to British households? A dynamic probit approach
by Orla May & Merxe Tudela - 276 Corporate expenditures and pension contributions: evidence from UK company accounts
by Philip Bunn & Kamakshya Trivedi - 275 Wealth and consumption: an assessment of the international evidence
by Vincent Labhard & Gabriel Sterne & Chris Young - 274 The substitution of bank for non-bank corporate finance: evidence for the United Kingdom
by Ursel Baumann & Glenn Hoggarth & Darren Pain - 273 'Real-world' mortgages, consumption volatility and the low inflation environment
by Sebastian Barnes & Gregory Thwaites - 272 What caused the early millennium slowdown? Evidence based on vector autoregressions
by Gert Peersman - 271 Consumption, house prices and expectations
by Orazio Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester - 270 A model of bank capital, lending and the macroeconomy: Basel I versus Basel II
by Lea Zicchino