Printed from https://ideas.repec.org/s/boe/boeewp4.html
Content
2015
- 533 Safe haven currencies: a portfolio perspective
by Gino Cenedese - 532 Towards a New Keynesian theory of the price level
by John Barrdear - 531 The UK productivity puzzle 2008-13: evidence from British businesses
by Rebecca Riley & Chiara Rosazza-Bondibene & Garry Young - 530 Cross-country co-movement in long-term interest rates: a DSGE approach
by Michael Chin & Thomai Filippeli & Konstantinos Theodoridis - 529 Banks are not intermediaries of loanable funds – and why this matters
by Zoltan Jakab & Michael Kumhof - 528 Forecasting with VAR models: fat tails and stochastic volatility
by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter - 527 Can a data-rich environment help identify the sources of model misspecification?
by Francesca Monti - 526 A joint affine model of commodity futures and US Treasury yields
by Michael Chin & Zhuoshi Liu - 525 Filtered historical simulation Value-at-Risk models and their competitors
by Pedro Gurrola-Perez & David Murphy - 524 On a tight leash: does bank organisational structure matter for macroprudential spillovers?
by Piotr Danisewicz & Dennis Reinhardt & Rhiannon Sowerbutts - 523 Interactions among high-frequency traders
by Evangelos Benos & James Brugler & Erik Hjalmarsson & Filip Zikes - 522 Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies
by Ambrogio Cesa-Bianchi & Luis Cespedes & Alessandro Rebucci - 521 Do contractionary monetary policy shocks expand shadow banking?
by Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis - 520 A forecast evaluation of expected equity return measures
by Michael Chin & Christopher Polk
2014
- 519 Long-term unemployment and convexity in the Phillips curve
by Bradley Speigner - 518 Evaluating the robustness of UK term structure decompositions using linear regression methods
by Sheheryar Malik & Andrew Meldrum - 517 Optimal contracts, aggregate risk and the financial accelerator
by Timothy Fuerst & Charles Carlstrom & Matthias Paustian - 516 Mapping the UK interbank system
by Sam Langfield & Zijun Liu & Tomohiro Ota - 515 The Bank of England Credit Conditions Survey
by Venetia Bell & Alice Pugh - 514 Optimal monetary policy in the presence of human capital depreciation during unemployment
by Lien Laureys - 513 Variations in liquidity provision in real-time payment systems
by Edward Denbee & Rodney Garratt & Peter Zimmerman - 512 Policy uncertainty spillovers to emerging markets – evidence from capital flows
by Ludovic Gauvin & Cameron McLoughlin & Dennis Reinhardt - 511 QE and the bank lending channel in the United Kingdom
by Nick Butt & Rohan Churm & Michael McMahon & Arpad Morotz & Jochen Schanz - 510 Institutional investor portfolio allocation, quantitative easing and the global financial crisis
by Michael Joyce & Zhuoshi Liu & Ian Tonks - 509 Exploiting the monthly data flow in structural forecasting
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin - 508 How does credit supply respond to monetary policy and bank minimum capital requirements?
by Shekhar Aiyar & Charles Calomiris & Tomasz Wieladek - 507 Estimating time-varying DSGE models using minimum distance methods
by Liudas Giraitis & George Kapetanios & Konstantinos Theodoridis & Tony Yates - 506 Tailwinds from the East: how has the rising share of imports from emerging markets affected import prices?
by John Lewis & Jumana Saleheen - 505 The cost of human capital depreciation during unemployment
by Lien Laureys - 504 Quantitative easing and bank lending: a panel data approach
by Michael Joyce & Marco Spaltro - 503 Peering into the mist: social learning over an opaque observation network
by John Barrdear - 502 The effect of the financial crisis on TFP growth: a general equilibrium approach
by Stephen Millard & Anamaria Nicolae - 501 UK deposit-taker responses to the financial crisis: what are the lessons?
by William Francis - 500 Modelling the service sector
by Philip King & Stephen Millard - 499 Sectoral shocks and monetary policy in the United Kingdom
by Huw Dixon & Jeremy Franklin & Stephen Millard - 498 The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets
by Dennis Reinhardt & Steven Riddiough - 497 The international transmission of bank capital requirements: evidence from the United Kingdom
by Shekhar Aiyar & Charles Calomiris & John Hooley & Yevgeniya Korniyenko & Tomasz Wieladek - 496 Uncertainty in a model with credit frictions
by Ambrogio Cesa-Bianchi & Emilio Fernandez-Corugedo - 495 The productivity puzzle: a firm-level investigation into employment behaviour and resource allocation over the crisis
by Alina Barnett & Adrian Chiu & Jeremy Franklin & Maria Sebastia-Barriel - 494 Estimating the impact of changes in aggregate bank capital requirements during an upswing
by Joseph Noss & Priscilla Toffano - 493 The macroeconomic effects of monetary policy: a new measure for the United Kingdom
by James Cloyne & Patrick Hürtgen - 492 Generalised density forecast combinations
by Nicholas Fawcett & George Kapetanios & James Mitchell & Simon Price - 491 Household debt and the dynamic effects of income tax changes
by James Cloyne & Paolo Surico - 490 Adaptive forecasting in the presence of recent and ongoing structural change
by Liudas Giraitis & George Kapetanios & Simon Price - 489 Expectations, risk premia and information spanning in dynamic term structure model estimation
by Rodrigo Guimarães - 488 News and labour market dynamics in the data and in matching models
by Konstantinos Theodoridis & Francesco Zanetti - 487 Shadow banks and macroeconomic instability
by Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri - 486 The impact of capital requirements on bank lending
by Jonathan Bridges & David Gregory & Mette Nielsen & Silvia Pezzini & Amar Radia & Marco Spaltro - 485 Identifying channels of credit substitution when bank capital requirements are varied
by Shekhar Aiyar & Charles Calomiris & Tomasz Wieladek - 484 GDP-linked bonds and sovereign default
by David Barr & Oliver Bush & Alex Pienkowski
2013
- 483 Risk news shocks and the business cycle
by Gabor Pinter & Konstantinos Theodoridis & Tony Yates - 482 Has weak lending and activity in the United Kingdom been driven by credit supply shocks?
by Alina Barnett & Ryland Thomas - 481 Likelihood inference in non-linear term structure models: the importance of the lower bound
by Martin Andreasen & Andrew Meldrum - 480 Central counterparties and the topology of clearing networks
by Marco Galbiati & Kimmo Soramaki - 479 Financial factors and the international transmission mechanism
by Abigail Haddow & Mariya Mileva - 478 Capital over the business cycle: renting versus ownership
by Peter Gal & Gabor Pinter - 477 Non-uniform wage-staggering: European evidence and monetary policy implications
by Michel Juillard & Herve Le Bihan & Stephen Millard - 476 Oil shocks and the UK economy: the changing nature of shocks and impact over time
by Stephen Millard & Tamarah Shakir - 475 Policy multipliers under an interest rate peg of deterministic versus stochastic duration
by Chartles Carlstrom & Timothy Fuerst & Matthias Paustian - 474 Not all capital waves are alike: a sector-level examination of surges in FDI inflows
by Dennis Reinhardt & Salvatore Dell'Erba - 473 The pitfalls of speed-limit interest rate rules at the zero lower bound
by Charles Brendon & Matthias Paustian & Tony Yates - 472 International capital flows and development: financial openness matters
by Dennis Reinhardt & Luca Antonio Ricci & Thierry Tressel - 471 The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models
by Stephen Burgess & Emilio Fernandez-Corugedo & Charlotta Groth & Richard Harrison & Francesca Monti & Konstantinos Theodoridis & Matt Waldron - 470 Long and short-term effects of the financial crisis on labour productivity, capital and output
by Nicholas Oulton & Maria Sebastia-Barriel
2012
- 469 High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market
by Evangelos Benos & Satchit Sagade - 468 Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
by Rodney Garratt & Lewis Webber & Matthew Willison - 467 Factor adjustment costs: a structural investigation
by Haroon Mumtaz & Francesco Zanetti - 466 QE and the gilt market: a disaggregated analysis
by Martin Daines & Michael Joyce & Matthew Tong - 465 Size and complexity in model financial systems
by Nimalan Arinaminpathy & Sujit Kapadia & Robert May - 464 International policy spillovers at the zero lower bound
by Alex Haberis & Anna Lipińska - 463 The international transmission of volatility shocks: an empirical analysis
by Haroon Mumtaz & Konstantinos Theodoridis - 462 Reputation, risk-taking and macroprudential policy
by David Aikman & Benjamin Nelson & Misa Tanaka - 461 Labour market institutions and unemployment volatility: evidence from OECD countries
by Renato Faccini & Chiara Rosazza Bondibene - 460 Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom
by Andrew Rose & Tomasz Wieladek - 459 Inflation and output in New Keynesian models with a transient interest rate peg
by Charles Carlstrom & Timothy Fuerst & Matthias Paustian - 458 A network model of financial system resilience
by Kartik Anand & Prasanna Gai & Sujit Kapadia & Simon Brennan & Matthew Willison - 457 What do sticky and flexible prices tell us?
by Stephen Millard & Tom O'Grady - 456 Liquidity risk, cash-flow constraints and systemic feedbacks
by Sujit Kapadia & Mathias Drehmann & John Elliott & Gabriel Sterne - 455 Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions
by Rupert de Vincent-Humphreys & Joseph Noss - 454 Fixed interest rates over finite horizons
by Andrew Blake - 453 Neutral technology shocks and employment dynamics: results based on an RBC identification scheme
by Haroon Mumtaz & Francesco Zanetti - 452 Simple banking: profitability and the yield curve
by Piergiorgio Alessandri & Benjamin Nelson - 451 Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers
by Evangelos Benos & Rodney Garratt & Peter zimmerman - 450 Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
by Alina Barnett & Haroon Mumtaz & Konstantinos Theodoridis - 449 Misperceptions, heterogeneous expectations and macroeconomic dynamics
by Richard Harrison & Tim Taylor - 448 Non-rational expectations and the transmission mechanism
by Richard Harrison & Tim Taylor - 447 Implicit intraday interest rate in the UK unsecured overnight money market
by Marius Jurgilas & Filip Zikes - 446 The business cycle implications of banks’ maturity transformation
by Martin Andreasen & Marcelo Ferman & Pawel Zabczyk - 445 Does macropru leak? Evidence from a UK policy experiment
by Shekhar Aiyar & Charles W Calomiris & Tomasz Wieladek - 444 Asset purchase policy at the effective lower bound for interest rates
by Richard Harrison - 443 Assessing the economy-wide effects of quantitative easing
by George Kapetanios & Haroon Mumtaz & Ibrahim Stevens & Konstantinos Theodoridis - 442 The impact of QE on the UK economy – some supportive monetarist arithmetic
by Jonathan Bridges & Ryland Thomas
2011
- 441 An estimated DSGE model: explaining variation in term premia
by Martin Andreasen - 440 Time-varying volatility, precautionary saving and monetary policy
by Michael Hatcher - 439 An efficient minimum distance estimator for DSGE models
by Konstantinos Theodoridis - 438 How do individual UK consumer prices behave?
by Philip Bunn & Colin Ellis - 437 Estimating the impact of the volatility of shocks: a structural VAR approach
by Haroon Mumtaz - 436 Systemic capital requirements
by Lewis Webber & Matthew Willison - 435 Preferred-habitat investors and the US term structure of real rates
by Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna - 434 Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change
by George Kapetanios & Tony Yates - 433 The impact of permanent energy price shocks on the UK economy
by Richard Harrison & Ryland Thomas & Iain de Weymarn - 432 An estimated DSGE model of energy, costs and inflation in the United Kingdom
by Stephen Millard - 431 Financial intermediaries in an estimated DSGE model for the United Kingdom
by Stefania Villa & Jing Yang - 430 Identifying risks in emerging market sovereign and corporate bond spreads
by Gabriele Zinna - 429 Domestic financial regulation and external borrowing
by Sergi Lanau - 428 Intraday two-part tariff in payment systems
by Tomohiro Ota - 427 System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis
by Marcelo Perlin & Jochen Schanz - 426 Labour supply as a buffer: evidence from UK households
by Andrew Benito & Jumana Saleheen - 425 International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
by Philip Liu & Haroon Mumtaz & Angeliki Theophilopoulou - 424 How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom
by Shekhar Aiyar - 423 Shifts in portfolio preferences of international investors: an application to sovereign wealth funds
by Filipa Sa & Francesca Viani - 422 Understanding the macroeconomic effects of working capital in the United Kingdom
by Emilio Fernandez-Corugedo & Michael McMahon & Stephen Millard & Lukasz Rachel - 421 Global rebalancing: the macroeconomic impact on the United Kingdom
by Alex Haberis & Bojan Markovic & Karen Mayhew & Pawel Zabczyk - 420 Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7?
by Anna Lipinska & Stephen Millard - 419 A global model of international yield curves: no-arbitrage term structure approach
by Iryna Kaminska & Andrew Meldrum & James Smith - 418 Cyclical risk aversion, precautionary saving and monetary policy
by Bianca De Paoli & Pawel Zabczyk - 417 How non-Gaussian shocks affect risk premia in non-linear DSGE models
by Martin Andreasen - 416 An efficient method of computing higher-order bond price perturbation approximations
by Martin Andreasen & Pawel Zabczyk - 415 The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies
by Andy Blake & Tatiana Kirsanova & Tony Yates - 414 A Bayesian approach to optimal monetary policy with parameter and model uncertainty
by Timothy Cogley & Bianca de Paoli & Christian Matthes & Kalin Nikolov & Tony Yates - 413 Mapping systemic risk in the international banking network
by Rodney Garratt & Lavan Mahadeva & Katsiaryna Svirydzenka - 412 The history of interbank settlement arrangements: exploring central banks’ role in the payment system
by Ben Norman & Rachel Shaw & George Speight - 411 Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation
by Filipa Sa & Pascal Towbin & tomasz wieladek - 410 Are EME indicators of vulnerability to financial crises decoupling from global factors?
by Guillermo Felices & Tomasz Wieladek - 409 The contractual approach to sovereign debt restructuring
by Sergi Lanau - 408 Wage rigidities in an estimated DSGE model of the UK labour market
by Renato Faccini & Stephen Millard & Francesco Zanetti
2010
- 407 Extracting information from structured credit markets
by Joseph Noss - 406 Forecasting in the presence of recent structural change
by Jana Eklund & George Kapetanios & Simon Price - 405 Monetary policy, capital inflows and the housing boom
by Filipa Sa & Tomasz Wieladek - 404 The impact of payment splitting on liquidity requirements in RTGS
by Edward Denbee & Ben Norman - 403 Monetary policy rules and foreign currency positions
by Bianca De Paoli & Hande Küçük-Tuğer & Jens Søndergaard - 402 DSGE model restrictions for structural VAR identification
by Philip Liu & Konstantinos Theodoridis - 401 Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
by Christiane Baumeister & Philip Liu & Haroon Mumtaz - 400 Liquidity-saving mechanisms and bank behaviour
by Marco Galbiati & Kimmo Soramaki - 399 Liquidity costs and tiering in large-value payment systems
by Mark Adams & Marco Galbiati & Simone Giansante - 398 The sterling unsecured loan market during 2006-08: insights from network theory
by Anne Wetherilt & Peter Zimmerman & Kimmo Soramaki - 397 Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
by Philip Liu & Haroon Mumtaz - 396 Using estimated models to assess nominal and real rigidities in the United Kingdom
by Gunes Kamber & Stephen Millard - 395 New insights into price-setting behaviour in the United Kingdom
by Jennifer Greenslade & Miles Parker - 394 How do individual UK producer prices behave?
by Philip Bunn & Colin Ellis - 393 The financial market impact of quantitative easing
by Michael Joyce & Ana Lasaosa & Ibrahim Stevens & Matthew Tong - 392 Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis
by Alina Barnett & Jan J J Groen & Haroon Mumtaz - 391 Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies
by Federico di Pace & Renato Faccini - 390 Technology shocks, employment and labour market frictions
by Federico S Mandelman & Francesco Zanetti - 389 Liquidity-saving mechanisms in collateral-based RTGS payment systems
by Marius Jurgilas & Antoine Martin - 388 An economic capital model integrating credit and interest rate risk in the banking book
by Piergiorgio Alessandri & Mathias Drehmann - 387 Shocks to bank capital: evidence from UK banks at home and away
by Nada Mora & Andrew Logan - 386 Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR
by Haroon Mumtaz - 385 Imperfect credit markets: implications for monetary policy
by Gertjan Vlieghe - 384 The geographical composition of national external balance sheets: 1980-2005
by Chris Kubelec & Filipa Sa - 383 Contagion in financial networks
by Prasanna Gai & Sujit Kapadia - 382 Time-varying dynamics of the real exchange rate. A structural VAR analysis
by Haroon Mumtaz & Laura Sunder-Plassmann - 381 All together now: do international factors explain relative price comovements?
by Özer Karagedikli & Haroon Mumtaz & Misa Tanaka - 380 Evaluating and estimating a DSGE model for the United Kingdom
by Richard Harrison & Özlem Oomen - 379 Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis
by Matt Waldron & Fabrizio Zampolli
2009
- 378 Do supermarket prices change from week to week?
by Colin Ellis - 377 International spillover effects and monetary policy activism
by Anna Lipinska & Morten Spange & Misa Tanaka - 376 Endogenous choice of bank liquidity: the role of fire sales
by Viral Acharya & Hyun Song Shin & Tanju Yorulmazer - 375 Inflation dynamics with labour market matching: assessing alternative specifications
by Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard - 374 How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?
by Jochen Schanz - 373 International financial transmission: emerging and mature markets
by Guillermo Felices & Christian Grisse & Jing Yang - 372 Funding liquidity risk in a quantitative model of systemic stability
by David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison - 371 Payment systems, inside money and financial intermediation
by Ouarda Merrouche & Erlend Nier - 370 Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system
by Ouarda Merrouche & Jochen Schanz - 369 Multivariate methods for monitoring structural change
by Jan J J Groen & George Kapetanios & Simon Price - 368 The real exchange rate in sticky-price models: does investment matter?
by Enrique Martinez-Garcia & Jens Sondergaard - 367 Labour market flows: facts from the United Kingdom
by Pedro Gomes - 366 Common determinants of currency crises: role of external balance sheet variables
by Mirko Licchetta - 365 Foreign exchange rate risk in a small open economy
by Bianca De Paoli & Jens Sondergaard - 364 What lies beneath: what can disaggregated data tell us about the behaviour of prices?
by Haroon Mumtaz & Pawel Zabczyk & Colin Ellis - 363 Dynamics of the term structure of UK interest rates
by Francesco Bianchi & Haroon Mumtaz & Paolo Surico - 362 Output costs of sovereign crises: some empirical estimates
by Bianca De Paoli & Glenn Hoggarth & Victoria Saporta - 361 Why do risk premia vary over time? A theoretical investigation under habit formation
by Bianca De Paoli & Pawel Zabczyk - 360 Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves
by Michael Joyce & Peter Lildholdt & Steffen Sorensen
2008
- 359 Globalisation, import prices and inflation dynamics
by Chris Peacock & Ursel Baumann - 358 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
by Michael Joyce & Iryna Kaminska & Peter Lildholdt - 357 A no-arbitrage structural vector autoregressive model of the UK yield curve
by Iryna Kaminska - 356 Measuring monetary policy expectations from financial market instruments
by Michael Joyce & Jonathan Relleen & Steffen Sorensen - 355 The network topology of CHAPS Sterling
by Christopher Becher & Stephen Millard & Kimmo SoramÃÂäki - 354 Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach
by Guillermo Felices & Bjorn-Erik Orskaug - 353 The conduct of global monetary policy and domestic stability
by Andrew P Blake & Bojan Markovic - 352 An agent-based model of payment systems
by Marco Galbiati & Kimmo Soramaki - 351 The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence
by Clare Macallan & Stephen Millard & Miles Parker - 350 Investigating the structural stability of the Phillips curve relationship
by Jan J J Groen & Haroon Mumtaz - 349 Dealing with country diversity: challenges for the IMF credit union model
by Gregor Irwin & Adrian Penalver & Chris Salmon & Ashley Taylor - 348 The elasticity of substitution: evidence from a UK firm-level data set
by Sebastian Barnes & Simon Price & Maria Sebastia Barriel - 347 Non-linear adjustment of import prices in the European Union
by Jose Manuel Campa & Jose M Gonzalez Minguez & Maria Sebastia Barriel - 346 Network models and financial stability
by Erlend Nier & Jing Yang & Tanju Yorulmazer & Amadeo Alentorn - 345 Summary statistics of option-implied probability density functions and their properties
by Damien Lynch & Nikolaos Panigirtzoglou - 344 International monetary co-operation in a world of imperfect information
by Kang Yong Tan & Misa Tanaka - 343 Efficient frameworks for sovereign borrowing
by Gregor Irwin & Gregory Thwaites - 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