Content
2010
- 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 - 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 - 269 Accounting for the source of exchange rate movements: new evidence
by Katie Farrant & Gert Peersman - 268 Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation
by George Kapetanios & Vincent Labhard & Simon Price - 267 Bank loans versus bond finance: implications for sovereign debtors
by Misa Tanaka - 266 The determinants of household debt and balance sheets in the United Kingdom
by Merxe Tudela & Garry Young - 265 Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?
by Spyros Pagratis - 264 Liquidity risk and contagion
by Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin - 263 The determinants of unsecured borrowing: evidence from the British Household Panel Survey
by Ana Del-Río & Garry Young - 262 The impact of unsecured debt on financial distress among British households
by Ana Del-Río & Garry Young - 261 Default probabilities and expected recovery: an analysis of emerging market sovereign bonds
by Liz Dixon-Smith & Roman Goossens & Simon Hayes - 260 Financial constraints and capacity adjustment in the United Kingdom: evidence from a large panel of survey data
by Ulf von Kalckreuth & Emma Murphy - 259 Productivity growth in UK industries, 1970-2000: structural change and the role of ICT
by Nicholas Oulton & Sylaja Srinivasan - 258 Estimating UK capital adjustment costs
by Charlotta Groth - 257 The role of ICT in the global investment cycle
by Michael McMahon & Gabriel Sterne & Jamie Thompson - 256 Comovements in the prices of securities issued by large complex financial institutions
by Christian Hawkesby & Ian W Marsh & Ibrahim Stevens - 255 Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of England's operational independence
by Ana Lasaosa - 254 On the consumption-real exchange rate anomaly
by Gianluca Benigno & Christoph Thoenissen - 253 Decomposing credit spreads
by Rohan Churm & Nikolaos Panigirtzoglou - 252 Real-Time Gross Settlement and hybrid payment systems: a comparison
by Matthew Willison - 251 The stock market and capital accumulation: an application to UK data
by Demetrios Eliades & Olaf Weeken - 250 Asset price based estimates of sterling exchange rate risk premia
by Jan J J Groen & Ravi Balakrishnan - 249 Optimal collective action clause thresholds
by Andrew G Haldane & Adrian Penalver & Victoria Saporta & Hyun Song Shin - 248 Concepts of equilibrium exchange rates
by Rebecca L Driver & Peter F Westaway - 247 The exposure of international bank loans to third-country risk: an empirical analysis of overdue claims
by Drew Dahl & Andrew Logan - 246 Competitiveness, inflation, and monetary policy
by Hashmat Khan & Richhild Moessner
2004
- 245 Horizontal and vertical integration in securities trading and settlement
by Jens Tapking & Jing Yang - 244 Long-horizon equity return predictability: some new evidence for the United Kingdom
by Anne Vila Wetherilt & Simon Wells - 243 Long-term interest rates, wealth and consumption
by Roy Cromb & Emilio Fernandez-Corugedo - 242 Core inflation: a critical guide
by Alan Mankikar & Jo Paisley - 241 Anticipation of monetary policy in UK financial markets
by Peter Lildholdt & Anne Vila Wetherilt - 240 Price-setting behaviour, competition, and mark-up shocks in the New Keynesian model
by Hashmat Khan - 239 From tiny samples do mighty populations grow? Using the British Household Panel Survey to analyse the household sector balance sheet
by Victoria Redwood & Merxe Tudela - 238 Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models
by George Kapetanios & Tony Yates - 237 Forecasting with measurement errors in dynamic models
by Richard Harrison & George Kapetanios & Tony Yates - 236 The effects of stock market movements on consumption and investment: does the shock matter?
by Stephen Millard & John Power - 235 Rule-based monetary policy under central bank learning
by Kosuke Aoki & Kalin Nikolov - 234 Intertemporal substitution and household production in labour supply
by Guillermo Felices & David Tinsley - 233 The efficient resolution of capital account crises: how to avoid moral hazard
by Gregor Irwin & David Vines - 232 Evolving post-World War II UK economic performance
by Luca Benati - 231 Real exchange rate persistence and systematic monetary policy behaviour
by Jan J J Groen & Akito Matsumoto - 230 Financial interlinkages in the United Kingdom's interbank market and the risk of contagion
by Simon Wells - 229 On the resolution of banking crises: theory and evidence
by Glenn Hoggarth & Jack Reidhill & Peter Sinclair - 228 The UK labour force participation rate: business cycle and trend influences
by Mark Schweitzer & David Tinsley - 227 The Phillips curve under state-dependent pricing
by Hasan Bakhshi & Hashmat Khan & Barbara Rudolf - 226 Corporate capital structure in the United Kingdom: determinants and adjustment
by Philip Bunn & Garry Young - 225 Exploring the relationship between credit spreads and default probabilities
by Mark J Manning - 224 The informational content of empirical measures of real interest rate and output gaps for the United Kingdom
by Jens D J Larsen & Jack McKeown - 223 Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis
by Jan J J Groen & Clare Lombardelli - 222 The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment
by Stephen Bond & Alexander Klemm & Rain Newton-Smith & Murtaza Syed & Gertjan Vlieghe - 221 Female labour force participation in the United Kingdom: evolving characteristics or changing behaviour?
by Maria Guti'rrez-DomSnech & Brian Bell - 220 Does job insecurity affect household consumption?
by Andrew Benito - 219 Bail out or work out? Theoretical considerations
by Andrew G Haldane & Gregor Irwin & Victoria Saporta - 218 Health, disability insurance and labour force participation
by Brian Bell & James Smith - 217 International financial rescues and debtor-country moral hazard
by Prasanna Gai & Ashley Taylor - 216 IMF lending and creditor moral hazard
by Andrew G Haldane & Jorg Scheibe - 215 How can the IMF catalyse private capital flows? A model
by Adrian Penalver - 214 An empirical model of household arrears
by John Whitley & Richard Windram & Prudence Cox - 213 Investment-specific technological change and growth accounting
by Nicholas Oulton - 212 Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour
by Michael Chui & Simon Hall & Ashley Taylor - 211 An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
by Roberto Blanco & Simon Brennan & Ian W Marsh
2003
- 210 Company accounts based modelling of business failures and the implications for financial stability
by Philip Bunn & Victoria Redwood - 209 Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit
by Simon Buckle & Erin Campbell - 208 A matching model of non-employment and wage pressure
by Andrew Brigden & Jonathan Thomas - 207 A quantitative framework for commercial property and its relationship to the analysis of the financial stability of the corporate sector
by John Whitley & Richard Windram
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