Bank of England working papers

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225: Exploring the relationship between credit spreads and default probabilities

Mark J Manning

224: The informational content of empirical measures of real interest rate and output gaps for the United Kingdom

Jens D J Larsen and Jack McKeown

223: Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis

Jan J. J. Groen and Clare Lombardelli

222: The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment

Stephen Bond, Alexander Daniel Klemm, Rain Newton-Smith, Murtaza Syed and Gertjan W. Vlieghe

221: Female labour force participation in the United Kingdom: evolving characteristics or changing behaviour?

Maria Guti'rrez-DomSnech and Brian Bell

220: Does job insecurity affect household consumption?

Andrew Benito

219: Bail out or work out? Theoretical considerations

Andrew G Haldane, Gregor Irwin and Victoria Saporta

218: Health, disability insurance and labour force participation

Brian Bell and James Smith

217: International financial rescues and debtor-country moral hazard

Prasanna Gai and Ashley D. Taylor

216: IMF lending and creditor moral hazard

Andrew G Haldane and Jörg Scheibe

215: How can the IMF catalyse private capital flows? A model

Adrian Penalver

214: An empirical model of household arrears

John Whitley, Richard Windram and Prudence Cox

213: Investment-specific technological change and growth accounting

Nicholas Oulton

212: Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour

Michael Chui, Simon Hall and Ashley D. Taylor

211: An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Roberto Blanco, Simon Brennan and Ian Marsh

210: Company accounts based modelling of business failures and the implications for financial stability

Philip Bunn and Victoria Redwood

209: Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit

Simon Buckle and Erin Campbell

208: A matching model of non-employment and wage pressure

Andrew Brigden and Jonathan Thomas

207: A quantitative framework for commercial property and its relationship to the analysis of the financial stability of the corporate sector

John Whitley and Richard Windram

206: The rise in US household debt: assessing its causes and sustainability

Sebastian Barnes and Garry Young

205: Empirical determinants of emerging market economies' sovereign bond spreads

Gianluigi Ferrucci

204: The dynamics of consumers' expenditure: the UK consumption ECM redux

Emilio Fernandez-Corugedo, Simon Price and Andrew Peter Blake

203: Analytics of sovereign debt restructuring

Andrew G Haldane, Adrian Penalver, Victoria Saporta and Hyun Song Shin

202: Credit spreads on sterling corporate bonds and the term structure of UK interest rates

Jeremy Leake

201: Debt maturity structure with pre-emptive creditors

Prasanna Gai and Hyun Song Shin

200: Estimating real interest rates for the United Kingdom

Jens Larsen, Ben May and James Talbot

199: Credit risk diversification: evidence from the eurobond market

Simone Varotto

198: Non-interest income and total income stability

Rosie Smith, Christos Staikouras and Geoffrey Wood

197: E-barter versus fiat money: will central banks survive?

F H Capie, Dimitrios Panayotis Tsomocos and Geoffrey E Wood

196: UK business investment: long-run elasticities and short-run dynamics

Colin Ellis and Simon Price

195: Forecasting inflation using labour market indicators

Vincenzo Cassino and Michael Joyce

194: A Merton-model approach to assessing the default risk of UK public companies

Merxe Tudela and Garry Young

193: Implicit interest rates and corporate balance sheets: an analysis using aggregate and disaggregated UK data

Andrew Benito and John Whitley

192: Capital stocks, capital services, and depreciation: an integrated framework

Nicholas Oulton and Sylaja Srinivasan

191: Endogenous price stickiness, trend inflation, and the New Keynesian Phillips curve

Hasan Bakhshi, Pablo Burriel, Hashmat Khan and Barbara Rudolf

190: What caused the 2000/01 slowdown? Results from a VAR analysis of G7 GDP components

Vincent Labhard

189: Modelling investment when relative prices are trending: theory and evidence for the United Kingdom

Hasan Bakhshi, Nicholas Oulton and Jamie Thompson

188: The role of asset prices in transmitting monetary and other shocks

Stephen Millard and Simon J Wells

187: Sovereign debt workouts with the IMF as delegated monitor - a common agency approach

Prasanna Gai and Nicholas Vause

186: Ready, willing, and able? Measuring labour availability in the UK

Mark E Schweitzer

185: What does economic theory tell us about labour market tightness?

Andrew Brigden and Jonathan Thomas

184: The effect of payments standstills on yields and the maturity structure of international debt

Benjamin Martin and Adrian Penalver

183: Capital flows to emerging markets

Adrian Penalver

182: Import prices and exchange rate pass-through: theory and evidence from the United Kingdom

Valerie Herzberg, George Kapetanios and Simon Price

181: Procyclicality and the new Basel Accord - banks' choice of loan rating system

Eva Catarineu-Rabell, Patricia Jackson and Dimitrios Panayotis Tsomocos

180: The role of expectations in estimates of the NAIRU in the United States and the United Kingdom

Rebecca L Driver, Jennifer Victoria Greenslade and Richard G. Pierse

179: A Kalman filter approach to estimating the UK NAIRU

Jennifer Victoria Greenslade, Richard G. Pierse and Jumana Saleheen

178: The impact of price competitiveness on UK producer price behaviour

Colin Ellis and Simon Price

177: The provisioning experience of the major UK banks: a small panel investigation

Darren Pain

176: Rational expectations and fixed-event forecasts: an application to UK inflation

Hasan Bakhshi, George Kapetanios and Anthony Yates