Details about Michael Joyce

Access statistics for papers by Michael Joyce.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pjo340

Working Papers

2022

1. The local supply channel of QE: evidence from the Bank of England’s gilt purchases
   Bank of England working papers, Bank of England View citations (2)

2021

2. Preferred habitat investors in the UK government bond market
   Bank of England working papers, Bank of England View citations (2)

2016

3. Net debt supply shocks in the euro area and the implications for QE
   Working Paper Series, European Central Bank View citations (36)

2015

4. Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme
   Bank of England working papers, Bank of England View citations (31)

2014

5. Institutional investor portfolio allocation, quantitative easing and the global financial crisis
   Bank of England working papers, Bank of England View citations (35)
6. Quantitative easing and bank lending: a panel data approach
   Bank of England working papers, Bank of England View citations (36)

2012

7. QE and the gilt market: a disaggregated analysis
   Bank of England working papers, Bank of England View citations (120)

2010

8. The financial market impact of quantitative easing
   Bank of England working papers, Bank of England View citations (134)

2009

9. Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves
   Bank of England working papers, Bank of England View citations (15)
   See also Journal Article Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves, Journal of Banking & Finance, Elsevier (2010) View citations (97) (2010)

2008

10. Measuring monetary policy expectations from financial market instruments
    Working Paper Series, European Central Bank View citations (23)
    Also in Bank of England working papers, Bank of England (2008) View citations (25)
11. Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
    Bank of England working papers, Bank of England View citations (10)

2003

12. Forecasting inflation using labour market indicators
    Bank of England working papers, Bank of England View citations (1)

1999

13. Asset price reactions to RPI announcements
    Bank of England working papers, Bank of England View citations (17)
    See also Journal Article Asset price reactions to RPI announcements, Applied Financial Economics, Taylor & Francis Journals (2002) View citations (10) (2002)

1995

14. Modelling UK Inflation Uncertainty: The Impact of News and the Relationship with Inflation
    Bank of England working papers, Bank of England View citations (29)

1993

15. House prices, arrears and possessions: A three equation model for the UK
    Bank of England working papers, Bank of England View citations (23)

Journal Articles

2021

1. Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 721-736 View citations (5)

2012

2. Quantitative Easing and Unconventional Monetary Policy – an Introduction
   Economic Journal, 2012, 122, (564), F271-F288 View citations (219)
3. Quantitative easing and other unconventional monetary policies: Bank of England conference summary
   Bank of England Quarterly Bulletin, 2012, 52, (1), 48-56 View citations (154)

2011

4. The United Kingdom’s quantitative easing policy: design, operation and impact
   Bank of England Quarterly Bulletin, 2011, 51, (3), 200-212 View citations (158)

2010

5. Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves
   Journal of Banking & Finance, 2010, 34, (2), 281-294 View citations (97)
   See also Working Paper Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves, Bank of England working papers (2009) View citations (15) (2009)

2002

6. Asset price reactions to RPI announcements
   Applied Financial Economics, 2002, 12, (4), 253-270 View citations (10)
   See also Working Paper Asset price reactions to RPI announcements, Bank of England working papers (1999) View citations (17) (1999)

1991

7. The Role of the Real Exchange Rate and Capacity Utilisation in Convergence to the Nairu
   Economic Journal, 1991, 101, (406), 497-507 View citations (7)

Edited books

2014

1. Developments in Macro-Finance Yield Curve Modelling
   Cambridge Books, Cambridge University Press View citations (4)