Details about Lena Boneva

Access statistics for papers by Lena Boneva.

Last updated 2024-12-17. Update your information in the RePEc Author Service.

Short-id: pko459

Working Papers

2023

1. The Impact of Monetary Policy and Lender-of-Last-Resort Announcements on the Treasury Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2022

2. Financial Markets and Green Innovation
   Working Paper Series, European Central Bank View citations (7)
3. Inflation and climate change: the role of climate variables in inflation forecasting and macro modelling
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)

2021

4. Climate change and monetary policy in the euro area
   Occasional Paper Series, European Central Bank View citations (24)
5. Liquidity in the German corporate bond market: Has the CSPP made a difference?
   Discussion Papers, Deutsche Bundesbank View citations (4)
   See also Journal Article Liquidity in the German corporate bond market: Has the CSPP made a difference?, Journal of International Money and Finance, Elsevier (2024) (2024)
6. To be or not to be “green”: how can monetary policy react to climate change?
   Occasional Paper Series, European Central Bank View citations (11)

2020

7. The impact of corporate QE on liquidity: evidence from the UK
   Bank of England working papers, Bank of England View citations (3)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (4)
   See also Journal Article The Impact of Corporate QE on Liquidity: Evidence from the UK, The Economic Journal, Royal Economic Society (2022) View citations (2) (2022)

2019

8. Firms' Price, Cost and Activity Expectations: Evidence from Micro Data
   Discussion Papers, Centre for Macroeconomics (CFM) View citations (1)
   Also in Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2019) View citations (4)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019) View citations (1)
   See also Journal Article Firms' Price, Cost and Activity Expectations: Evidence from Micro Data, The Economic Journal, Royal Economic Society (2020) View citations (7) (2020)

2018

9. Firms' Expectations of New Orders, Employment, Costs and Prices: Evidence from Micro Data
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
10. The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads
    Bank of England working papers, Bank of England View citations (9)

2017

11. A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (32)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (32)
    Bank of England working papers, Bank of England (2017) View citations (33)
12. Threshold-based forward guidance: hedging the zero bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Bank of England working papers, Bank of England (2015) View citations (11)

2016

13. Firms’ expectations and price-setting: evidence from micro data
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (7)
14. The effect of unconventional monetary policy on inflation expectations: evidence from firms in the United Kingdom
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (22)
    See also Journal Article The Effect of Unconventional Monetary Policy on Inflation Expectations: Evidence from Firms in the United Kingdom, International Journal of Central Banking, International Journal of Central Banking (2016) View citations (20) (2016)

2015

15. Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis
    Bank of England working papers, Bank of England View citations (32)
16. Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero
    Bank of England working papers, Bank of England View citations (4)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2012) View citations (85)
    See also Journal Article Some unpleasant properties of loglinearized solutions when the nominal rate is zero, Journal of Monetary Economics, Elsevier (2016) View citations (93) (2016)

2014

17. The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (3)
    See also Journal Article The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (11) (2016)

2013

18. A semiparametric model for heterogeneous panel data with fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
    See also Journal Article A semiparametric model for heterogeneous panel data with fixed effects, Journal of Econometrics, Elsevier (2015) View citations (17) (2015)
19. Small and orthodox fiscal multipliers at the zero lower bound
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (29)

2011

20. How much Asymmetry is there in Bond Returns and Exchange Rates?
    Bank of Japan Working Paper Series, Bank of Japan View citations (1)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) View citations (7)
21. New Keynesian dynamics in a low interest rate environment
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (33)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (1)
    See also Journal Article New Keynesian dynamics in a low interest rate environment, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (42) (2011)

Journal Articles

2024

1. Liquidity in the German corporate bond market: Has the CSPP made a difference?
   Journal of International Money and Finance, 2024, 147, (C)
   See also Working Paper Liquidity in the German corporate bond market: Has the CSPP made a difference?, Discussion Papers (2021) View citations (4) (2021)

2022

2. Climate change and central banks: what role for monetary policy?
   Climate Policy, 2022, 22, (6), 770-787 View citations (15)
3. The Impact of Corporate QE on Liquidity: Evidence from the UK
   The Economic Journal, 2022, 132, (648), 2615-2643 View citations (2)
   See also Working Paper The impact of corporate QE on liquidity: evidence from the UK, Bank of England working papers (2020) View citations (3) (2020)

2020

4. Firms' Price, Cost and Activity Expectations: Evidence from Micro Data
   The Economic Journal, 2020, 130, (627), 555-586 View citations (7)
   See also Working Paper Firms' Price, Cost and Activity Expectations: Evidence from Micro Data, Discussion Papers (2019) View citations (1) (2019)

2019

5. Derivatives transactions data and their use in central bank analysis
   Economic Bulletin Articles, 2019, 6 View citations (7)
6. Exploring the factors behind the 2018 widening in euro area corporate bond spreads
   Economic Bulletin Boxes, 2019, 3
7. Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information
   International Journal of Forecasting, 2019, 35, (1), 100-120 View citations (6)

2018

8. Threshold-based forward guidance
   Journal of Economic Dynamics and Control, 2018, 90, (C), 138-155 View citations (29)

2017

9. A discrete†choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
   Journal of Applied Econometrics, 2017, 32, (7), 1226-1243 View citations (30)

2016

10. Some unpleasant properties of loglinearized solutions when the nominal rate is zero
    Journal of Monetary Economics, 2016, 84, (C), 216-232 View citations (93)
    See also Working Paper Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero, Bank of England working papers (2015) View citations (4) (2015)
11. The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
    Journal of Applied Econometrics, 2016, 31, (1), 192-213 View citations (11)
    See also Working Paper The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market, Cambridge Working Papers in Economics (2014) View citations (1) (2014)
12. The Effect of Unconventional Monetary Policy on Inflation Expectations: Evidence from Firms in the United Kingdom
    International Journal of Central Banking, 2016, 12, (3), 161-195 View citations (20)
    See also Working Paper The effect of unconventional monetary policy on inflation expectations: evidence from firms in the United Kingdom, Discussion Papers (2016) View citations (22) (2016)

2015

13. A semiparametric model for heterogeneous panel data with fixed effects
    Journal of Econometrics, 2015, 188, (2), 327-345 View citations (17)
    See also Working Paper A semiparametric model for heterogeneous panel data with fixed effects, CeMMAP working papers (2013) View citations (3) (2013)

2013

14. Asymmetry in government bond returns
    Journal of Banking & Finance, 2013, 37, (8), 3218-3226 View citations (4)

2011

15. New Keynesian dynamics in a low interest rate environment
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2213-2227 View citations (42)
    See also Working Paper New Keynesian dynamics in a low interest rate environment, FRB Atlanta Working Paper (2011) View citations (33) (2011)