Details about Arzu Uluc

Access statistics for papers by Arzu Uluc.

Last updated 2024-07-09. Update your information in the RePEc Author Service.

Short-id: pul53

Working Papers

2024

1. The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model
   Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research
   Also in Bank of England working papers, Bank of England (2024)

2022

2. Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market
   INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford View citations (4)
   Also in Working Papers, Banco de España (2022) View citations (6)
   Bank of England working papers, Bank of England (2022) View citations (4)
   See also Journal Article Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market, Industrial and Corporate Change, Oxford University Press and the Associazione ICC (2023) View citations (4) (2023)

2020

3. Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) View citations (5)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2020) View citations (5)
   Working Papers, Barcelona School of Economics (2020) View citations (10)
   Bank of England working papers, Bank of England (2020) View citations (5)

2017

4. A tiger by the tail: estimating the UK mortgage market vulnerabilities from loan-level data
   Bank of England working papers, Bank of England View citations (6)
5. Capital requirements, risk shifting and the mortgage market
   Working Paper Series, European Central Bank View citations (3)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (11)
   Bank of England working papers, Bank of England (2015) View citations (9)
6. Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets
   Bank of England working papers, Bank of England View citations (2)

2016

7. Macroprudential policy in an agent-based model of the UK housing market
   Bank of England working papers, Bank of England View citations (37)

2015

8. Stabilising house prices: the role of housing futures trading
   Bank of England working papers, Bank of England
   See also Journal Article Stabilising House Prices: the Role of Housing Futures Trading, The Journal of Real Estate Finance and Economics, Springer (2018) View citations (2) (2018)

Journal Articles

2024

1. Macroprudential Policy, Mortgage Cycles, and Distributional Effects: Evidence from the United Kingdom
   The Review of Financial Studies, 2024, 37, (3), 727-760 View citations (4)

2023

2. Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
   Industrial and Corporate Change, 2023, 32, (2), 386-432 View citations (4)
   See also Working Paper Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market, INET Oxford Working Papers (2022) View citations (4) (2022)

2020

3. The Costs and Benefits of Bank Capital—A Review of the Literature
   JRFM, 2020, 13, (4), 1-25 View citations (4)

2018

4. Capital requirements, monetary policy and risk shifting in the mortgage market
   Journal of Financial Intermediation, 2018, 35, (PB), 3-16 View citations (14)
5. Stabilising House Prices: the Role of Housing Futures Trading
   The Journal of Real Estate Finance and Economics, 2018, 56, (4), 587-621 View citations (2)
   See also Working Paper Stabilising house prices: the role of housing futures trading, Bank of England working papers (2015) (2015)

2016

6. The Bank of England / NMG Survey of Household Finances
   Fiscal Studies, 2016, 37, 131-152 View citations (7)

2014

7. The potential impact of higher interest rates on the household sector: evidence from the 2014 NMG Consulting survey
   Bank of England Quarterly Bulletin, 2014, 54, (4), 419-433 View citations (10)