Bank of England working papers

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0452: Simple banking: profitability and the yield curve

Piergiorgio Alessandri and Benjamin Nelson

0451: Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers

Evangelos Benos, Rodney Garratt and Peter Zimmerman

0450: Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters

Alina Barnett, Haroon Mumtaz and Konstantinos Theodoridis

0449: Misperceptions, heterogeneous expectations and macroeconomic dynamics

Richard Harrison and Tim Taylor

0448: Non-rational expectations and the transmission mechanism

Richard Harrison and Tim Taylor

0447: Implicit intraday interest rate in the UK unsecured overnight money market

Marius Jurgilas and Filip Zikes

0446: The business cycle implications of banks’ maturity transformation

Martin Andreasen, Marcelo Ferman and Pawel Zabczyk

0445: Does macropru leak? Evidence from a UK policy experiment

Shekhar Aiyar, Charles Calomiris and Tomasz Wieladek

0444: Asset purchase policy at the effective lower bound for interest rates

Richard Harrison

0443: Assessing the economy-wide effects of quantitative easing

George Kapetanios, Haroon Mumtaz, Ibrahim Stevens and Konstantinos Theodoridis

0442: The impact of QE on the UK economy – some supportive monetarist arithmetic

Jonathan Bridges and Ryland Thomas

0441: An estimated DSGE model: explaining variation in term premia

Martin Andreasen

0440: Time-varying volatility, precautionary saving and monetary policy

Michael Hatcher

0439: An efficient minimum distance estimator for DSGE models

Konstantinos Theodoridis

0438: How do individual UK consumer prices behave?

Philip Bunn and Colin Ellis

0437: Estimating the impact of the volatility of shocks: a structural VAR approach

Haroon Mumtaz

0436: Systemic capital requirements

Lewis Webber and Matthew Willison

0435: Preferred-habitat investors and the US term structure of real rates

Iryna Kaminska, Dimitri Vayanos and Gabriele Zinna

0434: Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change

George Kapetanios and Anthony Yates

0433: The impact of permanent energy price shocks on the UK economy

Richard Harrison, Ryland Thomas and Iain de Weymarn

0432: An estimated DSGE model of energy, costs and inflation in the United Kingdom

Stephen Millard

0431: Financial intermediaries in an estimated DSGE model for the United Kingdom

Stefania Villa and Jing Yang

0430: Identifying risks in emerging market sovereign and corporate bond spreads

Gabriele Zinna

0429: Domestic financial regulation and external borrowing

Sergi Lanau

0428: Intraday two-part tariff in payment systems

Tomohiro Ota

0427: System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis

Marcelo Perlin and Jochen Schanz

0426: Labour supply as a buffer: evidence from UK households

Andrew Benito and Jumana Saleheen

0425: International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy

Philip Liu, Haroon Mumtaz and Angeliki Theophilopoulou

0424: How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom

Shekhar Aiyar

0423: Shifts in portfolio preferences of international investors: an application to sovereign wealth funds

Filipa Sa and Francesca Viani

0422: Understanding the macroeconomic effects of working capital in the United Kingdom

Emilio Fernandez-Corugedo, Michael McMahon, Stephen Millard and Lukasz Rachel

0421: Global rebalancing: the macroeconomic impact on the United Kingdom

Alex Haberis, Bojan Markovic, Karen Mayhew and Pawel Zabczyk

0420: Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7?

Anna Lipinska and Stephen Millard

0419: A global model of international yield curves: no-arbitrage term structure approach

Iryna Kaminska, Andrew Meldrum and James Smith

0418: Cyclical risk aversion, precautionary saving and monetary policy

Bianca De Paoli and Pawel Zabczyk

0417: How non-Gaussian shocks affect risk premia in non-linear DSGE models

Martin Andreasen

0416: An efficient method of computing higher-order bond price perturbation approximations

Martin Andreasen and Pawel Zabczyk

0415: The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies

Andrew Blake, Tatiana Kirsanova and Anthony Yates

0414: A Bayesian approach to optimal monetary policy with parameter and model uncertainty

Timothy Cogley, Bianca De Paoli, Christian Matthes, Kalin Nikolov and Anthony Yates

0413: Mapping systemic risk in the international banking network

Rodney Garratt, Lavan Mahadeva and Katsiaryna Svirydzenka

0412: The history of interbank settlement arrangements: exploring central banks’ role in the payment system

Ben Norman, Rachel Shaw and George Speight

0411: Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation

Filipa Sa, Pascal Towbin and Tomasz Wieladek

0410: Are EME indicators of vulnerability to financial crises decoupling from global factors?

Guillermo Felices and Tomasz Wieladek

0409: The contractual approach to sovereign debt restructuring

Sergi Lanau

0408: Wage rigidities in an estimated DSGE model of the UK labour market

Renato Faccini, Stephen Millard and Francesco Zanetti

0407: Extracting information from structured credit markets

Joseph Noss

0406: Forecasting in the presence of recent structural change

Jana Eklund, George Kapetanios and Simon Price

0405: Monetary policy, capital inflows and the housing boom

Filipa Sa and Tomasz Wieladek

0404: The impact of payment splitting on liquidity requirements in RTGS

Edward Denbee and Ben Norman

0403: Monetary policy rules and foreign currency positions

Bianca De Paoli, Hande Kucuk and Jens Sondergaard