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Bank of England working papers

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Bank of England, Threadneedle Street, London, EC2R 8AH.
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0452: Simple banking: profitability and the yield curve Downloads
Piergiorgio Alessandri and Benjamin Nelson
0451: Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers Downloads
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 Downloads
Alina Barnett, Haroon Mumtaz and Konstantinos Theodoridis
0449: Misperceptions, heterogeneous expectations and macroeconomic dynamics Downloads
Richard Harrison and Tim Taylor
0448: Non-rational expectations and the transmission mechanism Downloads
Richard Harrison and Tim Taylor
0447: Implicit intraday interest rate in the UK unsecured overnight money market Downloads
Marius Jurgilas and Filip Zikes
0446: The business cycle implications of banks’ maturity transformation Downloads
Martin Andreasen, Marcelo Ferman and Pawel Zabczyk
0445: Does macropru leak? Evidence from a UK policy experiment Downloads
Shekhar Aiyar, Charles Calomiris and Tomasz Wieladek
0444: Asset purchase policy at the effective lower bound for interest rates Downloads
Richard Harrison
0443: Assessing the economy-wide effects of quantitative easing Downloads
George Kapetanios, Haroon Mumtaz, Ibrahim Stevens and Konstantinos Theodoridis
0442: The impact of QE on the UK economy – some supportive monetarist arithmetic Downloads
Jonathan Bridges and Ryland Thomas
0441: An estimated DSGE model: explaining variation in term premia Downloads
Martin Andreasen
0440: Time-varying volatility, precautionary saving and monetary policy Downloads
Michael Hatcher
0439: An efficient minimum distance estimator for DSGE models Downloads
Konstantinos Theodoridis
0438: How do individual UK consumer prices behave? Downloads
Philip Bunn and Colin Ellis
0437: Estimating the impact of the volatility of shocks: a structural VAR approach Downloads
Haroon Mumtaz
0436: Systemic capital requirements Downloads
Lewis Webber and Matthew Willison
0435: Preferred-habitat investors and the US term structure of real rates Downloads
Iryna Kaminska, Dimitri Vayanos and Gabriele Zinna
0434: Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change Downloads
George Kapetanios and Anthony Yates
0433: The impact of permanent energy price shocks on the UK economy Downloads
Richard Harrison, Ryland Thomas and Iain de Weymarn
0432: An estimated DSGE model of energy, costs and inflation in the United Kingdom Downloads
Stephen Millard
0431: Financial intermediaries in an estimated DSGE model for the United Kingdom Downloads
Stefania Villa and Jing Yang
0430: Identifying risks in emerging market sovereign and corporate bond spreads Downloads
Gabriele Zinna
0429: Domestic financial regulation and external borrowing Downloads
Sergi Lanau
0428: Intraday two-part tariff in payment systems Downloads
Tomohiro Ota
0427: System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis Downloads
Marcelo Perlin and Jochen Schanz
0426: Labour supply as a buffer: evidence from UK households Downloads
Andrew Benito and Jumana Saleheen
0425: International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy Downloads
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 Downloads
Shekhar Aiyar
0423: Shifts in portfolio preferences of international investors: an application to sovereign wealth funds Downloads
Filipa Sa and Francesca Viani
0422: Understanding the macroeconomic effects of working capital in the United Kingdom Downloads
Emilio Fernandez-Corugedo, Michael McMahon, Stephen Millard and Lukasz Rachel
0421: Global rebalancing: the macroeconomic impact on the United Kingdom Downloads
Alex Haberis, Bojan Markovic, Karen Mayhew and Pawel Zabczyk
0420: Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7? Downloads
Anna Lipinska and Stephen Millard
0419: A global model of international yield curves: no-arbitrage term structure approach Downloads
Iryna Kaminska, Andrew Meldrum and James Smith
0418: Cyclical risk aversion, precautionary saving and monetary policy Downloads
Bianca De Paoli and Pawel Zabczyk
0417: How non-Gaussian shocks affect risk premia in non-linear DSGE models Downloads
Martin Andreasen
0416: An efficient method of computing higher-order bond price perturbation approximations Downloads
Martin Andreasen and Pawel Zabczyk
0415: The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies Downloads
Andrew Blake, Tatiana Kirsanova and Anthony Yates
0414: A Bayesian approach to optimal monetary policy with parameter and model uncertainty Downloads
Timothy Cogley, Bianca De Paoli, Christian Matthes, Kalin Nikolov and Anthony Yates
0413: Mapping systemic risk in the international banking network Downloads
Rodney Garratt, Lavan Mahadeva and Katsiaryna Svirydzenka
0412: The history of interbank settlement arrangements: exploring central banks’ role in the payment system Downloads
Ben Norman, Rachel Shaw and George Speight
0411: Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation Downloads
Filipa Sa, Pascal Towbin and Tomasz Wieladek
0410: Are EME indicators of vulnerability to financial crises decoupling from global factors? Downloads
Guillermo Felices and Tomasz Wieladek
0409: The contractual approach to sovereign debt restructuring Downloads
Sergi Lanau
0408: Wage rigidities in an estimated DSGE model of the UK labour market Downloads
Renato Faccini, Stephen Millard and Francesco Zanetti
0407: Extracting information from structured credit markets Downloads
Joseph Noss
0406: Forecasting in the presence of recent structural change Downloads
Jana Eklund, George Kapetanios and Simon Price
0405: Monetary policy, capital inflows and the housing boom Downloads
Filipa Sa and Tomasz Wieladek
0404: The impact of payment splitting on liquidity requirements in RTGS Downloads
Edward Denbee and Ben Norman
0403: Monetary policy rules and foreign currency positions Downloads
Bianca De Paoli, Hande Kucuk and Jens Sondergaard
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