Bank of England working papers
From Bank of England Bank of England, Threadneedle Street, London, EC2R 8AH. Contact information at EDIRC. Bibliographic data for series maintained by Digital Media Team (). Access Statistics for this working paper series.
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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
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