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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- 0577: Adaptive models and heavy tails

- Ivan Petrella and Davide Delle Monache
- 0576: A global factor in variance risk premia and local bond pricing

- Iryna Kaminska and Matt Roberts-Sklar
- 0575: Long-run priors for term structure models

- Andrew Meldrum and Matt Roberts-Sklar
- 0574: The impact of immigration on occupational wages: evidence from Britain

- Stephen Nickell and Jumana Saleheen
- 0573: The real effects of capital requirements and monetary policy: evidence from the United Kingdom

- Filippo De Marco and Tomasz Wieladek
- 0572: Capital requirements, risk shifting and the mortgage market

- Arzu Uluc and Tomasz Wieladek
- 0571: Secular drivers of the global real interest rate

- Lukasz Rachel and Thomas Smith
- 0570: Does easing monetary policy increase financial instability?

- Ambrogio Cesa-Bianchi and Alessandro Rebucci
- 0569: House prices and job losses

- Gabor Pinter
- 0568: Firms’ adjustment during 2010–13: evidence from the Wage Dynamics Survey

- Stephen Millard and Srdan Tatomir
- 0567: A new approach to multi-step forecasting using dynamic stochastic general equilibrium models

- George Kapetanious, Simon Price and Konstantinos Theodoridis
- 0566: The Great Recession and the UK labour market

- Stephen Millard
- 0565: Ambiguity, monetary policy and trend inflation

- Riccardo M. Masolo and Francesca Monti
- 0564: Why are real interest rates so low? Secular stagnation and the relative price of investment goods

- Gregory Thwaites
- 0563: Extreme risk interdependence

- Arnold Polanski and Evarist Stoja
- 0562: International banking and liquidity risk transmission: lessons from the United Kingdom

- Robert Hills, John Hooley, Yevgeniya Korniyenko and Tomasz Wieladek
- 0561: Threshold-based forward guidance: hedging the zero bound

- Lena Boneva, Richard Harrison and Matt Waldron
- 0560: Mortgage debt and entrepreneurship

- Philippe Bracke, Christian Hilber and Olmo Silva
- 0559: Stabilising house prices: the role of housing futures trading

- Arzu Uluc
- 0558: Bankers' pay and excessive risk

- John Thanassoulis and Misa Tanaka
- 0557: The banks that said no: banking relationships, credit supply and productivity in the United Kingdom

- Jeremy Franklin, May Rostom and Gregory Thwaites
- 0556: A sectoral framework for analyzing money, credit and unconventional monetary policy

- James Cloyne, Ryland Thomas, Alex Tuckett and Samuel Wills
- 0555: ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)

- Matthieu Chavaz and Marc Flandreau
- 0554: Household debt and spending in the United Kingdom

- Philip Bunn and May Rostom
- 0553: Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero

- R. Braun, Lena Koerber and Yuichiro Waki
- 0552: Volatility contagion: new evidence from market pricing of volatility risk

- Marek Raczko
- 0551: The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom

- Zhuoshi Liu, Elisabetta Vangelista, Iryna Kaminska and Jon Relleen
- 0550: Dynamic term structure models: the best way to enforce the zero lower bound in the United States

- Martin M Andreasen and Andrew Meldrum
- 0549: How much do investors pay for houses?

- Philippe Bracke
- 0548: A heterogeneous agent model for assessing the effects of capital regulation on the interbank money market under a corridor system

- Christopher Jackson and Joseph Noss
- 0547: Extreme downside risk and financial crises

- Richard Harris, Linh H Nguyen and Evarist Stoja
- 0546: Regulatory arbitrage in action: evidence from banking flows and macroprudential policy

- Dennis Reinhardt and Rhiannon Sowerbutts
- 0545: Into the light: dark pool trading and intraday market quality on the primary exchange

- James Brugler
- 0544: Exchange rate regimes and current account adjustment: an empirical investigation

- Fernando Eguren-Martin
- 0543: Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom

- Michael Best, James Cloyne, Ethan Ilzetzki and Henrik Jacobsen Kleven
- 0542: Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme

- Rohan Churm, Michael Joyce, George Kapetanios and Konstantinos Theodoridis
- 0541: Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach

- Martin M Andreasen and Andrew Meldrum
- 0540: The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation

- Ching-Wai (Jeremy) Chiu and John Hill
- 0539: Bank leverage, credit traps and credit policies

- Angus Foulis, Benjamin Nelson and Misa Tanaka
- 0538: Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis

- Nicholas Fawcett, Lena Koerber, Riccardo M. Masolo and Matt Waldron
- 0537: What do stock markets tell us about exchange rates?

- Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente
- 0536: The impact of liquidity regulation on banks

- Ryan Banerjee and Hitoshi Mio
- 0535: Export dynamics since the Great Trade Collapse: a cross-country analysis

- John Lewis and Selien De Schryder
- 0534: What moves international stock and bond markets?

- Gino Cenedese and Enrico Mallucci
- 0533: Safe haven currencies: a portfolio perspective

- Gino Cenedese
- 0532: Towards a New Keynesian theory of the price level

- John Barrdear
- 0531: The UK productivity puzzle 2008-13: evidence from British businesses

- Rebecca Riley, Chiara Rosazza-Bondibene and Garry Young
- 0530: Cross-country co-movement in long-term interest rates: a DSGE approach

- Michael Chin, Thomai Filippeli and Konstantinos Theodoridis
- 0529: Banks are not intermediaries of loanable funds – and why this matters

- Zoltán Jakab and Michael Kumhof
- 0528: Forecasting with VAR models: fat tails and stochastic volatility

- Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter
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