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Bank of England working papers

From Bank of England
Bank of England, Threadneedle Street, London, EC2R 8AH.
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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
0402: DSGE model restrictions for structural VAR identification Downloads
Philip Liu and Konstantinos Theodoridis
0401: Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR Downloads
Christiane Baumeister, Philip Liu and Haroon Mumtaz
0400: Liquidity-saving mechanisms and bank behaviour Downloads
Marco Galbiati and Kimmo Soramäki
0399: Liquidity costs and tiering in large-value payment systems Downloads
Mark Adams, Marco Galbiati and Simone Giansante
0398: The sterling unsecured loan market during 2006-08: insights from network theory Downloads
Anne Wetherilt, Peter Zimmerman and Kimmo Soramäki
0397: Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom Downloads
Philip Liu and Haroon Mumtaz
0396: Using estimated models to assess nominal and real rigidities in the United Kingdom Downloads
Gunes Kamber and Stephen Millard
0395: New insights into price-setting behaviour in the United Kingdom Downloads
Jennifer Greenslade and Miles Parker
0394: How do individual UK producer prices behave? Downloads
Philip Bunn and Colin Ellis
0393: The financial market impact of quantitative easing Downloads
Michael Joyce, Ana Lasaosa, Ibrahim Stevens and Matthew Tong
0392: Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis Downloads
Alina Barnett, Jan Groen and Haroon Mumtaz
0391: Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies Downloads
Federico Di Pace and Renato Faccini
0390: Technology shocks, employment and labour market frictions Downloads
Federico Mandelman and Francesco Zanetti
0389: Liquidity-saving mechanisms in collateral-based RTGS payment systems Downloads
Marius Jurgilas and Antoine Martin
0388: An economic capital model integrating credit and interest rate risk in the banking book Downloads
Piergiorgio Alessandri and Mathias Drehmann
0387: Shocks to bank capital: evidence from UK banks at home and away Downloads
Nada Mora and Andrew Logan
0386: Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR Downloads
Haroon Mumtaz
0385: Imperfect credit markets: implications for monetary policy Downloads
Gertjan Vlieghe
0384: The geographical composition of national external balance sheets: 1980-2005 Downloads
Chris Kubelec and Filipa Sa
0383: Contagion in financial networks Downloads
Prasanna Gai and Sujit Kapadia
0382: Time-varying dynamics of the real exchange rate. A structural VAR analysis Downloads
Haroon Mumtaz and Laura Sunder-Plassmann
0381: All together now: do international factors explain relative price comovements? Downloads
Ozer Karagedikli, Haroon Mumtaz and Misa Tanaka
0380: Evaluating and estimating a DSGE model for the United Kingdom Downloads
Richard Harrison and Özlem Oomen
0379: Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis Downloads
Matt Waldron and Fabrizio Zampolli
0378: Do supermarket prices change from week to week? Downloads
Colin Ellis
0377: International spillover effects and monetary policy activism Downloads
Anna Lipinska, Morten Spange and Misa Tanaka
0376: Endogenous choice of bank liquidity: the role of fire sales Downloads
Viral Acharya, Hyun Song Shin and Tanju Yorulmazer
0375: Inflation dynamics with labour market matching: assessing alternative specifications Downloads
Kai Christoffel, James Costain, Grégory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard and Olivier Pierrard
0374: How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management? Downloads
Jochen Schanz
0373: International financial transmission: emerging and mature markets Downloads
Guillermo Felices, Christian Grisse and Jing Yang
0372: Funding liquidity risk in a quantitative model of systemic stability Downloads
David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
0371: Payment systems, inside money and financial intermediation Downloads
Ouarda Merrouche and Erlend Nier
0370: Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system Downloads
Ouarda Merrouche and Jochen Schanz
0369: Multivariate methods for monitoring structural change Downloads
Jan Groen, George Kapetanios and Simon Price
0368: The real exchange rate in sticky-price models: does investment matter? Downloads
Enrique Martinez-Garcia and Jens Sondergaard
0367: Labour market flows: facts from the United Kingdom Downloads
Pedro Gomes
0366: Common determinants of currency crises: role of external balance sheet variables Downloads
Mirko Licchetta
0365: Foreign exchange rate risk in a small open economy Downloads
Bianca De Paoli and Jens Sondergaard
0364: What lies beneath: what can disaggregated data tell us about the behaviour of prices? Downloads
Haroon Mumtaz, Pawel Zabczyk and Colin Ellis
0363: Dynamics of the term structure of UK interest rates Downloads
Francesco Bianchi, Haroon Mumtaz and Paolo Surico
0362: Output costs of sovereign crises: some empirical estimates Downloads
Bianca De Paoli, Glenn Hoggarth and Victoria Saporta
0361: Why do risk premia vary over time? A theoretical investigation under habit formation Downloads
Bianca De Paoli and Pawel Zabczyk
0360: Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves Downloads
Michael Joyce, Peter Lildholdt and Steffen Sorensen
0359: Globalisation, import prices and inflation dynamics Downloads
Chris Peacock and Ursel Baumann
0358: Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve Downloads
Michael Joyce, Iryna Kaminska and Peter Lildholdt
0357: A no-arbitrage structural vector autoregressive model of the UK yield curve Downloads
Iryna Kaminska
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