Bank of England working papers

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0477: Non-uniform wage-staggering: European evidence and monetary policy implications

Michel Juillard, Hervé Le Bihan and Stephen Millard

0476: Oil shocks and the UK economy: the changing nature of shocks and impact over time

Stephen Millard and Tamarah Shakir

0475: Policy multipliers under an interest rate peg of deterministic versus stochastic duration

Charles Carlstrom, Timothy Fuerst and Matthias Paustian

0474: Not all capital waves are alike: a sector-level examination of surges in FDI inflows

Dennis Reinhardt and Salvatore Dell'Erba

0473: The pitfalls of speed-limit interest rate rules at the zero lower bound

Charles Brendon, Matthias Paustian and Anthony Yates

0472: International capital flows and development: financial openness matters

Dennis Reinhardt, Luca Ricci and Thierry Tressel

0471: The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models

Stephen Burgess, Emilio Fernandez-Corugedo, Charlotta Groth, Richard Harrison, Francesca Monti, Konstantinos Theodoridis and Matt Waldron

0470: Long and short-term effects of the financial crisis on labour productivity, capital and output

Nicholas Oulton and Maria Sebastia-Barriel

0469: High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market

Evangelos Benos and Satchit Sagade

0468: Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk

Rodney Garratt, Lewis Webber and Matthew Willison

0467: Factor adjustment costs: a structural investigation

Haroon Mumtaz and Francesco Zanetti

0466: QE and the gilt market: a disaggregated analysis

Martin Daines, Michael Joyce and Matthew Tong

0465: Size and complexity in model financial systems

Nimalan Arinaminpathy, Sujit Kapadia and Robert May

0464: International policy spillovers at the zero lower bound

Alex Haberis and Anna Lipinska

0463: The international transmission of volatility shocks: an empirical analysis

Haroon Mumtaz and Konstantinos Theodoridis

0462: Reputation, risk-taking and macroprudential policy

David Aikman, Benjamin Nelson and Misa Tanaka

0461: Labour market institutions and unemployment volatility: evidence from OECD countries

Renato Faccini and Chiara Rosazza Bondibene

0460: Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom

Andrew Rose and Tomasz Wieladek

0459: Inflation and output in New Keynesian models with a transient interest rate peg

Charles Carlstrom, Timothy Fuerst and Matthias Paustian

0458: A network model of financial system resilience

Kartik Anand, Prasanna Gai, Sujit Kapadia, Simon Brennan and Matthew Willison

0457: What do sticky and flexible prices tell us?

Stephen Millard and Tom O'Grady

0456: Liquidity risk, cash-flow constraints and systemic feedbacks

Sujit Kapadia, Mathias Drehmann, John Elliott and Gabriel Sterne

0455: Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions

Rupert de Vincent-Humphreys and Joseph Noss

0454: Fixed interest rates over finite horizons

Andrew Blake

0453: Neutral technology shocks and employment dynamics: results based on an RBC identification scheme

Haroon Mumtaz and Francesco Zanetti

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