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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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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
0356: Measuring monetary policy expectations from financial market instruments Downloads
Michael Joyce, Jonathan Relleen and Steffen Sorensen
0355: The network topology of CHAPS Sterling Downloads
Christopher Becher, Stephen Millard and Kimmo SoramÃÂäki
0354: Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach Downloads
Guillermo Felices and Bjorn-Erik Orskaug
0353: The conduct of global monetary policy and domestic stability Downloads
Andrew Blake and Bojan Markovic
0352: An agent-based model of payment systems Downloads
Marco Galbiati and Kimmo Soramäki
0351: The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence Downloads
Clare Macallan, Stephen Millard and Miles Parker
0350: Investigating the structural stability of the Phillips curve relationship Downloads
Jan Groen and Haroon Mumtaz
0349: Dealing with country diversity: challenges for the IMF credit union model Downloads
Gregor Irwin, Adrian Penalver, Chris Salmon and Ashley Taylor
0348: The elasticity of substitution: evidence from a UK firm-level data set Downloads
Sebastian Barnes, Simon Price and Maria Sebastia Barriel
0347: Non-linear adjustment of import prices in the European Union Downloads
Jose Manuel Campa, Jose M Gonzalez Minguez and Maria Sebastia Barriel
0346: Network models and financial stability Downloads
Erlend Nier, Jing Yang, Tanju Yorulmazer and Amadeo Alentorn
0345: Summary statistics of option-implied probability density functions and their properties Downloads
Damien Lynch and Nikolaos Panigirtzoglou
0344: International monetary co-operation in a world of imperfect information Downloads
Kang Yong Tan and Misa Tanaka
0343: Efficient frameworks for sovereign borrowing Downloads
Gregor Irwin and Gregory Thwaites
342: That elusive elasticity and the ubiquitous bias: is panel data a panacea? Downloads
James Smith
341: Evolving international inflation dynamics: evidence from a time-varying dynamic factor model Downloads
Haroon Mumtaz and Paolo Surico
340: Financial innovation, macroeconomic stability and systemic crises Downloads
Prasanna Gai, Sujit Kapadia, Stephen Millard and Ander Perez
339: The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective Downloads
Mathias Drehmann, Steffen Sorensen and Marco Stringa
338: Monetary policy shifts and inflation dynamics Downloads
Paolo Surico
337: Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach Downloads
Ana Lasaosa and Merxe Tudela
336: A state space approach to extracting the signal from uncertain data Downloads
Alastair Cunningham, Jana Eklund, Christopher Jeffery, George Kapetanios and Vincent Labhard
335: Business cycle fluctuations and excess sensitivity of private consumption Downloads
Gert Peersman and Lorenzo Pozzi
334: Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index Downloads
Matthew Hurd, Mark Salmon and Christoph Schleicher
333: Labour market institutions and aggregate fluctuations in a search and matching model Downloads
Francesco Zanetti
332: Investment adjustment costs: evidence from UK and US industries Downloads
Charlotta Groth and Hashmat Khan
331: Wage flexibility in Britain: some micro and macro evidence Downloads
Mark Schweitzer
330: Escaping Nash and volatile inflation Downloads
Martin Ellison and Anthony Yates
329: The impact of yuan revaluation on the Asian region Downloads
Glenn Hoggarth and Hui Tong
328: Cash-in-the-market pricing and optimal resolution of bank failures Downloads
Viral Acharya and Tanju Yorulmazer
327: A model of market surprises Downloads
Lavan Mahadeva
326: Asset pricing implications of a New Keynesian model Downloads
Bianca De Paoli, Alasdair Scott and Olaf Weeken
325: Inter-industry contagion between UK life insurers and UK banks: an event study Downloads
Marco Stringa and Allan Monks
324: Housing equity as a buffer: evidence from UK households Downloads
Andrew Benito
323: Forecast combination and the Bank of England’s suite of statistical forecasting models Downloads
George Kapetanios, Vincent Labhard and Simon Price
322: An affine macro-factor model of the UK yield curve Downloads
Peter Lildholdt, Nikolaos Panigirtzoglou and Chris Peacock
321: Comparing the pre-settlement risk implications of alternative clearing arrangements Downloads
John P Jackson and Mark J Manning
320: The real exchange rate and quality improvements Downloads
Karen Dury and Özlem Oomen
319: Too many to fail - an analysis of time-inconsistency in bank closure policies Downloads
Viral Acharya and Tanju Yorulmazer
318: Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks? Downloads
Bojan Markovic and Laura Povoledo
317: Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany Downloads
Peter Gibbard and Ibrahim Stevens
316: Financial infrastructure and corporate governance Downloads
Helen Allen, Grigoria Christodoulou and Stephen Millard
315: Do announcements of bank acquisitions in emerging markets create value? Downloads
Farouk Soussa and Tracy Wheeler
314: Consumer credit conditions in the United Kingdom Downloads
Emilio Fernandez-Corugedo and John Muellbauer
313: Bank capital channels in the monetary transmission mechanism Downloads
Bojan Markovic
312: Exchange rate pass-through into UK import prices Downloads
Haroon Mumtaz, Özlem Oomen and Jian Wang
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