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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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