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.

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

0421: Global rebalancing: the macroeconomic impact on the United Kingdom

Alex Haberis, Bojan Markovic, Karen Mayhew and Pawel Zabczyk

0420: Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7?

Anna Lipinska and Stephen Millard

0419: A global model of international yield curves: no-arbitrage term structure approach

Iryna Kaminska, Andrew Meldrum and James Smith

0418: Cyclical risk aversion, precautionary saving and monetary policy

Bianca De Paoli and Pawel Zabczyk

0417: How non-Gaussian shocks affect risk premia in non-linear DSGE models

Martin Andreasen

0416: An efficient method of computing higher-order bond price perturbation approximations

Martin Andreasen and Pawel Zabczyk

0415: The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies

Andrew Blake, Tatiana Kirsanova and Anthony Yates

0414: A Bayesian approach to optimal monetary policy with parameter and model uncertainty

Timothy Cogley, Bianca De Paoli, Christian Matthes, Kalin Nikolov and Anthony Yates

0413: Mapping systemic risk in the international banking network

Rodney Garratt, Lavan Mahadeva and Katsiaryna Svirydzenka

0412: The history of interbank settlement arrangements: exploring central banks’ role in the payment system

Ben Norman, Rachel Shaw and George Speight

0411: Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation

Filipa Sa, Pascal Towbin and Tomasz Wieladek

0410: Are EME indicators of vulnerability to financial crises decoupling from global factors?

Guillermo Felices and Tomasz Wieladek

0409: The contractual approach to sovereign debt restructuring

Sergi Lanau

0408: Wage rigidities in an estimated DSGE model of the UK labour market

Renato Faccini, Stephen Millard and Francesco Zanetti

0407: Extracting information from structured credit markets

Joseph Noss

0406: Forecasting in the presence of recent structural change

Jana Eklund, George Kapetanios and Simon Price

0405: Monetary policy, capital inflows and the housing boom

Filipa Sa and Tomasz Wieladek

0404: The impact of payment splitting on liquidity requirements in RTGS

Edward Denbee and Ben Norman

0403: Monetary policy rules and foreign currency positions

Bianca De Paoli, Hande Kucuk and Jens Sondergaard

0402: DSGE model restrictions for structural VAR identification

Philip Liu and Konstantinos Theodoridis

0401: Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR

Christiane Baumeister, Philip Liu and Haroon Mumtaz

0400: Liquidity-saving mechanisms and bank behaviour

Marco Galbiati and Kimmo Soramäki

0399: Liquidity costs and tiering in large-value payment systems

Mark Adams, Marco Galbiati and Simone Giansante

0398: The sterling unsecured loan market during 2006-08: insights from network theory

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

Philip Liu and Haroon Mumtaz

0396: Using estimated models to assess nominal and real rigidities in the United Kingdom

Gunes Kamber and Stephen Millard

0395: New insights into price-setting behaviour in the United Kingdom

Jennifer Greenslade and Miles Parker

0394: How do individual UK producer prices behave?

Philip Bunn and Colin Ellis

0393: The financial market impact of quantitative easing

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

Alina Barnett, Jan Groen and Haroon Mumtaz

0391: Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies

Federico Di Pace and Renato Faccini

0390: Technology shocks, employment and labour market frictions

Federico Mandelman and Francesco Zanetti

0389: Liquidity-saving mechanisms in collateral-based RTGS payment systems

Marius Jurgilas and Antoine Martin

0388: An economic capital model integrating credit and interest rate risk in the banking book

Piergiorgio Alessandri and Mathias Drehmann

0387: Shocks to bank capital: evidence from UK banks at home and away

Nada Mora and Andrew Logan

0386: Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR

Haroon Mumtaz

0385: Imperfect credit markets: implications for monetary policy

Gertjan Vlieghe

0384: The geographical composition of national external balance sheets: 1980-2005

Chris Kubelec and Filipa Sa

0383: Contagion in financial networks

Prasanna Gai and Sujit Kapadia

0382: Time-varying dynamics of the real exchange rate. A structural VAR analysis

Haroon Mumtaz and Laura Sunder-Plassmann

0381: All together now: do international factors explain relative price comovements?

Ozer Karagedikli, Haroon Mumtaz and Misa Tanaka

0380: Evaluating and estimating a DSGE model for the United Kingdom

Richard Harrison and Özlem Oomen

0379: Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis

Matt Waldron and Fabrizio Zampolli

0378: Do supermarket prices change from week to week?

Colin Ellis