Bank of England working papers

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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

0377: International spillover effects and monetary policy activism

Anna Lipinska, Morten Spange and Misa Tanaka

0376: Endogenous choice of bank liquidity: the role of fire sales

Viral Acharya, Hyun Song Shin and Tanju Yorulmazer

0375: Inflation dynamics with labour market matching: assessing alternative specifications

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?

Jochen Schanz

0373: International financial transmission: emerging and mature markets

Guillermo Felices, Christian Grisse and Jing Yang

0372: Funding liquidity risk in a quantitative model of systemic stability

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

Ouarda Merrouche and Erlend Nier

0370: Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system

Ouarda Merrouche and Jochen Schanz

0369: Multivariate methods for monitoring structural change

Jan Groen, George Kapetanios and Simon Price

0368: The real exchange rate in sticky-price models: does investment matter?

Enrique Martinez-Garcia and Jens Sondergaard

0367: Labour market flows: facts from the United Kingdom

Pedro Gomes

0366: Common determinants of currency crises: role of external balance sheet variables

Mirko Licchetta

0365: Foreign exchange rate risk in a small open economy

Bianca De Paoli and Jens Sondergaard

0364: What lies beneath: what can disaggregated data tell us about the behaviour of prices?

Haroon Mumtaz, Pawel Zabczyk and Colin Ellis

0363: Dynamics of the term structure of UK interest rates

Francesco Bianchi, Haroon Mumtaz and Paolo Surico