Bank of England Staff Working Paper series

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0496: Uncertainty in a model with credit frictions

Ambrogio Cesa-Bianchi and Emilio Fernandez-Corugedo

0495: The productivity puzzle: a firm-level investigation into employment behaviour and resource allocation over the crisis

Alina Barnett, Adrian Chiu, Jeremy Franklin and Maria Sebastia-Barriel

0494: Estimating the impact of changes in aggregate bank capital requirements during an upswing

Joseph Noss and C. Priscilla Toffano

0493: The macroeconomic effects of monetary policy: a new measure for the United Kingdom

James Cloyne and Patrick Hürtgen

0492: Generalised density forecast combinations

Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price

0491: Household debt and the dynamic effects of income tax changes

James Cloyne and Paolo Surico

0490: Adaptive forecasting in the presence of recent and ongoing structural change

Liudas Giraitis, George Kapetanios and Simon Price

0489: Expectations, risk premia and information spanning in dynamic term structure model estimation

Rodrigo Guimaraes

0488: News and labour market dynamics in the data and in matching models

Konstantinos Theodoridis and Francesco Zanetti

0487: Shadow banks and macroeconomic instability

Roland Meeks, Benjamin Nelson and Piergiorgio Alessandri

0486: The impact of capital requirements on bank lending

Jonathan Bridges, David Gregory, Mette Nielsen, Silvia Pezzini, Amar Radia and Marco Spaltro

0485: Identifying channels of credit substitution when bank capital requirements are varied

Shekhar Aiyar, Charles Calomiris and Tomasz Wieladek

0484: GDP-linked bonds and sovereign default

David Barr, Oliver Bush and Alex Pienkowski

0483: Risk news shocks and the business cycle

Gabor Pinter, Konstantinos Theodoridis and Anthony Yates

0482: Has weak lending and activity in the United Kingdom been driven by credit supply shocks?

Alina Barnett and Ryland Thomas

0481: Likelihood inference in non-linear term structure models: the importance of the lower bound

Martin Andreasen and Andrew Meldrum

0480: Central counterparties and the topology of clearing networks

Marco Galbiati and Kimmo Soramäki

0479: Financial factors and the international transmission mechanism

Abigail Haddow and Mariya Mileva

0478: Capital over the business cycle: renting versus ownership

Peter Gal and Gabor Pinter

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