Bank of England working papers

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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

0362: Output costs of sovereign crises: some empirical estimates

Bianca De Paoli, Glenn Hoggarth and Victoria Saporta

0361: Why do risk premia vary over time? A theoretical investigation under habit formation

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

Michael Joyce, Peter Lildholdt and Steffen Sorensen

0359: Globalisation, import prices and inflation dynamics

Chris Peacock and Ursel Baumann

0358: Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve

Michael Joyce, Iryna Kaminska and Peter Lildholdt

0357: A no-arbitrage structural vector autoregressive model of the UK yield curve

Iryna Kaminska

0356: Measuring monetary policy expectations from financial market instruments

Michael Joyce, Jonathan Relleen and Steffen Sorensen

0355: The network topology of CHAPS Sterling

Christopher Becher, Stephen Millard and Kimmo SoramÃÂäki

0354: Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach

Guillermo Felices and Bjorn-Erik Orskaug

0353: The conduct of global monetary policy and domestic stability

Andrew Blake and Bojan Markovic

0352: An agent-based model of payment systems

Marco Galbiati and Kimmo Soramäki

0351: The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence

Clare Macallan, Stephen Millard and Miles Parker

0350: Investigating the structural stability of the Phillips curve relationship

Jan Groen and Haroon Mumtaz

0349: Dealing with country diversity: challenges for the IMF credit union model

Gregor Irwin, Adrian Penalver, Chris Salmon and Ashley Taylor

0348: The elasticity of substitution: evidence from a UK firm-level data set

Sebastian Barnes, Simon Price and Maria Sebastia Barriel

0347: Non-linear adjustment of import prices in the European Union

Jose Campa, Jose M Gonzalez Minguez and Maria Sebastia Barriel

0346: Network models and financial stability

Erlend Nier, Jing Yang, Tanju Yorulmazer and Amadeo Alentorn

0345: Summary statistics of option-implied probability density functions and their properties

Damien Lynch and Nikolaos Panigirtzoglou

0344: International monetary co-operation in a world of imperfect information

Kang Yong Tan and Misa Tanaka

0343: Efficient frameworks for sovereign borrowing

Gregor Irwin and Gregory Thwaites

342: That elusive elasticity and the ubiquitous bias: is panel data a panacea?

James Smith

341: Evolving international inflation dynamics: evidence from a time-varying dynamic factor model

Haroon Mumtaz and Paolo Surico

340: Financial innovation, macroeconomic stability and systemic crises

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

Mathias Drehmann, Steffen Sorensen and Marco Stringa

338: Monetary policy shifts and inflation dynamics

Paolo Surico

337: Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach

Ana Lasaosa and Merxe Tudela

336: A state space approach to extracting the signal from uncertain data

Alastair Cunningham, Jana Eklund, Christopher Jeffery, George Kapetanios and Vincent Labhard

335: Business cycle fluctuations and excess sensitivity of private consumption

Gert Peersman and Lorenzo Pozzi

334: Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index

Matthew Hurd, Mark Salmon and Christoph Schleicher

333: Labour market institutions and aggregate fluctuations in a search and matching model

Francesco Zanetti

332: Investment adjustment costs: evidence from UK and US industries

Charlotta Groth and Hashmat Khan

331: Wage flexibility in Britain: some micro and macro evidence

Mark Schweitzer

330: Escaping Nash and volatile inflation

Martin Ellison and Anthony Yates

329: The impact of yuan revaluation on the Asian region

Glenn Hoggarth and Hui Tong

328: Cash-in-the-market pricing and optimal resolution of bank failures

Viral Acharya and Tanju Yorulmazer

327: A model of market surprises

Lavan Mahadeva

326: Asset pricing implications of a New Keynesian model

Bianca De Paoli, Alasdair Scott and Olaf Weeken

325: Inter-industry contagion between UK life insurers and UK banks: an event study

Marco Stringa and Allan Monks

324: Housing equity as a buffer: evidence from UK households

Andrew Benito

323: Forecast combination and the Bank of England’s suite of statistical forecasting models

George Kapetanios, Vincent Labhard and Simon Price

322: An affine macro-factor model of the UK yield curve

Peter Lildholdt, Nikolaos Panigirtzoglou and Chris Peacock