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.

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

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