Bank of England working papers

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252: Real-Time Gross Settlement and hybrid payment systems: a comparison

Matthew Willison

251: The stock market and capital accumulation: an application to UK data

Demetrios Eliades and Olaf Weeken

250: Asset price based estimates of sterling exchange rate risk premia

Jan Groen and Ravi Balakrishnan

249: Optimal collective action clause thresholds

Andrew Haldane, Adrian Penalver, Victoria Saporta and Hyun Song Shin

248: Concepts of equilibrium exchange rates

Rebecca Driver and Peter Westaway

247: The exposure of international bank loans to third-country risk: an empirical analysis of overdue claims

Drew Dahl and Andrew Logan

246: Competitiveness, inflation, and monetary policy

Hashmat Khan and Richhild Moessner

245: Horizontal and vertical integration in securities trading and settlement

Jens Tapking and Jing Yang

244: Long-horizon equity return predictability: some new evidence for the United Kingdom

Anne Wetherilt and Simon Wells

243: Long-term interest rates, wealth and consumption

Roy Cromb and Emilio Fernandez-Corugedo

242: Core inflation: a critical guide

Alan Mankikar and Jo Paisley

241: Anticipation of monetary policy in UK financial markets

Peter Lildholdt and Anne Wetherilt

240: Price-setting behaviour, competition, and mark-up shocks in the New Keynesian model

Hashmat Khan

239: From tiny samples do mighty populations grow? Using the British Household Panel Survey to analyse the household sector balance sheet

Victoria Redwood and Merxe Tudela

238: Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models

George Kapetanios and Anthony Yates

237: Forecasting with measurement errors in dynamic models

Richard Harrison, George Kapetanios and Anthony Yates

236: The effects of stock market movements on consumption and investment: does the shock matter?

Stephen Millard and John Power

235: Rule-based monetary policy under central bank learning

Kosuke Aoki and Kalin Nikolov

234: Intertemporal substitution and household production in labour supply

Guillermo Felices and David Tinsley

233: The efficient resolution of capital account crises: how to avoid moral hazard

Gregor Irwin and David Vines

232: Evolving post-World War II UK economic performance

Luca Benati

231: Real exchange rate persistence and systematic monetary policy behaviour

Jan Groen and Akito Matsumoto

230: Financial interlinkages in the United Kingdom's interbank market and the risk of contagion

Simon Wells

229: On the resolution of banking crises: theory and evidence

Glenn Hoggarth, Jack Reidhill and Peter Sinclair

228: The UK labour force participation rate: business cycle and trend influences

Mark Schweitzer and David Tinsley

227: The Phillips curve under state-dependent pricing

Hasan Bakhshi, Hashmat Khan and Barbara Rudolf

226: Corporate capital structure in the United Kingdom: determinants and adjustment

Philip Bunn and Garry Young

225: Exploring the relationship between credit spreads and default probabilities

Mark J Manning

224: The informational content of empirical measures of real interest rate and output gaps for the United Kingdom

Jens Larsen and Jack McKeown

223: Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis

Jan Groen and Clare Lombardelli

222: The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment

Stephen Bond, Alexander Klemm, Rain Newton-Smith, Murtaza Syed and Gertjan Vlieghe

221: Female labour force participation in the United Kingdom: evolving characteristics or changing behaviour?

Maria Guti'rrez-DomSnech and Brian Bell

220: Does job insecurity affect household consumption?

Andrew Benito

219: Bail out or work out? Theoretical considerations

Andrew Haldane, Gregor Irwin and Victoria Saporta

218: Health, disability insurance and labour force participation

Brian Bell and James Smith

217: International financial rescues and debtor-country moral hazard

Prasanna Gai and Ashley Taylor

216: IMF lending and creditor moral hazard

Andrew Haldane and Jörg Scheibe

215: How can the IMF catalyse private capital flows? A model

Adrian Penalver

214: An empirical model of household arrears

John Whitley, Richard Windram and Prudence Cox

213: Investment-specific technological change and growth accounting

Nicholas Oulton

212: Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour

Michael Chui, Simon Hall and Ashley Taylor

211: An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Roberto Blanco, Simon Brennan and Ian Marsh

210: Company accounts based modelling of business failures and the implications for financial stability

Philip Bunn and Victoria Redwood

209: Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit

Simon Buckle and Erin Campbell

208: A matching model of non-employment and wage pressure

Andrew Brigden and Jonathan Thomas

207: A quantitative framework for commercial property and its relationship to the analysis of the financial stability of the corporate sector

John Whitley and Richard Windram

206: The rise in US household debt: assessing its causes and sustainability

Sebastian Barnes and Garry Young

205: Empirical determinants of emerging market economies' sovereign bond spreads

Gianluigi Ferrucci

204: The dynamics of consumers' expenditure: the UK consumption ECM redux

Emilio Fernandez-Corugedo, Simon Price and Andrew Blake

203: Analytics of sovereign debt restructuring

Andrew Haldane, Adrian Penalver, Victoria Saporta and Hyun Song Shin