Bank of England working papers

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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

321: Comparing the pre-settlement risk implications of alternative clearing arrangements

John P Jackson and Mark J Manning

320: The real exchange rate and quality improvements

Karen Dury and Özlem Oomen

319: Too many to fail - an analysis of time-inconsistency in bank closure policies

Viral Acharya and Tanju Yorulmazer

318: Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks?

Bojan Markovic and Laura Povoledo

317: Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany

Peter Gibbard and Ibrahim Stevens

316: Financial infrastructure and corporate governance

Helen Allen, Grigoria Christodoulou and Stephen Millard

315: Do announcements of bank acquisitions in emerging markets create value?

Farouk Soussa and Tracy Wheeler

314: Consumer credit conditions in the United Kingdom

Emilio Fernandez-Corugedo and John Muellbauer

313: Bank capital channels in the monetary transmission mechanism

Bojan Markovic

312: Exchange rate pass-through into UK import prices

Haroon Mumtaz, Özlem Oomen and Jian Wang

311: The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests

Georgios Chortareas and George Kapetanios

310: Returns to equity, investment and Q: evidence from the United Kingdom

Simon Price and Christoph Schleicher

309: Fundamental inflation uncertainty

Charlotta Groth, Jarkko Jääskelä and Paolo Surico

308: Optimal emerging market fiscal policy when trend output growth is unobserved

Gregory Thwaites

307: Fiscal rules for debt sustainability in emerging markets: the impact of volatility and default risk

Adrian Penalver and Gregory Thwaites

306: Consumption excess sensitivity, liquidity constraints and the collateral role of housing

Andrew Benito and Haroon Mumtaz

305: Bank capital, asset prices and monetary policy

David Aikman and Matthias Paustian

304: Procyclicality, collateral values and financial stability

Prasanna Gai, Péter Kondor and Nicholas Vause

303: The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model

Alex Brazier, Richard Harrison, Mervyn King and Anthony Yates

302: International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD

Vincent Labhard and Michael Sawicki

301: The welfare benefits of stable and efficient payment systems

Stephen Millard and Matthew Willison

300: Elasticities, markups and technical progress: evidence from a state-space approach

Colin Ellis

299: Optimal discretionary policy in rational expectations models with regime switching

Richhild Moessner

298: Optimal monetary policy in Markov-switching models with rational expectations agents

Andrew Blake and Fabrizio Zampolli

297: Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics

Fabrizio Zampolli

296: Sterling implications of a US current account reversal

Morten Spange and Pawel Zabczyk

295: Productivity growth, adjustment costs and variable factor utilisation: the UK case

Charlotta Groth, Soledad Nuñez and Sylaja Srinivasan

294: How does the down-payment constraint affect the UK housing market?

Andrew Benito

293: Resolving banking crises - an analysis of policy options

Misa Tanaka and Glenn Hoggarth

292: Switching costs in the market for personal current accounts: some evidence for the United Kingdom

Celine Gondat-Larralde and Erlend Nier

291: Affine term structure models for the foreign exchange risk premium

Luca Benati

290: UK monetary regimes and macroeconomic stylised facts

Luca Benati

289: Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom

Kamakshya Trivedi and Garry Young

288: The price puzzle: fact or artefact?

Efrem Castelnuovo and Paolo Surico

287: Assessing central counterparty margin coverage on futures contracts using GARCH models

Raymond Knott and Marco Polenghi

286: Modelling the cross-border use of collateral in payment systems

Mark J Manning and Matthew Willison

285: The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness

Bergljot Barkbu, Vincenzo Cassino, Aïleen Lotz and Laura Piscitelli

284: Modelling manufacturing inventories

John Tsoukalas

283: Measuring investors' risk appetite

Prasanna Gai and Nicholas Vause

282: Stress tests of UK banks using a VAR approach

Glenn Hoggarth, Steffen Sorensen and Lea Zicchino

281: Monetary policy and data uncertainty

Jarkko Jääskelä and Anthony Yates

280: A quality-adjusted labour input series for the United Kingdom (1975-2002)

Venetia Bell, Pablo Burriel and Jerry Jones

279: Monetary policy and private sector misperceptions about the natural level of output

Jarkko Jääskelä and Jack McKeown

278: Misperceptions and monetary policy in a New Keynesian model

Jarkko Jääskelä and Jack McKeown