Bank of England working papers

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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

277: When is mortgage indebtedness a financial burden to British households? A dynamic probit approach

Orla May and Merxe Tudela

276: Corporate expenditures and pension contributions: evidence from UK company accounts

Philip Bunn and Kamakshya Trivedi

275: Wealth and consumption: an assessment of the international evidence

Vincent Labhard, Gabriel Sterne and Chris Young

274: The substitution of bank for non-bank corporate finance: evidence for the United Kingdom

Ursel Baumann, Glenn Hoggarth and Darren Pain

273: 'Real-world' mortgages, consumption volatility and the low inflation environment

Sebastian Barnes and Gregory Thwaites

272: What caused the early millennium slowdown? Evidence based on vector autoregressions

Gert Peersman

271: Consumption, house prices and expectations

Orazio Attanasio, Laura Blow, Robert Hamilton and Andrew Leicester

270: A model of bank capital, lending and the macroeconomy: Basel I versus Basel II

Lea Zicchino

269: Accounting for the source of exchange rate movements: new evidence

Katie Farrant and Gert Peersman

268: Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation

George Kapetanios, Vincent Labhard and Simon Price

267: Bank loans versus bond finance: implications for sovereign debtors

Misa Tanaka

266: The determinants of household debt and balance sheets in the United Kingdom

Merxe Tudela and Garry Young

265: Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?

Spyros Pagratis

264: Liquidity risk and contagion

Rodrigo Cifuentes, Gianluigi Ferrucci and Hyun Song Shin

263: The determinants of unsecured borrowing: evidence from the British Household Panel Survey

Ana Del-Rí­o and Garry Young