Bank of England working papers

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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

262: The impact of unsecured debt on financial distress among British households

Ana Del-Rí­o and Garry Young

261: Default probabilities and expected recovery: an analysis of emerging market sovereign bonds

Liz Dixon-Smith, Roman Goossens and Simon Hayes

260: Financial constraints and capacity adjustment in the United Kingdom: evidence from a large panel of survey data

Ulf von Kalckreuth and Emma Murphy

259: Productivity growth in UK industries, 1970-2000: structural change and the role of ICT

Nicholas Oulton and Sylaja Srinivasan

258: Estimating UK capital adjustment costs

Charlotta Groth

257: The role of ICT in the global investment cycle

Michael McMahon, Gabriel Sterne and Jamie Thompson

256: Comovements in the prices of securities issued by large complex financial institutions

Christian Hawkesby, Ian Marsh and Ibrahim Stevens

255: Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of England's operational independence

Ana Lasaosa

254: On the consumption-real exchange rate anomaly

Gianluca Benigno and Christoph Thoenissen

253: Decomposing credit spreads

Rohan Churm and Nikolaos Panigirtzoglou

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