Bank of England working papers

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77: Productivity convergence and international openness

Stephen Redding and James Proudman

76: Electronic versus open outcry markets: The case of the Bund futures contract

Francis Breedon and Allison Holland

75: The Information Content of the Inflation Term Structure

Francis Breedon and Jagjit Chadha

74: Some Issues in Inflation Targeting

Andrew Haldane

73: Deconstructing Growth in UK Manufacturing

Gavin Cameron, James Proudman and Stephen Redding

72: The cyclicality of Mark-ups and Profit Margins: Some Evidence for Manufacturing and Services

Ian Small

71: The effects of Stamp Duty on the Level and Volatility of Equity Prices

Victoria Saporta and Kamhon Kan

70: The Determinants of Successful Financial Innovation: an Empirical Analysis of Futures Innovation on LIFFE

Jo Corkish, Allison Holland and Anne Fremault Vila

69: Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk

Arup Daripa and Simone Varotto

68: The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts

Joe Ganley and Chris Salmon

67: How do UK companies set prices?

Simon Hall, Mark Walsh and Anthony Yates

66: Implied risk-neutral probability density functions from option prices: theory and application

Bhupinder Bahra

65: Real Interest Rate Linkages: Testing for Common Trends and Cycles

Darren Pain and Ryland Thomas

64: Persistence and Mobility in International TradeName: James Proudman

Stephen Redding

63: Is International Openness associated with faster economic growth?

James Proudman, Stephen Redding and Marco Bianchi

62: The Demand for M4: A Sectoral Analysis Part 2 The Corporate Sector

Ryland Thomas

61: The Demand for M4: A Sectoral Analysis. Part 1 - The Personal Sector

Ryland Thomas

60: Testing the predictive power of dividend yields: non-parametric evidence from the G5

Francis Breedon, Marco Bianchi and Darren Sharma

59: Which Inter-dealer Market Prevails? An analysis of inter-dealer trading in opaque markets

Victoria Saporta

58: The determinants of UK business cycles

Allison Holland and Andrew Scott

57: Why do the LIFFE and DTB bund futures contracts trade at different prices?

Francis Breedon

56: Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets

Lars Svensson

55: The information content of the short end of the term structure of interest rates

Marco Rossi

54: Monetary Policy Uncertainty and Central Bank Accountability

Charles Nolan and Eric Schaling

53: What Determines the Short-run Output-Inflation Trade-off?

Anthony Yates and Bryan Chapple

52: Feasible Mechanisms for Achieving Monetary Stability: a Comparison of Inflation Targeting and the ERM

Matthew Canzoneri, Charles Nolan and Anthony Yates

51: UK Asset Price Volatility Over the Last 50 Years

Nicola Anderson and Francis Breedon

50: Unemployment persistence: Does the size of the shock matter?

Marco Bianchi and Gylfi Zoega

49: Independence and Accountability

Clive Briault, Andrew Haldane and Mervyn King

48: The Construction of the Bank's new UK Commodity Price Index

Andrew Logan and Lucy O'Carroll

47: Measurement Bias in Price Indices: An Application to the UK's RPI

Alastair Cunningham

46: A Market for Intra-day Funds: Does it Have Implications for Monetary Policy?

Spencer Dale and Marco Rossi

45: Base Money Rules in the UK

Andrew Haldane, Bennett McCallum and Chris Salmon

44: A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates

Marco Bianchi

43: International Bank Lending to LDCs - an Information-Based Approach

Prasanna Gai

42: Bidding and Information: Evidence from Gilt-Edged Auctions

Francis Breedon and Joe Ganley

41: Optimal Commitment in an Open Economy: Credibility vs. Flexibility

Sylvester Eijffinger and Eric Schaling

40: Rules, Discretion and the United Kingdom's New Monetary Framework

Andrew Haldane

39: Valuation of underwriting agreements for UK rights issues: evidence from the traded option market

Francis Breedon and Ian Twinn

38: The Microstructure of the UK gilt market

James Proudman

37: Wage Interactions: Comparisons or Fall-back Options?

Jennifer Smith

36: Testing for convergence: evidence from non-parametric multimodality tests

Marco Bianchi

35: Money as an Indicator

Mark S Astley and Andrew Haldane

34: How Cyclical is the PSBR?

Joanna Paisley and Chris Salmon

33: Granger causality tests in the presence of structural changes

Marco Bianchi

32: An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

David Barr and Bahram Pesaran

31: Measuring Core Inflation

Danny Quah and Shaun Vahey

30: Modelling UK Inflation Uncertainty: The Impact of News and the Relationship with Inflation

Michael Joyce

29: Pricing Deposit Insurance in the United Kingdom

David Maude and William Perraudin

28: The Construction of RPIY

Roger Beaton and Paul Fisher