Bank of England Staff Working Paper series

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96: Uncertainty and Simple Monetary Policy Rules - An illustration for the United Kingdom

Simon Hall, Chris Salmon, Anthony Yates and Nicoletta Batini

95: Price formation and transparency on the London Stock Exchange

Victoria Saporta, Giorgio Trebeschi and Anne Vila

94: Asset price reactions to RPI announcements

Michael Joyce and V Read

93: Business cycles and the labour market can theory fit the facts?

Stephen Millard, Andrew Scott and Marianne Sensier

92: Coalition formation in international monetary policy games

Marion Kohler

91: Forward-looking rules for monetary policy

Nicoletta Batini and Andrew Haldane

90: Bank capital and risk taking

Alistair Milne and A Elizabeth Whalley

89: Optimal currency areas and customs unions: are they connected?

Marion Kohler

88: Incentive schemes for central bankers under uncertainty: inflation targets versus contracts

Eric Schaling, Marco Hoeberichts and Sylvester Eijffinger

87: Why has the female unemployment rate fallen so much in Britain?

Phil Evans

86: Shoe-leather costs reconsidered

Jagjit Chadha, Andrew Haldane and Norbert Janssen

85: Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94

Mark S Astley and Anthony Garratt

84: Averaging in a framework of zero reserve requirements: implications for the operation of monetary policy

Haydn Davies

83: The demand for M0 in the United Kingdom reconsidered: some specification issues

Norbert Janssen

82: Downward nominal rigidity and monetary policy

Anthony Yates

81: Are UK inflation expectations rational?

Hasan Bakhshi and Anthony Yates

80: Are there downward nominal rigidities in product markets?

Simon Hall and Anthony Yates

79: Bank Capital and Value at Risk

Patricia Jackson, David Maude and William Perraudin

78: Some costs and benefits of price stability in the UK

Hasan Bakhshi, Andrew Haldane and Neal Hatch

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