Bank of England working papers

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0973: Identification with external instruments in structural VARs

Silvia Miranda Agrippino and Giovanni Ricco

0972: A tale of two global monetary policies

Silvia Miranda Agrippino and Tsvetelina Nenova

0971: Information chasing versus adverse selection

Gabor Pinter, Chaojun Wang and Junyuan Zou

0970: Size discount and size penalty: trading costs in bond markets

Gabor Pinter, Chaojun Wang and Junyuan Zou

0969: House price dynamics, optimal LTV limits and the liquidity trap

Andrea Ferrero, Richard Harrison and Benjamin Nelson

0968: Turning in the widening gyre: monetary and fiscal policy in interwar Britain

David Ronicle

0967: Value of information, search, and competition in the UK mortgage market

Mateusz Mysliwski and May Rostom

0966: Collateral cycles

Evangelos Benos, Gerardo Ferrara and Angelo Ranaldo

0965: Financial concerns and the marginal propensity to consume in Covid times: evidence from UK survey data

Bruno Albuquerque and Georgina Green

0964: FX option volume

Robert Czech, Pasquale Della Corte, Shiyang Huang and Tianyu Wang

0963: Consumption effects of mortgage payment

Bruno Albuquerque and Alexandra Varadi

0962: Competition, profitability and financial leverage

Albert Banal Estanol, Paolo Siciliani and Kyoungsoo Yoon

0961: Identification of SVAR models by combining sign restrictions with external instruments

Robin Braun and Ralf Brüggemann

0960: Monetary policy transmission, the labour share and HANK models

Jamie Lenney

0959: Why you should not use the LSV herding measure

Simon Jurkatis

0958: Mainly employment: survey-based news and the business cycle

Riccardo M. Masolo

0957: The importance of supply and demand for oil prices: evidence from non-Gaussianity

Robin Braun

0956: Capital allocation, the leverage ratio requirement

Ioana Neamtu and Quynh-Anh Vo

0955: Non-standard errors

Gerardo Ferrara and Simon Jurkatis

0954: The repo market under Basel III

Eddie Gerba and Petros Katsoulis

0953: An unintended consequence of holding dollar assets

Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang

0952: Global spillovers of the Fed information effect

Marco Pinchetti and Andrzej Szczepaniak

0951: Unlocking new methods to estimate country-specific trade costs and trade elasticities

Rebecca Freeman, Mario Larch, Angelos Theodorakopoulos and Yoto Yotov

0950: A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models

David Murphy and Nicholas Vause

0949: Credit, crises and inequality

Jonathan Bridges, Georgina Green and Mark Joy

0948: Refinancing cross-subsidies in the mortgage market

Jack Fisher, Alessandro Gavazza, Lu Liu, Tarun Ramadorai and Jagdish Tripathy

0946: Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms

Tirupam Goel, Ulf Lewrick and Aakriti Mathur

0945: Optimal monetary policy mix at the zero lower bound

Dario Bonciani and Joonseok Oh

0944: Mark my words: the transmission of central bank communication to the general public via the print media

Tim Munday and James Brookes

0943: Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs

James Hurley and Daniel Walker

0942: Risks and global supply chains: what we know and what we need to know

Richard Baldwin and Rebecca Freeman

0941: Household debt and labour supply

Philip Bunn, Jagjit Chadha, Thomas Lazarowicz, Stephen Millard and Emma Rockall

0940: Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk

Simon Lloyd, Ed Manuel and Konstantin Panchev

0939: Preferred habitat investors in the UK government bond market

Julia Giese, Michael Joyce, Jack Meaning and Jack Worlidge

0938: Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?

Mahmoud Fatouh, Ioana Neamțu and Sweder van Wijnbergen

0937: Comparing minds and machines: implications for financial stability

Marcus Buckmann, Andrew Haldane and Anne-Caroline Hüser

0936: Mortgage pricing and monetary policy

Matteo Benetton, Alessandro Gavazza and Paolo Surico

0935: Corporate debt booms, financial constraints and the investment nexus

Bruno Albuquerque

0934: The transmission of Keynesian supply shocks

Ambrogio Cesa-Bianchi and Andrea Ferrero

0933: Imperfect pass-through to deposit rates and monetary policy transmission

Alberto Polo

0932: Dash for dollars

Ambrogio Cesa-Bianchi and Fernando Eguren-Martin

0931: A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk

David Aikman, Kristina Bluwstein and Sudipto Karmakar

0930: The impact of machine learning and big data on credit markets

Peter Eccles, Paul Grout, Paolo Siciliani and Anna Zalewska

0929: Gender, age and nationality diversity in UK banks

Joel Suss, Marilena Angeli and Peter Eckley

0928: Flexible inflation targeting with active fiscal policy

Richard Harrison

0927: Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects

Alexandra Varadi

0926: Price discrimination and mortgage choice

Jamie Coen, Anil Kashyap and May Rostom

0925: Sectoral comovement, monetary policy and the credit channel

Federico Di Pace and Christoph Görtz

0924: Impacts of the Covid-19 crisis: evidence from 2 million UK SMEs

James Hurley, Sudipto Karmakar, Elena Markoska, Eryk Walczak and Danny Walker

0923: Forecasting UK GDP growth with large survey panels

Nikoleta Anesti, Eleni Kalamara and George Kapetanios