Bank of England working papers

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0872: Exchange rate risk and business cycles

Simon Lloyd and Emile Marin

0871: Informed trading in government bond markets

Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang

0870: Monetary policy and the management of uncertainty: a narrative approach

David Tuckett, Douglas Holmes, Alice Pearson and Graeme Chaplin

0869: Identification of structural vector autoregressions by stochastic volatility

Dominik Bertsche and Robin Braun

0868: Non-linearities, asymmetries and dollar currency pricing in exchange rate pass-through: evidence from the sectoral level

Ida Hjortsoe and John Lewis

0867: Global financial cycles since 1880

Galina Potjagailo and Maik Wolters

0866: Macroprudential policy, mortgage cycles and distributional effects: Evidence from the UK

Jose-Luis Peydro, Francesc Rodriguez-Tous, Jagdish Tripathy and Arzu Uluc

0865: Making text count: economic forecasting using newspaper text

Eleni Kalamara, Arthur Turrell, Chris Redl, George Kapetanios and Sujit Kapadia

0864: A shadow rate without a lower bound constraint

Rafael B De Rezende and Annukka Ristiniemi

0863: The global effects of global risk and uncertainty

Dario Bonciani and Martino Ricci

0862: The interbank market puzzle

Franklin Allen, Giovanni Covi, Xian Gu, Oskar Kowalewski and Mattia Montagna

0861: Foundations of system-wide financial stress testing with heterogeneous institutions

J. Farmer, Alissa M Kleinnijenhuis, Paul Nahai-Williamson and Thom Wetzer

0860: Quality is our asset: the international transmission of liquidity regulation

Dennis Reinhardt, Stephen Reynolds, Rhiannon Sowerbutts and Carlos Eduardo van Hombeeck

0859: Understanding US export dynamics: does modelling the extensive margin of exports help?

Aydan Dogan and Ida Hjortsoe

0858: Workers, capitalists, and the government: fiscal policy and income (re)distribution

Cristiano Cantore and Lukas Freund

0857: The missing link: monetary policy and the labor share

Cristiano Cantore, Filippo Ferroni and Miguel Leon-Ledesma

0856: High water, no marks? Biased lending after extreme weather

Nicola Garbarino and Benjamin Guin

0855: Blockchain structure and cryptocurrency prices

Peter Zimmerman

0854: Crossing the credit channel: credit spreads and firm heterogeneity

Gareth Anderson and Ambrogio Cesa-Bianchi

0853: Bank funding costs and solvency

Guillaume Arnould, Cosimo Pancaro and Dawid Żochowski

0852: Does energy efficiency predict mortgage performance?

Benjamin Guin and Perttu Korhonen

0851: Impact of IFRS 9 on the cost of funding of banks in Europe

Mahmoud Fatouh, Robert Bock and Jamal Ouenniche

0850: Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending

Matthieu Bussiere, Robert Hills, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt and Rhiannon Sowerbutts

0849: No-arbitrage pricing of GDP-linked bonds

Fernando Eguren-Martin, Andrew Meldrum and Wen Yan

0848: Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach

Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Miao Kang, Sujit Kapadia and Özgür Simsek

0847: The 3 E’s of central bank communication with the public

Andrew Haldane, Alistair Macaulay and Michael McMahon

0846: Compositional nature of firm growth and aggregate fluctuations

Vladimir Smirnyagin

0845: Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018

Paul Schmelzing

0844: Changing supply elasticities and regional housing booms

Knut Are Aastveit, Bruno Albuquerque and Andre Anundsen

0843: All you need is cash: corporate cash holdings and investment after the financial crisis

Andreas Joseph, Christiane Kneer, Neeltje Van Horen and Jumana Saleheen

0842: The empirics of granular origins: some challenges and solutions with an application to the UK

Nikola Dacic and Marko Melolinna

0841: Macroeconomic effects of political risk shocks

Sinem Hacioglu Hoke

0840: Capital and liquidity interaction in banking

Jonathan Acosta-Smith, Guillaume Arnould, Kristoffer Milonas and Quynh-Anh Vo

0839: Platform competition and incumbency advantage under heterogeneous switching cost — exploring the impact of data portability

Paolo Siciliani and Emanuele Giovannetti

0838: Simulating liquidity stress in the derivatives market

Marco Bardoscia, Gerardo Ferrara, Nicholas Vause and Michael Yoganayagam

0837: UK house prices and three decades of decline in the risk‑free real interest rate

David Miles and Victoria Monro

0836: The role of households’ borrowing constraints in the transmission of monetary policy

Fergus Cumming and Paul Hubert

0835: Monetary policy and birth rates: the effect of mortgage rate pass-through on fertility

Fergus Cumming and Lisa Dettling

0834: The language of rules: textual complexity in banking reforms

Zahid Amadxarif, James Brookes, Nicola Garbarino, Rajan Patel and Eryk Walczak

0833: A structural model of interbank network formation and contagion

Patrick Coen and Jamie Coen

0832: OTC microstructure in a period of stress: a multi‑layered network approach

Andreas Joseph, Michalis Vasios, Olga Maizels, Ujwal Shreyas and John Tanner

0831: Predicting bank distress in the UK with machine learning

Joel Suss and Henry Treitel

0830: Liquidity transformation, collateral assets and counterparties

Calebe de Roure and Nick McLaren

0829: The BoC-BoE sovereign default database: what’s new in 2019?

David Beers and Patrisha de Leon-Manlagnit

0828: In the face of spillovers: prudential policies in emerging economies

Andra Coman and Simon Lloyd

0827: Employment and the collateral channel of monetary policy

Saleem Bahaj, Angus Foulis, Gabor Pinter and Paolo Surico

0826: Trend and cycle shocks in Bayesian unobserved components models for UK productivity

Marko Melolinna and Mate Toth

0825: Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs

Stefania D’Amico and Iryna Kaminska

0824: Credit, capital and crises: a GDP-at-Risk approach

David Aikman, Jonathan Bridges, Sinem Hacioglu Hoke, Cian O’Neill and Akash Raja

0823: Market-implied systemic risk and shadow capital adequacy

Somnath Chatterjee and Andreas Jobst