Bank of England Staff Working Paper series

From Bank of England
Bank of England, Threadneedle Street, London, EC2R 8AH.
Contact information at EDIRC.
Bibliographic data for series maintained by Research ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

0822: Attention to the tail(s): global financial conditions and exchange rate risks

Fernando Eguren-Martin and Andrej Sokol

0821: Securities settlement fails network and buy‑in strategies

Pedro Gurrola-Perez, Jieshuang He and Gary Harper

0820: Supervisory governance, capture and non‑performing loans

Nicolò Fraccaroli

0819: Non-salient fees in the mortgage market

Lu Liu

0818: The impact of Brexit on UK firms

Nicholas Bloom, Philip Bunn, Scarlet Chen, Paul Mizen, Pawel Smietanka and Gregory Thwaites

0817: Towards a new monetary theory of exchange rate determination

Ambrogio Cesa-Bianchi, Michael Kumhof, Andrej Sokol and Gregory Thwaites

0816: Machine learning explainability in finance: an application to default risk analysis

Philippe Bracke, Anupam Datta, Carsten Jung and Shayak Sen

0815: Tail risk interdependence

Arnold Polanski, Evarist Stoja and Ching-Wai (Jeremy) Chiu

0814: Real effects of financial distress: the role of heterogeneity

Francisco Buera and Sudipto Karmakar

0813: Resilience of trading networks: evidence from the sterling corporate bond market

David Mallaburn, Matt Roberts-Sklar and Laura Silvestri

0812: Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default

Andrew Linn and Ronan Lyons

0811: Revisiting the global decline of the (non-housing) labor share

German Gutierrez and Sophie Piton

0810: Credit default swaps and corporate bond trading

Robert Czech

0809: System-wide stress simulation

David Aikman, Pavel Chichkanov, Graeme Douglas, Yordan Georgiev, James Howat and Benjamin King

0808: Modelling the distribution of mortgage debt

Iren Levina, Robert Sturrock, Alexandra Varadi and Gavin Wallis

0807: Heterogeneous beliefs and the Phillips curve

Roland Meeks and Francesca Monti

0806: Back to the real economy: the effects of risk perception shocks on the term premium and bank lending

Kristina Bluwstein and Julieta Yung

0805: Bank funding costs and capital structure

Andrew Gimber and Aniruddha Rajan

0804: Tracking foreign capital: the effect of capital inflows on bank lending in the UK

Christiane Kneer and Alexander Raabe

0803: Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales

Yuliya Baranova, Graeme Douglas and Laura Silvestri

0802: The long-run effects of uncertainty shocks

Dario Bonciani and Joonseok Oh

0801: Regulatory effects on short-term interest rates

Angelo Ranaldo, Patrick Schaffner and Michalis Vasios

0800: The cost of clearing fragmentation

Evangelos Benos, Wenqian Huang, Albert Menkveld and Michalis Vasios

0799: Do unit labour costs matter? A decomposition exercise on European data

Sophie Piton

0798: Market power and monetary policy

Tommaso Aquilante, Shiv Chowla, Nikola Dacic, Andrew Haldane, Riccardo M. Masolo, Patrick Schneider, Martin Seneca and Srdan Tatomir