Bank of England working papers

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0653: The calm policymaker

John Barrdear

0652: An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database

S J A de Ramon, William Francis and Kristoffer Milonas

0651: Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets

Lu Zhang, Arzu Uluc and Dirk Bezemer

0650: The effect of house prices on household borrowing: a new approach

James Cloyne, Kilian Huber, Ethan Ilzetzki and Henrik Kleven

0649: Bubbly equilibria with credit misallocation

Jagdish Tripathy

0648: Central bank sentiment and policy expectations

Paul Hubert and Fabien Labondance

0647: Accounting discretion, market discipline and bank behaviour: some insights from fair value accounting

Regis Bouther and William Francis

0646: What drives business investment in the United Kingdom? Results from a firm-level VAR approach

Marko Melolinna

0645: The consumption response to positive and negative income changes

Philip Bunn, Jeanne Le Roux, Kate Reinold and Paolo Surico

0644: Foreign booms, domestic busts: the global dimension of banking crises

Ambrogio Cesa-Bianchi, Fernando Eguren-Martin and Gregory Thwaites

0643: Market liquidity, closeout procedures and initial margin for CCPs

Fernando Cerezetti, Anannit Sumawong, Emmanouil Karimalis and Ujwal Shreyas

0642: Identifying contagion in a banking network

Alan Morrison, Michalis Vasios, Mungo Wilson and Filip Zikes

0641: Scalable games: modelling games of incomplete information

Peter Eccles and Nora Wegner

0640: A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance

Lena Boneva and Oliver Linton

0639: Specialisation in mortgage risk under Basel II

Peter Eckley, Matteo Benetton, Georgia Latsi, Nicola Garbarino and Liam Kirwin

0638: Does partisan conflict impact the cash holdings of firms? A sign restrictions approach

William Hankins, Chak Hung Jack Cheng, Ching-Wai (Jeremy) Chiu and Anna-Leigh Stone

0637: Systematic tail risk

Richard Harris, Evarist Stoja and Linh Nguyen

0636: Assessing vulnerabilities to financial shocks in some key global economies

Lukasz Rachel and Jack Fisher

0635: Bank capital requirements and balance sheet management practices: has the relationship changed after the crisis?

Sebastian J A de-Ramon, William Francis and Qun Harris

0634: Nonlinearities of mortgage spreads over the business cycles

Chak Hung Jack Cheng and Ching-Wai (Jeremy) Chiu

0633: Adaptive learning and labour market dynamics

Federico Di Pace, Kaushik Mitra and Shoujian Zhang

0631: Measuring competition in the UK deposit-taking sector

Sebastian J A de-Ramon and Michael Straughan

0630: History dependence in the housing market

Philippe Bracke and Silvana Tenreyro

0629: Political borders and bank lending in post-crisis America

Matthieu Chavaz and Andrew Rose

0628: Fiscal consolidation in a low inflation environment: pay cuts versus lost jobs

Guilherme Bandiera, Evi Pappa, Rana Sajedi and Eugenia Vella

0627: Deflation probability and the scope for monetary loosening in the United Kingdom

Alex Haberis, Riccardo M. Masolo and Kate Reinold

0626: Unsurprising shocks: information, premia, and the monetary transmission

Silvia Miranda-Agrippino

0625: The levels of application of prudential requirements: a comparative perspective

Samuel McPhilemy and Rory Vaughan

0624: QE: The Story so far

Andrew Haldane, Matt Roberts-Sklar, Tomasz Wieladek and Chris Young

0623: Labour market frictions, monetary policy and durable goods

Federico Di Pace and Matthias Hertweck

0622: Interpreting the latent dynamic factors by threshold FAVAR model

Sinem Hacioglu Hoke and Kerem Tuzcuoglu

0621: The time value of housing: historical evidence on discount rates

Philippe Bracke, Edward Pinchbeck and James Wyatt

0620: Fiscal consequences of structural reform under constrained monetary policy

Rana Sajedi

0619: Macroprudential policy in an agent-based model of the UK housing market

Rafa Baptista, J. Farmer, Marc Hinterschweiger, Katie Low, Daniel Tang and Arzu Uluc

0618: Overseas unspanned factors and domestic bond returns

Andrew Meldrum, Marek Raczko and Peter Spencer

0617: Dis-integrating credit markets: diversification, securitization, and lending in a recovery

Matthieu Chavaz

0616: The macroeconomic shock with the highest price of risk

Gabor Pinter

0615: Monetary policy transmission in an open economy: new data and evidence from the United Kingdom

Ambrogio Cesa-Bianchi, Gregory Thwaites and Alejandro Vicondoa

0614: A dynamic model of financial balances for the United Kingdom

Stephen Burgess, Oliver Burrows, Antoine Godin, Stephen Kinsella and Stephen Millard

0613: The theory of unconventional monetary policy

Roger Farmer and Pawel Zabczyk

0612: Finance and Synchronization

Ambrogio Cesa-Bianchi, Jean Imbs and Jumana Saleheen

0611: Macroeconomic tail events with non-linear Bayesian VARs

Ching-Wai (Jeremy) Chiu and Sinem Hacioglu Hoke

0610: Monetary versus macroprudential policies causal impacts of interest rates and credit controls in the era of the UK Radcliffe Report

David Aikman, Oliver Bush and Alan Davis

0609: The role of collateral in supporting liquidity

Yuliya Baranova, Zijun Liu and Joseph Noss

0608: Financial market volatility, macroeconomic fundamentals and investor sentiment

Ching-Wai (Jeremy) Chiu, Richard Harris, Evarist Stoja and Michael Chin

0607: Contagion, spillover and interdependence

Roberto Rigobon

0606: Risk shocks close to the zero lower bound

Martin Seneca

0605: The macroeconomics of central bank issued digital currencies

John Barrdear and Michael Kumhof

0604: Accounting in central banks

David Bholat and Robin Darbyshire

0603: Let’s talk about the weather: the impact of climate change on central banks

Sandra Batten, Rhiannon Sowerbutts and Misa Tanaka