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Bank of England working papers

From Bank of England
Bank of England, Threadneedle Street, London, EC2R 8AH.
Contact information at EDIRC.

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0556: A sectoral framework for analyzing money, credit and unconventional monetary policy Downloads
James Cloyne, Ryland Thomas, Alex Tuckett and Samuel Wills
0555: ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910) Downloads
Matthieu Chavaz and Marc Flandreau
0554: Household debt and spending in the United Kingdom Downloads
Philip Bunn and May Rostom
0553: Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero Downloads
R Anton Braun, Lena Koerber and Yuichiro Waki
0552: Volatility contagion: new evidence from market pricing of volatility risk Downloads
Marek Raczko
0551: The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom Downloads
Zhuoshi Liu, Elisabetta Vangelista, Iryna Kaminska and Jon Relleen
0550: Dynamic term structure models: the best way to enforce the zero lower bound in the United States Downloads
Martin M Andreasen and Andrew Meldrum
0549: How much do investors pay for houses? Downloads
Philippe Bracke
0548: A heterogeneous agent model for assessing the effects of capital regulation on the interbank money market under a corridor system Downloads
Christopher Jackson and Joseph Noss
0547: Extreme downside risk and financial crises Downloads
Richard Harris, Linh H Nguyen and Evarist Stoja
0546: Regulatory arbitrage in action: evidence from banking flows and macroprudential policy Downloads
Dennis Reinhardt and Rhiannon Sowerbutts
0545: Into the light: dark pool trading and intraday market quality on the primary exchange Downloads
James Brugler
0544: Exchange rate regimes and current account adjustment: an empirical investigation Downloads
Fernando Eguren-Martin
0543: Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom Downloads
Michael Best, James Cloyne, Ethan Ilzetzki and Henrik Jacobsen Kleven
0542: Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme Downloads
Rohan Churm, Michael Joyce, George Kapetanios and Konstantinos Theodoridis
0541: Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach Downloads
Martin M Andreasen and Andrew Meldrum
0540: The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation Downloads
Ching-Wai (Jeremy) Chiu and John Hill
0539: Bank leverage, credit traps and credit policies Downloads
Angus Foulis, Benjamin Nelson and Misa Tanaka
0538: Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis Downloads
Nicholas Fawcett, Lena Koerber, Riccardo M. Masolo and Matt Waldron
0537: What do stock markets tell us about exchange rates? Downloads
Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente
0536: The impact of liquidity regulation on banks Downloads
Ryan Banerjee and Hitoshi Mio
0535: Export dynamics since the Great Trade Collapse: a cross-country analysis Downloads
John Lewis and Selien De Schryder
0534: What moves international stock and bond markets? Downloads
Gino Cenedese and Enrico Mallucci
0533: Safe haven currencies: a portfolio perspective Downloads
Gino Cenedese
0532: Towards a New Keynesian theory of the price level Downloads
John Barrdear
0531: The UK productivity puzzle 2008-13: evidence from British businesses Downloads
Rebecca Riley, Chiara Rosazza-Bondibene and Garry Young
0530: Cross-country co-movement in long-term interest rates: a DSGE approach Downloads
Michael Chin, Thomai Filippeli and Konstantinos Theodoridis
0529: Banks are not intermediaries of loanable funds – and why this matters Downloads
Zoltán Jakab and Michael Kumhof
0528: Forecasting with VAR models: fat tails and stochastic volatility Downloads
Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter
0527: Can a data-rich environment help identify the sources of model misspecification? Downloads
Francesca Monti
0526: A joint affine model of commodity futures and US Treasury yields Downloads
Michael Chin and Zhuoshi Liu
0525: Filtered historical simulation Value-at-Risk models and their competitors Downloads
Pedro Gurrola-Perez and David Murphy
0524: On a tight leash: does bank organisational structure matter for macroprudential spillovers? Downloads
Piotr Danisewicz, Dennis Reinhardt and Rhiannon Sowerbutts
0523: Interactions among high-frequency traders Downloads
Evangelos Benos, James Brugler, Erik Hjalmarsson and Filip Zikes
0522: Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies Downloads
Ambrogio Cesa-Bianchi, Luis Cespedes and Alessandro Rebucci
0521: Do contractionary monetary policy shocks expand shadow banking? Downloads
Benjamin Nelson, Gabor Pinter and Konstantinos Theodoridis
0520: A forecast evaluation of expected equity return measures Downloads
Michael Chin and Christopher Polk
0519: Long-term unemployment and convexity in the Phillips curve Downloads
Bradley Speigner
0518: Evaluating the robustness of UK term structure decompositions using linear regression methods Downloads
Sheheryar Malik and Andrew Meldrum
0517: Optimal contracts, aggregate risk and the financial accelerator Downloads
Timothy Fuerst, Charles Carlstrom and Matthias Paustian
0516: Mapping the UK interbank system Downloads
Sam Langfield, Zijun Liu and Tomohiro Ota
0515: The Bank of England Credit Conditions Survey Downloads
Venetia Bell and Alice Pugh
0514: Optimal monetary policy in the presence of human capital depreciation during unemployment Downloads
Lien Laureys
0513: Variations in liquidity provision in real-time payment systems Downloads
Edward Denbee, Rodney Garratt and Peter Zimmerman
0512: Policy uncertainty spillovers to emerging markets – evidence from capital flows Downloads
Ludovic Gauvin, Cameron McLoughlin and Dennis Reinhardt
0511: QE and the bank lending channel in the United Kingdom Downloads
Nick Butt, Rohan Churm, Michael McMahon, Arpad Morotz and Jochen Schanz
0510: Institutional investor portfolio allocation, quantitative easing and the global financial crisis Downloads
Michael Joyce, Zhuoshi Liu and Ian Tonks
0509: Exploiting the monthly data flow in structural forecasting Downloads
Domenico Giannone, Francesca Monti and Lucrezia Reichlin
0508: How does credit supply respond to monetary policy and bank minimum capital requirements? Downloads
Shekhar Aiyar, Charles Calomiris and Tomasz Wieladek
0507: Estimating time-varying DSGE models using minimum distance methods Downloads
Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates
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