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.

0747: Would macroprudential regulation have prevented the last crisis?

David Aikman, Jonathan Bridges, Anil Kashyap and Caspar Siergert

0746: Repo market functioning: the role of capital regulation

Neeltje Van Horen and Antonis Kotidis

0745: Equity, debt and moral hazard: the optimal structure of banks’ loss absorbing capacity

Misa Tanaka and John Vourdas

0744: Liquidity resilience in the UK gilt futures market: evidence from the order book

Jonathan Fullwood and Daniele Massacci

0743: The deeds of speed: an agent-based model of market liquidity and flash episodes

Geir-Are Karvik, Joseph Noss, Jack Worlidge and Daniel Beale

0742: Using online job vacancies to understand the UK labour market from the bottom-up

Arthur Turrell, James Thurgood, Jyldyz Djumalieva, David Copple and Bradley Speigner

0741: Central Bank Swap Lines

Saleem Bahaj and Ricardo Reis

0740: Decomposing differences in productivity distributions

Patrick Schneider

0739: The BoC-BoE sovereign default database revisited: what’s new in 2018?

David Beers and Jamshid Mavalwalla

0738: Measuring risks to UK financial stability

David Aikman, Jonathan Bridges, Stephen Burgess, Richard Galletly, Iren Levina, Cian O'Neill and Alexandra Varadi

0737: Using job vacancies to understand the effects of labour market mismatch on UK output and productivity

Arthur Turrell, Bradley Speigner, Jyldyz Djumalieva, David Copple and James Thurgood

0736: How do bonus cap and malus affect risk and effort choice Insight from a lab experiment

Qun Harris, Analise Mercieca, Emma Soane and Misa Tanaka

0735: The impact of the leverage ratio on client clearing

Jonathan Smith, Gerardo Ferrara and Francesc Rodríguez Tous

0734: Targeting financial stability: macroprudential or monetary policy?

David Aikman, Julia Giese, Sujit Kapadia and Michael McLeay

0733: How do banks and households manage interest rate risk? Evidence from mortgage applications and banks’ responses

Christoph Basten, Benjamin Guin and Catherine Koch

0732: Bank runs, prudential tools and social welfare in a global game general equilibrium model

Daisuke Ikeda

0731: The international transmission of monetary policy

Claudia Buch, Matthieu Bussiere, Linda Goldberg and Robert Hills

0730: Uncertainty and economic activity: a multi-country perspective

Ambrogio Cesa-Bianchi, Mohammad Pesaran and Alessandro Rebucci

0729: The macroeconomic determinants of migration

John Lewis and Matt Swannell

0728: Competition for retail deposits between commercial banks and non-bank operators: a two-sided platform analysis

Paolo Siciliani

0727: Concerted efforts? Monetary policy and macro-prudential tools

Andrea Ferrero, Richard Harrison and Benjamin Nelson

0726: Multiplex network analysis of the UK OTC derivatives market

Marco Bardoscia, Ginestra Bianconi and Gerardo Ferrara

0725: Central bank digital currencies - design principles and balance sheet implications

Michael Kumhof and Clare Noone

0724: Broadening narrow money: monetary policy with a central bank digital currency

Jack Meaning, Ben Dyson, James Barker and Emily Clayton

0723: Predictive regressions under asymmetric loss: factor augmentation and model selection

Matei Demetrescu and Sinem Hacioglu Hoke

0722: Uncertainty matters: evidence from close elections

Chris Redl

0721: A new approach for detecting shifts in forecast accuracy

Ching-Wai (Jeremy) Chiu, Simon Hayes, George Kapetanios and Konstantinos Theodoridis

0720: The distributional impact of monetary policy easing in the UK between 2008 and 2014

Philip Bunn, Alice Pugh and Chris Yeates

0719: The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads

Lena Boneva, Calebe de Roure and Ben Morley

0718: Monetary policy spillovers in the first age of financial globalisation: a narrative VAR approach 1884–1913

Georgina Green

0717: Business investment, cost of capital and uncertainty in the United Kingdom — evidence from firm-level analysis

Marko Melolinna, Srdan Tatomir and Helen Miller

0716: DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation

Thomai Filippeli, Richard Harrison and Konstantinos Theodoridis

0715: Capital regulation and product market outcomes

Ishita Sen and David Humphry

0714: Growing pension deficits and the expenditure decisions of UK companies

Philip Bunn, Pawel Smietanka and Paul Mizen

0713: Down payment and mortgage rates: evidence from equity loans

Matteo Benetton, Philippe Bracke and Nicola Garbarino

0712: Rethinking financial stability

David Aikman, Andrew Haldane, Marc Hinterschweiger and Sujit Kapadia

0711: Judgement Day: algorithmic trading around the Swiss franc cap removal

Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

0710: An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour

Caterina Lepore, Misa Tanaka, David Humphry and Kallol Sen

0709: Overnight index swap market-based measures of monetary policy expectations

Simon Lloyd

0708: Mortgages: estimating default correlation and forecasting default risk

Tobias Neumann

0707: Bank liquidity and the cost of debt

Sam Miller and Rhiannon Sowerbutts

0706: Climate change and the macro-economy: a critical review

Sandra Batten

0705: Unconventional monetary policy and the portfolio choice of international mutual funds

Gino Cenedese and Ilaf Elard

0704: News and narratives in financial systems: exploiting big data for systemic risk assessment

Rickard Nyman, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith

0703: A tiger by the tail: estimating the UK mortgage market vulnerabilities from loan-level data

Chiranjit Chakraborty, Mariana Gimpelewicz and Arzu Uluc

0702: Monetary and macroprudential policies under rules and discretion

Lien Laureys and Roland Meeks

0701: Demographic trends and the real interest rate

Noëmie Lisack, Rana Sajedi and Gregory Thwaites

0700: Volatility in equity markets and monetary policy rate uncertainty

Iryna Kaminska and Matt Roberts-Sklar

0699: A UK financial conditions index using targeted data reduction: forecasting and structural identification

George Kapetanios, Simon Price and Garry Young

0698: Liquidity holdings, diversification, and aggregate shocks

Matthieu Chavaz