Bank of England working papers

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0663: The economic cost of capital: a VECM approach for estimating and testing the banking sector's response to changes in capital ratios

Sebastian de-Ramon and Michael Straughan

0662: The decline of solvency contagion risk

Marco Bardoscia, Paolo Barucca, Adam Brinley Codd and John Hill

0661: Labour market adjustment in Europe during the crisis: microeconomic evidence from the Wage Dynamics Network survey

Mario Izquierdo, Juan F Jimeno, Theodora Kosma, Ana Lamo, Stephen Millard, Tairi Room and Eliana Viviano

0660: Forecasting multidimensional tail risk at short and long horizons

Arnold Polanski and Evarist Stoja

0659: Down in the slumps: the role of credit in five decades of recessions

Jonathan Bridges, Christopher Jackson and Daisy McGregor

0658: The determinants of UK credit union failure

Jamie Coen, William Francis and May Rostom

0657: The transmission of monetary policy shocks

Silvia Miranda-Agrippino and Giovanni Ricco

0656: The role of foreign banks in trade

Stijn Claessens, Omar Hassib and Neeltje Van Horen

0655: Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies

Emmanouil Karimalis, Ioannis Kosmidis and Gareth Peters

0654: Uncertain forward guidance

Alex Haberis, Richard Harrison and Matt Waldron

0653: The calm policymaker

John Barrdear

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

Sebastian 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 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 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