Economics at your fingertips  

Bank of England working papers

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

Bibliographic data for series maintained by Digital Media Team ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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
Page updated 2023-02-03
Sorted by numeric handle