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Tom Smith

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First Name:Tom
Middle Name:
Last Name:Smith
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RePEc Short-ID:psm161
http://www.bankofengland.co.uk/research/Pages/economists/staff/tom_smith.aspx

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. McLaren, Nick & Smith, Tom, 2013. "The profile of cash transfers between the Asset Purchase Facility and Her Majesty’s Treasury," Bank of England Quarterly Bulletin, Bank of England, vol. 53(1), pages 29-37.
  2. Smith, Tom, 2012. "Option-implied probability distributions for future inflation," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 224-234.
  3. Nixon, Dan & Smith, Tom, 2012. "What can the oil futures curve tell us about the outlook for oil prices?," Bank of England Quarterly Bulletin, Bank of England, vol. 52(1), pages 39-47.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. McLaren, Nick & Smith, Tom, 2013. "The profile of cash transfers between the Asset Purchase Facility and Her Majesty’s Treasury," Bank of England Quarterly Bulletin, Bank of England, vol. 53(1), pages 29-37.

    Cited by:

    1. Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
    2. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
    3. Jörg Bibow, 2018. "Unconventional monetary policies and central bank profits," IMK Studies 62-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    4. Hidekazu Niwa, 2023. "An Expansionary Effect of QE Not via the Signaling Channel," Economics Bulletin, AccessEcon, vol. 43(2), pages 1063-1069.
    5. Marco Del Negro & Christopher A. Sims, 2014. "When does a central bank’s balance sheet require fiscal support?," Staff Reports 701, Federal Reserve Bank of New York.
    6. Joerg Bibow, 2018. "Unconventional Monetary Policies and Central Bank Profits: Seigniorage as Fiscal Revenue in the Aftermath of the Global Financial Crisis," Economics Working Paper Archive wp_916, Levy Economics Institute.

  2. Smith, Tom, 2012. "Option-implied probability distributions for future inflation," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 224-234.

    Cited by:

    1. Juan Angel Garcia & Sebastian Werner, 2018. "Inflation News and Euro Area Inflation Expectations," IMF Working Papers 2018/167, International Monetary Fund.
    2. Anderson, Gareth & Maule, Becky, 2014. "Assessing the risk to inflation from inflation expectations," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 148-162.
    3. Natoli, Filippo & Sigalotti, Laura, 2017. "Tail co-movement in inflation expectations as an indicator of anchoring," Working Paper Series 1997, European Central Bank.
    4. Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
    5. Guimarães, Rodrigo, 2014. "Expectations, risk premia and information spanning in dynamic term structure model estimation," Bank of England working papers 489, Bank of England.
    6. Scharnagl, Michael & Stapf, Jelena, 2015. "Inflation, deflation, and uncertainty: What drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis?," Economic Modelling, Elsevier, vol. 48(C), pages 248-269.
    7. Guimarães , Rodrigo, 2012. "What accounts for the fall in UK ten-year government bond yields?," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 213-223.
    8. Markus K. Brunnermeier & Yuliy Sannikov, 2012. "Redistributive monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 331-384.
    9. Maule, Becky & Pugh, Alice, 2012. "Do inflation expectations currently pose a risk to the economy?," Bank of England Quarterly Bulletin, Bank of England, vol. 53(1), pages 110-121.
    10. Ricardo Gimeno & Alfredo Ibáñez, 2017. "The eurozone (expected) inflation: an option’s eyes view," Working Papers 1722, Banco de España.
    11. Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016. "Deflation probability and the scope for monetary loosening in the United Kingdom," Bank of England working papers 627, Bank of England.
    12. Scharnagl, Michael & Stapf, Jelena, 2014. "Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?," Discussion Papers 24/2014, Deutsche Bundesbank.

  3. Nixon, Dan & Smith, Tom, 2012. "What can the oil futures curve tell us about the outlook for oil prices?," Bank of England Quarterly Bulletin, Bank of England, vol. 52(1), pages 39-47.

    Cited by:

    1. Chen, Yan, 2020. "Impacts of COVID-19 on Tight Oil Supply: Evidence from a Price Responsiveness Econometric Model," EfD Discussion Paper 20-25, Environment for Development, University of Gothenburg.
    2. Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015. "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması [Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper 65704, University Library of Munich, Germany.
    3. Chen, Yan, 2021. "Evaluating the influence of energy prices on tight oil supply with implications on the impacts of COVID-19," Resources Policy, Elsevier, vol. 73(C).
    4. Christodoulakis, George, 2020. "Estimating the term structure of commodity market preferences," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1146-1163.
    5. Chen, Yan & Xu, Jintao, 2018. "The Shale Gas Boom in the US: Productivity Shocks and Price Responsiveness," EfD Discussion Paper 18-17, Environment for Development, University of Gothenburg.
    6. Valadkhani, Abbas, 2014. "Dynamic effects of rising oil prices on consumer energy prices in Canada and the United States: Evidence from the last half a century," Energy Economics, Elsevier, vol. 45(C), pages 33-44.
    7. Chuxiong Deng & Zhujun Jiang & Chuanwang Sun, 2018. "Estimating the Efficiency and Impacts of Petroleum Product Pricing Reforms in China," Sustainability, MDPI, vol. 10(4), pages 1-17, April.
    8. Smith, Tom, 2012. "Option-implied probability distributions for future inflation," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 224-234.
    9. Hackworth, Christopher & Radia, Amar & Roberts, Nyssa, 2013. "Understanding the MPC’s forecast performance since mid-2010," Bank of England Quarterly Bulletin, Bank of England, vol. 53(4), pages 336-350.

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