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Arzu Uluc

Personal Details

First Name:Arzu
Middle Name:
Last Name:Uluc
Suffix:
RePEc Short-ID:pul53
[This author has chosen not to make the email address public]

Affiliation

Bank of England

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

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2024. "The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model," Bank of England working papers 1066, Bank of England.
  2. Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  3. José-Luis Peydró & Francesc R Tous & Jagdish Tripathy & Arzu Uluc, 2020. "Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK," Working Papers 1183, Barcelona School of Economics.
  4. Chakraborty, Chiranjit & Gimpelewicz, Mariana & Uluc, Arzu, 2017. "A tiger by the tail: estimating the UK mortgage market vulnerabilities from loan-level data," Bank of England working papers 703, Bank of England.
  5. Zhang, Lu & Uluc, Arzu & Bezemer, Dirk, 2017. "Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets," Bank of England working papers 651, Bank of England.
  6. Baptista, Rafa & Farmer, J. Doyne & Hinterschweiger, Marc & Low, Katie & Tang, Daniel & Uluc, Arzu, 2016. "Macroprudential policy in an agent-based model of the UK housing market," Bank of England working papers 619, Bank of England.
  7. Uluc, Arzu, 2015. "Stabilising house prices: the role of housing futures trading," Bank of England working papers 559, Bank of England.
  8. Uluc, Arzu & Wieladek, Tomasz, 2015. "Capital requirements, risk shifting and the mortgage market," Bank of England working papers 572, Bank of England.

Articles

  1. José-Luis Peydró & Francesc Rodriguez-Tous & Jagdish Tripathy & Arzu Uluc, 2024. "Macroprudential Policy, Mortgage Cycles, and Distributional Effects: Evidence from the United Kingdom," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 727-760.
  2. Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer, 2023. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 386-432.
  3. Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.
  4. Uluc, Arzu & Wieladek, Tomasz, 2018. "Capital requirements, monetary policy and risk shifting in the mortgage market," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 3-16.
  5. Arzu Uluc, 2018. "Stabilising House Prices: the Role of Housing Futures Trading," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 587-621, May.
  6. Thomas F. Crossley & Cormac O'Dea & Gareth Anderson & Philip Bunn & Alice Pugh & Arzu Uluc, 2016. "The Bank of England / NMG Survey of Household Finances," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 131-152, March.
  7. Anderson, Gareth & Bunn, Philip & Pugh, Alice & Uluc, Arzu, 2014. "The potential impact of higher interest rates on the household sector: evidence from the 2014 NMG Consulting survey," Bank of England Quarterly Bulletin, Bank of England, vol. 54(4), pages 419-433.

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.

Working papers

  1. Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.

    Cited by:

    1. Ruben Tarne & Dirk Bezemer, 2023. "ousing affordability in a monetary economy: an agent-based model of the Dutch housing market," IMK Working Paper 222-2023, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2. Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc, 2024. "The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model," Working Papers 118, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
    3. Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    4. Samuel Wiese & Jagoda Kaszowska-Mojsa & Joel Dyer & Jose Moran & Marco Pangallo & Francois Lafond & John Muellbauer & Anisoara Calinescu & J. Doyne Farmer, 2024. "Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model," Papers 2409.18760, arXiv.org.
    5. Mérő, Bence & Borsos, András & Hosszú, Zsuzsanna & Oláh, Zsolt & Vágó, Nikolett, 2023. "A high-resolution, data-driven agent-based model of the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
    6. Adrian Carro, 2022. "Could Spain be less different? Exploring the effects of macroprudential policy on the house price cycle," Working Papers 2230, Banco de España.
    7. Deepeka Garg & Benjamin Patrick Evans & Leo Ardon & Annapoorani Lakshmi Narayanan & Jared Vann & Udari Madhushani & Makada Henry-Nickie & Sumitra Ganesh, 2024. "A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis," Papers 2402.17932, arXiv.org, revised Feb 2024.
    8. Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2023. "Back to the future: Agent-based modelling and dynamic microsimulation," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA8/23, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.

  2. José-Luis Peydró & Francesc R Tous & Jagdish Tripathy & Arzu Uluc, 2020. "Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK," Working Papers 1183, Barcelona School of Economics.

    Cited by:

    1. Georgescu, Oana-Maria & Martín, Diego Vila, 2021. "Do macroprudential measures increase inequality? Evidence from the euro area household survey," Working Paper Series 2567, European Central Bank.
    2. Simona Malovana & Josef Bajzik & Dominika Ehrenbergerova & Jan Janku, 2020. "A Prolonged Period of Low Interest Rates: Unintended Consequences," Research and Policy Notes 2020/02, Czech National Bank.
    3. Nicholas Garvin & Alex Kearney & Corrine Rosé, 2021. "Macroprudential Limits on Mortgage Products: The Australian Experience," RBA Research Discussion Papers rdp2021-07, Reserve Bank of Australia.
    4. Calani, Mauricio & Paillacar, Manuel, 2022. "The pass-through of loan-loss-provisioning on mortgage lending: Evidence from a regulatory change," Journal of Banking & Finance, Elsevier, vol. 135(C).
    5. Knut Are Aastveit & Ragnar Enger Juelsrud & Ella Getz Wold, 2021. "The household effects of mortgage regulation," Working Papers No 07/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    6. Bridges, Jonathan & Green, Georgina & Joy, Mark, 2021. "Credit, crises and inequality," Bank of England working papers 949, Bank of England.
    7. Malovaná, Simona & Hodula, Martin & Gric, Zuzana & Bajzík, Josef, 2023. "Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers," Journal of Financial Stability, Elsevier, vol. 65(C).
    8. Saha, Asish & Rooj, Debasis & Sengupta, Reshmi, 2023. "Macroprudential Policy and mortgage leverage decisions—Evidence from micro data," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1430-1444.
    9. Brausewetter, Lars & Ludolph, Melina & Tonzer, Lena, 2023. "Distributional income effects of banking regulation in Europe," IWH Discussion Papers 24/2023, Halle Institute for Economic Research (IWH).
    10. Bologna, Pierluigi & Cornacchia, Wanda & Galardo, Maddalena, 2022. "Release of a liquidity regulation: What do we learn for credit and house prices?," Journal of Financial Stability, Elsevier, vol. 61(C).

  3. Chakraborty, Chiranjit & Gimpelewicz, Mariana & Uluc, Arzu, 2017. "A tiger by the tail: estimating the UK mortgage market vulnerabilities from loan-level data," Bank of England working papers 703, Bank of England.

    Cited by:

    1. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
    2. Cumming, Fergus, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.
    3. Fergus Cumming & Lisa Dettling, 2024. "Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 229-258.
    4. Levina, Iren & Sturrock, Robert & Varadi, Alexandra & Wallis, Gavin, 2019. "Modelling the distribution of mortgage debt," Bank of England working papers 808, Bank of England.
    5. Bracke, Philippe & Datta, Anupam & Jung, Carsten & Sen, Shayak, 2019. "Machine learning explainability in finance: an application to default risk analysis," Bank of England working papers 816, Bank of England.
    6. Jagjit S. Chadha & Richard Barwell, 2019. "Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England," National Institute of Economic and Social Research (NIESR) Occasional Papers 58, National Institute of Economic and Social Research.

  4. Zhang, Lu & Uluc, Arzu & Bezemer, Dirk, 2017. "Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets," Bank of England working papers 651, Bank of England.

    Cited by:

    1. Bezemer, Dirk & Samarina, Anna & Zhang, Lu, 2020. "Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set," Journal of Banking & Finance, Elsevier, vol. 113(C).
    2. Bezemer, Dirk & Zhang, Lu, 2019. "Credit composition and the severity of post-crisis recessions," Journal of Financial Stability, Elsevier, vol. 42(C), pages 52-66.

  5. Baptista, Rafa & Farmer, J. Doyne & Hinterschweiger, Marc & Low, Katie & Tang, Daniel & Uluc, Arzu, 2016. "Macroprudential policy in an agent-based model of the UK housing market," Bank of England working papers 619, Bank of England.

    Cited by:

    1. Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021. "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," FMM Working Paper 70-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2. Bence Mérõ, 2019. "Novel Modelling of the Operation of the Financial Intermediary System – Agent-based Macro Models," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(3), pages 83-113.
    3. Bernardo Alves Furtado, 2022. "PolicySpace2: Modeling Markets and Endogenous Public Policies," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 25(1), pages 1-8.
    4. Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    5. Catullo, Ermanno & Giri, Federico & Gallegati, Mauro, 2021. "Macro- And Microprudential Policies: Sweet And Lowdown In A Credit Network Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1227-1246, July.
    6. Cokayne, Graeme & Gerba, Eddie & Kuchler, Andreas & Pank Roulund, Rasmus, 2024. "“Thank me later”: Why is (macro)prudence desirable?," Journal of Financial Stability, Elsevier, vol. 71(C).
    7. Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers 14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    8. Giovanni Dosi & Andrea Roventini, 2019. "More is Different ... and Complex! The Case for Agent-Based Macroeconomics," LEM Papers Series 2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    9. Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harré, 2021. "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model," SN Business & Economics, Springer, vol. 1(6), pages 1-21, June.
    10. Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020. "An agent-based model for the assessment of LTV caps," Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
    11. Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    12. Sylvain Barde, 2019. "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics 1908, School of Economics, University of Kent.
    13. Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2016. "Macroeconomic implications of mortgage loans requirements: An agent based approach," Working Papers 2016/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    14. Tae-Sub Yun & Il-Chul Moon, 2020. "Housing Market Agent-Based Simulation with Loan-To-Value and Debt-To-Income," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 23(4), pages 1-5.
    15. Anna Samarina & Anh D.M. Nguyen, 2019. "Does monetary policy affect income inequality in the euro area?," Bank of Lithuania Working Paper Series 61, Bank of Lithuania.
    16. Marco Pangallo & Jean Pierre Nadal & Annick Vignes, 2016. "Residential income segregation: A behavioral model of the housing market," Papers 1606.00424, arXiv.org, revised Oct 2018.
    17. Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harre, 2020. "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model," Papers 2004.07571, arXiv.org.
    18. Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    19. Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    20. Donovan Platt, 2022. "Bayesian Estimation of Economic Simulation Models Using Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 599-650, February.
    21. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
    22. Alexander Lord & Yiquan Gu, 2019. "Can the market be tamed? A thought experiment on the value(s) of planning," Environment and Planning A, , vol. 51(1), pages 11-24, February.
    23. Hałaj, Grzegorz, 2018. "Agent-based model of system-wide implications of funding risk," Working Paper Series 2121, European Central Bank.
    24. Donnery, Sharon & Fitzpatrick, Trevor & Greaney, Darren & McCann, Fergal & O'Keeffe, Micheal, 2018. "Resolving Non-Performing Loans in Ireland: 2010-2018," Quarterly Bulletin Articles, Central Bank of Ireland, pages 54-70, April.
    25. Donovan Platt, 2019. "A Comparison of Economic Agent-Based Model Calibration Methods," Papers 1902.05938, arXiv.org.
    26. Romain Plassard, 2020. "Making a Breach: The Incorporation of Agent-Based Models into the Bank of England's Toolkit," GREDEG Working Papers 2020-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    27. Gennaro Catapano & Francesco Franceschi & Valentina Michelangeli & Michele Loberto, 2021. "Macroprudential Policy Analysis via an Agent Based Model of the Real Estate Sector," Temi di discussione (Economic working papers) 1338, Bank of Italy, Economic Research and International Relations Area.
    28. Fatouh, Mahmoud & Markose, Sheri & Giansante, Simone, 2021. "The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 928-953.
    29. Mérő, Bence & Vágó, Nikolett, 2018. "Keresletvezérelt lakáspiaci modell a lakáshitelezést szabályozó makro prudenciális eszközök tanulmányozására [A demand-led model of the housing market for studying the macro-prudential means of reg," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1115-1153.
    30. Gerth, Florian & Temnov, Grigory, 2021. "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 217-236.
    31. Bauermann, Tom & Roos, Michael W. M. & Schaff, Frederik, 2020. "POSA: Policy implementation sensitivity analysis," Ruhr Economic Papers 854, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    32. Mérő, Bence & Borsos, András & Hosszú, Zsuzsanna & Oláh, Zsolt & Vágó, Nikolett, 2023. "A high-resolution, data-driven agent-based model of the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
    33. Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
    34. Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021. "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers 20/2021, Deutsche Bundesbank.
    35. Thomas Theobald & Silke Tober & Ruben Tarne, 2020. "Makroprudenzielle Politik: Kurzfristig expansiv bleiben, mittelfristig straffen," IMK Report 162-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

  6. Uluc, Arzu, 2015. "Stabilising house prices: the role of housing futures trading," Bank of England working papers 559, Bank of England.

    Cited by:

    1. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2020. "A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?," Journal of Economic Perspectives, American Economic Association, vol. 34(4), pages 121-145, Fall.
    2. Benjamin Kwakye & Chan Tze Haw, 2020. "Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 262-271.

  7. Uluc, Arzu & Wieladek, Tomasz, 2015. "Capital requirements, risk shifting and the mortgage market," Bank of England working papers 572, Bank of England.

    Cited by:

    1. Eckley, Peter & Benetton, Matteo & Latsi, Georgia & Garbarino, Nicola & Kirwin, Liam, 2017. "Specialisation in mortgage risk under Basel II," Bank of England working papers 639, Bank of England.
    2. Sophia Lazaretou, 2016. "The Greek brain drain: the new pattern of Greek emigration during the recent crisis," Economic Bulletin, Bank of Greece, issue 43, pages 31-53, July.
    3. Faidon Kalfaoglou, 2016. "Bank recapitalisation: a necessary but not sufficient condition for resuming lending," Economic Bulletin, Bank of Greece, issue 43, pages 55-75, July.
    4. Holton, Sarah & Rodriguez d’Acri, Costanza, 2018. "Interest rate pass-through since the euro area crisis," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 277-291.
    5. Sumit Agarwal & Xudong An & Lawrence R. Cordell & Raluca Roman, 2020. "Bank Stress Test Results and Their Impact on Consumer Credit Markets," Working Papers 20-30, Federal Reserve Bank of Philadelphia.
    6. Stijn Ferrari & Mara Pirovano & Pablo Rovira Kaltwasser, 2016. "The impact of sectoral macroprudential capital requirements on mortgage loan pricing: Evidence from the Belgian risk weight add-on," Working Paper Research 306, National Bank of Belgium.
    7. Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60, december.
    8. Styliani Belli & Constantina Backinezos, 2016. "The transition to the new methodology for the compilation of balance of payments statistics – BPM6," Economic Bulletin, Bank of Greece, issue 43, pages 19-29, July.
    9. Nikos Vettas & Ioannis Giotopoulos & Evangelia Valavanioti & Svetoslav Danchev, 2016. "The determinants of new firms’ export performance," Economic Bulletin, Bank of Greece, issue 43, pages 7-17, July.
    10. Michael Abendschein & Harry Gölz, 2021. "International cooperation on financial market regulation," International Economics and Economic Policy, Springer, vol. 18(4), pages 787-824, October.
    11. Patrick van Roy & Gaia Barbic & Anne Koban & Charalampos Kouratzoglou, 2017. "Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    12. Tracey, Belinda & Schnittker, Christian & Sowerbutts, Rhiannon, 2017. "Bank capital and risk-taking: evidence from misconduct provisions," Bank of England working papers 671, Bank of England, revised 09 Oct 2018.

Articles

  1. Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer, 2023. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 386-432.
    See citations under working paper version above.
  2. Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.

    Cited by:

    1. Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," EconomiX Working Papers 2022-3, University of Paris Nanterre, EconomiX.
    2. Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2021. "Capital ratios and banking crises in the European Union," Working Papers 2021-05, CRESE.
    3. Dominika Ehrenbergerova & Martin Hodula & Zuzana Rakovska, 2020. "Does Capital-Based Regulation Affect Bank Pricing Policy?," Working Papers 2020/5, Czech National Bank.
    4. Yu, Jingjing, 2024. "Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China," Economic Modelling, Elsevier, vol. 131(C).

  3. Uluc, Arzu & Wieladek, Tomasz, 2018. "Capital requirements, monetary policy and risk shifting in the mortgage market," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 3-16.

    Cited by:

    1. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers' views," Bank of Finland Research Discussion Papers 10/2020, Bank of Finland.
    2. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
    3. Thakor, Anjan V., 2021. "Politics, credit allocation and bank capital requirements," Journal of Financial Intermediation, Elsevier, vol. 45(C).
    4. Thakor, Anjan V., 2020. "Fintech and banking: What do we know?," Journal of Financial Intermediation, Elsevier, vol. 41(C).
    5. Choi, Dong Beom & Eisenbach, Thomas M. & Yorulmazer, Tanju, 2021. "Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission," Journal of Financial Intermediation, Elsevier, vol. 47(C).
    6. Dafermos, Yannis & van Lerven, Frank & Nikolaidi, Maria, 2022. "Greening capital requirements," LSE Research Online Documents on Economics 116946, London School of Economics and Political Science, LSE Library.
    7. Carletti, Elena & Marquez, Robert & Petriconi, Silvio, 2020. "The redistributive effects of bank capital regulation," Journal of Financial Economics, Elsevier, vol. 136(3), pages 743-759.
    8. Dr. Stefanie Behncke, 2020. "Effects of macroprudential policies on bank lending and credit risks," Working Papers 2020-06, Swiss National Bank.
    9. Byeongchan An & Robert M. Bushman & Anya V. Kleymenova & Rimmy E. Tomy, 2022. "Social Externalities of Bank Enforcement Actions: The Case of Minority Lending," Finance and Economics Discussion Series 2022-036, Board of Governors of the Federal Reserve System (U.S.).
    10. Eva Horvatova, 2020. "Twenty Years of Mortgage Banking in Slovakia," IJFS, MDPI, vol. 8(3), pages 1-30, September.

  4. Arzu Uluc, 2018. "Stabilising House Prices: the Role of Housing Futures Trading," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 587-621, May.
    See citations under working paper version above.
  5. Thomas F. Crossley & Cormac O'Dea & Gareth Anderson & Philip Bunn & Alice Pugh & Arzu Uluc, 2016. "The Bank of England / NMG Survey of Household Finances," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 131-152, March.

    Cited by:

    1. Grzegorz Wałęga & Agnieszka Wałęga, 2021. "Over-indebted Households in Poland: Classification Tree Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(2), pages 561-584, January.
    2. Bunn, Philip & Pugh, Alice & Yeates, Chris, 2018. "The distributional impact of monetary policy easing in the UK between 2008 and 2014," Bank of England working papers 720, Bank of England.
    3. J r my Boccanfuso, 2022. "Consumption Response Heterogeneity and Dynamics with an Inattention Region," Working Papers wp1172, Dipartimento Scienze Economiche, Universita' di Bologna.
    4. Georgarakos, Dimitris & Kenny, Geoff, 2022. "Household spending and fiscal support during the COVID-19 pandemic: insights from a new consumer survey," Working Paper Series 2643, European Central Bank.
    5. Bunn, Philip & Le Roux, Jeanne & Reinold, Kate & Surico, Paolo, 2017. "The consumption response to positive and negative income changes," Bank of England working papers 645, Bank of England.
    6. Bańnkowska, Katarzyna & Borlescu, Ana Maria & Charalambakis, Evangelos & Da Silva, António Dias & Di Laurea, Davide & Dossche, Maarten & Georgarakos, Dimitris & Honkkila, Juha & Kennedy, Neale & Kenny, 2021. "ECB Consumer Expectations Survey: an overview and first evaluation," Occasional Paper Series 287, European Central Bank.

  6. Anderson, Gareth & Bunn, Philip & Pugh, Alice & Uluc, Arzu, 2014. "The potential impact of higher interest rates on the household sector: evidence from the 2014 NMG Consulting survey," Bank of England Quarterly Bulletin, Bank of England, vol. 54(4), pages 419-433.

    Cited by:

    1. Enache Calcedonia, 2022. "Macroeconomic Determinants of Household Indebtedness in Romania: An Econometric Approach," Journal of Social and Economic Statistics, Sciendo, vol. 11(1-2), pages 102-117, December.
    2. Ashley Dunstan & Hayden Skilling, 2015. "Commercial property and financial stability," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 78, pages 1-10, March.
    3. Gianni La Cava & Helen Hughson & Greg Kaplan, 2016. "The Household Cash Flow Channel of Monetary Policy," RBA Research Discussion Papers rdp2016-12, Reserve Bank of Australia.
    4. Ryan Niladri Banerjee & Francesco Franceschi & Stéphane Riederer, 2022. "Borrower vulnerabilities, their distribution and credit losses," BIS Quarterly Review, Bank for International Settlements, September.
    5. Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2016. "Macroeconomic implications of mortgage loans requirements: An agent based approach," Working Papers 2016/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    6. Ján Klacso, 2024. "How Micro Data Improve the Estimation of Household Credit Risk Within the Macro Stress Testing Framework," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 707-733, August.
    7. Neil Bhutta & Jesse Bricker & Lisa J. Dettling & Jimmy Kelliher & Steven Laufer, 2019. "Stress Testing Household Debt," Finance and Economics Discussion Series 2019-008, Board of Governors of the Federal Reserve System (U.S.).
    8. Andreas Fuster & Benedict Guttman-Kenney & Andrew F. Haughwout, 2016. "Tracking and stress-testing U.S. household leverage," Staff Reports 787, Federal Reserve Bank of New York.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (15) 2015-12-28 2016-05-08 2016-10-16 2017-03-19 2017-05-21 2018-04-02 2020-06-15 2020-06-29 2020-09-14 2021-05-24 2022-06-20 2022-07-11 2022-08-29 2024-05-13 2024-06-10. Author is listed
  2. NEP-BAN: Banking (12) 2015-12-28 2016-05-08 2017-03-19 2017-05-21 2018-04-02 2020-06-15 2020-06-15 2020-06-29 2020-09-14 2021-05-24 2024-05-13 2024-06-10. Author is listed
  3. NEP-MAC: Macroeconomics (9) 2016-10-16 2017-03-19 2020-06-15 2020-06-15 2020-06-29 2020-09-14 2021-05-24 2022-06-20 2022-07-11. Author is listed
  4. NEP-CBA: Central Banking (6) 2016-05-08 2016-10-16 2017-05-21 2020-06-15 2022-06-20 2024-05-13. Author is listed
  5. NEP-CMP: Computational Economics (5) 2016-10-16 2022-07-11 2022-08-29 2024-05-13 2024-06-10. Author is listed
  6. NEP-HME: Heterodox Microeconomics (3) 2022-08-29 2024-05-13 2024-06-10
  7. NEP-RMG: Risk Management (3) 2016-05-08 2017-05-21 2018-04-02
  8. NEP-EEC: European Economics (2) 2022-07-11 2022-08-29
  9. NEP-ACC: Accounting and Auditing (1) 2017-03-19
  10. NEP-CWA: Central and Western Asia (1) 2021-05-24
  11. NEP-EUR: Microeconomic European Issues (1) 2016-10-16
  12. NEP-FDG: Financial Development and Growth (1) 2024-05-13
  13. NEP-FMK: Financial Markets (1) 2016-05-08
  14. NEP-MON: Monetary Economics (1) 2024-05-13
  15. NEP-PKE: Post Keynesian Economics (1) 2016-05-08

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