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Content
2017
- 698 Liquidity holdings, diversification, and aggregate shocks
by Chavaz, Matthieu
- 697 A financial stress index for the United Kingdom
by Chatterjee, Somnath & Chiu, Jeremy & Hacioglu-Hoke, Sinem & Duprey, Thibaut
- 696 An interdisciplinary model for macroeconomics
by haldane, Andrew & Turrell, Arthur
- 695 The impact of uncertainty shocks in the United Kingdom
by Redl, Chris
- 694 Alternative finance and credit sector reforms: the case of China
by Lisack , Noëmie
- 693 Financial shocks, credit spreads and the international credit channel
by Cesa Bianchi, Ambrogio & Sokol, Andrej
- 692 Do macro shocks matter for equities?
by Dison, Will & Theodoridis, Konstantinos
- 691 The Bank of England as lender of last resort: new historical evidence from daily transactional data
by Anson, Mike & Bholat, David & Kang, Miao & Thomas, Ryland
- 690 The leverage ratio and liquidity in the gilt and repo markets
by Bicu, Andreea & Chen, Louisa & Elliott, David
- 689 Spatial models of heterogeneous switching costs
by Siciliani, Paolo & Beckert, Walter
- 688 Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate
by Bholat, David & Brookes, James & Cai, Chris & Grundy, Katy & Lund, Jakob
- 687 The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets
by Noss, Joseph & Pedace, Lucas & Tobek, Ondrej & Linton, Oliver & Crowley-Reidy, Liam
- 686 Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’
by Schmelzing, Paul
- 685 Investor behaviour and reaching for yield: evidence from the sterling corporate bond market
by Czech, Robert & Roberts-Sklar, Matt
- 684 Cross-border effects of regulatory spillovers: evidence from Mexico
by Tripathy, Jagdish
- 683 Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models
by Hacioglu Hoke, Sinem & Kapetanios, George
- 682 The international transmission of monetary policy through financial centres: evidence from the United Kingdom and Hong Kong
by Hills, Robert & Ho, Kelvin & Reinhardt, Dennis & Sowerbutts, Rhiannon & Wong, Eric & Wu, Gabriel
- 681 Solvency and wholesale funding cost interactions at UK banks
by Dent, Kieran & Hacioglu Hoke, Sinem & Panagiotopoulos, Apostolos
- 680 International credit supply shocks
by Cesa-Bianchi, Ambrogio & Ferrero, Andrea & Rebucci, Alessandro
- 679 Home values and firm behaviour
by Bahaj, Saleem & Foulis, Angus & Pinter, Gabor
- 678 Optimal quantitative easing
by Harrison, Richard
- 677 A time varying parameter structural model of the UK economy
by Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew
- 676 The impact of de-tiering in the United Kingdom’s large-value payment system
by Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro
- 675 Competition and prudential regulation
by Fisher, Paul & Grout, Paul
- 674 Machine learning at central banks
by Chakraborty, Chiranjit & Joseph, Andreas
- 673 Borderline: judging the adequacy of return distribution estimation techniques in initial margin models
by Houllier, Melanie & Murphy, David
- 672 Central bank information and the effects of monetary shocks
by Hubert, Paul
- 671 Bank capital and risk-taking: evidence from misconduct provisions
by Tracey, Belinda & Schnittker, Christian & Sowerbutts, Rhiannon
- 670 The economics of distributed ledger technology for securities settlement
by Benos, Evangelos & Garratt, Rodney & Gurrola-Perez, Pedro
- 669 Central counterparty auction design
by Ferrara, Gerardo & Li, Xin
- 668 An exorbitant privilege in the first age of international financial integration
by Eduardo van Hombeeck, Carlos
- 667 Matching efficiency and labour market heterogeneity in the United Kingdom
by Pizzinelli, Carlo & Speigner, Bradley
- 666 Step away from the zero lower bound: small open economies in a world of secular stagnation
by Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin
- 665 Staff Working Paper No. 665: Dealer intermediation, market liquidity and the impact of regulatory reform
by Baranova, Yuliya & Liu, Zijun & Shakir, Tamarah
- 664 The impact of Solvency II regulations on life insurers’ investment behaviour
by Douglas, Graeme & Noss, Joseph & Vause, Nicholas
- 663 The economic cost of capital: a VECM approach for estimating and testing the banking sector's response to changes in capital ratios
by De-Ramon, sebastian & Straughan, Michael
- 662 The decline of solvency contagion risk
by Bardoscia, Marco & Barucca, Paolo & Brinley Codd, Adam & Hill, John
- 661 Labour market adjustment in Europe during the crisis: microeconomic evidence from the Wage Dynamics Network survey
by Izquierdo, Mario & Jimeno, Juan & Kosma, Theodora & Lamo, Ana & Millard, Stephen & Room, Tairi & Viviano, Eliana
- 660 Forecasting multidimensional tail risk at short and long horizons
by Polanski, Arnold & Stoja, Evarist
- 659 Down in the slumps: the role of credit in five decades of recessions
by Bridges, Jonathan & Jackson, Christopher & McGregor, Daisy
- 658 The determinants of UK credit union failure
by Coen, Jamie & Francis, William & Rostom, May
- 657 The transmission of monetary policy shocks
by Miranda-Agrippino, Silvia & Ricco, Giovanni
- 656 The role of foreign banks in trade
by Claessens, Stijn & Hassib, Omar & van Horen, Neeltje
- 655 Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies
by Karimalis, Emmanouil & Kosmidis, Ioannis & Peters, Gareth
- 654 Uncertain forward guidance
by Haberis, Alex & Harrison, Richard & Waldron, Matthew
- 653 The calm policymaker
by Barrdear, John
- 652 An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database
by de Ramon, Sebastian & Francis, William & Milonas, Kristoffer
- 651 Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets
by Zhang, Lu & Uluc, Arzu & Bezemer, Dirk
- 650 The effect of house prices on household borrowing: a new approach
by Cloyne, James & Huber, Kilian & Ilzetzki, Ethan & Kleven, Henrik
- 649 Bubbly equilibria with credit misallocation
by Tripathy, Jagdish
- 648 Central bank sentiment and policy expectations
by Hubert, Paul & Labondance, Fabien
- 647 Accounting discretion, market discipline and bank behaviour: some insights from fair value accounting
by Bouther, Regis & Francis, Bill
- 646 What drives business investment in the United Kingdom? Results from a firm-level VAR approach
by Melolinna, Marko
- 645 The consumption response to positive and negative income changes
by Bunn, Philip & Le Roux, Jeanne & Reinold, Kate & Surico, Paolo
- 644 Foreign booms, domestic busts: the global dimension of banking crises
by Cesa-Bianchi, Ambrogio & Eguren-Martin, Fernando & Thwaites, Gregory
- 643 Market liquidity, closeout procedures and initial margin for CCPs
by Cerezetti, Fernando & Sumawong, Anannit & Karimalis, Emmanouil & Shreyas, Ujwal
- 642 Identifying contagion in a banking network
by Morrison, Alan & Vasios, Michalis & Wilson, Mungo & Zikes, Filip
- 641 Scalable games: modelling games of incomplete information
by Eccles, Peter & Wegner, Nora
- 640 A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
by Boneva, Lena & Linton, Oliver
- 639 Specialisation in mortgage risk under Basel II
by Eckley, Peter & Benetton, Matteo & Latsi, Georgia & Garbarino, Nicola & Kirwin, Liam
2016
- 638 Does partisan conflict impact the cash holdings of firms? A sign restrictions approach
by Hankins, William & Cheng, Chak & Chiu, Jeremy & Stone, Anna-Leigh
- 637 Systematic tail risk
by Harris, Richard & Stoja, Evarist & Nguyen, Linh
- 636 Assessing vulnerabilities to financial shocks in some key global economies
by Lukasz, Rachel & Fisher, Jack
- 635 Bank capital requirements and balance sheet management practices: has the relationship changed after the crisis?
by de-Ramon, Sebastian J A & Francis, William & Harris, Qun
- 634 Nonlinearities of mortgage spreads over the business cycles
by Cheng, Chak Hung Jack & Chiu, Ching-Wai (Jeremy)
- 633 Adaptive learning and labour market dynamics
by Di Pace, Frederico & Mitra, Kaushik & Zhang, Shoujian
- 631 Measuring competition in the UK deposit-taking sector
by J A de-Ramon, Sebastian & Straughan, Michael
- 630 History dependence in the housing market
by Bracke, Philippe & Tenreyro, Silvana
- 629 Political borders and bank lending in post-crisis America
by Chavaz, Matthieu & Rose, Andrew
- 628 Fiscal consolidation in a low inflation environment: pay cuts versus lost jobs
by Bandiera, Guilherme & Pappa, Evi & Sajedi, Rana & Vella, Eugenia
- 627 Deflation probability and the scope for monetary loosening in the United Kingdom
by Haberis, Alex & Masolo, Riccardo & Reinold, Kate
- 626 Unsurprising shocks: information, premia, and the monetary transmission
by Miranda-Agrippino, Silvia
- 625 The levels of application of prudential requirements: a comparative perspective
by McPhilemy, Samuel & Vaughan, Rory
- 624 QE: The Story so far
by Haldane, Andrew & Roberts-Sklar, Matt & Wieladek, Tomasz & Young, Chris
- 623 Labour market frictions, monetary policy and durable goods
by Di Pace, Frederico & Hertweck, Matthias
- 622 Interpreting the latent dynamic factors by threshold FAVAR model
by Hacioglu, Sinem & Tuzcuoglu, Kerem
- 621 The time value of housing: historical evidence on discount rates
by Bracke, Philippe & Pinchbeck, Edward & Wyatt, James
- 620 Fiscal consequences of structural reform under constrained monetary policy
by Sajedi, Rana
- 619 Macroprudential policy in an agent-based model of the UK housing market
by Baptista, Rafa & Farmer, J. Doyne & Hinterschweiger, Marc & Low, Katie & Tang, Daniel & Uluc, Arzu
- 618 Overseas unspanned factors and domestic bond returns
by Meldrum, Andrew & Raczko, Marek & Spencer, Peter
- 617 Dis-integrating credit markets: diversification, securitization, and lending in a recovery
by Chavaz, Matthieu
- 616 The macroeconomic shock with the highest price of risk
by Pinter, Gabor
- 615 Monetary policy transmission in an open economy: new data and evidence from the United Kingdom
by Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro
- 614 A dynamic model of financial balances for the United Kingdom
by Burgess, Stephen & Burrows, Oliver & Godin, Antoine & Kinsella, Stephen & Millard, Stephen
- 613 The theory of unconventional monetary policy
by Farmer, Roger & Zabczyk, Pawel
- 612 Finance and Synchronization
by Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana
- 611 Macroeconomic tail events with non-linear Bayesian VARs
by Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem
- 610 Monetary versus macroprudential policies causal impacts of interest rates and credit controls in the era of the UK Radcliffe Report
by Aikman, David & Bush, Oliver & Davis, Alan
- 609 The role of collateral in supporting liquidity
by Baranova, Yuliya & Liu, Zijun & Noss, Joseph
- 608 Financial market volatility, macroeconomic fundamentals and investor sentiment
by Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael
- 607 Contagion, spillover and interdependence
by Rigobon, Roberto
- 606 Risk shocks close to the zero lower bound
by Seneca, Martin
- 605 The macroeconomics of central bank issued digital currencies
by Barrdear, John & Kumhof, Michael
- 604 Accounting in central banks
by Bholat, David & Darbyshire, Robin
- 603 Let’s talk about the weather: the impact of climate change on central banks
by Batten,, Sandra & Sowerbutts, Rhiannon & Tanaka, Misa
- 602 Do we need a stable funding ratio? Banks’ funding in the global financial crisis
by Lallour, Antoine & Mio, Hitoshi
- 601 Robustness of subgame perfect implementation
by Eccles, Peter & Wegner, Nora
- 600 Liquidity determinants in the UK gilt market
by Benos, Evangelos & Zikes, Filip
- 599 Macroprudential regulation, credit spreads and the role of monetary policy
by Tayler, William & Zilberman , Roy
- 598 Peer-to-peer lending and financial innovation in the United Kingdom - Ulrich Atz and David Bholat
by Atz, Ulrich & Bholat, David
- 597 A comparative analysis of tools to limit the procyclicality of initial margin requirements
by Murphy, David & Vasios, Michalis & Vause, Nicholas
- 596 The dynamic Black-Litterman approach to asset allocation
by Harris, Richard D F & Stoja, Evarist & Tan, Linzhi
- 595 Cross-border regulatory spillovers: How much? How important? What sectors? Lessons from the United Kingdom
by Hills, Robert & Reinhardt, Dennis & Sowerbutts, Rhiannon & Wieladek, Tomasz
- 594 Non-performing loans: regulatory and accounting treatments of assets
by Bholat, David & Lastra, Rosa & Markose, Sheri & Miglionico, Andrea & Sen, Kallol
- 593 What determines how banks respond to changes in capital requirements?
by Bahaj, Saleem & Bridges, Jonathan & Malherbe, Frederic & O’Neill, Cian
- 592 An agent-based model of dynamics in corporate bond trading
by Braun-Munzinger, Karen & Liu, Zijun & Turrell, Arthur
- 591 Risk premia and seasonality in commodity futures
by Hevia, Constantino & Petrella, Ivan & Sola, Martin
- 590 Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis
by Harimohan, Rashmi & McLeay, Michael & Young, Garry
- 589 Monetary policy when households have debt: new evidence on the transmission mechanism
by Cloyne, James & Ferreira, Clodomiro & Surico, Paolo
- 588 Monetary policy and volatility in the sterling money market
by Osborne, Matthew
- 587 Tracking the slowdown in long-run GDP growth
by Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan
- 586 Systemic illiquidity in the interbank network
by Ferrara, Gerardo & Langfield, Sam & Liu, Zijun & Ota, Tomohiro
- 585 Output gaps, inflation and financial cycles in the United Kingdom
by Melolinna, Marko & Tóth, Máté
- 584 Macroprudential policy under uncertainty
by Bahaj, Saleem & Foulis, Angus
- 583 A Bayesian VAR benchmark for COMPASS
by Domit, Sílvia & Monti, Francesca & Sokol, Andrej
- 582 How does labour market structure affect the response of economies to shocks?
by Dabusinskas, Aurelijus & Konya, Istvan & Millard, Stephen
- 581 Policy and macro signals as inputs to inflation expectation formation
by Hubert, Paul & Maule, Becky
- 580 Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act
by Benos, Evangelos & Payne, Richard & Vasios, Michalis
- 579 What can Big Data tell us about the passthrough of big exchange rate changes?
by Lewis, John
- 578 The varying coefficient Bayesian panel VAR model
by Wieladek, Tomasz
- 577 Adaptive models and heavy tails
by Petrella, Ivan & Delle Monache, Davide
2015
- 576 A global factor in variance risk premia and local bond pricing
by Kaminska, Iryna & Roberts-Sklar, Matt
- 575 Long-run priors for term structure models
by Meldrum, Andrew & Roberts-Sklar, Matt
- 574 The impact of immigration on occupational wages: evidence from Britain
by Nickell, Stephen & Saleheen, Jumana
- 573 The real effects of capital requirements and monetary policy: evidence from the United Kingdom
by De Marco, Filippo & Wieladek, Tomasz
- 572 Capital requirements, risk shifting and the mortgage market
by Uluc, Arzu & Wieladek, Tomasz
- 571 Secular drivers of the global real interest rate
by Rachel, Lukasz & Smith, Thomas
- 570 Does easing monetary policy increase financial instability?
by Cesa-Bianchi, Ambrogio & Rebucci, Alessandro
- 569 House prices and job losses
by Pinter, Gabor
- 568 Firms’ adjustment during 2010–13: evidence from the Wage Dynamics Survey
by Millard, Stephen & Tatomir, Srdan
- 567 A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
by Kapetanious, George & Price, Simon & Theodoridis, Konstantinos
- 566 The Great Recession and the UK labour market
by Millard, Stephen
- 565 Ambiguity, monetary policy and trend inflation
by Masolo, Riccardo & Monti, Francesca
- 564 Why are real interest rates so low? Secular stagnation and the relative price of investment goods
by Thwaites, Gregory
- 563 Extreme risk interdependence
by Polanski, Arnold & Stoja, Evarist
- 562 International banking and liquidity risk transmission: lessons from the United Kingdom
by Hills, Robert & Hooley, John & Korniyenko, Yevgeniya & Wieladek, Tomasz
- 561 Threshold-based forward guidance: hedging the zero bound
by Boneva, Lena & Harrison, Richard & Waldron, Matt
- 560 Mortgage debt and entrepreneurship
by Bracke, Philippe & Hilber, Christian & Silva, Olmo
- 559 Stabilising house prices: the role of housing futures trading
by Uluc, Arzu
- 558 Bankers' pay and excessive risk
by Thanassoulis, John & Tanaka, Misa
- 557 The banks that said no: banking relationships, credit supply and productivity in the United Kingdom
by Franklin, Jeremy & Rostom, May & Thwaites, Gregory
- 556 A sectoral framework for analyzing money, credit and unconventional monetary policy
by Cloyne, James & Thomas, Ryland & Tuckett, Alex & Wills, Samuel
- 555 ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)
by Chavaz, Matthieu & Flandreau, Marc
- 554 Household debt and spending in the United Kingdom
by Bunn, Philip & Rostom, May
- 553 Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero
by Braun, R Anton & Koerber, Lena & Waki, Yuichiro
- 552 Volatility contagion: new evidence from market pricing of volatility risk
by Raczko, Marek
- 551 The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom
by Liu, Zhuoshi & Vangelista, Elisabetta & Kaminska, Iryna & Relleen, Jon
- 550 Dynamic term structure models: the best way to enforce the zero lower bound in the United States
by Andreasen, Martin M & Meldrum, Andrew
- 549 How much do investors pay for houses?
by Bracke, Philippe
- 548 A heterogeneous agent model for assessing the effects of capital regulation on the interbank money market under a corridor system
by Jackson, Christopher & Noss, Joseph
- 547 Extreme downside risk and financial crises
by Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist
- 546 Regulatory arbitrage in action: evidence from banking flows and macroprudential policy
by Reinhardt, Dennis & Sowerbutts, Rhiannon
- 545 Into the light: dark pool trading and intraday market quality on the primary exchange
by Brugler, James
- 544 Exchange rate regimes and current account adjustment: an empirical investigation
by Eguren-Martin, Fernando
- 543 Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom
by Best, Michael Carlos & Cloyne, James & Ilzetzki, Ethan & Kleven, Henrik Jacobsen
- 542 Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme
by Churm, Rohan & Joyce, Mike & Kapetanios, George & Theodoridis, Konstantinos
- 541 Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach
by Andreasen, Martin M & Meldrum, Andrew
- 540 The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation
by Chiu, Ching-Wai (Jeremy) & Hill, John
- 539 Bank leverage, credit traps and credit policies
by Foulis, Angus & Nelson, Benjamin & Tanaka, Misa
- 538 Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis
by Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew
- 537 What do stock markets tell us about exchange rates?
by Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio
- 536 The impact of liquidity regulation on banks
by Banerjee, Ryan & Mio, Hitoshi
- 535 Export dynamics since the Great Trade Collapse: a cross-country analysis
by Lewis, John & De Schryder, Selien
- 534 What moves international stock and bond markets?
by Cenedese, Gino & Mallucci, Enrico
- 533 Safe haven currencies: a portfolio perspective
by Cenedese, Gino
- 532 Towards a New Keynesian theory of the price level
by Barrdear, John
- 531 The UK productivity puzzle 2008-13: evidence from British businesses
by Riley, Rebecca & Rosazza-Bondibene, Chiara & Young, Garry
- 530 Cross-country co-movement in long-term interest rates: a DSGE approach
by Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos
- 529 Banks are not intermediaries of loanable funds – and why this matters
by Jakab, Zoltan & Kumhof, Michael
- 528 Forecasting with VAR models: fat tails and stochastic volatility
by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor
- 527 Can a data-rich environment help identify the sources of model misspecification?
by Monti, Francesca
- 526 A joint affine model of commodity futures and US Treasury yields
by Chin, Michael & Liu, Zhuoshi
- 525 Filtered historical simulation Value-at-Risk models and their competitors
by Gurrola-Perez, Pedro & Murphy, David
- 524 On a tight leash: does bank organisational structure matter for macroprudential spillovers?
by Danisewicz, Piotr & Reinhardt, Dennis & Sowerbutts, Rhiannon
- 523 Interactions among high-frequency traders
by Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip
- 522 Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies
by Cesa-Bianchi, Ambrogio & Cespedes, Luis & Rebucci, Alessandro
- 521 Do contractionary monetary policy shocks expand shadow banking?
by Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos
- 520 A forecast evaluation of expected equity return measures
by Chin, Michael & Polk, Christopher
2014
- 519 Long-term unemployment and convexity in the Phillips curve
by Speigner, Bradley
- 518 Evaluating the robustness of UK term structure decompositions using linear regression methods
by Malik, Sheheryar & Meldrum, Andrew
- 517 Optimal contracts, aggregate risk and the financial accelerator
by Fuerst, Timothy & Carlstrom, Charles & Paustian, Matthias
- 516 Mapping the UK interbank system
by Langfield, Sam & Liu, Zijun & Ota, Tomohiro
- 515 The Bank of England Credit Conditions Survey
by Bell, Venetia & Pugh, Alice
- 514 Optimal monetary policy in the presence of human capital depreciation during unemployment
by Laureys, Lien
- 513 Variations in liquidity provision in real-time payment systems
by Denbee, Edward & Garratt, Rodney & Zimmerman, Peter
- 512 Policy uncertainty spillovers to emerging markets – evidence from capital flows
by Gauvin, Ludovic & McLoughlin, Cameron & Reinhardt, Dennis
- 511 QE and the bank lending channel in the United Kingdom
by Butt, Nick & Churm, Rohan & McMahon, Michael & Morotz, Arpad & Schanz, Jochen
- 510 Institutional investor portfolio allocation, quantitative easing and the global financial crisis
by Joyce, Michael & Liu, Zhuoshi & Tonks, Ian
- 509 Exploiting the monthly data flow in structural forecasting
by Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia
- 508 How does credit supply respond to monetary policy and bank minimum capital requirements?
by Aiyar, Shekhar & Calomiris, Charles & Wieladek, Tomasz
- 507 Estimating time-varying DSGE models using minimum distance methods
by Giraitis, Liudas & Kapetanios, George & Theodoridis, Konstantinos & Yates, Tony
- 506 Tailwinds from the East: how has the rising share of imports from emerging markets affected import prices?
by Lewis, John & Saleheen, Jumana
- 505 The cost of human capital depreciation during unemployment
by Laureys, Lien
- 504 Quantitative easing and bank lending: a panel data approach
by Joyce, Michael & Spaltro, Marco
- 503 Peering into the mist: social learning over an opaque observation network
by Barrdear, John
- 502 The effect of the financial crisis on TFP growth: a general equilibrium approach
by Millard, Stephen & Nicolae, Anamaria
- 501 UK deposit-taker responses to the financial crisis: what are the lessons?
by Francis, William
- 500 Modelling the service sector
by King, Philip & Millard, Stephen
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