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Content
2014
- 499 Sectoral shocks and monetary policy in the United Kingdom
by Dixon, Huw & Franklin, Jeremy & Millard, Stephen
- 498 The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets
by Reinhardt, Dennis & Riddiough, Steven
- 497 The international transmission of bank capital requirements: evidence from the United Kingdom
by Aiyar, Shekhar & Calomiris, Charles & Hooley, John & Korniyenko , Yevgeniya & Wieladek, Tomasz
- 496 Uncertainty in a model with credit frictions
by Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio
- 495 The productivity puzzle: a firm-level investigation into employment behaviour and resource allocation over the crisis
by Barnett, Alina & Chiu, Adrian & Franklin, Jeremy & Sebastia-Barriel, Maria
- 494 Estimating the impact of changes in aggregate bank capital requirements during an upswing
by Noss, Joseph & Toffano, Priscilla
- 493 The macroeconomic effects of monetary policy: a new measure for the United Kingdom
by Cloyne, James & Hürtgen, Patrick
- 492 Generalised density forecast combinations
by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon
- 491 Household debt and the dynamic effects of income tax changes
by Cloyne, James & Surico, Paolo
- 490 Adaptive forecasting in the presence of recent and ongoing structural change
by Giraitis, Liudas & Kapetanios, George & Price, Simon
- 489 Expectations, risk premia and information spanning in dynamic term structure model estimation
by Guimarães, Rodrigo
- 488 News and labour market dynamics in the data and in matching models
by Theodoridis, Konstantinos & Zanetti, Francesco
- 487 Shadow banks and macroeconomic instability
by Meeks, Roland & Nelson, Benjamin & Alessandri, Piergiorgio
- 486 The impact of capital requirements on bank lending
by Bridges, Jonathan & Gregory, David & Nielsen, Mette & Pezzini, Silvia & Radia, Amar & Spaltro, Marco
- 485 Identifying channels of credit substitution when bank capital requirements are varied
by Aiyar, Shekhar & Calomiris , Charles & Wieladek, Tomasz
- 484 GDP-linked bonds and sovereign default
by Barr, David & Bush, Oliver & Pienkowski, Alex
2013
- 483 Risk news shocks and the business cycle
by Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony
- 482 Has weak lending and activity in the United Kingdom been driven by credit supply shocks?
by Barnett, Alina & Thomas, Ryland
- 481 Likelihood inference in non-linear term structure models: the importance of the lower bound
by Andreasen, Martin & Meldrum, Andrew
- 480 Central counterparties and the topology of clearing networks
by Galbiati, Marco & Soramaki, Kimmo
- 479 Financial factors and the international transmission mechanism
by Haddow, Abigail & Mileva, Mariya
- 478 Capital over the business cycle: renting versus ownership
by Gal, Peter & Pinter, Gabor
- 477 Non-uniform wage-staggering: European evidence and monetary policy implications
by Juillard, Michel & Le Bihan, Herve & Millard, Stephen
- 476 Oil shocks and the UK economy: the changing nature of shocks and impact over time
by Millard, Stephen & Shakir, Tamarah
- 475 Policy multipliers under an interest rate peg of deterministic versus stochastic duration
by Carlstrom, Chartles & Fuerst , Timothy & Paustian, Matthias
- 474 Not all capital waves are alike: a sector-level examination of surges in FDI inflows
by Reinhardt, Dennis & Dell'Erba, Salvatore
- 473 The pitfalls of speed-limit interest rate rules at the zero lower bound
by Brendon, Charles & Paustian, Matthias & Yates, Tony
- 472 International capital flows and development: financial openness matters
by Reinhardt, Dennis & Ricci, Luca Antonio & Tressel, Thierry
- 471 The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models
by Burgess, Stephen & Fernandez-Corugedo, Emilio & Groth, Charlotta & Harrison, Richard & Monti, Francesca & Theodoridis, Konstantinos & Waldron, Matt
- 470 Long and short-term effects of the financial crisis on labour productivity, capital and output
by Oulton, Nicholas & Sebastia-Barriel, Maria
2012
- 469 High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market
by Benos, Evangelos & Sagade, Satchit
- 468 Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
by Garratt, Rodney & Webber, Lewis & Willison, Matthew
- 467 Factor adjustment costs: a structural investigation
by Mumtaz, Haroon & Zanetti, Francesco
- 466 QE and the gilt market: a disaggregated analysis
by Daines, Martin & Joyce, Michael & Tong, Matthew
- 465 Size and complexity in model financial systems
by Arinaminpathy, Nimalan & Kapadia, Sujit & May, Robert
- 464 International policy spillovers at the zero lower bound
by Haberis, Alex & Lipińska, Anna
- 463 The international transmission of volatility shocks: an empirical analysis
by Mumtaz, Haroon & Theodoridis, Konstantinos
- 462 Reputation, risk-taking and macroprudential policy
by Aikman, David & Nelson, Benjamin & Tanaka, Misa
- 461 Labour market institutions and unemployment volatility: evidence from OECD countries
by Faccini, Renato & Rosazza Bondibene, Chiara
- 460 Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom
by Rose, Andrew & Wieladek, Tomasz
- 459 Inflation and output in New Keynesian models with a transient interest rate peg
by Carlstrom, Charles & Fuerst, Timothy & Paustian, Matthias
- 458 A network model of financial system resilience
by Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew
- 457 What do sticky and flexible prices tell us?
by Millard, Stephen & O'Grady, Tom
- 456 Liquidity risk, cash-flow constraints and systemic feedbacks
by Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel
- 455 Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions
by de Vincent-Humphreys, Rupert & Noss, Joseph
- 454 Fixed interest rates over finite horizons
by Blake, Andrew
- 453 Neutral technology shocks and employment dynamics: results based on an RBC identification scheme
by Mumtaz, Haroon & Zanetti, Francesco
- 452 Simple banking: profitability and the yield curve
by Alessandri, Piergiorgio & Nelson, Benjamin
- 451 Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers
by Benos, Evangelos & Garratt, Rodney & zimmerman, Peter
- 450 Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos
- 449 Misperceptions, heterogeneous expectations and macroeconomic dynamics
by Harrison, Richard & Taylor, Tim
- 448 Non-rational expectations and the transmission mechanism
by Harrison, Richard & Taylor, Tim
- 447 Implicit intraday interest rate in the UK unsecured overnight money market
by Jurgilas, Marius & Zikes, Filip
- 446 The business cycle implications of banks’ maturity transformation
by Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel
- 445 Does macropru leak? Evidence from a UK policy experiment
by Aiyar, Shekhar & Calomiris , Charles W & Wieladek, Tomasz
- 444 Asset purchase policy at the effective lower bound for interest rates
by Harrison, Richard
- 443 Assessing the economy-wide effects of quantitative easing
by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos
- 442 The impact of QE on the UK economy – some supportive monetarist arithmetic
by Bridges, Jonathan & Thomas, Ryland
2011
- 441 An estimated DSGE model: explaining variation in term premia
by Andreasen, Martin
- 440 Time-varying volatility, precautionary saving and monetary policy
by Hatcher, Michael
- 439 An efficient minimum distance estimator for DSGE models
by Theodoridis, Konstantinos
- 438 How do individual UK consumer prices behave?
by Bunn, Philip & Ellis, Colin
- 437 Estimating the impact of the volatility of shocks: a structural VAR approach
by Mumtaz, Haroon
- 436 Systemic capital requirements
by Webber, Lewis & Willison, Matthew
- 435 Preferred-habitat investors and the US term structure of real rates
by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele
- 434 Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change
by Kapetanios, George & Yates, Tony
- 433 The impact of permanent energy price shocks on the UK economy
by Harrison, Richard & Thomas, Ryland & de Weymarn, Iain
- 432 An estimated DSGE model of energy, costs and inflation in the United Kingdom
by Millard, Stephen
- 431 Financial intermediaries in an estimated DSGE model for the United Kingdom
by Villa, Stefania & Yang, Jing
- 430 Identifying risks in emerging market sovereign and corporate bond spreads
by Zinna, Gabriele
- 429 Domestic financial regulation and external borrowing
by Lanau, Sergi
- 428 Intraday two-part tariff in payment systems
by Ota, Tomohiro
- 427 System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis
by Perlin, Marcelo & Schanz, Jochen
- 426 Labour supply as a buffer: evidence from UK households
by Benito, Andrew & Saleheen, Jumana
- 425 International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
by Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki
- 424 How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom
by Aiyar, Shekhar
- 423 Shifts in portfolio preferences of international investors: an application to sovereign wealth funds
by Sa, Filipa & Viani, Francesca
- 422 Understanding the macroeconomic effects of working capital in the United Kingdom
by Fernandez-Corugedo, Emilio & McMahon, Michael & Millard, Stephen & Rachel, Lukasz
- 421 Global rebalancing: the macroeconomic impact on the United Kingdom
by Haberis, Alex & Markovic, Bojan & Mayhew, Karen & Zabczyk, Pawel
- 420 Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7?
by Lipinska, Anna & Millard, Stephen
- 419 A global model of international yield curves: no-arbitrage term structure approach
by Kaminska, Iryna & Meldrum, Andrew & Smith, James
- 418 Cyclical risk aversion, precautionary saving and monetary policy
by De Paoli, Bianca & Zabczyk, Pawel
- 417 How non-Gaussian shocks affect risk premia in non-linear DSGE models
by Andreasen, Martin
- 416 An efficient method of computing higher-order bond price perturbation approximations
by Andreasen , Martin & Zabczyk, Pawel
- 415 The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies
by Blake, Andy & Kirsanova, Tatiana & Yates, Tony
- 414 A Bayesian approach to optimal monetary policy with parameter and model uncertainty
by Cogley, Timothy & de Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony
- 413 Mapping systemic risk in the international banking network
by Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna
- 412 The history of interbank settlement arrangements: exploring central banks’ role in the payment system
by Norman, Ben & Shaw, Rachel & Speight, George
- 411 Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation
by Sa, Filipa & Towbin, Pascal & wieladek, tomasz
- 410 Are EME indicators of vulnerability to financial crises decoupling from global factors?
by Felices, Guillermo & Wieladek, Tomasz
- 409 The contractual approach to sovereign debt restructuring
by Lanau, Sergi
- 408 Wage rigidities in an estimated DSGE model of the UK labour market
by Faccini, Renato & Millard, Stephen & Zanetti, Francesco
2010
- 407 Extracting information from structured credit markets
by Noss, Joseph
- 406 Forecasting in the presence of recent structural change
by Eklund, Jana & Kapetanios, George & Price, Simon
- 405 Monetary policy, capital inflows and the housing boom
by Sa, Filipa & Wieladek, Tomasz
- 404 The impact of payment splitting on liquidity requirements in RTGS
by Denbee, Edward & Norman, Ben
- 403 Monetary policy rules and foreign currency positions
by De Paoli, Bianca & Küçük-Tuğer, Hande & Søndergaard, Jens
- 402 DSGE model restrictions for structural VAR identification
by Liu, Philip & Theodoridis, Konstantinos
- 401 Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
by Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon
- 400 Liquidity-saving mechanisms and bank behaviour
by Galbiati, Marco & Soramaki, Kimmo
- 399 Liquidity costs and tiering in large-value payment systems
by Adams, Mark & Galbiati, Marco & Giansante, Simone
- 398 The sterling unsecured loan market during 2006-08: insights from network theory
by Wetherilt, Anne & Zimmerman, Peter & Soramaki, Kimmo
- 397 Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
by Liu, Philip & Mumtaz, Haroon
- 396 Using estimated models to assess nominal and real rigidities in the United Kingdom
by Kamber, Gunes & Millard, Stephen
- 395 New insights into price-setting behaviour in the United Kingdom
by Greenslade, Jennifer & Parker, Miles
- 394 How do individual UK producer prices behave?
by Bunn, Philip & Ellis, Colin
- 393 The financial market impact of quantitative easing
by Joyce, Michael & Lasaosa, Ana & Stevens , Ibrahim & Tong, Matthew
- 392 Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis
by Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon
- 391 Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies
by di Pace, Federico & Faccini, Renato
- 390 Technology shocks, employment and labour market frictions
by Mandelman, Federico S & Zanetti, Francesco
- 389 Liquidity-saving mechanisms in collateral-based RTGS payment systems
by Jurgilas, Marius & Martin, Antoine
- 388 An economic capital model integrating credit and interest rate risk in the banking book
by Alessandri, Piergiorgio & Drehmann, Mathias
- 387 Shocks to bank capital: evidence from UK banks at home and away
by Mora, Nada & Logan, Andrew
- 386 Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR
by Mumtaz, Haroon
- 385 Imperfect credit markets: implications for monetary policy
by Vlieghe, Gertjan
- 384 The geographical composition of national external balance sheets: 1980-2005
by Kubelec, Chris & Sa, Filipa
- 383 Contagion in financial networks
by Gai, Prasanna & Kapadia, Sujit
- 382 Time-varying dynamics of the real exchange rate. A structural VAR analysis
by Mumtaz, Haroon & Sunder-Plassmann, Laura
- 381 All together now: do international factors explain relative price comovements?
by Karagedikli, Özer & Mumtaz, Haroon & Tanaka, Misa
- 380 Evaluating and estimating a DSGE model for the United Kingdom
by Harrison, Richard & Oomen, Özlem
- 379 Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis
by Waldron, Matt & Zampolli, Fabrizio
2009
- 378 Do supermarket prices change from week to week?
by Ellis, Colin
- 377 International spillover effects and monetary policy activism
by Lipinska, Anna & Spange, Morten & Tanaka, Misa
- 376 Endogenous choice of bank liquidity: the role of fire sales
by Acharya, Viral & Song Shin, Hyun & Yorulmazer, Tanju
- 375 Inflation dynamics with labour market matching: assessing alternative specifications
by Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier
- 374 How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?
by Schanz, Jochen
- 373 International financial transmission: emerging and mature markets
by Felices, Guillermo & Grisse, Christian & Yang, Jing
- 372 Funding liquidity risk in a quantitative model of systemic stability
by Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew
- 371 Payment systems, inside money and financial intermediation
by Merrouche, Ouarda & Nier, Erlend
- 370 Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system
by Merrouche, Ouarda & Schanz, Jochen
- 369 Multivariate methods for monitoring structural change
by Groen, Jan J J & Kapetanios, George & Price, Simon
- 368 The real exchange rate in sticky-price models: does investment matter?
by Martinez-Garcia, Enrique & Sondergaard, Jens
- 367 Labour market flows: facts from the United Kingdom
by Gomes, Pedro
- 366 Common determinants of currency crises: role of external balance sheet variables
by Licchetta, Mirko
- 365 Foreign exchange rate risk in a small open economy
by De Paoli, Bianca & Sondergaard, Jens
- 364 What lies beneath: what can disaggregated data tell us about the behaviour of prices?
by Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin
- 363 Dynamics of the term structure of UK interest rates
by Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo
- 362 Output costs of sovereign crises: some empirical estimates
by De Paoli, Bianca & Hoggarth, Glenn & Saporta, Victoria
- 361 Why do risk premia vary over time? A theoretical investigation under habit formation
by De Paoli, Bianca & Zabczyk, Pawel
- 360 Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves
by Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen
2008
- 359 Globalisation, import prices and inflation dynamics
by Peacock, Chris & Baumann, Ursel
- 358 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter
- 357 A no-arbitrage structural vector autoregressive model of the UK yield curve
by Kaminska, Iryna
- 356 Measuring monetary policy expectations from financial market instruments
by Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen
- 355 The network topology of CHAPS Sterling
by Becher, Christopher & Millard, Stephen & SoramÃÂäki, Kimmo
- 354 Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach
by Felices, Guillermo & Orskaug, Bjorn-Erik
- 353 The conduct of global monetary policy and domestic stability
by Blake, Andrew P & Markovic, Bojan
- 352 An agent-based model of payment systems
by Galbiati, Marco & Soramaki, Kimmo
- 351 The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence
by Macallan, Clare & Millard, Stephen & Parker, Miles
- 350 Investigating the structural stability of the Phillips curve relationship
by Groen, Jan J J & Mumtaz, Haroon
- 349 Dealing with country diversity: challenges for the IMF credit union model
by Irwin, Gregor & Penalver, Adrian & Salmon, Chris & Taylor, Ashley
- 348 The elasticity of substitution: evidence from a UK firm-level data set
by Barnes, Sebastian & Price, Simon & Sebastia Barriel, Maria
- 347 Non-linear adjustment of import prices in the European Union
by Campa, Jose Manuel & Gonzalez Minguez, Jose M & Sebastia Barriel, Maria
- 346 Network models and financial stability
by Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo
- 345 Summary statistics of option-implied probability density functions and their properties
by Lynch, Damien & Panigirtzoglou, Nikolaos
- 344 International monetary co-operation in a world of imperfect information
by Tan, Kang Yong & Tanaka, Misa
- 343 Efficient frameworks for sovereign borrowing
by Irwin, Gregor & Thwaites, Gregory
- 342 That elusive elasticity and the ubiquitous bias: is panel data a panacea?
by James Smith
- 341 Evolving international inflation dynamics: evidence from a time-varying dynamic factor model
by Haroon Mumtaz & Paolo Surico
- 340 Financial innovation, macroeconomic stability and systemic crises
by Prasanna Gai & Sujit Kapadia & Stephen Millard & Ander Perez
- 339 The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective
by Mathias Drehmann & Steffen Sorensen & Marco Stringa
- 338 Monetary policy shifts and inflation dynamics
by Paolo Surico
- 337 Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach
by Ana Lasaosa & Merxe Tudela
2007
2006
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