United Kingdom - Central Bank Research Hub

Title Author(s)

Does macropru leak? Evidence from a UK policy experiment

Bank of England Working papers [View] (Paper: wp445, 04.12.2012)

Asset purchase policy at the effective lower bound for interest rates

Bank of England Working papers [View] (Paper: wp444, 04.12.2012)

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (Paper: wp443, 04.12.2012)

The business cycle implications of banks' maturity transformation

Bank of England Working papers [View] (Paper: wp446, 04.12.2012)

Financial intermediaries in an estimated DSGE model for the United Kingdom

Bank of England Working papers [View] (Paper: wp431, 04.12.2012)

Implicit intraday interest rate in the UK unsecured overnight money market

Bank of England Working papers [View] (Paper: wp447, 04.12.2012)

The impact of QE on the UK economy - some supportive monetarist arithmetic

Bank of England Working papers [View] (Paper: wp442, 04.12.2012)

JEL: C11, C32, E52, E58

Identifying risks in emerging market sovereign and corporate bond spreads

Bank of England Working papers [View] (Paper: wp430, 04.12.2012)

Neutral technology shocks and employment dynamics: results based on an RBC identification scheme

Bank of England Working papers [View] (Paper: wp453, 04.12.2012)

Simple banking: profitability and the yield curve

Bank of England Working papers [View] (Paper: wp452, 04.12.2012)

Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions

Bank of England Working papers [View] (Paper: wp455, 04.12.2012)

Liquidity risk, cash-flow constraints and systemic feedbacks

Bank of England Working papers [View] (Paper: wp456, 04.12.2012)

Non-rational expectations and the transmission mechanism

Bank of England Working papers [View] (Paper: wp448, 04.12.2012)

Labour market institutions and unemployment volatility: evidence from OECD countries

Bank of England Working papers [View] (Paper: wp461, 04.12.2012)

Inflation and output in New Keynesian models with a transient interest rate peg

Bank of England Working papers [View] (Paper: wp459, 04.12.2012)

Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers

Bank of England Working papers [View] (Paper: wp451, 04.12.2012)

Misperceptions, heterogeneous expectations and macroeconomic dynamics

Bank of England Working papers [View] (Paper: wp449, 04.12.2012)

Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters

Bank of England Working papers [View] (Paper: wp450, 04.12.2012)

What do sticky and flexible prices tell us?

Bank of England Working papers [View] (Paper: wp457, 04.12.2012)

High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market

Bank of England Working papers [View] (Paper: wp469, 04.12.2012)

QE and the gilt market: a disaggregated analysis

Bank of England Working papers [View] (Paper: wp466, 04.12.2012)

Factor adjustment costs: a structural investigation

Bank of England Working papers [View] (Paper: wp467, 04.12.2012)

Using Shapley's asymmetric power index to measure banks' contributions to systemic risk

Bank of England Working papers [View] (Paper: wp468, 04.12.2012)

Reputation, risk-taking and macroprudential policy

Bank of England Working papers [View] (Paper: wp462, 04.12.2012)

The international transmission of volatility shocks: an empirical analysis

Bank of England Working papers [View] (Paper: wp463, 04.12.2012)

International policy spillovers at the zero lower bound

Bank of England Working papers [View] (Paper: wp464, 04.12.2012)

Size and complexity in model financial systems

Bank of England Working papers [View] (Paper: wp465, 04.12.2012)

Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom

Bank of England Working papers [View] (Paper: wp460, 04.12.2012)

Fixed interest rates over finite horizons

Bank of England Working papers [View] (Paper: wp454, 04.12.2012)

Implicit intraday interest rate in the UK unsecured overnight money market

Bank of England Working papers [View] (Paper: 447, 22.03.2012)

JEL: E42, E58, G21

The business cycle implications of banks' maturity transformation

Bank of England Working papers [View] (Paper: 446, 22.03.2012)

JEL: E22, E32, E44, G21

Does macropru leak? Evidence from a UK policy experiment

Bank of England Working papers [View] (Paper: 445, 22.03.2012)

JEL: E32, E51, F30, G21, G28

Asset purchase policy at the effective lower bound for interest rates

Bank of England Working papers [View] (Paper: 444, 22.03.2012)

JEL: E52, E58

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (Paper: 443, 22.03.2012)

JEL: C11, C32, E52, E58

The impact of QE on the UK economy - some supportive monetarist arithmetic

Bank of England Working papers [View] (Paper: 442, 22.03.2012)

An estimated DSGE model: explaining variation in term premia

Bank of England Working papers [View] (Paper: 441, 14.12.2011)

Estimating the impact of the volatility of shocks: a structural VAR approach

Bank of England Working papers [View] (Paper: 437, 31.10.2011)

How do individual UK consumer prices behave?

Bank of England Working papers [View] (Paper: 438, 31.10.2011)

Time-varying volatility, precautionary saving and monetary policy

Bank of England Working papers [View] (Paper: 440, 31.10.2011)

An efficient minimum distance estimator for DSGE models

Bank of England Working papers [View] (Paper: 439, 31.10.2011)

Systemic capital requirements

Bank of England Working papers [View] (Paper: 436, 13.10.2011)

Preferred-habitat investors and the US term structure of real rates

Bank of England Working papers [View] (Paper: 435, 28.07.2011)

Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change

Bank of England Working papers [View] (Paper: 434, 28.07.2011)

An estimated DSGE model of energy, costs and inflation in the United Kingdom

Bank of England Working papers [View] (Paper: 432, 26.07.2011)

The impact of permanent energy price shocks on the UK economy

Bank of England Working papers [View] (Paper: 433, 26.07.2011)

The history of interbank settlement arrangements: exploring central banks' role in the payment system

Bank of England Working papers [View] (Paper: 412, 13.06.2011)

Domestic financial regulation and external borrowing

Bank of England Working papers [View] (Paper: 429, 31.05.2011)

Intraday two-part tariff in payment systems

Bank of England Working papers [View] (Paper: 428, 31.05.2011)

System-wide liquidity risk in the United Kingdom's large-value payment system: an empirical analysis

Bank of England Working papers [View] (Paper: 427, 31.05.2011)

Labour supply as a buffer: evidence from UK households

Bank of England Working papers [View] (Paper: 426, 27.05.2011)