United Kingdom - Central Bank Research Hub

Title Author(s)

Labour supply as a buffer: evidence from UK households

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

International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy

Bank of England Working papers [View] (Paper: 425, 27.05.2011)

How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom

Bank of England Working papers [View] (Paper: 424, 03.05.2011)

Shifts in portfolio preferences of international investors: an application to sovereign wealth funds

Bank of England Working papers [View] (Paper: 423, 03.05.2011)

Understanding the macroeconomic effects of working capital in the United Kingdom

Bank of England Working papers [View] (Paper: 422, 03.05.2011)

Global rebalancing: the macroeconomic impact on the United Kingdom

Bank of England Working papers [View] (Paper: 421, 03.05.2011)

How non-Gaussian shocks affect risk premia in non-linear DSGE models

Bank of England Working papers [View] (Paper: 417, 03.05.2011)

The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies

Bank of England Working papers [View] (Paper: 415, 03.05.2011)

Mapping systemic risk in the international banking network

Bank of England Working papers [View] (Paper: 413, 03.05.2011)

Are EME indicators of vulnerability to financial crises decoupling from global factors?

Bank of England Working papers [View] (Paper: 410, 03.05.2011)

Wage rigidities in an estimated DSGE model of the UK labour market

Bank of England Working papers [View] (Paper: 408, 03.05.2011)

The contractual approach to sovereign debt restructuring

Bank of England Working papers [View] (Paper: 409, 03.05.2011)

Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation

Bank of England Working papers [View] (Paper: 411, 03.05.2011)

A Bayesian approach to optimal monetary policy with parameter and model uncertainty

Bank of England Working papers [View] (Paper: 414, 03.05.2011)

An efficient method of computing higher-order bond price perturbation approximations

Bank of England Working papers [View] (Paper: 416, 03.05.2011)

Cyclical risk aversion, precautionary saving and monetary policy

Bank of England Working papers [View] (Paper: 418, 03.05.2011)

A global model of international yield curves: no-arbitrage term structure approach

Bank of England Working papers [View] (Paper: 419, 03.05.2011)

Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7?

Bank of England Working papers [View] (Paper: 420, 03.05.2011)

Monetary policy, capital inflows and the housing boom

Bank of England Working papers [View] (Paper: 405, 29.11.2010)

The impact of payment splitting on liquidity requirements in RTGS

Bank of England Working papers [View] (Paper: 404, 28.10.2010)

Monetary policy rules and foreign currency positions

Bank of England Working papers [View] (Paper: 403, 28.10.2010)

DSGE model restrictions for structural VAR identification

Bank of England Working papers [View] (Paper: 402, 28.10.2010)

Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR

Bank of England Working papers [View] (Paper: 401, 28.10.2010)

Liquidity-saving mechanisms and bank behaviour

Bank of England Working papers [View] (Paper: 400, 29.07.2010)

JEL: C7

The sterling unsecured loan market during 2006-08: insights from network theory

Bank of England Working papers [View] (Paper: 398, 29.07.2010)

JEL: D85, E58, G21

Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom

Bank of England Working papers [View] (Paper: 397, 29.07.2010)

JEL: E23, E32

Using estimated models to assess nominal and real rigidities in the United Kingdom

Bank of England Working papers [View] (Paper: 396, 29.07.2010)

JEL: E31, E52

Liquidity costs and tiering in large-value payment systems

Bank of England Working papers [View] (Paper: 399, 29.07.2010)

JEL: C7, G2

New insights into price-setting behaviour in the United Kingdom

Bank of England Working papers [View] (Paper: 395, 19.07.2010)

JEL: D40, E30

How do individual UK producer prices behave?

Bank of England Working papers [View] (Paper: 394, 19.07.2010)

JEL: D40, E31

The financial market impact of quantitative easing

Bank of England Working papers [View] (Paper: 393, 12.07.2010)

JEL: E44, E52, E58

Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis

Bank of England Working papers [View] (Paper: 392, 03.06.2010)

JEL: C1, E5

Technology shocks, employment and labour market frictions

Bank of England Working papers [View] (Paper: 390, 03.06.2010)

JEL: E32

Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies

Bank of England Working papers [View] (Paper: 391, 03.06.2010)

JEL: E21, E24, E32, J41, J64

An economic capital model integrating credit and interest rate risk in the banking book

Bank of England Working papers [View] (Paper: 388, 01.06.2010)

JEL: C13, E47, G21

Liquidity-saving mechanisms in collateral-based RTGS payment systems

Bank of England Working papers [View] (Paper: 389, 01.06.2010)

JEL: E42, E58, G21

Shocks to bank capital: evidence from UK banks at home and away

Bank of England Working papers [View] (Paper: 387, 12.04.2010)

JEL: E44, F34, G21

Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR

Bank of England Working papers [View] (Paper: 386, 12.04.2010)

JEL: E30, E32

The geographical composition of national external balance sheets: 1980-2005

Bank of England Working papers [View] (Paper: 384, 12.04.2010)

JEL: F2, F3

Imperfect credit markets: implications for monetary policy

Bank of England Working papers [View] (Paper: 385, 12.04.2010)

JEL: E44, E52

Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis

Bank of England Working papers [View] (Paper: 379, 12.04.2010)

JEL: E21, R31

Evaluating and estimating a DSGE model for the United Kingdom

Bank of England Working papers [View] (Paper: 380, 12.04.2010)

JEL: E4, E5

Contagion in financial networks

Bank of England Working papers [View] (Paper: 383, 12.04.2010)

JEL: D85, G01, G21

All together now: do international factors explain relative price comovements?

Bank of England Working papers [View] (Paper: 381, 12.04.2010)

JEL: E30, E52

Time-varying dynamics of the real exchange rate. A structural VAR analysis

Bank of England Working papers [View] (Paper: 382, 12.04.2010)

JEL: C32, E42, F31, F33

Do supermarket prices change from week to week?

Bank of England Working papers [View] (Paper: 378, 27.11.2009)

JEL: D40, E31

International spillover effects and monetary policy activism

Bank of England Working papers [View] (Paper: 377, 27.11.2009)

JEL: E58, F41, F42

Endogenous choice of bank liquidity: the role of fire sales

Bank of England Working papers [View] (Paper: 376, 27.11.2009)

JEL: D61, E58, G21, G28, G32

Inflation dynamics with labour market matching: assessing alternative specifications

Bank of England Working papers [View] (Paper: 375, 24.08.2009)

JEL: E24, E31, E32, J64

International financial transmission: emerging and mature markets

Bank of England Working papers [View] (Paper: 373, 24.08.2009)

JEL: C32, F30, G15