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	Title	Author(s)
Abstract Full text	Funding liquidity risk in a quantitative model of systemic stability Bank of England Working papers [View] (Paper: 372, 15.06.2009) JEL: G01, G21, G32	Prasanna Gai Sujit Kapadia Elizabeth Martin Matthew Willison David Aikman Nada Mora Piergiorgio Alessandri Bruno Eklund Gabriel Sterne
Abstract Full text	Payment systems, inside money and financial intermediation Bank of England Working papers [View] (Paper: 371, 08.06.2009) JEL: G2, G3	Erlend Nier Ouarda Merrouche
Abstract Full text	Banks’ intraday liquidity management during operational outages: theory and evidence from the UK payment system Bank of England Working papers [View] (Paper: 370, 08.06.2009) JEL: E5, G2	Jochen Schanz Ouarda Merrouche
Abstract Full text	Multivariate methods for monitoring structural change Bank of England Working papers [View] (Paper: 369, 08.06.2009) JEL: C10, C59	George Kapetanios Jan J. J. Groen Simon Price
Abstract Full text	The real exchange rate in sticky-price models: does investment matter? Bank of England Working papers [View] (Paper: 368, 27.04.2009) JEL: F11, F42, F43	Enrique Martinez-Garcia Jens Søndergaard
Abstract Full text	Labour market flows: facts from the United Kingdom Bank of England Working papers [View] (Paper: 367, 27.04.2009) JEL: E24, J60	Pedro Gomes
Abstract Full text	Common determinants of currency crises: role of external balance sheet variables Bank of England Working papers [View] (Paper: 366, 27.04.2009) JEL: F31, F33, F37	Mirko Licchetta
Abstract Full text	Foreign exchange rate risk in a small open economy Bank of England Working papers [View] (Paper: 365, 20.03.2009)	Bianca De Paoli Jens Søndergaard
Abstract Full text	Dynamics of the term structure of UK interest rates Bank of England Working papers [View] (Paper: 363, 20.03.2009) JEL: E50, E58	Paolo Surico Francesco Bianchi Haroon Mumtaz
Abstract Full text	What lies beneath: what can disaggregated data tell us about the behaviour of prices? Bank of England Working papers [View] (Paper: 364, 20.03.2009) JEL: C3, D4, E31, E52	Pawel Zabczyk Haroon Mumtaz Colin Ellis
Abstract Full text	Output costs of sovereign crises: some empirical estimates Bank of England Working papers [View] (Paper: 362, 05.03.2009) JEL: F33, F34	Bianca De Paoli Victoria Saporta Glenn Hoggarth
Abstract Full text	Why do risk premia vary over time? A theoretical investigation under habit formation Bank of England Working papers [View] (Paper: 361, 05.03.2009)	Pawel Zabczyk Bianca De Paoli
Abstract Full text	Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves Bank of England Working papers [View] (Paper: 360, 05.03.2009) JEL: C40, E43, E52	Michael Joyce Steffen Sorensen Peter Lildholdt
Abstract Full text	Globalisation, import prices and inflation dynamics Bank of England Working papers [View] (Paper: 359, 23.12.2008)	Ursel Baumann Chris Peacock
Abstract Full text	A no-arbitrage structural vector autoregressive model of the UK yield curve Bank of England Working papers [View] (Paper: 357, 23.12.2008) JEL: C32, E43, E44	Iryna Kaminska
Abstract Full text	Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve Bank of England Working papers [View] (Paper: 358, 23.12.2008) JEL: C32, E43, E44, G12	Iryna Kaminska Michael Joyce Peter Lildholdt
Abstract Full text	Measuring monetary policy expectations from financial market instruments Bank of England Working papers [View] (Paper: 356, 25.11.2008) JEL: E43, E44, E52	Michael Joyce Steffen Sorensen Jonathan Relleen
Abstract Full text	Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach Bank of England Working papers [View] (Paper: 354, 25.11.2008) JEL: F32, F34, O19	Bjorn-Erik Orskaug Guillermo Felices
Abstract Full text	The network topology of CHAPS Sterling Bank of England Working papers [View] (Paper: 355, 25.11.2008) JEL: D85, G21	Stephen Millard Kimmo Soramäki Christopher Becher
Abstract Full text	The conduct of global monetary policy and domestic stability Bank of England Working papers [View] (Paper: 353, 26.08.2008) JEL: C62, D84, E30, E58, E61, F41, F42	Andrew P Blake Bojan Markovic
Abstract Full text	An agent-based model of payment systems Bank of England Working papers [View] (Paper: 352, 26.08.2008) JEL: C79	Kimmo Soramäki Marco Galbiati
Abstract Full text	The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence Bank of England Working papers [View] (Paper: 351, 26.08.2008) JEL: E31, L11	Clare Macallan Stephen Millard Miles Parker
Abstract Full text	Investigating the structural stability of the Phillips curve relationship Bank of England Working papers [View] (Paper: 350, 27.05.2008)	Haroon Mumtaz Jan J. J. Groen
Abstract Full text	Dealing with country diversity: challenges for the IMF credit union model Bank of England Working papers [View] (Paper: 349, 27.05.2008) JEL: F33, F34	Adrian Penalver Chris Salmon Ashley Taylor Gregor Irwin
Abstract Full text	The elasticity of substitution: evidence from a UK firm-level data set Bank of England Working papers [View] (Paper: 348, 14.04.2008) JEL: E20, E22	María Sebastiá Barriel Sebastian Barnes Simon Price
Abstract Full text	Network models and financial stability Bank of England Working papers [View] (Paper: 346, 14.04.2008) JEL: C63, C90, G28	Tanju Yorulmazer Erlend Nier Jing Yang Amadeo Alentorn
Abstract Full text	Non-linear adjustment of import prices in the European Union Bank of England Working papers [View] (Paper: 347, 14.04.2008) JEL: F31, F36, F42	José Manuel Campa María Sebastiá Barriel José M. González-Mínguez
Abstract Full text	Summary statistics of option-implied probability density functions and their properties Bank of England Working papers [View] (Paper: 345, 02.04.2008) JEL: G13, G19	Damien Lynch Nikolaos Panigirtzoglou
Abstract Full text	Evolving international inflation dynamics: evidence from a time-varying dynamic factor model Bank of England Working papers [View] (Paper: 341, 02.04.2008) JEL: E30, E52	Paolo Surico Haroon Mumtaz
Abstract Full text	The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective Bank of England Working papers [View] (Paper: 339, 02.04.2008) JEL: C13, E47, G21	Mathias Drehmann Steffen Sorensen Marco Stringa
Abstract Full text	Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach Bank of England Working papers [View] (Paper: 337, 02.04.2008) JEL: G21	Ana Lasaosa Merxe Tudela
Abstract Full text	Monetary policy shifts and inflation dynamics Bank of England Working papers [View] (Paper: 338, 02.04.2008) JEL: E31, E32, E58	Paolo Surico
Abstract Full text	Financial innovation, macroeconomic stability and systemic crises Bank of England Working papers [View] (Paper: 340, 02.04.2008) JEL: E32, E44, G13, G2	Ander Perez Prasanna Gai Sujit Kapadia Stephen Millard
Abstract Full text	That elusive elasticity and the ubiquitous bias: is panel data a panacea? Bank of England Working papers [View] (Paper: 342, 02.04.2008) JEL: C32, C33, E22	James Smith
Abstract Full text	International monetary co-operation in a world of imperfect information Bank of England Working papers [View] (Paper: 344, 02.04.2008) JEL: F41, F42	Kang Yong Tan Misa Tanaka
Abstract Full text	Efficient frameworks for sovereign borrowing Bank of England Working papers [View] (Paper: 343, 02.04.2008) JEL: F34, G15	Gregory Thwaites Gregor Irwin
Abstract Full text	A state space approach to extracting the signal from uncertain data Bank of England Working papers [View] (Paper: 336, 23.11.2007)	Alastair Cunningham George Kapetanios Christopher Jeffery Vincent Labhard Jana Eklund
Abstract Full text	Business cycle fluctuations and excess sensitivity of private consumption Bank of England Working papers [View] (Paper: 335, 23.11.2007) JEL: E21	Lorenzo Pozzi Gert Peersman
Abstract Full text	Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index Bank of England Working papers [View] (Paper: 334, 23.11.2007) JEL: C39, G13	Matthew Hurd Mark Salmon Christoph Schleicher
Abstract Full text	Labour market institutions and aggregate fluctuations in a search and matching model Bank of England Working papers [View] (Paper: 333, 10.10.2007) JEL: E24, E32, E52, J64	Francesco Zanetti
Abstract Full text	Investment adjustment costs: evidence from UK and US industries Bank of England Working papers [View] (Paper: 332, 10.10.2007) JEL: E2, E3	Hashmat Khan Charlotta Groth
Abstract Full text	Wage flexibility in Britain: some micro and macro evidence Bank of England Working papers [View] (Paper: 331, 16.07.2007) JEL: E24, J31	Mark E. Schweitzer
Abstract Full text	Escaping Nash and volatile inflation Bank of England Working papers [View] (Paper: 330, 16.07.2007) JEL: E2, E3	Tony Yates Martin Ellison
Abstract Full text	The impact of yuan revaluation on the Asian region Bank of England Working papers [View] (Paper: 329, 16.07.2007) JEL: F3, F4	Hui Tong Glenn Hoggarth
Abstract Full text	Cash-in-the-market pricing and optimal resolution of bank failures Bank of England Working papers [View] (Paper: 328, 06.07.2007)	Tanju Yorulmazer Viral V. Acharya
Abstract Full text	A model of market surprises Bank of England Working papers [View] (Paper: 327, 06.07.2007) JEL: E52, E58	Lavan Mahadeva
Abstract Full text	Asset pricing implications of a New Keynesian model Bank of England Working papers [View] (Paper: 326, 06.07.2007)	Alasdair Scott Bianca De Paoli Olaf Weeken
Abstract Full text	Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks? Bank of England Working papers [View] (Paper: 318, 23.06.2007) JEL: E30, E42, F41, F42	Laura Povoledo Bojan Markovic
Abstract Full text	Too many to fail - an analysis of time-inconsistency in bank closure policies Bank of England Working papers [View] (Paper: 319, 23.06.2007)	Tanju Yorulmazer Viral V. Acharya
Abstract Full text	The real exchange rate and quality improvements Bank of England Working papers [View] (Paper: 320, 23.06.2007) JEL: F31, F41	Karen Dury Özlem Oomen