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)

Simple banking: profitability and the yield curve

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

Liquidity risk, cash-flow constraints and systemic feedbacks

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

Factor adjustment costs: a structural investigation

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

Misperceptions, heterogeneous expectations and macroeconomic dynamics

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

Reputation, risk-taking and macroprudential policy

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

International policy spillovers at the zero lower bound

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

Identifying risks in emerging market sovereign and corporate bond spreads

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

The business cycle implications of banks' maturity transformation

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

The business cycle implications of banks' maturity transformation

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

JEL: E22, E32, E44, G21

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

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

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

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

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

Assessing the economy-wide effects of quantitative easing

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

JEL: C11, C32, E52, E58

An estimated DSGE model: explaining variation in term premia

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

An efficient minimum distance estimator for DSGE models

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

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

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

Time-varying volatility, precautionary saving and monetary policy

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

How do individual UK consumer prices behave?

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

The impact of permanent energy price shocks on the UK economy

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

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 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)

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)

Intraday two-part tariff in payment systems

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

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)

Labour supply as a buffer: evidence from UK households

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

Global rebalancing: the macroeconomic impact on the United Kingdom

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

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)

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)

Understanding the macroeconomic effects of working capital in the United Kingdom

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

Cyclical risk aversion, precautionary saving and monetary policy

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

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

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

The contractual approach to sovereign debt restructuring

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