Central Bank Research Hub - Series: Bank of England Working papers 2011

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

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

Paper: 425, 27.05.2011

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

Paper: 424, 03.05.2011

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

Paper: 423, 03.05.2011

Understanding the macroeconomic effects of working capital in the United Kingdom

Paper: 422, 03.05.2011

Global rebalancing: the macroeconomic impact on the United Kingdom

Paper: 421, 03.05.2011

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

Paper: 420, 03.05.2011

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

Paper: 419, 03.05.2011

Cyclical risk aversion, precautionary saving and monetary policy

Paper: 418, 03.05.2011

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

Paper: 417, 03.05.2011

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

Paper: 416, 03.05.2011

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

Paper: 415, 03.05.2011

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

Paper: 414, 03.05.2011

Mapping systemic risk in the international banking network

Paper: 413, 03.05.2011

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

Paper: 411, 03.05.2011

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

Paper: 410, 03.05.2011

The contractual approach to sovereign debt restructuring

Paper: 409, 03.05.2011

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

Paper: 408, 03.05.2011

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003