Central Bank Research Hub - Series: Bank of England Working papers 2007

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

A state space approach to extracting the signal from uncertain data

Paper: 336, 23.11.2007

Business cycle fluctuations and excess sensitivity of private consumption

Paper: 335, 23.11.2007

JEL: E21

Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index

Paper: 334, 23.11.2007

JEL: C39, G13

Labour market institutions and aggregate fluctuations in a search and matching model

Paper: 333, 10.10.2007

JEL: E24, E32, E52, J64

Investment adjustment costs: evidence from UK and US industries

Paper: 332, 10.10.2007

JEL: E2, E3

Wage flexibility in Britain: some micro and macro evidence

Paper: 331, 16.07.2007

JEL: E24, J31

Escaping Nash and volatile inflation

Paper: 330, 16.07.2007

JEL: E2, E3

The impact of yuan revaluation on the Asian region

Paper: 329, 16.07.2007

JEL: F3, F4

Cash-in-the-market pricing and optimal resolution of bank failures

Paper: 328, 06.07.2007

A model of market surprises

Paper: 327, 06.07.2007

JEL: E52, E58

Asset pricing implications of a New Keynesian model

Paper: 326, 06.07.2007

Inter-industry contagion between UK life insurers and UK banks: an event study

Paper: 325, 23.06.2007

JEL: G14, G21, G22

Housing equity as a buffer: evidence from UK households

Paper: 324, 23.06.2007

JEL: E2, E4

Forecast combination and the Bank of England¿s suite of statistical forecasting models

Paper: 323, 23.06.2007

JEL: C53

An affine macro-factor model of the UK yield curve

Paper: 322, 23.06.2007

JEL: C13, C32, E43, E44, E52

Comparing the pre-settlement risk implications of alternative clearing arrangements

Paper: 321, 23.06.2007

The real exchange rate and quality improvements

Paper: 320, 23.06.2007

JEL: F31, F41

Too many to fail - an analysis of time-inconsistency in bank closure policies

Paper: 319, 23.06.2007

Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks?

Paper: 318, 23.06.2007

JEL: E30, E42, F41, F42

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