Central Bank Research Hub - Series: Bank of England Working papers 2008

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Title Author(s)

Globalisation, import prices and inflation dynamics

Paper: 359, 23.12.2008

Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve

Paper: 358, 23.12.2008

JEL: C32, E43, E44, G12

A no-arbitrage structural vector autoregressive model of the UK yield curve

Paper: 357, 23.12.2008

JEL: C32, E43, E44

Measuring monetary policy expectations from financial market instruments

Paper: 356, 25.11.2008

JEL: E43, E44, E52

The network topology of CHAPS Sterling

Paper: 355, 25.11.2008

JEL: D85, G21

Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach

Paper: 354, 25.11.2008

JEL: F32, F34, O19

The conduct of global monetary policy and domestic stability

Paper: 353, 26.08.2008

JEL: C62, D84, E30, E58, E61, F41, F42

An agent-based model of payment systems

Paper: 352, 26.08.2008

JEL: C79

The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence

Paper: 351, 26.08.2008

JEL: E31, L11

Investigating the structural stability of the Phillips curve relationship

Paper: 350, 27.05.2008

Dealing with country diversity: challenges for the IMF credit union model

Paper: 349, 27.05.2008

JEL: F33, F34

The elasticity of substitution: evidence from a UK firm-level data set

Paper: 348, 14.04.2008

JEL: E20, E22

Non-linear adjustment of import prices in the European Union

Paper: 347, 14.04.2008

JEL: F31, F36, F42

Network models and financial stability

Paper: 346, 14.04.2008

JEL: C63, C90, G28

Summary statistics of option-implied probability density functions and their properties

Paper: 345, 02.04.2008

JEL: G13, G19

International monetary co-operation in a world of imperfect information

Paper: 344, 02.04.2008

JEL: F41, F42

Efficient frameworks for sovereign borrowing

Paper: 343, 02.04.2008

JEL: F34, G15

That elusive elasticity and the ubiquitous bias: is panel data a panacea?

Paper: 342, 02.04.2008

JEL: C32, C33, E22

Evolving international inflation dynamics: evidence from a time-varying dynamic factor model

Paper: 341, 02.04.2008

JEL: E30, E52

Financial innovation, macroeconomic stability and systemic crises

Paper: 340, 02.04.2008

JEL: E32, E44, G13, G2

The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective

Paper: 339, 02.04.2008

JEL: C13, E47, G21

Monetary policy shifts and inflation dynamics

Paper: 338, 02.04.2008

JEL: E31, E32, E58

Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach

Paper: 337, 02.04.2008

JEL: G21

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