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

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

Title Author(s)

An estimated DSGE model: explaining variation in term premia

Paper: 441, 14.12.2011

Time-varying volatility, precautionary saving and monetary policy

Paper: 440, 31.10.2011

An efficient minimum distance estimator for DSGE models

Paper: 439, 31.10.2011

How do individual UK consumer prices behave?

Paper: 438, 31.10.2011

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

Paper: 437, 31.10.2011

Systemic capital requirements

Paper: 436, 13.10.2011

Preferred-habitat investors and the US term structure of real rates

Paper: 435, 28.07.2011

Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change

Paper: 434, 28.07.2011

The impact of permanent energy price shocks on the UK economy

Paper: 433, 26.07.2011

An estimated DSGE model of energy, costs and inflation in the United Kingdom

Paper: 432, 26.07.2011

The history of interbank settlement arrangements: exploring central banks' role in the payment system

Paper: 412, 13.06.2011

Domestic financial regulation and external borrowing

Paper: 429, 31.05.2011

Intraday two-part tariff in payment systems

Paper: 428, 31.05.2011

System-wide liquidity risk in the United Kingdom's large-value payment system: an empirical analysis

Paper: 427, 31.05.2011

Labour supply as a buffer: evidence from UK households

Paper: 426, 27.05.2011

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

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