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)
Full text	Implicit intraday interest rate in the UK unsecured overnight money market Paper: 447, 22.03.2012 JEL: E42, E58, G21	Filip Žikeš Marius Jurgilas
Full text	The business cycle implications of banks' maturity transformation Paper: 446, 22.03.2012 JEL: E22, E32, E44, G21	Martin M Andreasen Pawel Zabczyk Marcelo Ferman
Full text	Does macropru leak? Evidence from a UK policy experiment Paper: 445, 22.03.2012 JEL: E32, E51, F30, G21, G28	Tomasz Wieladek Shekhar Aiyar Charles W Calomiris
Full text	Asset purchase policy at the effective lower bound for interest rates Paper: 444, 22.03.2012 JEL: E52, E58	Richard Harrison
Full text	Assessing the economy-wide effects of quantitative easing Paper: 443, 22.03.2012 JEL: C11, C32, E52, E58	George Kapetanios Ibrahim Stevens Konstantinos Theodoridis Haroon Mumtaz
Full text	The impact of QE on the UK economy - some supportive monetarist arithmetic Paper: 442, 22.03.2012	Jonathan Bridges Ryland Thomas
Full text	An estimated DSGE model: explaining variation in term premia Paper: 441, 14.12.2011	Martin M Andreasen
Full text	Estimating the impact of the volatility of shocks: a structural VAR approach Paper: 437, 31.10.2011	Haroon Mumtaz
Full text	How do individual UK consumer prices behave? Paper: 438, 31.10.2011	Philip Bunn Colin Ellis
Full text	Time-varying volatility, precautionary saving and monetary policy Paper: 440, 31.10.2011	Michael Hatcher
Full text	An efficient minimum distance estimator for DSGE models Paper: 439, 31.10.2011	Konstantinos Theodoridis
Full text	Systemic capital requirements Paper: 436, 13.10.2011	Matthew Willison Lewis Webber
Full text	Preferred-habitat investors and the US term structure of real rates Paper: 435, 28.07.2011	Iryna Kaminska Gabriele Zinna Dimitri Vayanos
Full text	Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change Paper: 434, 28.07.2011	George Kapetanios Tony Yates
Full text	An estimated DSGE model of energy, costs and inflation in the United Kingdom Paper: 432, 26.07.2011	Stephen Millard
Full text	The impact of permanent energy price shocks on the UK economy Paper: 433, 26.07.2011	Richard Harrison Iain de Weymarn Ryland Thomas
Full text	The history of interbank settlement arrangements: exploring central banks' role in the payment system Paper: 412, 13.06.2011	George Speight Rachel Shaw Ben Norman
Full text	Domestic financial regulation and external borrowing Paper: 429, 31.05.2011	Sergi Lanau
Full text	Intraday two-part tariff in payment systems Paper: 428, 31.05.2011	Tomohiro Ota
Full text	System-wide liquidity risk in the United Kingdom's large-value payment system: an empirical analysis Paper: 427, 31.05.2011	Jochen Schanz Marcelo Perlin
Full text	Labour supply as a buffer: evidence from UK households Paper: 426, 27.05.2011	Jumana Saleheen Andrew Benito
Full text	International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy Paper: 425, 27.05.2011	Philip Liu Angeliki Theophilopoulou Haroon Mumtaz
Full text	How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom Paper: 424, 03.05.2011	Shekhar Aiyar
Full text	Shifts in portfolio preferences of international investors: an application to sovereign wealth funds Paper: 423, 03.05.2011	Filipa Sá Francesca Viani
Full text	Understanding the macroeconomic effects of working capital in the United Kingdom Paper: 422, 03.05.2011	Lukasz Rachel Michael McMahon Emilio Fernandez-Corugedo Stephen Millard
Full text	Global rebalancing: the macroeconomic impact on the United Kingdom Paper: 421, 03.05.2011	Alex Haberis Karen Mayhew Pawel Zabczyk Bojan Markovic
Full text	Tailwinds and headwinds: how does growth in the BRICs affect inflation in the G7? Paper: 420, 03.05.2011	Anna Lipinska Stephen Millard
Full text	A global model of international yield curves: no-arbitrage term structure approach Paper: 419, 03.05.2011	Iryna Kaminska Andrew Meldrum James Smith
Full text	Cyclical risk aversion, precautionary saving and monetary policy Paper: 418, 03.05.2011	Pawel Zabczyk Bianca De Paoli
Full text	How non-Gaussian shocks affect risk premia in non-linear DSGE models Paper: 417, 03.05.2011	Martin M Andreasen
Full text	An efficient method of computing higher-order bond price perturbation approximations Paper: 416, 03.05.2011	Martin M Andreasen Pawel Zabczyk
Full text	The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies Paper: 415, 03.05.2011	Tatiana Kirsanova Andy Blake Tony Yates
Full text	A Bayesian approach to optimal monetary policy with parameter and model uncertainty Paper: 414, 03.05.2011	Timothy Cogley Bianca de Paoli Kalin Nikolov Christian Matthes Tony Yates
Full text	Mapping systemic risk in the international banking network Paper: 413, 03.05.2011	Lavan Mahadeva Rodney J Garratt Katsiaryna Svirydzenka
Full text	Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation Paper: 411, 03.05.2011	Filipa Sá Tomasz Wieladek Pascal Towbin
Full text	Are EME indicators of vulnerability to financial crises decoupling from global factors? Paper: 410, 03.05.2011	Guillermo Felices Tomasz Wieladek
Full text	The contractual approach to sovereign debt restructuring Paper: 409, 03.05.2011	Sergi Lanau
Full text	Wage rigidities in an estimated DSGE model of the UK labour market Paper: 408, 03.05.2011	Francesco Zanetti Renato Faccini Stephen Millard

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