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

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

	Title	Author(s)
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	How non-Gaussian shocks affect risk premia in non-linear DSGE models Paper: 417, 03.05.2011	Martin M Andreasen
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	Mapping systemic risk in the international banking network Paper: 413, 03.05.2011	Lavan Mahadeva Rodney J Garratt Katsiaryna Svirydzenka
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	Wage rigidities in an estimated DSGE model of the UK labour market Paper: 408, 03.05.2011	Francesco Zanetti Renato Faccini Stephen Millard
Full text	The contractual approach to sovereign debt restructuring Paper: 409, 03.05.2011	Sergi Lanau
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	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	An efficient method of computing higher-order bond price perturbation approximations Paper: 416, 03.05.2011	Martin M Andreasen Pawel Zabczyk
Full text	Cyclical risk aversion, precautionary saving and monetary policy Paper: 418, 03.05.2011	Pawel Zabczyk Bianca De Paoli
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	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	Monetary policy, capital inflows and the housing boom Paper: 405, 29.11.2010	Tomasz Wieladek Filipa Sá
Full text	The impact of payment splitting on liquidity requirements in RTGS Paper: 404, 28.10.2010	Ben Norman Edward Denbee
Full text	Monetary policy rules and foreign currency positions Paper: 403, 28.10.2010	Hande Küçük-Tuger Bianca De Paoli Jens Søndergaard
Full text	DSGE model restrictions for structural VAR identification Paper: 402, 28.10.2010	Philip Liu Konstantinos Theodoridis
Full text	Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR Paper: 401, 28.10.2010	Philip Liu Christiane Baumeister Haroon Mumtaz
Abstract Full text	Liquidity-saving mechanisms and bank behaviour Paper: 400, 29.07.2010 JEL: C7	Kimmo Soramäki Marco Galbiati
Abstract Full text	The sterling unsecured loan market during 2006-08: insights from network theory Paper: 398, 29.07.2010 JEL: D85, E58, G21	Peter Zimmerman Kimmo Soramäki Anne Vila Wetherilt
Abstract Full text	Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom Paper: 397, 29.07.2010 JEL: E23, E32	Philip Liu Haroon Mumtaz
Abstract Full text	Using estimated models to assess nominal and real rigidities in the United Kingdom Paper: 396, 29.07.2010 JEL: E31, E52	Stephen Millard Gunes Kamber
Abstract Full text	Liquidity costs and tiering in large-value payment systems Paper: 399, 29.07.2010 JEL: C7, G2	Mark Adams Simone Giansante Marco Galbiati
Abstract Full text	New insights into price-setting behaviour in the United Kingdom Paper: 395, 19.07.2010 JEL: D40, E30	Jennifer Greenslade Miles Parker
Abstract Full text	How do individual UK producer prices behave? Paper: 394, 19.07.2010 JEL: D40, E31	Philip Bunn Colin Ellis
Abstract Full text	The financial market impact of quantitative easing Paper: 393, 12.07.2010 JEL: E44, E52, E58	Ana Lasaosa Michael Joyce Ibrahim Stevens Matthew Tong
Abstract Full text	Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis Paper: 392, 03.06.2010 JEL: C1, E5	Alina Barnett Haroon Mumtaz Jan J. J. Groen
Abstract Full text	Technology shocks, employment and labour market frictions Paper: 390, 03.06.2010 JEL: E32	Francesco Zanetti Federico S. Mandelman
Abstract Full text	Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies Paper: 391, 03.06.2010 JEL: E21, E24, E32, J41, J64	Federico di Pace Renato Faccini
Abstract Full text	An economic capital model integrating credit and interest rate risk in the banking book Paper: 388, 01.06.2010 JEL: C13, E47, G21	Mathias Drehmann Piergiorgio Alessandri
Abstract Full text	Liquidity-saving mechanisms in collateral-based RTGS payment systems Paper: 389, 01.06.2010 JEL: E42, E58, G21	Antoine Martin Marius Jurgilas
Abstract Full text	Shocks to bank capital: evidence from UK banks at home and away Paper: 387, 12.04.2010 JEL: E44, F34, G21	Nada Mora Andrew Logan
Abstract Full text	Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR Paper: 386, 12.04.2010 JEL: E30, E32	Haroon Mumtaz
Abstract Full text	The geographical composition of national external balance sheets: 1980-2005 Paper: 384, 12.04.2010 JEL: F2, F3	Chris Kubelec Filipa Sá
Abstract Full text	Imperfect credit markets: implications for monetary policy Paper: 385, 12.04.2010 JEL: E44, E52	Gertjan Vlieghe
Abstract Full text	Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis Paper: 379, 12.04.2010 JEL: E21, R31	Fabrizio Zampolli Matt Waldron
Abstract Full text	Evaluating and estimating a DSGE model for the United Kingdom Paper: 380, 12.04.2010 JEL: E4, E5	Özlem Oomen Richard Harrison
Abstract Full text	Contagion in financial networks Paper: 383, 12.04.2010 JEL: D85, G01, G21	Prasanna Gai Sujit Kapadia
Abstract Full text	All together now: do international factors explain relative price comovements? Paper: 381, 12.04.2010 JEL: E30, E52	Özer Karagedikli Misa Tanaka Haroon Mumtaz
Abstract Full text	Time-varying dynamics of the real exchange rate. A structural VAR analysis Paper: 382, 12.04.2010 JEL: C32, E42, F31, F33	Laura Sunder-Plassmann Haroon Mumtaz
Abstract Full text	Do supermarket prices change from week to week? Paper: 378, 27.11.2009 JEL: D40, E31	Colin Ellis
Abstract Full text	International spillover effects and monetary policy activism Paper: 377, 27.11.2009 JEL: E58, F41, F42	Anna Lipinska Misa Tanaka Morten Spange
Abstract Full text	Endogenous choice of bank liquidity: the role of fire sales Paper: 376, 27.11.2009 JEL: D61, E58, G21, G28, G32	Tanju Yorulmazer Hyun Song Shin Viral V. Acharya
Abstract Full text	Inflation dynamics with labour market matching: assessing alternative specifications Paper: 375, 24.08.2009 JEL: E24, E31, E32, J64	Gregory de Walque Tobias Linzert Stephen Millard Kai Christoffel Keith Kuester James Costain Oilvier Pierrard
Abstract Full text	International financial transmission: emerging and mature markets Paper: 373, 24.08.2009 JEL: C32, F30, G15	Guillermo Felices Jing Yang Christian Grisse

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