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)
Abstract Full text	How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management? Paper: 374, 24.08.2009 JEL: D82, F36, G2, G32	Jochen Schanz
Abstract Full text	Funding liquidity risk in a quantitative model of systemic stability Paper: 372, 15.06.2009 JEL: G01, G21, G32	Prasanna Gai Sujit Kapadia Elizabeth Martin Matthew Willison David Aikman Nada Mora Piergiorgio Alessandri Bruno Eklund Gabriel Sterne
Abstract Full text	Payment systems, inside money and financial intermediation Paper: 371, 08.06.2009 JEL: G2, G3	Erlend Nier Ouarda Merrouche
Abstract Full text	Banks’ intraday liquidity management during operational outages: theory and evidence from the UK payment system Paper: 370, 08.06.2009 JEL: E5, G2	Jochen Schanz Ouarda Merrouche
Abstract Full text	Multivariate methods for monitoring structural change Paper: 369, 08.06.2009 JEL: C10, C59	George Kapetanios Jan J. J. Groen Simon Price
Abstract Full text	The real exchange rate in sticky-price models: does investment matter? Paper: 368, 27.04.2009 JEL: F11, F42, F43	Enrique Martinez-Garcia Jens Søndergaard
Abstract Full text	Labour market flows: facts from the United Kingdom Paper: 367, 27.04.2009 JEL: E24, J60	Pedro Gomes
Abstract Full text	Common determinants of currency crises: role of external balance sheet variables Paper: 366, 27.04.2009 JEL: F31, F33, F37	Mirko Licchetta
Abstract Full text	Foreign exchange rate risk in a small open economy Paper: 365, 20.03.2009	Bianca De Paoli Jens Søndergaard
Abstract Full text	Dynamics of the term structure of UK interest rates Paper: 363, 20.03.2009 JEL: E50, E58	Paolo Surico Francesco Bianchi Haroon Mumtaz
Abstract Full text	What lies beneath: what can disaggregated data tell us about the behaviour of prices? Paper: 364, 20.03.2009 JEL: C3, D4, E31, E52	Pawel Zabczyk Haroon Mumtaz Colin Ellis
Abstract Full text	Output costs of sovereign crises: some empirical estimates Paper: 362, 05.03.2009 JEL: F33, F34	Bianca De Paoli Victoria Saporta Glenn Hoggarth
Abstract Full text	Why do risk premia vary over time? A theoretical investigation under habit formation Paper: 361, 05.03.2009	Pawel Zabczyk Bianca De Paoli
Abstract Full text	Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves Paper: 360, 05.03.2009 JEL: C40, E43, E52	Michael Joyce Steffen Sorensen Peter Lildholdt
Abstract Full text	Globalisation, import prices and inflation dynamics Paper: 359, 23.12.2008	Ursel Baumann Chris Peacock
Abstract Full text	A no-arbitrage structural vector autoregressive model of the UK yield curve Paper: 357, 23.12.2008 JEL: C32, E43, E44	Iryna Kaminska
Abstract Full text	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	Iryna Kaminska Michael Joyce Peter Lildholdt
Abstract Full text	Measuring monetary policy expectations from financial market instruments Paper: 356, 25.11.2008 JEL: E43, E44, E52	Michael Joyce Steffen Sorensen Jonathan Relleen
Abstract Full text	Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach Paper: 354, 25.11.2008 JEL: F32, F34, O19	Bjorn-Erik Orskaug Guillermo Felices
Abstract Full text	The network topology of CHAPS Sterling Paper: 355, 25.11.2008 JEL: D85, G21	Stephen Millard Kimmo Soramäki Christopher Becher
Abstract Full text	The conduct of global monetary policy and domestic stability Paper: 353, 26.08.2008 JEL: C62, D84, E30, E58, E61, F41, F42	Andrew P Blake Bojan Markovic
Abstract Full text	An agent-based model of payment systems Paper: 352, 26.08.2008 JEL: C79	Kimmo Soramäki Marco Galbiati
Abstract Full text	The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence Paper: 351, 26.08.2008 JEL: E31, L11	Clare Macallan Stephen Millard Miles Parker
Abstract Full text	Investigating the structural stability of the Phillips curve relationship Paper: 350, 27.05.2008	Haroon Mumtaz Jan J. J. Groen
Abstract Full text	Dealing with country diversity: challenges for the IMF credit union model Paper: 349, 27.05.2008 JEL: F33, F34	Adrian Penalver Chris Salmon Ashley Taylor Gregor Irwin
Abstract Full text	The elasticity of substitution: evidence from a UK firm-level data set Paper: 348, 14.04.2008 JEL: E20, E22	María Sebastiá Barriel Sebastian Barnes Simon Price
Abstract Full text	Network models and financial stability Paper: 346, 14.04.2008 JEL: C63, C90, G28	Tanju Yorulmazer Erlend Nier Jing Yang Amadeo Alentorn
Abstract Full text	Non-linear adjustment of import prices in the European Union Paper: 347, 14.04.2008 JEL: F31, F36, F42	José Manuel Campa María Sebastiá Barriel José M. González-Mínguez
Abstract Full text	Summary statistics of option-implied probability density functions and their properties Paper: 345, 02.04.2008 JEL: G13, G19	Damien Lynch Nikolaos Panigirtzoglou
Abstract Full text	Evolving international inflation dynamics: evidence from a time-varying dynamic factor model Paper: 341, 02.04.2008 JEL: E30, E52	Paolo Surico Haroon Mumtaz
Abstract Full text	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	Mathias Drehmann Steffen Sorensen Marco Stringa
Abstract Full text	Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach Paper: 337, 02.04.2008 JEL: G21	Ana Lasaosa Merxe Tudela
Abstract Full text	Monetary policy shifts and inflation dynamics Paper: 338, 02.04.2008 JEL: E31, E32, E58	Paolo Surico
Abstract Full text	Financial innovation, macroeconomic stability and systemic crises Paper: 340, 02.04.2008 JEL: E32, E44, G13, G2	Ander Perez Prasanna Gai Sujit Kapadia Stephen Millard
Abstract Full text	That elusive elasticity and the ubiquitous bias: is panel data a panacea? Paper: 342, 02.04.2008 JEL: C32, C33, E22	James Smith
Abstract Full text	International monetary co-operation in a world of imperfect information Paper: 344, 02.04.2008 JEL: F41, F42	Kang Yong Tan Misa Tanaka
Abstract Full text	Efficient frameworks for sovereign borrowing Paper: 343, 02.04.2008 JEL: F34, G15	Gregory Thwaites Gregor Irwin
Abstract Full text	A state space approach to extracting the signal from uncertain data Paper: 336, 23.11.2007	Alastair Cunningham George Kapetanios Christopher Jeffery Vincent Labhard Jana Eklund
Abstract Full text	Business cycle fluctuations and excess sensitivity of private consumption Paper: 335, 23.11.2007 JEL: E21	Lorenzo Pozzi Gert Peersman
Abstract Full text	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	Matthew Hurd Mark Salmon Christoph Schleicher
Abstract Full text	Labour market institutions and aggregate fluctuations in a search and matching model Paper: 333, 10.10.2007 JEL: E24, E32, E52, J64	Francesco Zanetti
Abstract Full text	Investment adjustment costs: evidence from UK and US industries Paper: 332, 10.10.2007 JEL: E2, E3	Hashmat Khan Charlotta Groth
Abstract Full text	Wage flexibility in Britain: some micro and macro evidence Paper: 331, 16.07.2007 JEL: E24, J31	Mark E. Schweitzer
Abstract Full text	Escaping Nash and volatile inflation Paper: 330, 16.07.2007 JEL: E2, E3	Tony Yates Martin Ellison
Abstract Full text	The impact of yuan revaluation on the Asian region Paper: 329, 16.07.2007 JEL: F3, F4	Hui Tong Glenn Hoggarth
Abstract Full text	Cash-in-the-market pricing and optimal resolution of bank failures Paper: 328, 06.07.2007	Tanju Yorulmazer Viral V. Acharya
Abstract Full text	A model of market surprises Paper: 327, 06.07.2007 JEL: E52, E58	Lavan Mahadeva
Abstract Full text	Asset pricing implications of a New Keynesian model Paper: 326, 06.07.2007	Alasdair Scott Bianca De Paoli Olaf Weeken
Abstract Full text	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	Laura Povoledo Bojan Markovic
Abstract Full text	Too many to fail - an analysis of time-inconsistency in bank closure policies Paper: 319, 23.06.2007	Tanju Yorulmazer Viral V. Acharya

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