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

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Title Author(s)

Misperceptions, heterogeneous expectations and macroeconomic dynamics

Paper: wp449, 04.12.2012

Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters

Paper: wp450, 04.12.2012

Neutral technology shocks and employment dynamics: results based on an RBC identification scheme

Paper: wp453, 04.12.2012

Fixed interest rates over finite horizons

Paper: wp454, 04.12.2012

Identifying risks in emerging market sovereign and corporate bond spreads

Paper: wp430, 04.12.2012

Financial intermediaries in an estimated DSGE model for the United Kingdom

Paper: wp431, 04.12.2012

The business cycle implications of banks' maturity transformation

Paper: wp446, 04.12.2012

Implicit intraday interest rate in the UK unsecured overnight money market

Paper: wp447, 04.12.2012

The impact of QE on the UK economy - some supportive monetarist arithmetic

Paper: wp442, 04.12.2012

JEL: C11, C32, E52, E58

Assessing the economy-wide effects of quantitative easing

Paper: wp443, 04.12.2012

Asset purchase policy at the effective lower bound for interest rates

Paper: wp444, 04.12.2012

Does macropru leak? Evidence from a UK policy experiment

Paper: wp445, 04.12.2012

Implicit intraday interest rate in the UK unsecured overnight money market

Paper: 447, 22.03.2012

JEL: E42, E58, G21

The business cycle implications of banks' maturity transformation

Paper: 446, 22.03.2012

JEL: E22, E32, E44, G21

Does macropru leak? Evidence from a UK policy experiment

Paper: 445, 22.03.2012

JEL: E32, E51, F30, G21, G28

Asset purchase policy at the effective lower bound for interest rates

Paper: 444, 22.03.2012

JEL: E52, E58

Assessing the economy-wide effects of quantitative easing

Paper: 443, 22.03.2012

JEL: C11, C32, E52, E58

The impact of QE on the UK economy - some supportive monetarist arithmetic

Paper: 442, 22.03.2012

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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