Andreas Joseph - Central bank research hub

Papers by year: All | 2020 | 2019 | 2017 | 2016 | 2015

Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach

by Kristina Bluwstein , Miao Kang , Sujit Kapadia , Marcus Buckmann , Özgür Simsek and Andreas Joseph

Bank of England Working Papers (Paper: 848, 03.01.2020)

JEL: C40, C53, E44, F30, G01
All you need is cash: corporate cash holdings and investment after the financial crisis

by Neeltje van Horen , Christiane Kneer , Jumana Saleheen and Andreas Joseph

Bank of England Working Papers (Paper: 843, 20.12.2019)

JEL: E22, E32, E44, G32
OTC microstructure in a period of stress: a multi-layered network approach

by Michalis Vasios , Ujwal Shreyas , Olga Maizels , Andreas Joseph and John Tanner

Bank of England Working Papers (Paper: 832, 11.10.2019)

JEL: C80, G14, G23, G24
Shapley regressions: a framework for statistical inference on machine learning models

by Andreas Joseph

Bank of England Working Papers (Paper: 784, 08.03.2019)

JEL: C45, C52, C71, E47
Machine learning at central banks

by Chiranjit Chakraborty and Andreas Joseph

Bank of England Working Papers (Paper: 674, 04.09.2017)

JEL: A12, A33, C14, C38, C44, C45, C51, C52, C53, C54, C55, C61, C63, C87, E37, E58, G17, Y20
How you export matters: the disassortative structure of international trade

by Chiara Osbat and Andreas Joseph

European Central Bank Working Papers (Paper: 1958, 12.09.2016)

JEL: D85, F14, F63
Compendium on the diagnostic toolkit for competitiveness

by Kirsten Lommatzsch , Claire Giordano , Robert Vermeulen , Styliani Christodoulopoulou , Chiara Osbat , Maarten De Clercq , Konstantins Benkovskis , Elena Bobeica , Olegs Tkacevs , Maria Silgoner , Lucia Orszaghova , Francesco Zollino , Francesco Pappadà , Elvira Prades Illanes , Pavlos Karadeloglou , Georgi Momchilov , Alexandru Leonte , Andreas Joseph , Flavia Cavallini , Christian Buelens , Benjamin Bluhm , Julia Wörz , Giovanni Aiello and Paloma Lopez-Garcia

European Central Bank Occasional Papers (Paper: 163, 05.10.2015)

JEL: D24, E31, F14, F41, F60