Central Bank Research Hub - Series: Bank of England Working papers 2006

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Title Author(s)

Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany

Paper: 317, 15.12.2006

JEL: C23, G32

Financial infrastructure and corporate governance

Paper: 316, 15.12.2006

Do announcements of bank acquisitions in emerging markets create value?

Paper: 315, 15.12.2006

Consumer credit conditions in the United Kingdom

Paper: 314, 15.12.2006

JEL: C32, E44, E51, G21

Bank capital channels in the monetary transmission mechanism

Paper: 313, 15.12.2006

JEL: C68, E32, E44, E50

Exchange rate pass-through into UK import prices

Paper: 312, 15.12.2006

JEL: C33, F3, F4

The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests

Paper: 311, 11.10.2006

JEL: C23, F31

Returns to equity, investment and Q: evidence from the United Kingdom

Paper: 310, 11.10.2006

JEL: E22, E27

Fundamental inflation uncertainty

Paper: 309, 11.10.2006

JEL: E52

Optimal emerging market fiscal policy when trend output growth is unobserved

Paper: 308, 18.09.2006

Fiscal rules for debt sustainability in emerging markets: the impact of volatility and default risk

Paper: 307, 18.09.2006

Consumption excess sensitivity, liquidity constraints and the collateral role of housing

Paper: 306, 24.08.2006

JEL: C35, D12

Bank capital, asset prices and monetary policy

Paper: 305, 24.08.2006

JEL: E32, E44, E52

Procyclicality, collateral values and financial stability

Paper: 304, 24.08.2006

JEL: E32, E44, G13, G18

The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model

Paper: 303, 24.08.2006

International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD

Paper: 302, 18.07.2006

JEL: E21, E32, E44

The welfare benefits of stable and efficient payment systems

Paper: 301, 18.07.2006

Elasticities, markups and technical progress: evidence from a state-space approach

Paper: 300, 18.07.2006

JEL: C32, D40, E23, E30

Optimal discretionary policy in rational expectations models with regime switching

Paper: 299, 23.06.2006

JEL: E52, E58, E61

Optimal monetary policy in Markov-switching models with rational expectations agents

Paper: 298, 01.06.2006

JEL: C6, E5

Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics

Paper: 297, 01.06.2006

JEL: C6, E5

Sterling implications of a US current account reversal

Paper: 296, 01.06.2006

JEL: F31, F32, F41, Q4

Productivity growth, adjustment costs and variable factor utilisation: the UK case

Paper: 295, 01.06.2006

How does the down-payment constraint affect the UK housing market?

Paper: 294, 01.06.2006


Resolving banking crises - an analysis of policy options

Paper: 293, 01.06.2006

JEL: G21, G28

Switching costs in the market for personal current accounts: some evidence for the United Kingdom

Paper: 292, 01.06.2006

JEL: D12, D43, D83, G21, L13

Affine term structure models for the foreign exchange risk premium

Paper: 291, 01.06.2006

JEL: E30, E32

UK monetary regimes and macroeconomic stylised facts

Paper: 290, 01.06.2006

JEL: E30, E32

Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom

Paper: 289, 01.06.2006

JEL: G12, G23, G32

The price puzzle: fact or artefact?

Paper: 288, 01.06.2006

JEL: E30, E52

Assessing central counterparty margin coverage on futures contracts using GARCH models

Paper: 287, 01.06.2006

JEL: C53, G28

Modelling the cross-border use of collateral in payment systems

Paper: 286, 01.06.2006

Accounting for the source of exchange rate movements: new evidence

Paper: 269, 01.01.2006

JEL: C32, E42, F31, F33

Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation

Paper: 268, 01.01.2006

JEL: C11, C15, C53

Bank loans versus bond finance: implications for sovereign debtors

Paper: 267, 01.01.2006

JEL: F33, F34, G15, G21

The determinants of household debt and balance sheets in the United Kingdom

Paper: 266, 01.01.2006

JEL: D14, D31, D91

Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?

Paper: 265, 01.01.2006

JEL: D82, D84, G12, G14

Liquidity risk and contagion

Paper: 264, 01.01.2006

The determinants of unsecured borrowing: evidence from the British Household Panel Survey

Paper: 263, 01.01.2006

JEL: C21, D14, E21

The impact of unsecured debt on financial distress among British households

Paper: 262, 01.01.2006

JEL: C25, D14, D91

Default probabilities and expected recovery: an analysis of emerging market sovereign bonds

Paper: 261, 01.01.2006

Financial constraints and capacity adjustment in the United Kingdom: evidence from a large panel of survey data

Paper: 260, 01.01.2006

JEL: C33, C41, D21, D92

Productivity growth in UK industries, 1970-2000: structural change and the role of ICT

Paper: 259, 01.01.2006

JEL: D24, O47, O52

Estimating UK capital adjustment costs

Paper: 258, 01.01.2006

JEL: D24, D92, O47

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