Central Bank Research Hub - Series: Bank of England Working papers 2015

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Capital requirements, risk shifting and the mortgage market

Paper: swp572, 18.12.2015

JEL: G21, G28

The real effects of capital requirements and monetary policy: evidence from the United Kingdom

Paper: swp573, 18.12.2015

JEL: G21, G28

The impact of immigration on occupational wages: evidence from Britain

Paper: swp574, 18.12.2015


Long-run priors for term structure models

Paper: swp575, 18.12.2015

JEL: C11, E43, G12

A global factor in variance risk premia and local bond pricing

Paper: swp576, 18.12.2015

JEL: C22, C52, E43, G12

evidence from the Wage Dynamics Survey

Paper: swp568, 11.12.2015

JEL: E24, J30

House prices and job losses

Paper: swp569, 11.12.2015

JEL: E21, E27, E32, E44

Does easing monetary policy increase financial instability?

Paper: swp570, 11.12.2015

JEL: E44, E52, E61

Secular drivers of the global real interest rate

Paper: swp571, 11.12.2015

JEL: E10, E2, E20, E40, E50, E60, F00, F41, F42, F47, J11, O30, O40

A new approach to multi-step forecasting using dynamic stochastic general equilibrium models

Paper: swp567, 20.11.2015


Ambiguity, monetary policy and trend inflation

Paper: swp565, 17.11.2015

JEL: D84, E31, E43, E52, E58

The Great Recession and the UK labour market

Paper: swp566, 17.11.2015

JEL: E24, E32

International banking and liquidity risk transmission: lessons from the United Kingdom

Paper: swp562, 06.11.2015

JEL: E44, E51, E52, G18, G21

Extreme risk interdependence

Paper: swp563, 06.11.2015

JEL: C12, C14, C52

Why are real interest rates so low? Secular stagnation and the relative price of investment goods

Paper: swp564, 06.11.2015

JEL: E13, E22, E43, E60

Threshold-based forward guidance: hedging the zero bound

Paper: swp561, 23.10.2015

JEL: E17, E31, E52

A sectoral framework for analysing money, credit and unconventional monetary policy

Paper: swp556, 09.10.2015

JEL: E40, E51, E52, E58

The banks that said no: banking relationships, credit supply and productivity in the United Kingdom

Paper: swp557, 09.10.2015

JEL: D21, D22, D24, G21

Bankers pay and excessive risk

Paper: swp558, 09.10.2015

JEL: G21, G28, G32, G38

Stabilising house prices: the role of housing futures trading

Paper: swp559, 09.10.2015

JEL: G13, R21

Mortgage debt and entrepreneurship

Paper: swp560, 09.10.2015

JEL: D14, G11, L26, R21

Some unpleasant properties of loglinearized solutions when the nominal rate is zero

Paper: swp553, 05.10.2015

JEL: E52, E62

High and dry: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880-1910)

Paper: swp555, 02.10.2015

JEL: G12, N2, N23, N43

Household debt and spending in the United Kingdom

Paper: swp554, 02.10.2015

JEL: D10, D11, D14, E21

Dynamic term structure models: the best way to enforce the zero lower bound in the United States

Paper: swp550, 25.09.2015

JEL: C10, C50, G12

The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the United Kingdom

Paper: swp551, 25.09.2015

JEL: C40, E31, E43, E52, G12

Volatility contagion: new evidence from market pricing of volatility risk

Paper: swp552, 25.09.2015

JEL: C58, F36, G12, G13, G15

How much do investors pay for houses?

Paper: swp549, 18.09.2015

JEL: R21, R31

Regulatory arbitrage in action: evidence from banking flows and macroprudential policy

Paper: swp546, 11.09.2015

JEL: F32, F34, G21

Extreme downside risk and financial crises

Paper: swp547, 11.09.2015

JEL: C13, C14, C58, G10, G11, G12

A heterogeneous agent model for assessing the effects of capital regulation on the interbank money market under a corridor system

Paper: swp548, 11.09.2015

JEL: E43, E58, G12

Into the light: dark pool trading and intraday market quality on the primary exchange

Paper: swp545, 11.09.2015

JEL: G10, G12, G14, G18

Exchange rate regimes and current account adjustment: an empirical investigation

Paper: swp544, 21.08.2015

JEL: F31, F32, F33, F41

Market beliefs about the UK monetary policy lift-off horizon: a no-arbitrage shadow rate term structure model approach

Paper: swp541, 14.08.2015

JEL: C10, C50, G12

Unconventional monetary policies and the macroeconomy: the impact of the United Kingdoms QE2 and Funding for Lending Scheme

Paper: swp542, 14.08.2015

Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom

Paper: swp543, 14.08.2015

JEL: D14, D91, E21, E43, G21, R22

The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation

Paper: swp540, 07.08.2015

JEL: C11, E40, G21

Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis

Paper: swp538, 31.07.2015

JEL: C53, E12, E17

Bank leverage, credit traps and credit policies

Paper: swp539, 31.07.2015

JEL: E58, G01, G21

Export dynamics since the Great Trade Collapse: a cross-country analysis

Paper: swp535, 24.07.2015

JEL: C23, F14, F17

What do stock markets tell us about exchange rates?

Paper: swp537, 24.07.2015

JEL: F31, G15

Safe haven currencies: a portfolio perspective

Paper: swp533, 17.07.2015

JEL: F31, G15

What moves international stock and bond markets?

Paper: swp534, 17.07.2015

JEL: F31, G15

Towards a New Keynesian theory of the price level

Paper: swp532, 10.07.2015

JEL: D82, D84, E31, E52

The UK productivity puzzle 200813: evidence from British businesses

Paper: swp531, 23.06.2015

JEL: E3, L11, O47

Cross-country co-movement in long-term interest rates: a DSGE approach

Paper: swp530, 19.06.2015

JEL: F41, F44, G15

Forecasting with VAR models: fat tails and stochastic volatility

Paper: wp528, 29.05.2015

JEL: C11, C32, C52

Banks are not intermediaries of loanable funds

Paper: wp529, 29.05.2015

JEL: E44, E52, G21

Can a data-rich environment help identify the sources of model misspecification?

Paper: wp527, 27.03.2015

JEL: C32, C52

Filtered historical simulation Value-at-Risk models and their competitors

Paper: wp525, 06.03.2015

JEL: C58, G18, G32

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003