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

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

Title Author(s)

Do we need a stable funding ratio? Banks funding in the global financial crisis

Paper: swp602, 20.05.2016

JEL: G01, G18, G21

Lets talk about the weather: the impact of climate change on central banks

Paper: swp603, 20.05.2016

JEL: E58, G21, G22, Q43, Q54

Accounting in central banks

Paper: swp604, 20.05.2016

JEL: E58, G20, H83, M40, M41, M48

Robustness of subgame perfect implementation

Paper: swp601, 13.05.2016

JEL: D04, D82

Liquidity determinants in the UK gilt market

Paper: swp600, 06.05.2016

JEL: G10, G12, G14

Peer-to-peer lending and financial innovation in the United Kingdom

Paper: swp598, 29.04.2016

JEL: G23, L26, O30

Macroprudential regulation, credit spreads and the role of monetary policy

Paper: swp599, 29.04.2016

JEL: E32, E44, E52, E58, G28

Non-performing loans: regulatory and accounting treatments of assets

Paper: swp594, 22.04.2016

JEL: G01, G21, M41

Cross-border regulatory spillovers: How much? How important? What sectors? Lessons from the United Kingdom

Paper: swp595, 22.04.2016

JEL: F32, F34, G21

The dynamic Black-Litterman approach to asset allocation

Paper: swp596, 22.04.2016

JEL: C22, C53, G11

A comparative analysis of tools to limit the procyclicality of initial margin requirements

Paper: swp597, 22.04.2016

JEL: G17

Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis

Paper: swp590, 15.04.2016

JEL: C23, E43, E51, E52

Risk premia and seasonality in commodity futures

Paper: swp591, 15.04.2016

JEL: E43, G13, Q2, Q40

An agent-based model of dynamics in corporate bond trading

Paper: swp592, 15.04.2016

JEL: C63, G11, G12, G17

What determines how banks respond to changes in capital requirements?

Paper: swp593, 15.04.2016

JEL: G21, G32

Systemic illiquidity in the interbank network

Paper: swp586, 08.04.2016

JEL: D85, E44, E58, G28, L14

Tracking the slowdown in long-run GDP growth

Paper: swp587, 08.04.2016

JEL: C32, E01, E23, E32, O47

Monetary policy and volatility in the sterling money market

Paper: swp588, 08.04.2016

JEL: E43, E44, E52, E58, G21

Monetary policy when households have debt: new evidence on the transmission mechanism

Paper: swp589, 08.04.2016

JEL: E21, E32, E52

Output gaps, inflation and financial cycles in the United Kingdom

Paper: swp585, 12.02.2016

JEL: C11, C32, E31, E32, E52

Macroprudential policy under uncertainty

Paper: swp584, 29.01.2016

JEL: D81, E58

Policy and macro signals as inputs to inflation expectation formation

Paper: swp581, 25.01.2016

JEL: E52, E58

How does labour market structure affect the response of economies to shocks?

Paper: swp582, 25.01.2016

JEL: E24

A Bayesian VAR benchmark for COMPASS

Paper: swp583, 25.01.2016

JEL: C53, E12, E17

Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act

Paper: swp580, 15.01.2016

JEL: G10, G12, G14

Adaptive models and heavy tails

Paper: swp577, 08.01.2016

JEL: C22, C51, C53, E31

The varying coefficient Bayesian panel VAR model

Paper: swp578, 08.01.2016

JEL: C33, E30, F40

What can Big Data tell us about the passthrough of big exchange rate changes?

Paper: swp579, 08.01.2016

JEL: E31, F14, F41

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

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