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)

Tailwinds from the East: how has the rising share of imports from emerging markets affected import prices?

Paper: wp506, 22.08.2014

JEL: C23, F40

Estimating time-varying DSGE models using minimum distance methods

Paper: wp507, 22.08.2014

JEL: C14, C18, E52, E61, E66

Peering into the mist: social learning over an opaque observation network

Paper: wp503, 01.08.2014

JEL: C72, D82, D83, D84

UK deposit-taker responses to the financial crisis: what are the lessons?

Paper: wp501, 27.06.2014

JEL: G21, G28, G38

The effect of the financial crisis on TFP growth: a general equilibrium approach

Paper: wp502, 27.06.2014


Modelling the service sector

Paper: wp500, 16.05.2014

JEL: D21, D24, E22, E23

The productivity puzzle: a firm-level investigation into employment behaviour and resource allocation over the crisis

Paper: wp495, 17.04.2014

JEL: E32, L11, O47

Uncertainty in a model with credit frictions

Paper: wp496, 17.04.2014

JEL: E32, E44

The international transmission of bank capital requirements: evidence from the United Kingdom

Paper: wp497, 17.04.2014

JEL: E44, E51, E52, G18, G21

The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets

Paper: wp498, 17.04.2014

JEL: F32, F34, G21

Sectoral shocks and monetary policy in the United Kingdom

Paper: wp499, 17.04.2014

JEL: E17, E31, E52

Shadow banks and macroeconomic instability

Paper: wp487, 28.03.2014

JEL: E32, E5, G2

News and labour market dynamics in the data and in matching models

Paper: wp488, 28.03.2014

JEL: C32, C52, E32

Expectations, risk premia and information spanning in dynamic term structure model estimation

Paper: wp489, 28.03.2014

JEL: C58, E43, G12

Adaptive forecasting in the presence of recent and ongoing structural change

Paper: wp490, 28.03.2014

JEL: C1, C59

Household debt and the dynamic effects of income tax changes

Paper: wp491, 28.03.2014

JEL: E21, E62, H31

Generalised density forecast combinations

Paper: wp492, 28.03.2014

JEL: C53

The macroeconomic effects of monetary policy: a new measure for the United Kingdom

Paper: wp493, 28.03.2014

JEL: E31, E32, E52, E58

Estimating the impact of changes in aggregate bank capital requirements during an upswing

Paper: wp494, 28.03.2014

JEL: G21, G28

GDP-linked bonds and sovereign default

Paper: wp484, 31.01.2014

Identifying channels of credit substitution when bank capital requirements are varied

Paper: wp485, 31.01.2014

The impact of capital requirements on bank lending

Paper: wp486, 31.01.2014

Oil shocks and the UK economy: the changing nature of shocks and impact over time

Paper: wp476, 16.08.2013

Non-uniform wage-staggering: European evidence and monetary policy implications

Paper: wp477, 16.08.2013

Capital over the business cycle: renting versus ownership

Paper: wp478, 16.08.2013

Financial factors and the international transmission mechanism

Paper: wp479, 16.08.2013

Central counterparties and the topology of clearing networks

Paper: wp480, 16.08.2013

International capital flows and development: financial openness matters

Paper: wp472, 14.06.2013

The pitfalls of speed-limit interest rate rules at the zero lower bound

Paper: wp473, 14.06.2013

Not all capital waves are alike: a sector-level examination of surges in FDI inflows

Paper: wp474, 14.06.2013

Policy multipliers under an interest rate peg of deterministic versus stochastic duration

Paper: wp475, 14.06.2013

The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models

Paper: wp471, 28.05.2013

Long and short-term effects of the financial crisis on labour productivity, capital and output

Paper: wp470, 06.02.2013

High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market

Paper: wp469, 04.12.2012

QE and the gilt market: a disaggregated analysis

Paper: wp466, 04.12.2012

Factor adjustment costs: a structural investigation

Paper: wp467, 04.12.2012

Using Shapley's asymmetric power index to measure banks' contributions to systemic risk

Paper: wp468, 04.12.2012

Reputation, risk-taking and macroprudential policy

Paper: wp462, 04.12.2012

The international transmission of volatility shocks: an empirical analysis

Paper: wp463, 04.12.2012

International policy spillovers at the zero lower bound

Paper: wp464, 04.12.2012

Size and complexity in model financial systems

Paper: wp465, 04.12.2012

Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom

Paper: wp460, 04.12.2012

Labour market institutions and unemployment volatility: evidence from OECD countries

Paper: wp461, 04.12.2012

What do sticky and flexible prices tell us?

Paper: wp457, 04.12.2012

Inflation and output in New Keynesian models with a transient interest rate peg

Paper: wp459, 04.12.2012

Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers

Paper: wp451, 04.12.2012

Simple banking: profitability and the yield curve

Paper: wp452, 04.12.2012

Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions

Paper: wp455, 04.12.2012

Liquidity risk, cash-flow constraints and systemic feedbacks

Paper: wp456, 04.12.2012

Non-rational expectations and the transmission mechanism

Paper: wp448, 04.12.2012

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