bank of england working papers

See all articles by Edward Nelson Edward Nelson. Örebro University School of Business. Books and Chapters We’d also like to use some non-essential cookies (including third-party cookies) to help us improve the site. Bank of England Working Paper No. You may disable these by changing your browser settings, but this may affect how the website functions. 5, No. The BoC-BoE Sovereign Default Database revisited: what’s new in 2018? EconPapers is hosted by the Access Statistics for this working paper series. We hold regular events to engage with the wider research community and other experts. To ask or not to ask?

The Bank's intention in introducing the series is to welcome a wide range of comments from research institutes and researchers in Japan and abroad. Table : Bank of Japan Working Paper Series; No. Tailwinds from the East: how has the rising share of imports from emerging markets affected import prices? Thanks! Questions or problems? Staff working papers set out research in progress by our staff, with the aim of encouraging comments and debate. A decomposition exercise on European data, Shapley regressions: A framework for statistical inference on machine learning models, Estimating market-implied value with jump-diffusion models. Drawing on different disciplines: macroeconomic agent-based models, Deflation probability and the scope for monetary loosening in the United Kingdom. Inefficiencies in trade reporting for over-the-counter derivatives: is blockchain the solution? The Bank of England/NMG Survey of household finances (G Anderson, P Bunn, A Pugh and A Uluc) Fiscal Studies, Vol. Archive maintainers FAQ See the RePEc data check for the archive and series. Funding constraints and liquidity in two-tiered OTC markets, Measuring systemic risk in the European banking sector: a copula CoVaR approach, Climate change challenges for central banks and financial regulators, The consumption response to positive and negative income shocks, Stabilising house prices: the role of housing futures trading, Uncertainty, financial frictions, and nominal rigidities: a quantitative investigation.


The impact of the regulatory valuation regime on insurers’ investment behaviour, Short-time work in the Great Recession: firm-level evidence from 20 EU countries, Predictive regressions under asymmetric loss: factor augmentation and model selection, Forecasting the UK economy: alternative forecasting methodologies and the role of off-model information, Notes on the Underground: monetary policy in resource‐rich economies, Credit traps and macroprudential leverage, Output gaps, inflation and financial cycles in the UK, Labor market frictions, monetary policy and durable goods, Foreign booms, domestic busts: the global dimension of banking crises, Brexit and uncertainty: insights from the Decision Maker Panel, Partisan conflict, policy uncertainty and aggregate corporate cash holdings, Financial market volatility, macroeconomic fundamentals and investor sentiment, Leverage and risk-weighted capital requirements, Macroeconomic modelling at the Institute: hopes, challenges and a lasting contribution, The shocks matter: improving our estimates of exchange rate pass-through, Macroeconomic uncertainty in South Africa, Capital requirements, monetary policy and risk shifting in the mortgage market, Monetary and macroprudential policies under rules and discretion, Fiscal consequences of structural reform under constrained monetary policy, The time value of housing: historical evidence on discount rates. Would you like to give more detail? The impact of quantitative easing on UK bank lending: why banks do not lend to businesses? The case of the UK, Does bonus cap curb risk taking? By Peter Zimmerman. Deposit withdrawals from distressed banks: client relationships matter, Text mining letters from financial regulators to firms they supervise, Identifying noise shocks: a VAR with data revisions, Enhancing central bank communications using simple and relatable information, The long-run information effect of central bank communication, Investor behaviour and reaching for yield: evidence from the sterling corporate bond market, Multiplex network analysis of the UK over‐the‐counter derivatives market, Forecasting the UK economy with a medium-scale Bayesian VAR, A new approach for detecting shifts in forecast accuracy, The invisible hand of the government: moral suasion during the European sovereign debt crisis, The determinants of credit union failure: insights from the United Kingdom, Three triggers? Check the EconPapers FAQ or send mail to Obfuscate( 'oru.se', 'econpapers' ). Bank of England Working Paper No. Our Working Paper Series (WPS) disseminates economic research relevant to the various tasks and functions of the ECB, and provides a conceptual and empirical basis for policy-making. On a tight leash:  Does bank organizational structure matter for macroprudential spillovers?

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