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Bank of England working papers / Bank of England

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
60
Impact Factor (IF)
0.79
5 Years IF
0.93
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1992 0 0.14 1.2 0 5 5 78 6 6 0 0 6 100 6 1.2 0.09
1993 0.4 0.17 0.57 0.4 16 21 162 10 18 5 2 5 2 7 70 6 0.38 0.1
1994 0.24 0.16 0.3 0.24 6 27 116 8 26 21 5 21 5 5 62.5 2 0.33 0.08
1995 0.86 0.22 3.05 0.81 14 41 220 125 151 22 19 27 22 110 88 29 2.07 0.13
1996 1.05 0.25 3.86 0.78 16 57 215 219 371 20 21 41 32 191 87.2 27 1.69 0.14
1997 0.53 0.27 0.53 0.51 18 75 435 35 411 30 16 57 29 15 42.9 5 0.28 0.15
1998 1.06 0.32 0.9 0.8 14 89 200 76 491 34 36 70 56 20 26.3 6 0.43 0.18
1999 1.09 0.41 0.93 0.88 16 105 643 95 589 32 35 68 60 17 17.9 18 1.13 0.26
2000 1.57 0.56 1.18 1.1 19 124 441 135 735 30 47 78 86 18 13.3 19 1 0.25
2001 2.14 0.49 1.4 1.33 27 151 790 204 946 35 75 83 110 35 17.2 35 1.3 0.27
2002 2.15 0.55 1.69 2.01 20 171 375 282 1235 46 99 94 189 28 9.9 11 0.55 0.31
2003 2.4 0.53 1.88 2.23 39 210 899 390 1629 47 113 96 214 55 14.1 33 0.85 0.3
2004 1.85 0.6 1.66 2.02 35 245 661 395 2035 59 109 121 244 42 10.6 32 0.91 0.36
2005 1.58 0.61 1.44 1.6 40 285 1469 407 2445 74 117 140 224 43 10.6 34 0.85 0.36
2006 1.31 0.58 1.36 1.34 32 317 489 427 2876 75 98 161 216 31 7.3 13 0.41 0.34
2007 1.11 0.52 1.38 1.17 19 336 573 459 3339 72 80 166 195 26 5.7 19 1 0.29
2008 1.1 0.58 1.23 1.34 23 359 457 436 3780 51 56 165 221 23 5.3 12 0.52 0.29
2009 1.52 0.59 1.2 1.34 19 378 320 447 4234 42 64 149 199 23 5.1 14 0.74 0.33
2010 1.21 0.52 1.16 1.53 29 407 1130 470 4708 42 51 133 203 29 6.2 24 0.83 0.3
2011 2.65 0.61 1.38 1.95 34 441 434 601 5315 48 127 122 238 39 6.5 40 1.18 0.36
2012 2.6 0.67 1.54 2.34 28 469 801 720 6038 63 164 124 290 42 5.8 55 1.96 0.36
2013 1.94 0.64 1.54 1.91 14 483 314 739 6784 62 120 133 254 19 2.6 11 0.79 0.34
2014 2.98 0.67 1.58 2.21 36 519 872 816 7605 42 125 124 274 42 5.1 45 1.25 0.34
2015 2.76 0.65 1.4 2.27 57 576 968 804 8411 50 138 141 320 49 6.1 44 0.77 0.36
2016 3 0.63 1.55 2.51 61 637 1005 983 9401 93 279 169 424 49 5 52 0.85 0.34
2017 2.53 0.61 1.47 2.44 65 702 711 1028 10431 118 299 196 479 65 6.3 39 0.6 0.33
2018 2.21 0.6 1.49 2.09 71 773 771 1131 11580 126 278 233 488 67 5.9 69 0.97 0.34
2019 1.82 0.6 1.39 1.74 69 842 608 1162 12751 136 247 290 504 99 8.5 79 1.14 0.35
2020 2.27 0.68 1.52 1.98 57 899 732 1366 14121 140 318 323 641 80 5.9 93 1.63 0.72
2021 2.35 0.91 1.41 1.88 56 955 279 1337 15463 126 296 323 608 104 7.8 63 1.13 0.37
2022 2.34 0.66 0.94 1.43 47 1002 146 945 16408 113 264 318 454 29 3.1 8 0.17 0.21
2023 1.09 0.5 0.75 1.12 49 1051 59 791 17199 103 112 300 336 45 5.7 9 0.18 0.16
2024 0.79 0.53 0.58 0.93 53 1104 36 645 17844 96 76 278 258 17 2.6 12 0.23 0.2
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12010Contagion in financial networks. (2010). Kapadia, Sujit ; Gai, Prasanna. In: Bank of England working papers. RePEc:boe:boeewp:0383.

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645
22005Liquidity risk and contagion. (2005). Shin, Hyun Song ; Cifuentes, Rodrigo ; Ferrucci, Gianluigi. In: Bank of England working papers. RePEc:boe:boeewp:264.

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544
32007Too many to fail - an analysis of time-inconsistency in bank closure policies. (2007). Yorulmazer, Tanju ; Acharya, Viral. In: Bank of England working papers. RePEc:boe:boeewp:319.

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418
41999Forward-looking rules for monetary policy. (1999). Haldane, Andrew ; Batini, Nicoletta. In: Bank of England working papers. RePEc:boe:boeewp:91.

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390
52005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Bank of England working papers. RePEc:boe:boeewp:272.

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345
62020Economic uncertainty before and during the Covid-19 pandemic. (2020). Renault, Thomas ; Mizen, Paul ; Meyer, Brent ; Davis, Steven ; Bunn, Philip ; bloom, nicholas ; Barrero, Jose Maria ; Baker, Scott ; Chen, Scarlet ; Leather, Julia ; Thwaites, Greg ; Mihaylov, Emil ; Altig, Dave ; Smietanka, Pawel ; Parker, Nick. In: Bank of England working papers. RePEc:boe:boeewp:0876.

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333
72012Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0443.

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237
82014The international transmission of bank capital requirements: evidence from the United Kingdom. (2014). Wieladek, Tomasz ; Calomiris, Charles ; Aiyar, Shekhar ; Korniyenko, Yevgeniya ; Hooley, John. In: Bank of England working papers. RePEc:boe:boeewp:0497.

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176
91995Measuring Core Inflation. (1995). Vahey, Shaun ; Quah, Danny. In: Bank of England working papers. RePEc:boe:boeewp:31.

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162
102014The impact of capital requirements on bank lending. (2014). Radia, Amar ; Pezzini, Silvia ; Nielsen, Mette ; Bridges, Jonathan ; Spaltro, Marco ; Gregory, David. In: Bank of England working papers. RePEc:boe:boeewp:0486.

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159
112016The macroeconomics of central bank issued digital currencies. (2016). Kumhof, Michael ; Barrdear, John. In: Bank of England working papers. RePEc:boe:boeewp:0605.

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156
122004Financial interlinkages in the United Kingdoms interbank market and the risk of contagion. (2004). Wells, Simon . In: Bank of England working papers. RePEc:boe:boeewp:230.

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146
132015Secular drivers of the global real interest rate. (2015). Smith, Thomas ; Rachel, Lukasz. In: Bank of England working papers. RePEc:boe:boeewp:0571.

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145
142013The Bank of Englands forecasting platform: COMPASS, MAPS, EASE and the suite of models. (2013). Waldron, Matt ; Theodoridis, Konstantinos ; Monti, Francesca ; Harrison, Richard ; Burgess, Stephen ; Fernandez-Corugedo, Emilio ; Groth, Charlotta. In: Bank of England working papers. RePEc:boe:boeewp:0471.

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141
15Concepts of equilibrium exchange rates. (2005). Westaway, Peter ; Driver, Rebecca. In: Bank of England working papers. RePEc:boe:boeewp:248.

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138
162010The financial market impact of quantitative easing. (2010). Tong, Matthew ; Stevens, Ibrahim ; Lasaosa, Ana ; Joyce, Michael. In: Bank of England working papers. RePEc:boe:boeewp:0393.

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136
172016Let’s talk about the weather: the impact of climate change on central banks. (2016). Tanaka, Misa ; Sowerbutts, Rhiannon ; Batten, Sandra. In: Bank of England working papers. RePEc:boe:boeewp:0603.

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126
182012QE and the gilt market: a disaggregated analysis. (2012). Tong, Matthew ; Joyce, Michael ; Daines, Martin . In: Bank of England working papers. RePEc:boe:boeewp:0466.

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122
192001New estimates of the UK real and nominal yield curves. (2001). Anderson, Nicola ; Sleath, John. In: Bank of England working papers. RePEc:boe:boeewp:126.

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120
202015Regulatory arbitrage in action: evidence from banking flows and macroprudential policy. (2015). Sowerbutts, Rhiannon ; Reinhardt, Dennis. In: Bank of England working papers. RePEc:boe:boeewp:0546.

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118
212014Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro. In: Bank of England working papers. RePEc:boe:boeewp:0516.

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114
222008Network models and financial stability. (2008). Yorulmazer, Tanju ; Yang, Jing ; Alentorn, Amadeo ; Nier, Erlend. In: Bank of England working papers. RePEc:boe:boeewp:0346.

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114
232015Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies. (2015). Rebucci, Alessandro ; Cespedes, Luis ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0522.

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114
242001Does it pay to be transparent? International evidence from central bank forecasts. (2001). Sterne, Gabriel ; Stasavage, David ; Chortareas, Georgios. In: Bank of England working papers. RePEc:boe:boeewp:143.

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105
252018Central bank digital currencies - design principles and balance sheet implications. (2018). Kumhof, Michael ; Noone, Clare. In: Bank of England working papers. RePEc:boe:boeewp:0725.

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103
262009Funding liquidity risk in a quantitative model of systemic stability. (2009). Willison, Matthew ; Sterne, Gabriel ; Mora, Nada ; Kapadia, Sujit ; Eklund, Bruno ; Alessandri, Piergiorgio ; Aikman, David ; Martin, Elizabeth ; Gai, Prasanna. In: Bank of England working papers. RePEc:boe:boeewp:0372.

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102
272000UK monetary policy 1972-97: a guide using Taylor rules. (2000). Nelson, Edward. In: Bank of England working papers. RePEc:boe:boeewp:120.

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100
282012The impact of QE on the UK economy – some supportive monetarist arithmetic. (2012). Thomas, Ryland ; Bridges, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0442.

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96
292019The long-run information effect of central bank communication. (2019). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Bank of England working papers. RePEc:boe:boeewp:0777.

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92
302003Company accounts based modelling of business failures and the implications for financial stability. (2003). Bunn, Philip ; Redwood, Victoria. In: Bank of England working papers. RePEc:boe:boeewp:210.

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90
312019The impact of Brexit on UK firms. (2019). Thwaites, Gregory ; Mizen, Paul ; Bunn, Philip ; bloom, nicholas ; Chen, Scarlet ; Smietanka, Pawel. In: Bank of England working papers. RePEc:boe:boeewp:0818.

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88
321997How do UK companies set prices?. (1997). yates, anthony ; Hall, Simon ; Walsh, Mark. In: Bank of England working papers. RePEc:boe:boeewp:67.

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87
331997Implied risk-neutral probability density functions from option prices: theory and application. (1997). Bahra, Bhupinder. In: Bank of England working papers. RePEc:boe:boeewp:66.

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86
342015Banks are not intermediaries of loanable funds – and why this matters. (2015). Kumhof, Michael ; Jakab, Zoltán. In: Bank of England working papers. RePEc:boe:boeewp:0529.

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86
352005Stress tests of UK banks using a VAR approach. (2005). Zicchino, Lea ; Sorensen, Steffen ; Hoggarth, Glenn. In: Bank of England working papers. RePEc:boe:boeewp:282.

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86
362012Asset purchase policy at the effective lower bound for interest rates. (2012). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0444.

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85
372003Empirical determinants of emerging market economies sovereign bond spreads. (2003). Ferrucci, Gianluigi. In: Bank of England working papers. RePEc:boe:boeewp:205.

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83
382017Machine learning at central banks. (2017). Joseph, Andreas ; Chakraborty, Chiranjit. In: Bank of England working papers. RePEc:boe:boeewp:0674.

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83
392003The provisioning experience of the major UK banks: a small panel investigation. (2003). Pain, Darren. In: Bank of England working papers. RePEc:boe:boeewp:177.

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80
402000Monetary policy surprises and the yield curve. (2000). Haldane, Andrew ; Read, Vicky . In: Bank of England working papers. RePEc:boe:boeewp:106.

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78
411997The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts. (1997). Salmon, Chris ; Ganley, Joe . In: Bank of England working papers. RePEc:boe:boeewp:68.

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77
422001Monetary policy rules for an open economy. (2001). Millard, Stephen ; Harrison, Richard ; Batini, Nicoletta. In: Bank of England working papers. RePEc:boe:boeewp:149.

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73
432002Equilibrium exchange rates and supply-side performance. (2002). Thoenissen, Christoph ; Benigno, Gianluca. In: Bank of England working papers. RePEc:boe:boeewp:156.

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73
442016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris. In: Bank of England working papers. RePEc:boe:boeewp:0624.

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71
452016Unsurprising shocks: information, premia, and the monetary transmission. (2016). Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0626.

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70
462017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0657.

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69
472003Capital stocks, capital services, and depreciation: an integrated framework. (2003). Srinivasan, Sylaja ; Oulton, Nicholas. In: Bank of England working papers. RePEc:boe:boeewp:192.

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69
481996Independence and Accountability. (1996). Haldane, Andrew ; King, Mervyn ; Briault, Clive. In: Bank of England working papers. RePEc:boe:boeewp:49.

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69
492012Size and complexity in model financial systems. (2012). Kapadia, Sujit ; May, Robert ; Arinaminpathy, Nimalan. In: Bank of England working papers. RePEc:boe:boeewp:0465.

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69
502018Climate change and the macro-economy: a critical review. (2018). Batten, Sandra. In: Bank of England working papers. RePEc:boe:boeewp:0706.

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68
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020Economic uncertainty before and during the Covid-19 pandemic. (2020). Renault, Thomas ; Mizen, Paul ; Meyer, Brent ; Davis, Steven ; Bunn, Philip ; bloom, nicholas ; Barrero, Jose Maria ; Baker, Scott ; Chen, Scarlet ; Leather, Julia ; Thwaites, Greg ; Mihaylov, Emil ; Altig, Dave ; Smietanka, Pawel ; Parker, Nick. In: Bank of England working papers. RePEc:boe:boeewp:0876.

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142
22010Contagion in financial networks. (2010). Kapadia, Sujit ; Gai, Prasanna. In: Bank of England working papers. RePEc:boe:boeewp:0383.

Full description at Econpapers || Download paper

94
32005Liquidity risk and contagion. (2005). Shin, Hyun Song ; Cifuentes, Rodrigo ; Ferrucci, Gianluigi. In: Bank of England working papers. RePEc:boe:boeewp:264.

Full description at Econpapers || Download paper

64
42016Let’s talk about the weather: the impact of climate change on central banks. (2016). Tanaka, Misa ; Sowerbutts, Rhiannon ; Batten, Sandra. In: Bank of England working papers. RePEc:boe:boeewp:0603.

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41
52019The long-run information effect of central bank communication. (2019). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Bank of England working papers. RePEc:boe:boeewp:0777.

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40
62022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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36
72014The international transmission of bank capital requirements: evidence from the United Kingdom. (2014). Wieladek, Tomasz ; Calomiris, Charles ; Aiyar, Shekhar ; Korniyenko, Yevgeniya ; Hooley, John. In: Bank of England working papers. RePEc:boe:boeewp:0497.

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32
82007Too many to fail - an analysis of time-inconsistency in bank closure policies. (2007). Yorulmazer, Tanju ; Acharya, Viral. In: Bank of England working papers. RePEc:boe:boeewp:319.

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30
92018Climate change and the macro-economy: a critical review. (2018). Batten, Sandra. In: Bank of England working papers. RePEc:boe:boeewp:0706.

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28
102005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Bank of England working papers. RePEc:boe:boeewp:272.

Full description at Econpapers || Download paper

28
112019The impact of Brexit on UK firms. (2019). Thwaites, Gregory ; Mizen, Paul ; Bunn, Philip ; bloom, nicholas ; Chen, Scarlet ; Smietanka, Pawel. In: Bank of England working papers. RePEc:boe:boeewp:0818.

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25
122012Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0443.

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23
132016The macroeconomics of central bank issued digital currencies. (2016). Kumhof, Michael ; Barrdear, John. In: Bank of England working papers. RePEc:boe:boeewp:0605.

Full description at Econpapers || Download paper

21
142017Machine learning at central banks. (2017). Joseph, Andreas ; Chakraborty, Chiranjit. In: Bank of England working papers. RePEc:boe:boeewp:0674.

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21
152018Broadening narrow money: monetary policy with a central bank digital currency. (2018). Meaning, Jack ; Barker, James ; Clayton, Emily ; Dyson, Ben. In: Bank of England working papers. RePEc:boe:boeewp:0724.

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18
162014The impact of capital requirements on bank lending. (2014). Radia, Amar ; Pezzini, Silvia ; Nielsen, Mette ; Bridges, Jonathan ; Spaltro, Marco ; Gregory, David. In: Bank of England working papers. RePEc:boe:boeewp:0486.

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18
172015Regulatory arbitrage in action: evidence from banking flows and macroprudential policy. (2015). Sowerbutts, Rhiannon ; Reinhardt, Dennis. In: Bank of England working papers. RePEc:boe:boeewp:0546.

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17
182015Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies. (2015). Rebucci, Alessandro ; Cespedes, Luis ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0522.

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17
192021Risks and global supply chains: what we know and what we need to know. (2021). Freeman, Rebecca ; Baldwin, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0942.

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17
202019Machine learning explainability in finance: an application to default risk analysis. (2019). Bracke, Philippe ; Sen, Shayak ; Jung, Carsten ; Datta, Anupam. In: Bank of England working papers. RePEc:boe:boeewp:0816.

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16
212020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M. In: Bank of England working papers. RePEc:boe:boeewp:0861.

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14
222020Making text count: economic forecasting using newspaper text. (2020). Turrell, Arthur ; Redl, Chris ; Kapetanios, George ; Kapadia, Sujit ; Kalamara, Eleni. In: Bank of England working papers. RePEc:boe:boeewp:0865.

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13
232023An anatomy of the 2022 gilt market crisis. (2023). Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:1019.

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13
242014Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro. In: Bank of England working papers. RePEc:boe:boeewp:0516.

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13
252022Firming up price inflation. (2022). Yotzov, Ivan ; Thwaites, Gregory ; Mizen, Paul ; bloom, nicholas ; Bunn, Philip ; Anayi, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0993.

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13
262016Unsurprising shocks: information, premia, and the monetary transmission. (2016). Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0626.

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13
271999Forward-looking rules for monetary policy. (1999). Haldane, Andrew ; Batini, Nicoletta. In: Bank of England working papers. RePEc:boe:boeewp:91.

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12
282017Optimal quantitative easing. (2017). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0678.

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12
292020Crossing the credit channel: credit spreads and firm heterogeneity. (2020). Cesa-Bianchi, Ambrogio ; Anderson, Gareth. In: Bank of England working papers. RePEc:boe:boeewp:0854.

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12
302018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746.

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11
312004Financial interlinkages in the United Kingdoms interbank market and the risk of contagion. (2004). Wells, Simon . In: Bank of England working papers. RePEc:boe:boeewp:230.

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11
322003Equilibrium analysis, banking, contagion and financial fragility. (2003). Tsomocos, Dimitrios. In: Bank of England working papers. RePEc:boe:boeewp:175.

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11
332021Uneven growth: automation’s impact on income and wealth inequality. (2021). Restrepo, Pascual ; Rachel, Lukasz ; Moll, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:0913.

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11
342016Macroprudential regulation, credit spreads and the role of monetary policy. (2016). Zilberman, Roy ; Tayler, William. In: Bank of England working papers. RePEc:boe:boeewp:0599.

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11
352022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

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11
362021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Kaminska, Iryna ; Sustek, Roman ; Mumtaz, Haroon. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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10
372012Asset purchase policy at the effective lower bound for interest rates. (2012). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0444.

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382023Hidden exposure: measuring US supply chain reliance. (2023). Theodorakopoulos, Angelos ; Freeman, Rebecca ; Baldwin, Richard. In: Bank of England working papers. RePEc:boe:boeewp:1052.

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9
392021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

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9
402014Policy uncertainty spillovers to emerging markets – evidence from capital flows. (2014). Reinhardt, Dennis ; McLoughlin, Cameron ; Gauvin, Ludovic. In: Bank of England working papers. RePEc:boe:boeewp:0512.

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9
412019Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Aikman, David ; Oneill, Cian ; Raja, Akash. In: Bank of England working papers. RePEc:boe:boeewp:0824.

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422022An interpretable machine learning workflow with an application to economic forecasting. (2022). Buckmann, Marcus ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0984.

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9
432017A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance. (2017). LINTON, OLIVER ; Boneva, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0640.

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9
442016Dis-integrating credit markets: diversification, securitization, and lending in a recovery. (2016). Chavaz, Matthieu. In: Bank of England working papers. RePEc:boe:boeewp:0617.

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9
452015Banks are not intermediaries of loanable funds – and why this matters. (2015). Kumhof, Michael ; Jakab, Zoltán. In: Bank of England working papers. RePEc:boe:boeewp:0529.

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9
462020Jumpstarting an international currency. (2020). Reis, Ricardo ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0874.

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8
472022What drives repo haircuts? Evidence from the UK market. (2022). Todorov, Karamfil ; Pinter, Gabor ; Julliard, Christian ; Yuan, Kathy. In: Bank of England working papers. RePEc:boe:boeewp:0985.

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8
482021Mark my words: the transmission of central bank communication to the general public via the print media. (2021). Munday, Tim ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0944.

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8
492018Central bank digital currencies - design principles and balance sheet implications. (2018). Kumhof, Michael ; Noone, Clare. In: Bank of England working papers. RePEc:boe:boeewp:0725.

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8
502019System-wide stress simulation. (2019). Aikman, David ; Georgiev, Yordan ; Chichkanov, Pavel ; Howat, James ; Douglas, Graeme ; King, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:0809.

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Citing documents used to compute impact factor: 76
YearTitle
2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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2024Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs. (2024). Volpicella, Alessio ; Marlow, Joe ; Fusari, Francesco. In: School of Economics Discussion Papers. RePEc:sur:surrec:0424.

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2024Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

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2024A Comparative Evaluation of Fiscal Stabilization Strategies during the Covid-19 Pandemic with Germany as a Reference Point. (2024). Neuenkirch, Matthias ; Matthias, Neuenkirch ; Victoria, Baudisch. In: The Economists' Voice. RePEc:bpj:evoice:v:21:y:2024:i:1:p:29-63:n:1009.

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2024The impact of mortgage broker use on borrower confusion and preferences. (2024). Thorp, Susan ; Chung, Sol ; Liu, Junhao ; Agnew, Julie ; Bateman, Hazel ; Eckert, Christine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:229-247.

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2024Capital Controls or Macroprudential Policies: Which is Better for Land Booms and Busts?. (2024). Zhou, Yang ; Kitano, Shigeto. In: Discussion Paper Series. RePEc:kob:dpaper:dp2023-12.

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2024Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782.

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2024Information Friction in OTC Interdealer Markets. (2024). Huh, Yesol ; Gardner, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-40.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2024Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy. (2024). Holban, Iones Kelanemer. In: Papers. RePEc:arx:papers:2406.19938.

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2024Global Spillovers of the Fed Information Effect. (2024). Pinchetti, Marco ; Szczepaniak, Andrzej. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-023-00210-1.

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2024Global risk and the dollar. (2024). Müller, Gernot ; Georgiadis, Georgios ; Muller, Gernot J ; Schumann, Ben. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2024The Fiscal Channel of Monetary Policy. (2024). Breitenlechner, Max ; Klein, Mathias ; Geiger, Martin. In: Working Papers. RePEc:inn:wpaper:2024-07.

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2024Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market. (2024). Caspi, Itamar ; Ribon, Sigal ; Friedman, Amit. In: Comparative Economic Studies. RePEc:pal:compes:v:66:y:2024:i:3:d:10.1057_s41294-024-00236-y.

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2024Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating. (2024). Ozkan, Gulcin ; Mistak, Jakub. In: Working Paper Series. RePEc:ecb:ecbwps:20242995.

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2024Relative monetary policy and exchange rates. (2024). Karau, Sren. In: Discussion Papers. RePEc:zbw:bubdps:305278.

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2024Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s026156062400158x.

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2024Resilient forces: The role of intangible capital in mitigating financial contagion dynamics. (2024). Ate-Saygili, Idem. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000656.

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2024How Do Analyst Recommendations on Banks Respond to Monetary Policy News? An Application to the Eurozone. (2024). Brana, Sophie ; Vaubourg, Anne-Gal ; de Comres, Quentin Bro. In: Post-Print. RePEc:hal:journl:hal-04986898.

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2024Financial fragility in open-ended mutual funds: The role of liquidity management tools. (2024). Fecht, Falko ; Emter, Lorenz ; Giuliana, Raffaele ; Dunne, Peter G ; Peia, Oana. In: Discussion Papers. RePEc:zbw:bubdps:302557.

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2024A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis. (2024). Madhushani, Udari ; Ganesh, Sumitra ; Henry-Nickie, Makada ; Ardon, Leo ; Vann, Jared ; Garg, Deepeka ; Evans, Benjamin Patrick ; Narayanan, Annapoorani Lakshmi. In: Papers. RePEc:arx:papers:2402.17932.

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2024The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Napoletano, Mauro ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian. In: Working Papers. RePEc:cgs:wpaper:118.

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2024Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products. (2024). Evans, Benjamin Patrick ; Ardon, Leo ; Narayanan, Annapoorani Lakshmi ; Garg, Deepeka ; Henry-Nickie, Makada ; Ganesh, Sumitra. In: Papers. RePEc:arx:papers:2411.00563.

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2024Social Optimal Search Intensity in Over-the-Counter Markets. (2024). Liu, Shuo. In: Review of Economic Dynamics. RePEc:red:issued:22-80.

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2024Unwinding quantitative easing: State dependency and household heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001946.

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2024The yield curve impact of government debt issuance surprises and the implications for QT. (2024). Lengyel, Andras ; Joyce, Michael. In: Bank of England working papers. RePEc:boe:boeewp:1097.

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2024Transforming Agricultural Productivity with AI-Driven Forecasting: Innovations in Food Security and Supply Chain Optimization. (2024). Dhal, Sambandh Bhusan ; Kar, Debashish. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:4:p:46-951:d:1502433.

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2024Forecast combination and interpretability using random subspace. (2024). Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304455.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2024Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995.

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2024The globalization of climate change: amplification of climate-related physical risks through input-output linkages. (2024). Senner, Richard ; Fahr, Stephan ; Vismara, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20242942.

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2024US international trade policy: Scenarios of protectionism and trade wars. (2024). Robinson, Sherman ; Thierfelder, Karen. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:4:p:723-739.

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2024Deep trade agreements and agri-food global value chain integration. (2024). Steinbach, Sandro ; Kim, Dongin ; Zurita, Carlos. In: Food Policy. RePEc:eee:jfpoli:v:127:y:2024:i:c:s0306919224000976.

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2024Belgiums import and export dependence on non-EU countries. (2024). Rayp, Glenn ; Dumont, Michel. In: MPRA Paper. RePEc:pra:mprapa:125112.

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2024Pension Liquidity Risk. (2024). Ranaldo, Angelo ; Duijm, Patty ; Klingler, Sven ; Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:801.

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2024Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02849.

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2024Non cooperative Liquidity Games and their application to bond market trading. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02865.

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2024Reaching for Duration and Leverage in the Treasury Market. (2024). Kahn, Robert ; Barth, Daniel ; Monin, Phillip J ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-39.

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2024The contradictions of unconventional monetary policy as a post-2008 thwarting mechanism: financial dominance, shadow banking, and inequality. (2024). Schairer, Simon. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00115-3.

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2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

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2024TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2410.21280.

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2024Collateral Demand in Wholesale Funding Markets. (2024). Coen, Jamie ; Hser, Anne-Caroline. In: TSE Working Papers. RePEc:tse:wpaper:130323.

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2024Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics. (2024). Vidler, Alicia ; Walsh, Toby. In: Papers. RePEc:arx:papers:2501.16331.

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2024The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage. (2024). Nathan, Daniel ; ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001119.

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2024Inflationary dynamics of labour market activity: Evidence from the Czech Republic. (2024). unal, umut ; Maialeh, Robin ; Sirot, Guilhem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1309-1327.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2024Regulation and bank lending in South Africa a narrative index approach. (2024). Viegi, Nicola ; Sibande, Xolani ; Koch, Steve ; Mncube, Keaoleboga ; Nxumalo, Dumakude. In: Working Papers. RePEc:rbz:wpaper:11069.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2024How much a dollar cost: Currency hierarchy as a driver of ecologically unequal exchange. (2024). Olk, Christopher. In: World Development. RePEc:eee:wdevel:v:180:y:2024:i:c:s0305750x24001190.

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2024Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies. (2024). Huetsch, Leon ; Davis, Josh ; Fuenzalida, Cristian ; Mills, Benjamin ; Taylor, Alan M. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000436.

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2024Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Castelnuovo, Efrem ; Andreasen, Martin M ; Pellegrino, Giovanni ; Caggiano, Giovanni. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290.

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2024The Speed of Firm Response to Inflation. (2024). Yotzov, Ivan ; Thwaites, Gregory ; Mizen, Paul ; Bunn, Philip ; bloom, nicholas. In: Discussion Papers. RePEc:cfm:wpaper:2425.

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2024The speed of firm response to inflation. (2024). Yotzov, Ivan ; Mizen, Paul ; bloom, nicholas ; Bunn, Philip ; Thwaites, Gregory. In: Bank of England working papers. RePEc:boe:boeewp:1085.

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2024The Dynamics of Large Inflation Surges. (2024). Ranoov, Tereza ; Ottonello, Pablo ; Blanco, Andres. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99038.

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2024Examining the New Keynesian Phillips Curve in the U.S.: Why has the relationship between inflation and unemployment weakened?. (2024). Haschka, Rouven E. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000516.

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2024How good are banks’ forecasts?. (2024). Memmel, Christoph ; Heckmann-Draisbach, Lotta. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004071.

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2024Shifting the yield curve for fixed-income and derivatives portfolios. (2024). Ruzzi, Dario ; Segura, Anatoli ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2412.15986.

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2024Artificial intelligence and big holdings data: Opportunities for central banks. (2024). Yogo, Motohiro ; Gabaix, Xavier ; Richmond, Robert. In: BIS Working Papers. RePEc:bis:biswps:1222.

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2024Lumpy forecasts. (2024). Turen, Javier ; Baley, Isaac. In: Economics Working Papers. RePEc:upf:upfgen:1898.

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2024Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161.

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2024Food prices matter most: Sensitive household inflation expectations. (2024). Naylor, Matthew ; ANESTI, NIKOLETA ; Esady, Vania. In: Discussion Papers. RePEc:cfm:wpaper:2434.

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2024Trust in central banks. (2024). Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20243006.

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2024Sovereign Default and FDI Transactions: Evidence from Argentina. (2024). Fernandes, Miguel ; Pascoa, Mario. In: School of Economics Discussion Papers. RePEc:sur:surrec:0224.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Working papers. RePEc:yon:wpaper:2024rwp-229.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Research Papers. RePEc:liv:livedp:202411.

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2024Liquidation Value and Loan Pricing. (2024). Schepens, Glenn ; Barbiero, Francesca ; Sigaux, Jeandavid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:95-128.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Cincinelli, Peter ; Urga, Giovanni ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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2024Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy.. (2024). Paccagnini, Alessia ; Colombo, Valentina. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def131.

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2024Monetary policy rules: the market’s view.. (2024). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def137.

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2024When climate meets real estate: A survey of the literature. (2024). Suandi, Matthew ; Contat, Justin ; Mejia, Luis ; Hopkins, Carrie. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:618-659.

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2024Climate change and the macroeconomics of bank capital regulation. (2024). Kaldorf, Matthias ; Giovanardi, Francesco. In: Discussion Papers. RePEc:zbw:bubdps:298857.

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2024Green transition and financial stability: The role of green monetary and macroprudential policies and vouchers. (2024). Chan, Ying Tung ; Punzi, Maria Teresa ; Zhao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001579.

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2024Climate Change and the Macroeconomics of Bank Capital Regulation. (2024). Kaldorf, Matthias ; Giovanardi, Francesco. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302379.

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Recent citations
Recent citations received in 2024
YearCiting document
2024Global Value Chains and the Phillips Curve: a Challenge for Monetary Policy. (2024). Siena, Daniele ; Florio, Anna ; Zago, Riccardo. In: Working papers. RePEc:bfr:banfra:970.

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2024Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2024Mortgage Lock‐In, Mobility, and Labor Reallocation. (2024). Liu, LU ; Fonseca, Julia. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3729-3772.

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2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

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2024Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088.

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2024Monetary policy rules: the market’s view.. (2024). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def137.

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2024The inflationary consequences of prioritising central bank profits. (2024). Schumacher, Julian ; Pool, Sebastiaan ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20242985.

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2024Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497.

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2024Consumer Credit Reporting Data. (2024). van der Klaauw, Wilbert ; Lee, Donghoon ; Guttman-Kenney, Benedict ; Gibbs, Christa ; Nelson, Scott ; Wang, Jialan. In: Staff Reports. RePEc:fip:fednsr:98658.

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2024Enhancing User Experience and Sustainability in Open Banking Using PLS-SEM. (2024). Alojail, Mohammed ; Althinayyan, Tala. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:9656-:d:1514812.

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2024Balance sheet policies and Central Bank losses in a HANK model. (2024). Perdereau, Yann ; Labrousse, Charles. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04577286.

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2024Collateral Demand in Wholesale Funding Markets. (2024). Coen, Jamie ; Hser, Anne-Caroline. In: TSE Working Papers. RePEc:tse:wpaper:130323.

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Recent citations received in 2023
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2023US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915.

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2023The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets Limits of Arbitrage. (2023). Nathan, Daniel ; ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:2316.

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2023Who borrows from money market funds?. (2023). Doerr, Sebastian ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2312d.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023Do non-bank lenders mitigate credit supply shocks? Evidence from a major bank exit. (2023). Peia, Oana ; McGeever, Niall ; McCann, Fergal. In: Research Technical Papers. RePEc:cbi:wpaper:9/rt/23.

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2023Bootstrap Performance with Heteroskedasticity.. (2023). Monticini, Andrea ; Davidson, Russell. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def130.

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2023When Climate Meets Real Estate: A Survey of the Literature. (2023). Suandi, Matthew ; Hopkins, Caroline ; Contat, Justin ; Mejia, Luis. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:23-05.

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Recent citations received in 2022
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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2022A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitrios. In: Working Papers. RePEc:bog:wpaper:301.

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2022Heterogeneous Household Responses to Energy Price Shocks. (2022). Wauters, Joris ; Peersman, Gert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10157.

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2022Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege. (2022). Kahn, Robert ; Dilts Stedman, Karlye ; Alquist, Ron. In: Research Working Paper. RePEc:fip:fedkrw:94751.

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2022Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept. (2022). Schnattinger, Philip ; Kotlicki, Artur ; Duprey, Thibaut ; Hurd, Thomas R ; Baharian, Soheil ; Rigobon, Daniel E. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:183-:d:794531.

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2022A micro-macro model of foreign direct investment: knowledge-based gravity forces, self-selection and third-country effects. (2022). Kox, Henk. In: MPRA Paper. RePEc:pra:mprapa:115542.

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2022Heterogeneous Household Responses to Energy Price Shocks. (2022). Wauters, Joris ; Peersman, Gert. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:22/1058.

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2022A micro-macro model of foreign direct investment: Knowledge-based gravity forces, self-selection and third-country effects. (2022). Kox, Henk. In: EconStor Preprints. RePEc:zbw:esprep:266494.

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Recent citations received in 2021
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2021Corporate indebtedness and macroeconomic stabilisation from a long-term perspective. (2021). Schularick, Moritz. In: ECONtribute Policy Brief Series. RePEc:ajk:ajkpbs:024.

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2021Systemic implications of the bail-in design. (2021). Farmer, J. ; Goodhart, Charles ; Kleinnijenhuis, Alissa. In: INET Oxford Working Papers. RePEc:amz:wpaper:2021-21.

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2021Monetary Policy in the Age of Automation. (2021). Wolf, Martin ; Fornaro, Luca. In: Working Papers. RePEc:bge:wpaper:1290.

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2021The constraint on public dept when r. (2021). Reis, Ricardo. In: BIS Working Papers. RePEc:bis:biswps:939.

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2021Is window dressing by banks systemically important?. (2021). Lewrick, Ulf ; Senik, Taja ; Garcia, Luis. In: BIS Working Papers. RePEc:bis:biswps:960.

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2021The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF. (2021). Zakrajšek, Egon ; Yue, Vivian ; Wei, Bin ; Gilchrist, Simon ; Zakrajek, Egon. In: BIS Working Papers. RePEc:bis:biswps:963.

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2021Non-bank financial intermediaries and financial stability. (2021). Shin, Hyun Song ; Schrimpf, Andreas ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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2021Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474.

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2021The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0902.

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2021Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks. (2021). Willison, Matthew ; Sanders, Austen. In: Bank of England working papers. RePEc:boe:boeewp:0922.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Anesti, Nikoleta ; Kalamara, Eleni. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021Flexible inflation targeting with active fiscal policy. (2021). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0928.

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2021Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs. (2021). Hurley, James ; Walker, Daniel. In: Bank of England working papers. RePEc:boe:boeewp:0943.

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2021Optimal monetary policy mix at the zero lower bound. (2021). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0945.

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2021Refinancing cross-subsidies in the mortgage market. (2021). Ramadorai, Tarun ; Gavazza, Alessandro ; Liu, LU ; Tripathy, Jagdish ; Fisher, Jack. In: Bank of England working papers. RePEc:boe:boeewp:0948.

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2021The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954.

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2021Estimating the Fed’s Unconventional Policy Shocks. (2021). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20210.

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2021A toolkit for computing Constrained Optimal Policy Projections (COPPs). (2021). Ristiniemi, Annukka ; Mazelis, Falk ; de Groot, Oliver ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20212555.

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2021Estimating Fed’s unconventional policy shocks. (2021). Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20212585.

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2021The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Poncela, Pilar ; Miranda, Karen. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021The macroeconomics of automation: Data, theory, and policy analysis. (2021). Yedid-Levi, Yaniv ; Siu, Henry ; Saporta Eksten, Itay ; Jaimovich, Nir ; Saporta-Eksten, Itay. In: Journal of Monetary Economics. RePEc:eee:moneco:v:122:y:2021:i:c:p:1-16.

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2021Systemic implications of the bail-in design. (2021). Farmer, J. ; Goodhart, C. A. E., ; Kleinnijenhuis, Alissa M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111903.

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2021Robot Penetration and Task Changes. (2021). Shirota, Toyoichiro ; Fujiwara, Ippei ; Toyoichiro, Shirota ; Ippei, Fujiwara ; Kosuke, Arai. In: Discussion papers. RePEc:eti:dpaper:21093.

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2021Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2021). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:fip:fedmwp:93468.

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2021Reserves Were Not So Ample After All. (2021). Duffie, Darrell ; Copeland, Adam ; Yang, Yilin. In: Staff Reports. RePEc:fip:fednsr:92866.

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2021A Toolkit for Computing Constrained Optimal Policy Projections (COPPs). (2021). Ristiniemi, Annukka ; Mazelis, Falk ; de Groot, Oliver ; Motto, Roberto. In: Research Papers. RePEc:liv:livedp:202112.

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2021Demographics, Wealth, and Global Imbalances in the Twenty-First Century. (2021). Rognlie, Matthew ; Martenet, Frederic ; Auclert, Adrien ; Malmberg, Hannes. In: NBER Working Papers. RePEc:nbr:nberwo:29161.

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2021Box A: The European Unions Carbon Border Adjustment Mechanism: levelling the EU carbon playing field. (2021). Dumitru, Alexandra. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:11-12.

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2021Box B: Furlough and household financial distress during the Covid-19 pandemic - insights for future lockdowns. (2021). Görtz, Christoph ; Yeromonahos, Mallory ; McGowan, Danny ; Grtz, Christoph. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:14-15.

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2021Box C: Wage pressures: a perspective from online job advertisements. (2021). Kennedy, Jack. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:17-18.

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2021Box D: The new employment tax. (2021). Mortimer-Lee, Paul. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:29-31.

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2021Foreward: Rip it up and Start Again. (2021). Chadha, Jagjit. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:3.

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2021UK Regional Outlook: Autumn 2021. (2021). Rincon-Aznar, Ana ; Bhattacharjee, Arnab ; Aitken, Andrew ; Marioni, Larissa ; Pabst, Adrian ; Szendrei, Tibor ; Tong, Manuel. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:33-40.

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2021Overview. (2021). , Niesr. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:4-5.

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2021Box E: Distributional impacts of Covid-19 and potential for policy intervention. (2021). Bhattacharjee, Arnab ; Szendrei, Tibor. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:41-44.

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2021Appendix. (2021). , Niesr. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:45-53.

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2021Shortages and fiscal tightening threaten economic recovery from Covid-19. (2021). Macqueen, Rory ; Lenoel, Cyrille ; Mortimer-Lee, Paul. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:i:4:y:2021:p:6-32.

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2021the General Equilibrium Incidence of the Earned Income Tax Credit. (2021). Watson, Christopher. In: SocArXiv. RePEc:osf:socarx:8n3ag.

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2021Taking uncertainty seriously: simplicity versus complexity in financial regulation. (2021). Kapadia, Sujit ; Katsikopoulos, Konstantinos ; Gigerenzer, Gerd ; Murphy, Emma ; Aikman, David ; Kothiyal, Amit ; Neumann, Tobias ; Galesic, Mirta. In: Industrial and Corporate Change. RePEc:oup:indcch:v:30:y:2021:i:2:p:317-345..

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2021The signalling channel of negative interest rates. (2021). Haas, Alexander ; de Groot, Oliver. In: Economics Series Working Papers. RePEc:oxf:wpaper:956.

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2021Revisiting Thailands Monetary Policy Model for an Integrated Policy Analysis. (2021). Nookhwun, Nuwat ; Apaitan, Tosapol ; Hiruntiaranakul, Savaphol ; Amatyakul, Pongpitch. In: PIER Discussion Papers. RePEc:pui:dpaper:164.

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2021.

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2021Shortterm impacts and interaction of macroprudential policy tools. (2021). de Jager, Shaun ; Ehlers, Riaan ; Pienaar, Pieter ; Mojapelo, Keabetswe. In: Working Papers. RePEc:rbz:wpaper:11020.

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2021A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention. (2021). Stolbov, Mikhail ; Shchepeleva, Maria A ; Karminsky, Alexander M. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00257-x.

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2021Firm responses to the pandemic crisis: sticky capabilites and widespread restructuring. (2021). Virgillito, Maria Enrica ; Dosi, Giovanni ; Costa, Stefano ; de Santis, Stefano ; Monducci, Roberto ; Sbardella, Angelica. In: LEM Papers Series. RePEc:ssa:lemwps:2021/48.

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2021Zombies at Large? Corporate Debt Overhang and the Macroeconomy. (2021). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Kornejew, Martin. In: Working Papers Series. RePEc:thk:wpaper:inetwp168.

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2021Climate crisis, central banks and the IMF reform. (2021). Andrzej, Sawiski ; Anna, Chmielewska. In: Economics and Business Review. RePEc:vrs:ecobur:v:7:y:2021:i:4:p:7-27:n:6.

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2021Quantiles of growth: Household debt and growth vulnerabilities in Finland. (2021). Voutilainen, Ville ; Nyholm, Juho. In: BoF Economics Review. RePEc:zbw:bofecr:22021.

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2021Facts and fiction in oil market modeling. (2021). Kilian, Lutz. In: CFS Working Paper Series. RePEc:zbw:cfswop:661.

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