External Publications
by Bank of England staff in Journals 2005
The information is presented alphabetically by title.
- Analytics of sovereign debt restructuring
Andrew G Haldane, Adrian Penalver, Victoria Saporta and Hyun Song Shin, Bank of England Financial Stability
Journal of International Economics,Volume 65, Issue 2 - An empirical analysis of the dynamic relation between investment-grade
bonds and credit default swaps
Roberto Blanco
Simon Brennan, Bank of England Monetary Analysis
Ian W Marsh
Journal of Finance,Volume 60, Issue 5 - Banking crises and the design of safety nets
Glenn Hoggarth, Patricia Jackson and Erland Nier, Bank of England Financial Stability
Journal of Banking and Finance,Volume 29, Issue 1 - Committees versus individuals: an experimental analysis
of monetary policy decision-making
Claire Lombardelli, James Proudman and James Talbot, Bank of England Monetary Analysis
International Journal of Central Banking - Exchange rate predictability and monetary fundamentals
in a small multi-country panel
Jan Groen, Bank of England Monetary Analysis
Journal of Money, Credit and Banking ,Volume 37 - Financial pressure, monetary policy effects and inventories:
firm-level evidence from a market-based and a bank-based
financial system
Andrew Benito, Bank of England Monetary Analysis
Economica, Volume 72 - Forecasting with measurement error in dynamic models
Richard Harrison, George Kapetanios and Tony Yates, Bank of England Monetary Analysis
International Journal of Forecasting, Volume 21 - ICT - specific technological progress
Hasan Bakhshi and Jens Larsen, Bank of England Monetary Analysis
Journal of Macroeconomics,Volume 27, Number 4 - Inflation dynamics, marginal costs, and the output
gap: evidence from three countries
Katharine Neiss and Edward Nelson, Bank of England Monetary Analysis
Journal of Money, Credit and Banking - Inflation, price level and hybrid rules under inflation
uncertaintly
Jarkko Jaaskela, Bank of England Monetary Analysis
Scandinavian Journal of Economics,Volume 107, Number 1 - Liquidity risk and contagion
Rodrigo Cifuentes, Gianluigui Ferrucci, Hyun Song Shin, Bank of England Financial Stability
Journal of the European Economic Association - Local power functions of tests for double unit roots
Niels Haldrup and Peter Lildholdt University of Aarhus
Statistica Neerlandica - Measuring total factor productivity for the United Kingdom
Charlotta Groth, Maria Gutierrez-Domenech and Sally Srinivasan, Bank of England Monetary Analysis
IFC Bulletin, Number 20 - New Phillips curve under alternative production technologies
for Canada, the United States and the euro area
Edith Gagnon
Hashmat Khan, Bank of England Monetary Analysis
European Economic Review,Volume 49, Issue 6 - Overcoming the zero bound on nominal interest rates with
negative interest on currency
Willem Buiter, Bank of England External MPC Unit
Nikolaos Panigirtzoglou, Bank of England Monetary Analysis
Economic Journal - Persistence without too much price stickiness: the
role of variable factor utilisation
Katharine Neiss and Evi Pappa, Bank of England Monetary Analysis
Review of Economic Dynamics, Volume 8, Issue 1 - PPP strikes back. Aggregation and the real exvhange rate
Jean Imbs and Morten Ravn, London Business School
Haroon Mumtaz, Bank of England Monetary Analysis
Helene Rey, Princeton University
Journal of Economics - Price-setting behaviour, competition, and mark-up shocks
in the New Keynesian Model
Hashmat Kahn, Bank of England Monetary Analysis
Economic Letters, Volume 87 - Rational expectations and fixed event forecasts
Hashan Bakhshi, George Kapetanios and Tony Yates, Bank of England Monetary Analysis
Empirical Economics, Volume 30 - Real estate indicators and financial stability
Robert Woods, Bank of England Monetary Analysis
Bank for International Settlements, Paper Number 21 - Response to 'Social value of public information: Morris
and Shin (2002) is actually pro transparency, not con
Stephen Morris
Hyun Song Shin, London School of Economics
Hui Tong, Bank of England Financial Stability
American Economic Review - Returns on equity, investment and Q: evidence from the
UK
Simon Price and Christoph Schleicher, Bank of England Monetary Analysis
Manchester School, Volume 73 - Risk-taking incentives: a review of the literature
Richard Windram, Bank of England Financial Stability
Journal of Economic Surveys, Volume 19, Issue 1 - Uncertainty, investment and economic growth: evidence from
a dynamic panel
Dimitrios Asteriou, City University
Simon Price, Bank of England Monetary Analysis
Review of Development Economics, Volume 9, Issue 2
