External Publications
by Bank of England staff in Journals 2006
The information is presented alphabetically by title.
- A model of bank capital, lending and the macroeconomy: Basel I versus Basel II
Lea Zicchino, Bank of England Monetary Analysis
Manchester School, September - Asset price-based estimates of sterling exchange rate risk
premia
R Balakrishnan, International Monetary Fund
Jan Groen, Bank of England Monetary Analysis
Journal of International Money and Finance, Volume 25 - Bank loans versus bond finance: implications for
sovereign debtors
Misa Tanaka, Bank of England Financial Stability
Economic Journal, Volume 116 - Calibrating capital adjustment costs in the New-Keynesian model
Charlotta Groth, Bank of England Monetary Analysis
Economic Letters, Volume 93, September - Corporate cross-holdings of equity, leverage and
pensions: simulation and empirical evidence from the UK
Kamakshya Trivedi and Garry Young, Bank of England Financial Stability
Economic Journal, Volume 116 - Evolving international inflation dynamics: world and country specific factors
Haroon Mumtaz & Paolo Surico, Bank of England Monetary Analysis
Journal of Monetary Economics - Financial development and dynamic investment behaviour: evidence from panel
VAR
Inessa Love, World Bank
Lea Zicchino, Bank of England Monetary Analysis
Quarterly Review of Economics and Finance, May - Forecasting using predictive likelihood model averaging
Simon Price, Vincent Labhard and George Kapetanios
Economic Letters, Volume 91 (pgs 373-79), June - Housing markets and the down-payment constraint
Andrew Benito, Bank of England Monetary Analysis
Journal of Housing Economies - Is the exchange rate a shock absorber or a source of shocks? New empirical
evidence
Katie Farrant, Bank of England Monetary Analysis
Gert Peersman, Bank of England Monetary Analysis
Journal of Money, Credit and Banking, Volume 38, Number 4, June - Measuring the UK short run NAIRU
Nicoletta Batini and Jennifer V Greenslade
Oxford Economic Papers, Volume 58, Number 1, January - Misperceptions and monetary policy in a New-Keynesian model
Jarkko Jaaskela and Jack McKeown
Scottish Journal of Political Economy, Volume 53, Issue 5, November - Modelling currency crises in emerging markets: a dynamic probit model with unobserved heterogeneity and autocorrelated errors
Merxe Tudela
Oxford Bulletin of Economic Statistics, Volume 68, Number 4 - Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics
Fabrizio Zampolli, Bank of England Monetary Analysis
Journal of Economic Dynamics and Control - Pricing multivariate currency options with Copulas
Christoph Schleicher and Mark Salmon
Copulas, from theory to application in finance - The determinants of unsecured borrowing: evidence from the BHPS
Ana del Rio and Garry Young
Applied Financial Economics, Volume 16
- Towards a measure of financial fragility
Oriol Aspachs, London School of Economics
Dimitrios Tsomocos, Oxford University
Lea Zicchino, Bank of England Monetary Analysis
Annals of Finance - Whatever happened to Goldilocks? The role of expectations
in estimates of the NAIRU in the US and UK
Rebecca Driver, Jennifer Greenslade and Richard Pierse, Bank of England Monetary Analysis
Oxford Bulletin of Economics and Statistics, Volume 68, Number 1
