External Publications
by Bank of England staff in Journals 2007
The information is presented alphabetically by title.
- Codependence in cointegrated autoregressive models
Christoph Schleicher
Journal of Applied Econometrics, Volume 22, Issue 1, March - Comovements in the equity prices of large complex financial institutions
Christian Hawkesby and Ian Marsh
Journal of Financial Stability, March - Do structural asymmetries increase the gains from international fiscal policy coordination?
Morten Spange
The Manchester School, Volume 75, Number 1, January - Drift and breaks in labour productivity
Luca Benati, Bank of England Monetary Analysis Structural Economic Analysis Division
Journal of Economic Dynamics and Control, Volume 31, Issue 1 (pgs 305-324), August - Escaping volatile inflation
Tony Yates
Journal of Money, Credit and Banking, Volume 39, Number 4 - Estimates of the sticky-information Phillips curve for the United States
Hashmat Khan
Journal of Money, Credit and Banking, Volume 39, Number 5, August - Factor utilisation and adjusted productivity estimates for the United Kingdom
Jens Larsen, Katharine Neiss and Fergal Shortall
Oxford Bulletin of Economics and Statistics, Volume 2, Issue 69, May - Financial innovation, macroeconomic stability and systemic crises
Prasanna Gai, Sujit Kapadia, Stephen Millard and Ander Perez
Economic Journal - Financial innovation, macroeconomic stability and systemic crises
Prasanna Gai, Sujit Kapadia, Stephen Millard and Ander Perez
March 2008 Economic Journal Vol. 118, No. 527, pages 401-26. - Financial pressure and balance sheet adjustment by firms
Andrew Benito and Garry Young
Oxford Bulletin of Economics and Statistics, Volume 5, Issue 69, October - Network models and financial stability
Erlend Nier, Jing Yang and Tanju Yorulmazer
Journal of Economic Dynamics and Control, Volume 31, Issue 6, June - Skill heterogeneity and equilibrium unemployment
Rebecca Riley and Garry Young.
Oxford Economic Papers, 59(4), 702-725, (October 2007) - Systemic risk in modern financial systems: analytical and policy design
Nigel Jenkinson, Prasanna Gai and Surjit Kapadia
Journal of Risk Finance, Volume 8, Issue 2, January - Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Andrew Blake and George Kapetanios, Bank of England Monetary Analysis
Journal of Econometrics, Volume 137(2) - Testing for neglected nonlinearity in cointegrating relationships
Andrew Blake and George Kapetanios, Bank of England Monetary Analysis
Journal of Time Series Analysis, Volume 28(6)
- That elusive elasticity and the ubiquitous bias: is panel data a panacea?
James Smith, Bank of England Monetary Analysis
Journal of Macroeconomics, September - The dynamics of aggregate UK consumers’ non-durable expenditure
Simon Price, Andrew Blake, Emilio Fernandez-Corugedo and Simon Price, Bank of England Monetary Analysis Structural Economic Analysis Division
Economic Modelling, Volume 24, Issue 3 (pgs 453-469), January - The Fed's monetary policy rule and US inflation: The case of asymmetric preferences
Paolo Surico
Journal of Economic Dynamics and Control, Volume 31, Issue 1, January
- The New Keynesian Phillips curve under trend inflation and strategic complementarity
Hasan Bakhshi, Bank of England, Financial Stability, Pablo Burriel-Llombar, Hashmat Khan and Barbara Rudolf
Journal of Macroeconomics, Volume 29, Issue 1, March - The time-varying Phillips correlation
Luca Benati, Bank of England Monetary Analysis
Journal of Money, Credit and Banking, Volume 39, Issue 5 (pgs 1275-1283), August - Too many to fail - an analysis of time-consistency in bank closure policies
Tanju Yorulmazer
Journal of Financial Intermediation, Volume 16, Issue 1, January
