Lena Boneva

Economist - Policy Analysis and Liaison Team, Sterling Markets Division

Lena's research focuses on topics in macroeconomics, forecasting and panel data econometrics. She completed a PhD at the London School of Economics on panel data econometrics with cross-sectional dependence.

Lena's selected academic publications

A Discrete Choice Model for Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance, with O Linton, Journal of Applied Econometrics (forthcoming)
Some Unpleasant Properties of Log-linearized Solutions when the Nominal Rate is Zero, with T Braun and Y Waki, Journal of Monetary Economics (2016)
The Effect of Unconventional Monetary Policy on Inflation Expectations: Evidence from Firms in the United Kingdom, with J Cloyne, M Weale and T Wieladek, International Journal of Central Banking (2016)
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market - Journal of Applied Econometrics (forthcoming)
A Semiparametric Model for Heterogeneous Panel Data with Fixed Effects - Journal of Econometrics (2015)
Asymmetry in Government Bond Returns - Journal of Banking and Finance (2013)
New Keynesian Dynamics in a Low Interest Rate Environment - Journal of Economic Dynamics and Control (2011)

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