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Content
2025
- 1129 Modelling income risk dynamics in the UK: a parametric approach
by Marco D’Amico & Martina Fazio - 1128 The positive neutral countercyclical capital buffer
by Manuel A. Muñoz & Frank Smets - 1127 Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers
by Marcus Buckmann & Ed Hill - 1126 Investors as a liquidity backstop in corporate bond markets
by Carole Comerton-Forde & Billy Ford & Thierry Foucault & Simon Jurkatis - 1125 Food prices matter most: sensitive household inflation expectations
by Nikoleta Anesti & Vania Esady & Matthew Naylor - 1124 It is all about demand and supply: a dualistic view of the euro area business cycle
by Davide Brignone & Marco Mazzali - 1123 Relationship lending and monetary policy pass-through
by Jin Cao & Pierre Dubuis & Karolis Liaudinskas - 1122 Agent-based modeling at central banks: recent developments and new challenges
by András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc - 1121 Do portfolio companies learn from their peers? Evidence from venture capital funding
by Salim Chahine & Mai Daher - 1120 Weathering the storm: sectoral economic and inflationary effects of floods and the role of adaptation
by Matteo Ficarra & Rebecca Mari - 1119 Insurers monitor shocks to collateral: micro evidence from mortgage‑backed securities
by Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi - 1118 Geopolitical risk shocks: when size matters
by Davide Brignone & Luca Gambetti & Martino Ricci - 1117 Monetary policy along the yield curve: why can central banks affect long-term real rates?
by Paul Beaudry & Paolo Cavallino & Tim Willems - 1116 Local Projections vs. VARs for structural parameter estimation
by Juan Castellanos - 1115 Monetary transmission through the housing sector
by Daniel Albuquerque & Thomas Lazarowicz & Jamie Lenney - 1114 Liquidity, monetary policy and the commodity futures market
by Miruna-Daniela Ivan & Chiara Banti & Neil Kellard - 1113 Dealers, information and liquidity provision in safe assets
by Robert Czech & Win Monroe - 1112 Bouncing back: how mothballing curbs prices
by Thibaut Duprey & Artur Kotlicki & Daniel Rigobon & Philip Schnattinger - 1111 The anatomy of a shock to residential real estate: the role of lending
by Sidharth Moktan & Benjamin Guin & Liam Clarke - 1110 The Bank of England’s statutory monetary policy objectives: a historical and legal account
by Michael Salib & Mesha Ghazaleh - 1109 Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom
by Natalie Burr - 1108 QT versus QE: who is in when the central bank is out?
by Iryna Kaminska & Alex Kontoghiorghes & Walker Ray - 1107 How curvy is the Phillips curve?
by Philip Bunn & Lena Anayi & Nicholas Bloom & Paul Mizen & Gregory Thwaites & Ivan Yotzov - 1104 The effect of mortgage brokers on banks’ business models
by Marcus Buckmann & Buckmann Eccles
2024
- 1106 Monetary policy and sentiment-driven fluctuations
by Jenny Chan - 1105 When refinancing meets monetary tightening: heterogeneous impacts on spending and debt via mortgage modifications
by Philippe Bracke & Matthew Everitt & Martina Fazio & Alexandra Varadi - 1103 Topography of the FX derivatives market: a view from London
by Sinem Hacioğlu-Hoke & Daniel Ostry & Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang - 1102 Forbearance lending as a crisis management tool: evidence from Japan
by Isabelle Roland & Yukiko Saito & Philip Schnattinger - 1101 The role of central bank digital currency in an increasingly digital economy
by Benjamin Hemingway - 1100 How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
by Livia Silva Paranhos - 1099 The labour market costs of job displacement by migrant status
by Maria Balgova & Hannah Illing - 1098 Regulatory stringency as a competitive tool for financial centres
by Carlos Cañón Salazar & Misa Tanaka & John Thanassoulis - 1097 The yield curve impact of government debt issuance surprises and the implications for QT
by Michael Joyce & Andras Lengyel - 1096 The Decision Maker Panel: a user’s guide
by Philip Bunn & Nicholas Bloom & Alice Crundwell & Sami Khan & Craig Menzies & Paul Mizen & Molly Sculthorpe & Krishan Shah & Gregory Thwaites & Ivan Yotzov - 1095 Firm climate investment: a glass half-full
by Prachi Srivastava & Nicholas Bloom & Philip Bunn & Paul Mizen & Gregory Thwaites & Ivan Yotzov - 1094 How food prices shape inflation expectations and the monetary policy response
by Dario Bonciani & Riccardo M Masolo & Silvia Sarpietro - 1093 Firm financial conditions and the transmission of monetary policy
by Thiago R T Ferreira & Daniel A Ostry & John Rogers - 1092 Shock transmission, global supply chains, and development: assessing responses to trade shocks
by Akanksha Burman & Peter Egger & Rebecca Freeman & Jean‑Christophe Maur & Nadia Rocha & Angelos Theodorakopoulos - 1091 Reallocation, productivity, and monetary policy in an energy crisis
by Boris Chafwehé & Andrea Colciago & Romanos Priftis - 1090 Quantitative easing and quantitative tightening: the money channel
by Michael Kumhof & Mauricio Salgado-Moreno - 1089 Fire sales of safe assets
by Gabor Pinter & Emil Siriwardane & Danny Walker - 1088 Whose asset sales matter?
by Rhys Bidder & Jamie Coen & Caterina Lepore & Laura Silvestri - 1087 Firms’ sales expectations and marginal propensity to invest
by Andrea Alati & Johannes J Fischer & Maren Froemel & Ozgen Ozturk - 1086 Housing-consumption channel of mortgage demand
by Gabriel M Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy - 1085 The speed of firm response to inflation
by Ivan Yotzov & Nicholas Bloom & Philip Bunn & Paul Mizen & Gregory Thwaites - 1084 Targeted financial conditions indices and growth-at-risk
by Fernando Eguren-Martin & Sevim Kösem & Guido Maia & Andrej Sokol - 1083 The impact of aggregate fluctuations across the UK income distribution
by Tomas Key & Jamie Lenney - 1082 Collateral demand in wholesale funding markets
by Jamie Coen & Patrick Coen & Anne-Caroline Hüser - 1081 Measuring capital at risk with financial contagion: two-sector model with banks and insurers
by Giovanni Covi & Anne-Caroline Huser - 1080 The effects of macroprudential policy announcements on systemic risk
by Kristina Bluwstein & Alba Patozi - 1079 Controls, not shocks: estimating dynamic causal effects in macroeconomics
by Simon Lloyd & Ed Manuel - 1078 Forecast accuracy and efficiency at the Bank of England – and how errors can be leveraged to do better
by Derrick Kanngiesser & Tim Willems - 1077 Human capital ladders, cyclical sorting, and hysteresis
by Edoardo Acabbi & Andrea Alati & Luca Mazzone - 1076 The heterogeneous effects of carbon pricing: macro and micro evidence
by Brendan Berthold & Ambrogio Cesa-Bianchi & Federico Di Pace & Alex Haberis - 1075 Growth-at-risk for macroprudential policy stance assessment: a survey
by Tihana Škrinjarić - 1074 Dominant currency pricing transition
by Marco Garofalo & Giovanni Rosso & Roger Vicquéry - 1073 LASH risk and interest rates
by Laura Alfaro & Saleem Bahaj & Robert Czech & Jonathon Hazell & Ioana Neamțu - 1072 The role of finance for export dynamics: evidence from the UK
by Aydan Dogan & Ida Hjortsoe - 1071 An approach to cleaning MiFID II corporate bond transaction reports
by Simon Jurkatis - 1070 Monetary policy consequences of financial stability interventions: assessing the UK LDI crisis and the central bank policy response
by Nicolò Bandera & Jacob Stevens - 1069 Central bank profit distribution and recapitalisation
by Jamie Long & Paul Fisher - 1068 An unconventional FX tail risk story
by Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja - 1067 Information disclosure and information acquisition in credit markets
by Paolo Siciliani & Peter Eccles - 1066 The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model
by Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc - 1065 Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission
by Frederick van der Ploeg & Tim Willems - 1064 Energy and climate policy in a DSGE model of the United Kingdom
by Sandra Batten & Stephen Millard - 1063 Optimal quantitative easing and tightening
by Richard Harrison - 1062 Across the borders, above the bounds: a non-linear framework for international yield curves
by Laura Coroneo & Iryna Kaminska & Sergio Pastorello - 1061 Competing models of the Bank of England’s liquidity auctions: truthful bidding is a good approximation
by Charlotte Grace - 1060 Global value chains and the dynamics of UK inflation
by Tommaso Aquilante & Aydan Dogan & Melih Firat & Aditya Soenarjo - 1059 Customer data access and fintech entry: early evidence from open banking
by Tania Babina & Saleem Bahaj & Greg Buchak & Filippo De Marco & Angus Foulis & Will Gornall & Francesco Mazzola & Tong Yu - 1058 Asymmetric expectations of monetary policy
by Filippo Busetto - 1057 Screening using a menu of contracts: a structural model of lending markets
by Arthur Taburet & Alberto Polo & Quynh-Anh Vo - 1056 Principles and techniques to resolve large banks whose failure could have systemic consequences
by Peter Brierley - 1055 Quantitative easing and the functioning of the gilt repo market
by Mahmoud Fatouh & Simone Giansante & Steven Ongena - 1054 Behavioral lock-in: aggregate implications of reference dependence in the housing market
by Cristian Badarinza & Tarun Ramadorai & Juhana Siljander & Jagdish Tripathy - 1053 Moderation or indulgence? Effects of bank distribution restrictions during stress
by Jonathan Acosta-Smith & Jozef Barunik & Eddie Gerba & Petros Katsoulis
2023
- 1052 Hidden exposure: measuring US supply chain reliance
by Richard Baldwin & Rebecca Freeman & Angelos Theodorakopoulos - 1051 Defusing leverage: liquidity management and labor contracts
by Edoardo Acabbi & Andrea Alati - 1050 Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database
by Robin Braun & Silvia Miranda-Agrippino & Tuli Saha - 1049 Relationship discounts in corporate bond trading
by Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause - 1048 Leverage ratio and risk-taking: theory and practice
by Mahmoud Fatouh & Simone Giansante & Steven Ongena - 1047 Getting through: communicating complex information
by Michael McMahon & Matthew Naylor - 1046 Ring-fencing in financial networks
by Marco Bardoscia & Raymond Ka-Kay Pang - 1045 The liquidity state-dependence of monetary policy transmission
by Rodrigo Guimaraes & Gabor Pinter & Jean-Charles Wijnandts - 1044 An evaluation of the Bank of England’s ILTR operations: comparing the product-mix auction to alternatives
by Julia Giese & Charlotte Grace - 1043 Granular banking flows and exchange-rate dynamics
by Balduin Bippus & Simon Lloyd & Daniel Ostry - 1042 Foreign exchange hedging using regime-switching models: the case of pound sterling
by Taehyun Lee & Ioannis C Moutzouris & Nikos C Papapostolou & Mahmoud Fatouh - 1041 Energy prices and household heterogeneity: monetary policy in a Gas-TANK
by Jenny Chan & Sebastian Diz & Derrick Kanngiesser - 1040 Beliefs- and fundamentals-driven job creation
by Philip Schnattinger - 1039 Open banking, shadow banking and regulation
by Peter Eccles & Paul Grout & Anna Zalewska & Paolo Siciliani - 1038 Deep learning model fragility and implications for financial stability and regulation
by Rishabh Kumar & Adriano Koshiyama & Kleyton da Costa & Nigel Kingsman & Marvin Tewarrie & Emre Kazim & Arunita Roy & Philip Treleaven & Zac Lovell - 1037 Macroprudential stress‑test models: a survey
by David Aikman & Daniel Beale & Adam Brinley-Codd & Giovanni Covi & Anne‑Caroline Hüser & Caterina Lepore - 1036 Climate policies, macroprudential regulation, and the welfare cost of business cycles
by Barbara Annicchiarico & Marco Carli & Francesca Diluiso - 1035 Bank expectations and prudential outcomes
by Joel Suss & Adam Hughes - 1034 Mispricing in inflation markets
by Rodrigo Barria & Gabor Pinter - 1033 Vacancy posting, firm balance sheets, and pandemic policy
by David Van Dijcke & Marcus Buckmann & Arthur Turrell & Tomas Key - 1032 Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures
by Gabor Pinter & Danny Walker - 1031 The market for sharing interest rate risk: quantities behind prices
by Umang Khetan & Ioana Neamțu & Ishita Sen - 1030 Unwinding quantitative easing: state dependency and household heterogeneity
by Cristiano Cantore & Pascal Meichtry - 1029 Yield curve sensitivity to investor positioning around economic shocks
by Patrick Altmeyer & Leva Boneva & Rafael Kinston & Shreyosi Saha & Evarist Stoja - 1028 The market for inflation risk
by Saleem Bahaj & Robert Czech & Sitong Ding & Ricardo Reis - 1027 The transmission of macroprudential policy in the tails: evidence from a narrative approach
by Álvaro Fernández-Gallardo & Simon Lloyd & Ed Manuel - 1026 The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets
by Yuliya Baranova & Eleanor Holbrook & David MacDonald & William Rawstorne & Nicholas Vause & Georgia Waddington - 1025 Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity
by David Kohns & Galina Potjagailo - 1024 Revisiting the monetary transmission mechanism through an industry‑level differential approach
by Sangyup Choi & Tim Willens & Seung Yong Yoo - 1023 Price formation in markets with trading delays
by Gabor Pinter & Semih Uslu - 1022 Financial services trade restrictions and lending from an international financial centre
by Simon Lloyd & Dennis Reinhardt & Rhiannon Sowerbutts - 1021 The gravity of syndication ties in international equity underwriting
by Luke Milsom & Vladimír Pažitka & Isabelle Roland & Dariusz Wójcik - 1020 Self-fulfilling fire sales and market backstops
by Harkeerit Kalsi & Nicholas Vause & Nora Wegner - 1019 An anatomy of the 2022 gilt market crisis
by Gabor Pinter - 1018 Revisiting the effects of long-term unemployment on inflation: the role of non-linearities
by Vania Esady & Bradley Speigner & Boromeus Wanengkirtyo - 1017 Understanding climate-related disclosures of UK financial institutions
by Jonathan Acosta-Smith & Benjamin Guin & Mauricio Salgado-Moreno & Quynh-Anh Vo - 1016 The greening of lending: mortgage pricing of energy transition risk
by Jennifer Bell & Giuliana Battisti & Benjamin Guin - 1015 On the non-identification of revenue production functions
by David van Dijcke - 1014 Do firm expectations respond to monetary policy announcements?
by Federico Di Pace & Giacomo Mangiante & Riccardo Masolo - 1013 The cyclicality of bank credit losses and capital ratios under expected loss model
by Mahmoud Fatouh & Simone Giansante - 1012 Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers
by David Elliott & Ralf R Meisenzah & José-Luis Peydró - 1011 Useful, usable, and used? Buffer usability during the Covid-19 crisis
by Aakriti Mathur & Matthew Naylor & Aniruddha Rajan - 1010 Negative rates, monetary policy transmission and cross-border lending via international financial centres
by Desislava Andreeva & Andra Coman & Mary Everett & Maren Froemel & Kelvin Ho & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Andrew Wong & Eric Wong & Dawid Żochowski - 1009 The demand for long-term mortgage contracts and the role of collateral
by Lu Liu - 1004 The impact of changes in bank capital requirements
by Akash Raja - 1000 Network analysis of the UK reinsurance market
by Artur Kotlicki & Andrea Austin & David Humphry & Hanna Burnett & Philip Ridgill & Sam Smith - 999 The ring-fencing bonus
by Irem Erten & Ioana Neamtu & John Thanassoulis - 997 Structural change, global R* and the missing-investment puzzle
by Andrew Bailey & Ambrogio Cesa-Bianchi & Marco Garofalo & Richard Harrison & Nick McLaren & Rana Sajedi & Sophie Piton - 1 Getting through: communicating complex information
by Michael McMahon & Matthew Naylor
2022
- 1008 Measuring the effects of bank remuneration rules: evidence from the UK
by Ieva Sakalauskaite & Qun Harris - 1007 Real and nominal effects of monetary shocks under time-varying disagreement
by Vania Esady - 1006 The collection of slavery compensation, 1835-43
by Michael Anson & Michael D. Bennett - 1005 Interbank network and banks' credit supply
by Giovanni Covi & Xian Gu - 1003 Stress relief? Funding structures and resilience to the Covid Shock
by Kristin Forbes & Christian Friedrich & Dennis Reinhardt - 1002 Efficiency of central clearing under liquidity stress
by Marco Bardoscia & Fabio Caccioli & Haotian Gao - 1001 Chronicle of a death foretold: does higher volatility anticipate corporate default?
by Miguel Ampudia & Filippo Busetto & Fabio Fornari - 998 Bond supply, price drifts and liquidity provision before central bank announcements
by Dong Lou & Gabor Pinter & Semih Uslu - 996 Horses for courses: measuring foreign supply chain exposure
by Richard Baldwin & Rebecca Freeman & Angelos Theodorakopoulos - 995 The Effects of Subsidized Flood Insurance on Real Estate Markets
by Nicola Garbarino & Benjamin Guin & Jonathan Lee - 994 The size-centrality relationship in production networks
by Nikola Dacic & Marko Melolinna - 993 Firming up price inflation
by Philip Bunn & Lena Anayi & Nicholas Bloom & Paul Mizen & Gregory Thwaites & Ivan Yotzov - 992 What is productive investment? Insights from firm-level data for the United Kingdom
by Sudipto Karmakar & Marko Melolinna & Philip Schnattinger - 991 Links between government bond and futures markets: dealer-client relationships and price discovery in the UK
by Domenico Di Gangi & Vladimir Lazarov & Aakash Mankodi & Laura Silvestri - 990 Decomposing the drivers of Global R
by Ambrogio Cesa-Bianchi & Richard Harrison & Rana Sajedi - 989 A tail of labour supply and a tale of monetary policy
by Cristiano Cantore & Filippo Ferroni & Hroon Mumtaz & Angeliki Theophilopoulou - 988 Do personal taxes affect investment decisions and stock returns?
by Alex Kontoghiorghes - 987 Collateral requirements in central bank lending
by Chuan Du - 986 Start-up types and macroeconomic performance in Europe
by Ralph De Haas & Vincent Sterk & Neeltje Van Horen - 985 What drives repo haircuts? Evidence from the UK market
by Christian Julliard & Gabor Pinter & Karamfil Todorov & Kathy Yuan - 984 An interpretable machine learning workflow with an application to economic forecasting
by Marcus Buckmann & Andreas Joseph - 983 Measuring Capital at Risk in the UK banking sector: a microstructural network approach
by Giovanni Covi & James Brookes & Charumathi Raja - 982 Aggregation across each nation: aggregator choice and macroeconomic dynamics
by Noemie Lisack & Simon Lloyd & Rana Sajedi - 981 Business creation during Covid-19
by Saleem Bahaj & Sophie Piton & Anthony Savagar - 980 The local supply channel of QE: evidence from the Bank of England’s gilt purchases
by Maren Froemel & Michael Joyce & Iryna Kaminska - 979 A structural model of liquidity in over‑the‑counter markets
by Jamie Coen & Patrick Coen - 978 Monetary policy transmission during QE times: role of expectations and term premia channels
by Iryna Kaminska & Haroon Mumtaz - 977 Central bank swap lines: micro-level evidence
by Gerardo Ferrara & Philippe Mueller & Ganesh Viswanath-Natraj & Junxuan Wang - 976 Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
by Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J. Doyne Farmer - 975 Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis
by Benjamin King & James Semark - 974 Comparing search and intermediation frictions across markets
by Gabor Pinter & Semih Uslu - 973 Identification with external instruments in structural VARs
by Silvia Miranda Agrippino & Giovanni Ricco - 972 A tale of two global monetary policies
by Silvia Miranda Agrippino & Tsvetelina Nenova - 971 Information chasing versus adverse selection
by Gábor Pintér & Chaojun Wang & Junyuan Zou - 970 Size discount and size penalty: trading costs in bond markets
by Gábor Pintér & Chaojun Wang & Junyuan Zou - 969 House price dynamics, optimal LTV limits and the liquidity trap
by Andrea Ferrero & Richard Harrison & Benjamin Nelson - 968 Turning in the widening gyre: monetary and fiscal policy in interwar Britain
by David Ronicle - 967 Value of information, search, and competition in the UK mortgage market
by Mateusz Myśliwski & May Rostom - 966 Collateral cycles
by Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo - 965 Financial concerns and the marginal propensity to consume in Covid times: evidence from UK survey data
by Bruno Albuquerque & Georgina Green - 964 FX option volume
by Robert Czech & Pasquale Della Corte & Shiyang Huang & Tianyu Wang - 963 Consumption effects of mortgage payment
by Bruno Albuquerque & Alexandra Varadi - 962 Competition, profitability and financial leverage
by Albert Banal Estanol & Paolo Siciliani & Kyoungsoo Yoon - 961 Identification of SVAR models by combining sign restrictions with external instruments
by Robin Braun & Ralf Brüggemann - 960 Monetary policy transmission, the labour share and HANK models
by Jamie Lenney - 959 Why you should not use the LSV herding measure
by Simon Jurkatis - 958 Mainly employment: survey-based news and the business cycle
by Riccardo M Masolo
2021
- 957 The importance of supply and demand for oil prices: evidence from non-Gaussianity
by Robin Braun - 956 Capital allocation, the leverage ratio requirement
by Ioana Neamtu & Quynh-Anh Vo - 955 Non-standard errors
by Gerardo Ferrara & Simon Jurkatis - 954 The repo market under Basel III
by Eddie Gerba & Petros Katsoulis - 953 An unintended consequence of holding dollar assets
by Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang - 952 Global spillovers of the Fed information effect
by Marco Pinchetti & Andrzej Szczepaniak - 951 Unlocking new methods to estimate country-specific trade costs and trade elasticities
by Rebecca Freeman & Mario Larch & Angelos Theodorakopoulos & Yoto Yotov - 950 A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models
by David Murphy & Nicholas Vause - 949 Credit, crises and inequality
by Jonathan Bridges & Georgina Green & Mark Joy - 948 Refinancing cross-subsidies in the mortgage market
by Jack Fisher & Alessandro Gavazza & Lu Liu & Tarun Ramadorai & Jagdish Tripathy - 946 Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms
by Tirupam Goel & Ulf Lewrick & Aakriti Mathur - 945 Optimal monetary policy mix at the zero lower bound
by Dario Bonciani & Joonseok Oh - 944 Mark my words: the transmission of central bank communication to the general public via the print media
by Tim Munday & James Brookes - 943 Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs
by James Hurley & Daniel Walker - 942 Risks and global supply chains: what we know and what we need to know
by Richard Baldwin & Rebecca Freeman - 941 Household debt and labour supply
by Philip Bunn & Jagjit Chadha & Thomas Lazarowicz & Stephen Millard & Emma Rockall - 940 Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk
by Simon Lloyd & Ed Manuel & Konstantin Panchev - 939 Preferred habitat investors in the UK government bond market
by Julia Giese & Michael Joyce & Jack Meaning & Jack Worlidge - 938 Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?
by Mahmoud Fatouh & Ioana Neamțu & Sweder van Wijnbergen - 937 Comparing minds and machines: implications for financial stability
by Marcus Buckmann & Andy Haldane & Anne-Caroline Hüser - 936 Mortgage pricing and monetary policy
by Matteo Benetton & Alessandro Gavazza & Paolo Surico - 935 Corporate debt booms, financial constraints and the investment nexus
by Bruno Albuquerque - 934 The transmission of Keynesian supply shocks
by Ambrogio Cesa-Bianchi & Andrea Ferrero - 933 Imperfect pass-through to deposit rates and monetary policy transmission
by Alberto Polo - 932 Dash for dollars
by Ambrogio Cesa-Bianchi & Fernando Eguren-Martin - 931 A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk
by David Aikman & Kristina Bluwstein & Sudipto Karmakar