Michael Joyce

Bank of England - Monetary Analysis

Threadneedle Street

London EC2R 8AH

United Kingdom

http://www.bankofengland.co.uk

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SCHOLARLY PAPERS

18

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212

Scholarly Papers (18)

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1.

The Financial Market Impact of Quantitative Easing

Bank of England Working Paper No. 393
Number of pages: 44 Posted: 12 Jul 2010 Last Revised: 15 Jul 2015
Michael Joyce, Ana Lasaosa, Ibrahim Stevens and Matthew Tong
Bank of England - Monetary Analysis, Bank of England, Bank of England and Bank of England
Downloads 7,079 (1,109)
Citation 178

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QE, Monetary Policy, Asset Purchases, Asset Prices

2.

The United Kingdom’s Quantitative Easing Policy: Design, Operation and Impact

Bank of England Quarterly Bulletin, 2011
Number of pages: 13 Posted: 26 Sep 2011
Michael Joyce, Matthew Tong and Robert Woods
Bank of England - Monetary Analysis, Bank of England and Bank of England
Downloads 4,615 (2,340)
Citation 3

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3.

Quantitative Easing and Other Unconventional Monetary Policies: Bank of England Conference Summary

Bank of England Quarterly Bulletin 2012 Q1
Number of pages: 9 Posted: 28 Mar 2012
Michael Joyce
Bank of England - Monetary Analysis
Downloads 579 (58,014)
Citation 1

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4.

Quantitative Easing and Bank Lending: A Panel Data Approach

Bank of England Working Paper No. 504
Number of pages: 33 Posted: 28 Aug 2014
Michael Joyce and Marco Spaltro
Bank of England - Monetary Analysis and Bank of England
Downloads 503 (69,391)
Citation 8

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banking, quantitative easing, panel data

5.

Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis

Bank of England Working Paper No. 510
Number of pages: 49 Posted: 13 Sep 2014
Michael Joyce, Zhuoshi Liu and Ian Tonks
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis and University of Bristol
Downloads 439 (81,550)

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Institutional investors, asset allocation, quantitative easing, portfolio balance channel, financial crisis

6.

Unconventional Monetary Policies and the Macroeconomy: The Impact of the United Kingdom's QE2 and Funding for Lending Scheme

Bank of England Working Paper No. 542
Number of pages: 33 Posted: 16 Aug 2015
Rohan Churm, Michael Joyce, George Kapetanios and Konstantinos Theodoridis
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis, King's College, London and Cardiff University
Downloads 250 (151,047)
Citation 21

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Bayesian methods, large-scale asset purchases, quantitative easing, Funding for Lending Scheme, vector autoregressions, auto-regressive distributed lag

7.

Extracting Inflation Expectations and Inflation Risk Premia from the Term Structure: A Joint Model of the UK Nominal and Real Yield Curves

Bank of England Working Paper No. 360
Number of pages: 48 Posted: 17 Feb 2009
Michael Joyce, Peter M. Lildholdt and Steffen Sorensen
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis and Moody's Investor Services
Downloads 247 (152,830)
Citation 20

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Inflation expectations, inflation risk premia, affine term structure model

8.

The Distributional Effects of Asset Purchases

Bank of England Quarterly Bulletin 2012 Q3
Number of pages: 13 Posted: 22 Sep 2012
Venetia Bell, Michael Joyce, Zhuoshi Liu and Chris Young
Bank of England, Bank of England - Monetary Analysis, Bank of England - Monetary Analysis and Bank of England
Downloads 200 (186,738)
Citation 1

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9.

Forecasting Inflation Using Labour Market Indicators

Bank of England Working Paper No. 195
Number of pages: 72 Posted: 15 Apr 2004
Vincenzo Cassino and Michael Joyce
Bank of England - Monetary Analysis and Bank of England - Monetary Analysis
Downloads 196 (190,178)
Citation 3

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Labour market, indicators, forecasting, inflation

10.

Asset Price Reactions to Rpi Announcements

Bank of England, Working Paper No. 94
Number of pages: 41 Posted: 13 Jan 2000
Michael Joyce and Vicky Read
Bank of England - Monetary Analysis and Bank of England
Downloads 130 (267,885)
Citation 7

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11.

QE and the Gilt Market: A Disaggregated Analysis

Bank of England Working Paper No. 466
Number of pages: 46 Posted: 28 Oct 2012
Martin Daines, Michael Joyce and Matthew Tong
Bank of England, Bank of England - Monetary Analysis and Bank of England
Downloads 120 (284,361)
Citation 14

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QE, asset purchases, gilt market, auctions

12.

Measuring Monetary Policy Expectations from Financial Market Instruments

Bank of England Working Paper No. 356, ECB Working Paper No. 978
Number of pages: 51 Posted: 23 Dec 2008
Michael Joyce, Jonathan Relleen and Steffen Sorensen
Bank of England - Monetary Analysis, Bank of England and Moody's Investor Services
Downloads 104 (314,017)
Citation 1

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Interest rates, forecasting, term premia

13.

Non-Employment and Labour Availability

Bank of England Quarterly Bulletin, Autumn 2003
Number of pages: 13 Posted: 26 Apr 2005
Michael Joyce, Jerry Jones and Jonathan Thomas
Bank of England - Monetary Analysis, Bank of England - Structural Economic Analysis Division and Bank of England - Structural Economic Analysis Division
Downloads 102 (318,212)

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14.

Market Expectations of Future Bank Rate

Bank of England Quarterly Bulletin 2008 Q3
Number of pages: 9 Posted: 01 Oct 2008
Michael Joyce and Andrew Meldrum
Bank of England - Monetary Analysis and Board of Governors of the Federal Reserve System
Downloads 101 (320,278)

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15.

Understanding the Real Rate Conundrum: An Application of No-Arbitrage Finance Models to the UK Real Yield Curve

Bank of England Working Paper No. 358
Number of pages: 46 Posted: 23 Dec 2008
Michael Joyce, Iryna Kaminska and Peter M. Lildholdt
Bank of England - Monetary Analysis, Bank of England and Bank of England - Monetary Analysis
Downloads 88 (349,609)
Citation 12

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Yield curve, term premia, conundrum

16.

House Prices, Arrears and Possessions: A Three Equation Model for the UK

Bank of England Working Paper No. 14
Number of pages: 19 Posted: 23 May 1998 Last Revised: 26 Jun 2012
Francis Breedon and Michael Joyce
University of London, Queen Mary - School of Economics and Finance and Bank of England - Monetary Analysis
Downloads 69 (402,038)
Citation 12

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17.

Recent Advances in Extracting Policy-Relevant Information from Market Interest Rates

Bank of England Quarterly Bulletin, 2008 Q2
Number of pages: 10 Posted: 18 Jun 2008
Michael Joyce, Steffen Sorensen and Olaf Weeken
Bank of England - Monetary Analysis, Moody's Investor Services and Bank of England - Monetary Analysis
Downloads 59 (435,480)
Citation 1

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18.

Modelling U.K. Inflation Uncertainty: The Impact of News and the Relationship with Inflation

Bank of England Working Paper No. 30
Posted: 13 Aug 1998
Michael Joyce
Bank of England - Monetary Analysis

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