Michael Joyce

Bank of England - Monetary Analysis

Threadneedle Street

London EC2R 8AH

United Kingdom

http://www.bankofengland.co.uk

SCHOLARLY PAPERS

20

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CITATIONS
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89

Scholarly Papers (20)

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
Bank of England - Monetary Analysis, Bank of England, Bank of England and Bank of England
Downloads 4,153 (963)
Citation 30

Abstract:

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 1,473 (3,277)
Citation 6

Abstract:

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 321 (54,325)

Abstract:

4.

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
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis and Moody's Investor Services
Downloads 198 (115,960)
Citation 20

Abstract:

Inflation expectations, inflation risk premia, affine term structure model

5.

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 179 (130,662)
Citation 1

Abstract:

Labour market, indicators, forecasting, inflation

6.

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 143 (103,199)

Abstract:

banking, quantitative easing, panel data

7.

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 115 (190,270)
Citation 6

Abstract:

8.

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 86 (236,524)
Citation 3

Abstract:

Interest rates, forecasting, term premia

9.

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 Bath School of Management
Downloads 82 (166,544)

Abstract:

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

10.

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 77 (245,517)
Citation 3

Abstract:

11.

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 76 (251,138)
Citation 4

Abstract:

Yield curve, term premia, conundrum

12.

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 Independent
Downloads 69 (249,296)
Citation 3

Abstract:

13.

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 63 (238,215)
Citation 2

Abstract:

QE, asset purchases, gilt market, auctions

14.

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 51 (236,524)

Abstract:

15.

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 49 (313,252)
Citation 3

Abstract:

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 20 (400,296)
Citation 5

Abstract:

17.

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
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis, University of London - Queen Mary College - Department of Economics and Bank of England
Downloads 9 (251,138)

Abstract:

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

18.

QE and the Gilt Market: A Disaggregated Analysis

The Economic Journal, Vol. 122, Issue 564, pp. F348-F384, 2012
Number of pages: 37 Posted: 30 Oct 2012
Michael Joyce and Matthew Tong
Bank of England - Monetary Analysis and Bank of England
Downloads 1 (526,563)
Citation 2
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Abstract:

19.

Quantitative Easing and Unconventional Monetary Policy – An Introduction

The Economic Journal, Vol. 122, Issue 564, pp. F271-F288, 2012
Number of pages: 18 Posted: 30 Oct 2012
Bank of England - Monetary Analysis, Imperial College Business School, London School of Economics - Law Department and London School of Economics
Downloads 1 (526,563)
Citation 1
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Abstract:

20.

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

Abstract: