Arzu Uluc

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS

1,463

SSRN CITATIONS
Rank 17,498

SSRN RANKINGS

Top 17,498

in Total Papers Citations

54

CROSSREF CITATIONS

27

Scholarly Papers (9)

1.

Macroprudential Policy in an Agent-Based Model of the UK Housing Market

Bank of England Working Paper No. 619
Number of pages: 50 Posted: 11 Oct 2016
University of Oxford, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Bank of England, Bank of England, University of Oxford and Bank of England
Downloads 689 (71,958)
Citation 64

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Agent-based model, housing market, macroprudential policy, buy-to-let sector

Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market

Banco de Espana Working Paper No. 2217
Number of pages: 87 Posted: 19 May 2022
Banco de España, Bank of England, Bank of England and University of Oxford
Downloads 121 (431,229)
Citation 3

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agent-based modelling, housing market, rental market, macroprudential policy, borrower-based measures

Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-based Model of the UK Housing Market

Bank of England Working Paper No. 976
Number of pages: 83 Posted: 13 May 2022
Banco de España, Bank of England, Bank of England and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 41 (800,443)

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Agent-based model, housing market, macroprudential policy, borrower-based measures, buy-to-let sector

3.

The Potential Impact of Higher Interest Rates on the Household Sector: Evidence from the 2014 NMG Consulting Survey

Bank of England Quarterly Bulletin 2014 Q4
Number of pages: 15 Posted: 17 Dec 2014
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 144 (375,608)
Citation 1

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Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK

Bank of England Working Paper No. 866
Number of pages: 54 Posted: 02 Jun 2020
Imperial College London, Bayes Business School, Bank of England and Bank of England
Downloads 127 (415,502)
Citation 2

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Macroprudential policy, mortgages, credit cycles, inequality, house prices

Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK

CEPR Discussion Paper No. DP15275
Number of pages: 57 Posted: 22 Sep 2020
Imperial College London, Bayes Business School, Bank of England and Bank of England
Downloads 1 (1,193,164)
Citation 4
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Credit cycles, House Prices, inequality, macroprudential policy, Mortgages

5.

Did Pre-Crisis Mortgage Lending Limit Post-Crisis Corporate Lending? Evidence from UK Bank Balance Sheets

Bank of England Working Paper No. 651
Number of pages: 33 Posted: 10 Mar 2017
Lu Zhang, Arzu Uluc and Dirk J. Bezemer
Utrecht University, Bank of England and University of Groningen
Downloads 123 (424,183)

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Credit crunch, bank balance sheets, mortgage lending, micro data, United Kingdom

6.

A Tiger by the Tail: Estimating the UK Mortgage Market Vulnerabilities from Loan-Level Data

Bank of England Working Paper No. 703
Number of pages: 38 Posted: 07 Mar 2018
Bank of England, Bank of England and Bank of England
Downloads 105 (476,907)
Citation 2

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Mortgage market, housing market, matching, loan-level data, stock model

Capital Requirements, Risk Shifting and the Mortgage Market

Bank of England Working Paper No. 572
Number of pages: 37 Posted: 22 Dec 2015
Arzu Uluc and Tomasz Wieladek
Bank of England and Bank of England
Downloads 54 (709,624)
Citation 4

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Capital requirements, loan-level data, mortgage market, credit substitution

Capital Requirements, Risk Shifting and the Mortgage Market

CEPR Discussion Paper No. DP11214
Number of pages: 41 Posted: 18 Apr 2016
Arzu Uluc and Tomasz Wieladek
Bank of England and Bank of England
Downloads 0
Citation 7
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Capital requirements, credit substitution., loan-level data, mortgage market

Stabilising House Prices: The Role of Housing Futures Trading

Bank of England Working Paper No. 559
Number of pages: 41 Posted: 14 Oct 2015 Last Revised: 17 Oct 2015
Arzu Uluc
Bank of England
Downloads 43 (785,266)

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Housing derivatives market, speculation, house price volatility, short-selling, noise traders

Stabilising House Prices: The Role of Housing Futures Trading

Journal of Real Estate Finance and Economics, Vol. 56, No. 4, 2018
Posted: 16 May 2018
Arzu Uluc
Bank of England

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Housing Derivatives Market; Speculation; House Price Volatility; Short-Selling; Noise Traders

9.

The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model

Bank of England Working Paper No. 1066
Number of pages: 52 Posted: 08 May 2024
Bank of England, Banco de España, Bank of England, Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG), Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Bank of England
Downloads 15 (1,014,622)

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Prudential policies, housing market, macroeconomy, agent-based models