London, EC2R 8AH
Bank of England
in Total Papers Citations
credit growth, machine learning, Shapley values, yield curve, ﬁnancial crises, ﬁnancial stability
machine learning, financial crisis, financial stability, credit growth, yield curve, Shapley values, out-of-sample prediction
Macro-Financial Linkages, Non-Linearities, Markov-Switching VAR, Credit Channel, Occasionally Binding Constraints, DSGE, Macroprudential Policy, Leaning-Against-The-Wind Policy
technology news shocks, business cycle, identification with external instruments, patent applications
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Business cycle, Information Frictions, Patent applications, SVAR-IV, Technology News Shocks
Financial crises, bank capital, debt deleveraging, macroprudential policy, effective lower bound, GDP-at-Risk
stochastic discount factor, DSGE, long-term interest rate, risk mispricing, macro-financial linkages, bank lending
Stochastic discount factor; risk mispricing; term premium; bank lending
mortgages, fixed-rate contracts, monetary policy
Mortgages, fixed-rate contracts, monetary policy
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