Kristina Bluwstein

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

607

SSRN CITATIONS
Rank 33,454

SSRN RANKINGS

Top 33,454

in Total Papers Citations

19

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

Bank of England Working Paper No. 848, January 2020
Number of pages: 65 Posted: 17 Jan 2020
Bank of England, Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath
Downloads 383 (98,407)
Citation 13

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machine learning, financial crisis, financial stability, credit growth, yield curve, Shapley values, out-of-sample prediction

2.

Asymmetric Macro-Financial Spillovers

Sveriges Riksbank Working Paper Series No. 337, Riksbank Research Paper Series No. 161
Number of pages: 33 Posted: 07 Mar 2017
Kristina Bluwstein
Bank of England
Downloads 83 (370,428)
Citation 7

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Macro-Financial Linkages, Non-Linearities, Markov-Switching VAR, Credit Channel, Occasionally Binding Constraints, DSGE, Macroprudential Policy, Leaning-Against-The-Wind Policy

When Creativity Strikes: News Shocks and Business Cycle Fluctuations

Bank of England Working Paper No. 788
Number of pages: 62 Posted: 15 Apr 2019
Bank of England, Bank of England and Bank of England
Downloads 56 (463,495)
Citation 7

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technology news shocks, business cycle, identification with external instruments, patent applications

When Creativity Strikes: News Shocks and Business Cycle Fluctuations

CEPR Discussion Paper No. DP15062
Number of pages: 53 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Bank of England, Bank of England and Bank of England
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Business cycle, Information Frictions, Patent applications, SVAR-IV, Technology News Shocks

4.

Back to the Real Economy: The Effects of Risk Perception Shocks on the Term Premium and Bank Lending

Bank of England Working Paper No. 806, June 2019
Number of pages: 42 Posted: 19 Jul 2019
Kristina Bluwstein and Julieta Yung
Bank of England and Federal Deposit Insurance Corporation
Downloads 37 (538,972)
Citation 1

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stochastic discount factor, DSGE, long-term interest rate, risk mispricing, macro-financial linkages, bank lending

5.

A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk

Bank of England Working Paper No. 931
Number of pages: 39 Posted: 22 Jul 2021
David Aikman, Kristina Bluwstein and Sudipto Karmakar
Bank of England, Bank of England and Bank of England
Downloads 21 (635,783)

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Financial crises, bank capital, debt deleveraging, macroprudential policy, effective lower bound, GDP-at-Risk

6.

Multiperiod Loans, Occasionally Binding Constraints, and Monetary Policy: A Quantitative Evaluation

FRB of Cleveland Working Paper No. 19-10
Number of pages: 43 Posted: 28 May 2019
Bank of England, National Bank of Poland, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Warsaw School of Economics (SGH)
Downloads 15 (679,078)
Citation 1

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mortgages, fixed-rate contracts, monetary policy

7.

Multi-Period Loans, Occasionally Binding Constraints and Monetary Policy: A Quantitative Evaluation

Bank of England Working Paper No. 749
Number of pages: 44 Posted: 14 Aug 2018
Bank of England, National Bank of Poland, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Warsaw School of Economics (SGH)
Downloads 12 (702,474)
Citation 3

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Mortgages, fixed-rate contracts, monetary policy