Kristina Bluwstein

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

809

SSRN CITATIONS
Rank 28,230

SSRN RANKINGS

Top 28,230

in Total Papers Citations

23

CROSSREF CITATIONS

9

Scholarly Papers (7)

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 404 (92,883)
Citation 14

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

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

ECB Working Paper No. 2021/2614
Number of pages: 65 Posted: 23 Nov 2021
Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath
Downloads 163 (238,517)

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credit growth, machine learning, Shapley values, yield curve, financial crises, financial stability

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 85 (370,377)
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 60 (454,063)
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

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 39 (536,049)
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 29 (590,317)

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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

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 16 (679,777)
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 13 (702,865)
Citation 3

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Mortgages, fixed-rate contracts, monetary policy