Marc Hinterschweiger

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

6

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1,050

SSRN CITATIONS
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Top 24,748

in Total Papers Citations

25

CROSSREF CITATIONS

13

Scholarly Papers (6)

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 435 (99,149)
Citation 31

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

2.

Rethinking Financial Stability

Bank of England Working Paper No. 712
Number of pages: 62 Posted: 27 Feb 2018
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England and Bank of EnglandEuropean Central Bank (ECB)
Downloads 251 (179,696)
Citation 35

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Financial stability, macroprudential policy, Basel III, capital requirements, liquidity requirements

3.

Macroprudential Policy Interactions in a Sectoral DSGE Model with Staggered Interest Rates

Bank of England Working Paper No. 904
Number of pages: 64 Posted: 03 Feb 2021
Marc Hinterschweiger, Kunal Khairnar, Tolga Ozden and Thomas Stratton
Bank of England, University of Toulouse 1 - Toulouse School of Economics (TSE), University of Amsterdam, Faculty of Economics and Business (FEB), Students and Bank of England
Downloads 130 (316,740)

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Sectoral DSGE model, macroprudential policy, interest rate stickiness

4.

Determinants of Distress in the UK Owner-Occupier and Buy-to-Let Mortgage Markets

Bank of England Working Paper No. 760
Number of pages: 42 Posted: 26 Oct 2018
Vladimir S Lazarov and Marc Hinterschweiger
Bank of England and Bank of England
Downloads 108 (361,487)
Citation 1

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Distress, default, arrears, mortgage lending, loan level, micro data, United Kingdom

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
Adrian Carro, Marc Hinterschweiger, Arzu Uluc and J. Doyne Farmer
Banco de España, Bank of England, Bank of England and University of Oxford
Downloads 52 (551,840)

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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
Adrian Carro, Marc Hinterschweiger, Arzu Uluc and J. Doyne Farmer
Banco de España, Bank of England, Bank of England and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 13 (832,736)

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

6.

Risk Sensitivity and Risk Shifting in Banking Regulation

Bank of England Financial Stability Paper No. 44
Number of pages: 35 Posted: 14 Dec 2018
Marc Hinterschweiger, Tobias Neumann and Victoria Saporta
Bank of England, Bank of England and Bank of England
Downloads 61 (504,040)

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Basel 2, capital regulation, risk sensitivity, risk shifting