Andreas Joseph

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

6

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764

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7

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Scholarly Papers (6)

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1.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Chiranjit Chakraborty and Andreas Joseph
Bank of England and Bank of England
Downloads 528 (53,704)
Citation 11

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Machine learning, artificial intelligence, big data, econometrics, forecasting, inflation, financial markets, banking supervision, financial technology

2.

OTC Microstructure in a Period of Stress: A Multi‑Layered Network Approach

Bank of England Working Paper No. 832, October 2019
Number of pages: 42 Posted: 12 Oct 2019
Andreas Joseph, Michalis Vasios, Olga Maizels, Ujwal Shreyas and John Tanner
Bank of England, Norges Bank Investment Management (NBIM), Bank of England, Bank of England and Bank of England
Downloads 97 (278,995)

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OTC derivatives markets, FX markets, market microstructure, networks, financial stability, market regulation

3.

Gauging Market Dynamics Using Trade Repository Data: The Case of the Swiss Franc De-Pegging

Bank of England Financial Stability Paper No. 41
Number of pages: 40 Posted: 10 Jan 2017
Olga Cielinska, Andreas Joseph, Ujwal Shreyas, John Tanner and Michalis Vasios
Bank of England, Bank of England, Bank of England, Bank of England and Norges Bank Investment Management (NBIM)
Downloads 90 (292,715)
Citation 8

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Market Microstructure, FX Derivatives, Swiss Franc, EMIR, Trade Reporting

4.

Shapley Regressions: A Framework for Statistical Inference on Machine Learning Models

Bank of England Working Paper No. 784 (2019)
Number of pages: 48 Posted: 13 Mar 2019
Andreas Joseph
Bank of England
Downloads 29 (487,059)
Citation 3

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machine learning, statistical inference, Shapley values, numerical simulations, macroeconomics, time series

5.

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
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Miao Kang, Sujit Kapadia and Özgür Simsek
Bank of England, Bank of England, Bank of England, Bank of England, European Central Bank (ECB) and University of Bath
Downloads 11 (600,909)

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

6.

All You Need Is Cash: Corporate Cash Holdings and Investment after the Financial Crisis

Downloads 9 (607,513)

All You Need Is Cash: Corporate Cash Holdings and Investment after the Financial Crisis

Bank of England Working Paper No. 843, December 2019
Number of pages: 49 Posted: 24 Dec 2019
Andreas Joseph, Christiane Kneer, Neeltje van Horen and Jumana Saleheen
Bank of England, Tilburg University, Bank of England and Bank of England
Downloads 8 (640,753)

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firm investment, cash holdings, credit constraints, financial crisis

All You Need is Cash: Corporate Cash Holdings and Investment after the Financial Crisis

CEPR Discussion Paper No. DP14199
Number of pages: 51 Posted: 17 Dec 2019 Last Revised: 13 Jan 2020
Andreas Joseph, Christiane Kneer, Neeltje van Horen and Jumana Saleheen
Bank of England, Tilburg University, Bank of England and Bank of England
Downloads 1 (703,841)
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cash holdings, credit constraints, financial crisis, Firm Investment