Andreas Joseph

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 16,718

in Total Papers Downloads

5,637

SSRN CITATIONS
Rank 14,659

SSRN RANKINGS

Top 14,659

in Total Papers Citations

64

CROSSREF CITATIONS

37

Scholarly Papers (11)

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 2,740 (9,299)
Citation 56

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

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 868 (51,792)
Citation 14

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

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 524 (99,851)
Citation 28

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

3.

Forecasting UK Inflation Bottom Up

Bank of England Working Paper No. 915
Number of pages: 38 Posted: 06 Apr 2021 Last Revised: 28 Sep 2022
Bank of England, Bank of England, King’s College London, Bank of England and King's College, London
Downloads 314 (180,428)
Citation 4

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Inflation, forecasting, machine learning, state space models, CPI disaggregated data, Shapley values

4.

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

Number of pages: 54 Posted: 04 May 2020
Andreas Joseph, Christiane Kneer and Neeltje van Horen
Bank of England, Bank of England and Bank of England
Downloads 313 (181,700)
Citation 4

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Firm investment, cash holdings, credit constraints, financial crisis

5.

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
Bank of England, European Securities and Markets Authority, Bank of England, Bank of England and Bank of England
Downloads 174 (318,555)

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

6.

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
Bank of England, Bank of England, Bank of England, Bank of England and European Securities and Markets Authority
Downloads 170 (325,035)
Citation 13

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

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
Bank of England, Bank of England, Bank of England and Vanguard Asset Management Ltd
Downloads 165 (333,415)
Citation 1

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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: 54 Posted: 17 Dec 2019 Last Revised: 27 May 2022
Bank of England, Bank of England, Bank of England and Vanguard Asset Management Ltd
Downloads 2 (1,172,092)
Citation 4
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cash holdings, credit constraints, financial crisis, Firm Investment

8.

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

CESifo Working Paper No. 9053
Number of pages: 54 Posted: 05 May 2021
Andreas Joseph, Christiane Kneer and Neeltje van Horen
Bank of England, Bank of England and Bank of England
Downloads 161 (340,615)
Citation 3

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9.

Parametric inference with universal function approximators

Bank of England Working Paper No. 784 (2019)
Number of pages: 39 Posted: 13 Mar 2019 Last Revised: 22 Jul 2020
Andreas Joseph
Bank of England
Downloads 109 (461,357)
Citation 27

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

10.

An Interpretable Machine Learning Workflow with An Application to Economic Forecasting

Bank of England Working Paper No. 984, 2022
Number of pages: 52 Posted: 08 Jun 2022
Marcus Buckmann and Andreas Joseph
Bank of England and Bank of England
Downloads 96 (503,532)
Citation 9

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machine learning, model interpretability, forecasting, unemployment, Shapley values

11.

The public economist: learning from our Citizens’ Panels about the UK economy

Bank of England Quarterly Bulletin 2021 Q4
Number of pages: 34 Posted: 06 Mar 2024
Andreas Joseph, Jenny Lam and Michael McMahon
Bank of England, Bank of England and University of Oxford
Downloads 1 (1,133,472)

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