Andreas Joseph

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

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1,127

SSRN CITATIONS
Rank 31,247

SSRN RANKINGS

Top 31,247

in Total Papers Citations

12

CROSSREF CITATIONS

12

Scholarly Papers (7)

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 683 (40,977)
Citation 12

Abstract:

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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
Bank of England, Norges Bank Investment Management (NBIM), Bank of England, Bank of England and Bank of England
Downloads 113 (265,561)

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

3.

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, European Central Bank (ECB) and University of Bath
Downloads 108 (274,143)
Citation 4

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

4.

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 Norges Bank Investment Management (NBIM)
Downloads 98 (292,791)
Citation 8

Abstract:

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

5.

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 54 (408,075)
Citation 2

Abstract:

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Firm investment, cash holdings, credit constraints, financial crisis

6.

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 47 (433,399)
Citation 8

Abstract:

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

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 Bank of England
Downloads 23 (565,772)

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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
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 1 (742,633)
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cash holdings, credit constraints, financial crisis, Firm Investment