Andreas Joseph

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

6

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764

SSRN CITATIONS
Rank 35,804

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Top 35,804

in Total Papers Citations

7

CROSSREF CITATIONS

10

Scholarly Papers (6)

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

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 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
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
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

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, 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
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