Alexandra Varadi

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

301

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

The Macroprudential Toolkit: Effectiveness and Interactions

Bank of England Working Paper No. 902
Number of pages: 49 Posted: 19 Jan 2021
Stephen Millard, Margarita Rubio and Alexandra Varadi
Bank of England, University of Nottingham and Bank of England
Downloads 132 (295,324)

Abstract:

Loading...

Macroprudential policy, monetary policy, leverage ratio, affordability constraint, collateral constraint

2.

Measuring Risks to UK Financial Stability

Bank of England Working Paper No. 738
Number of pages: 54 Posted: 20 Jul 2018
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England - Monetary Assessment and Strategy Division
Downloads 52 (510,776)
Citation 2

Abstract:

Loading...

Macroprudential policy, financial crises, financial stability, early warning indicators, countercyclical capital buffers, data visualisation

3.

Modelling the Distribution of Mortgage Debt

Bank of England Working Paper No. 808, July 2019
Number of pages: 29 Posted: 19 Jul 2019
Iren Levina, Robert Sturrock, Alexandra Varadi and Gavin Wallis
Bank of England, Independent, Bank of England and Bank of England
Downloads 49 (523,892)
Citation 1

Abstract:

Loading...

mortgage market, housing market, macroprudential policy, loan‑level data, flow model, stock model

4.

Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects

Bank of England Working Paper No. 927
Number of pages: 35 Posted: 07 Jul 2021
Alexandra Varadi
Bank of England
Downloads 27 (642,832)

Abstract:

Loading...

Household finance, bank lending, credit conditions, mortgages

Consumption Effects of Mortgage Payment Holidays: Evidence During the COVID-19 Pandemic

IMF Working Paper No. 2022/044
Number of pages: 58 Posted: 02 Apr 2022
Bruno Albuquerque and Alexandra Varadi
International Monetary Fund (IMF) and Bank of England
Downloads 16 (751,071)

Abstract:

Loading...

Mortgage payment holidays, Household behaviour, Consumption, High-frequency data, Difference-in-differences, Panel data, mortgage PH, liquidity-constrained household, PH duration, PH application, Mortgages, Income, Income shocks

Consumption Effects of Mortgage Payment Holidays: Evidence During the Covid-19 Pandemic

Bank of England Working Paper No. 963
Number of pages: 57 Posted: 16 Mar 2022
Bruno Albuquerque and Alexandra Varadi
International Monetary Fund (IMF) and Bank of England
Downloads 9 (818,821)

Abstract:

Loading...

Mortgage payment holidays, household behaviour, consumption, high-frequency data, difference-in-differences, panel data

6.

Shock Transmission and the Interaction of Financial and Hiring Frictions

Bank of England Working Paper No. 769
Number of pages: 50 Posted: 12 Dec 2018
Stephen Millard, Alexandra Varadi and Eran Yashiv
Bank of England, Bank of England and Tel Aviv University - Eitan Berglas School of Economics
Downloads 16 (725,712)

Abstract:

Loading...

Real frictions, financial frictions, business cycles