Marcus Buckmann

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

1,708

SSRN CITATIONS
Rank 24,336

SSRN RANKINGS

Top 24,336

in Total Papers Citations

30

CROSSREF CITATIONS

19

Scholarly Papers (5)

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 864 (51,212)
Citation 15

Abstract:

Loading...

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 515 (100,063)
Citation 30

Abstract:

Loading...

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

2.

Comparing minds and machines: implications for financial stability

Bank of England Working Paper No. 937
Number of pages: 37 Posted: 28 Aug 2021
Marcus Buckmann, Andrew Haldane and Anne-Caroline Hüser
Bank of England, Bank of England and Bank of England
Downloads 109 (454,671)
Citation 2

Abstract:

Loading...

Artificial intelligence, machine learning, financial stability, innovation, systemic risk

3.

The More the Merrier? Evidence from the Global Financial Crisis on the Value of Multiple Requirements in Bank Regulation

Bank of England Working Paper No. 905
Number of pages: 38 Posted: 03 Feb 2021
Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and Bank of England
Downloads 103 (473,484)

Abstract:

Loading...

Banking regulation, Basel III, bank failure, global financial crisis, marketbased metrics, regulatory complexity

4.

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 90 (517,154)
Citation 9

Abstract:

Loading...

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

5.

Vacancy posting, firm balance sheets, and pandemic policy

Bank of England Working Paper No. 1033
Number of pages: 57 Posted: 21 Sep 2023
David Van Dijcke, Marcus Buckmann, Arthur Turrell and Tomas Key
University of Michigan, Ann Arbor, Bank of England, Office for National Statistics and Bank of England
Downloads 27 (875,535)

Abstract:

Loading...

Covid-19, recession, vacancies, Indeed, job postings, job ads, heterogeneity, firm, firm-level, balance sheets, industry, big data, alternative data, labour market, natural language processing