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Journal Article
Expected inflation and real interest rates based on index-linked bond prices: the U.K. experience
De Kock, Gabriel (1991-10)
Some analysts have argued that indexed bonds convey important information for the formulation of monetary policy. This article investigates whether a market measure of expected inflation derived from British indexed gilt prices would be useful in predicting future inflation and real economic activity.
Quarterly Review , Volume 16 , Issue Aut , Pages 47-60

Journal Article
Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain
Hardouvelis, Gikas A. (1988-07)
Quarterly Review , Volume 13 , Issue Sum , Pages 4-16

Journal Article
The impact of capital requirements on U.K. bank behaviour
Ediz, Tolga; Michael, Ian; Perraudin, William (1998-10)
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 1, "Impact of capital requirements on bank risk taking: empirical evidence." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
Economic Policy Review , Volume 4 , Issue Oct , Pages 15-22

Report
Sources of fluctuations in long-term expected real rates of interest: evidence from the U.K. indexed bond market
Gaske, M. Ellen (1991)
Research Paper , Paper 9123

Journal Article
Inflation goals and credibility
Judd, John P. (1995)
FRBSF Economic Letter

Journal Article
British industry leader optimistic about UK's prospects for growth
anonymous (1997-01)
Economics Update , Issue Jan , Pages 4

Working Paper
Regime shifts in mean-variance efficient frontiers: some international evidence
Guidolin, Massimo; Ria, Federica (2010)
Regime switching models have been assuming an increasingly central role in financial applications because of their well-known ability to capture the presence of rich non-linear patterns in the joint distribution of asset returns. After reviewing key concepts and technical issues related to specifying, estimating, and using multivariate Markov switching models in financial applications, in this paper we examine how the presence of regimes in means, variances, and covariances of asset returns translates into explicit dynamics of the Markowitz mean-variance frontier. In particular, we show both ...
Working Papers , Paper 2010-040

Report
The British invasion: explaining the strength of U.K. acquisitions of U. S. firms in the late 1980s
McCauley, Robert N.; Eldridge, Dan P. (1990)
Research Paper , Paper 9016

Report
Is there endogenous long-run growth?: Evidence from the U.S. and the U.K
Yi, Kei-Mu; Kocherlakota, Narayana R. (1996)
The key feature of endogenous growth models is that they imply that permanent changes in government policy can have permanent effects on growth rates. In this paper, we develop and implement an empirical framework to test this implication. In a regression of growth rates on current and lagged policy variables, the sum of the slope coefficients for each policy variable should be nonzero (zero) for endogenous (exogenous) growth models. In our estimation, we use time series data spanning up to 100 years for the United States and 160 years for the United Kingdom. We find that the implication for ...
Staff Reports , Paper 17

Working Paper
Structural unemployment and public policy in interwar Britain: a review essay
Loungani, Prakash (1991)
Working Paper Series, Macroeconomic Issues , Paper 91-1

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