Andreas Joseph

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 27,214

in Total Papers Downloads

2,373

SSRN CITATIONS
Rank 21,446

SSRN RANKINGS

Top 21,446

in Total Papers Citations

28

CROSSREF CITATIONS

19

Scholarly Papers (8)

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 1,170 (23,104)
Citation 24

Abstract:

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Machine learning, artificial intelligence, big data, econometrics, forecasting, inflation, financial markets, banking supervision, financial technology

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 404 (92,914)
Citation 14

Abstract:

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

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 166 (232,268)

Abstract:

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credit growth, machine learning, Shapley values, yield curve, financial crises, financial stability

3.

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 185 (208,194)
Citation 4

Abstract:

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Firm investment, cash holdings, credit constraints, financial crisis

4.

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, European Securities and Markets Authority, Bank of England, Bank of England and Bank of England
Downloads 137 (267,328)

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

5.

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 European Securities and Markets Authority
Downloads 110 (313,740)
Citation 13

Abstract:

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

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 70 (418,692)
Citation 1

Abstract:

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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

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 2 (826,118)
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cash holdings, credit constraints, financial crisis, Firm Investment

7.

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 71 (410,684)
Citation 14

Abstract:

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

8.

All You Need is Cash: Corporate Cash Holdings and Investment after the Global Financial Crisis

Number of pages: 54 Posted: 05 May 2021
Andreas Joseph, Christiane Kneer and Neeltje van Horen
Bank of England, Bank of England and Bank of England
Downloads 58 (458,999)

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