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Exploring the implications of monetary policy normalisation for Irish mortgage arrears

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  • Fahy, Mike
  • McQuinn, Kieran
  • O’Toole, Conor
  • Slaymaker, Rachel

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  • Fahy, Mike & McQuinn, Kieran & O’Toole, Conor & Slaymaker, Rachel, 2018. "Exploring the implications of monetary policy normalisation for Irish mortgage arrears," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    • Handle: RePEc:esr:qecsas:2018:spring:fahy
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    File URL: https://www.esri.ie/pubs/QEC2019SPR_SA_Fahy.pdf
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    References listed on IDEAS

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    1. Goggin, Jean & Holton, Sarah & Kelly, Jane & Lydon, Reamonn & McQuinn, Kieran, 2012. "The financial crisis and the pricing of interest rates in the Irish mortgage market: 2003-2011," Research Technical Papers 01/RT/12, Central Bank of Ireland.
    2. Boris Hofmann & Paul Mizen, 2004. "Interest Rate Pass-Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates," Economica, London School of Economics and Political Science, vol. 71, pages 99-123, February.
    3. Bergin, Adele & Conroy, Niall & Garcia Rodriguez, Abian & Holland, Dawn & McInerney, Niall & Morgenroth, Edgar & Smith, Donal, 2017. "COSMO: A new COre Structural MOdel for Ireland," Papers WP553, Economic and Social Research Institute (ESRI).
    4. David Leece, 2000. "Household Choice of Fixed Versus Floating Rate Debt: A Binomial Probit Model With Correction For Classification Error," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 61-82, February.
    5. David Byrne & Robert Kelly & Conor O'Toole, 2022. "How Does Monetary Policy Pass‐Through Affect Mortgage Default? Evidence from the Irish Mortgage Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2081-2101, October.
    6. Slaymaker, Rachel & O'Toole, Conor & McQuinn, Kieran & Fahy, Mike, 2018. "Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market," Papers WP613, Economic and Social Research Institute (ESRI).
    7. Duffy, David & McQuinn, Kieran & Byrne, David & Morley, Ciara, 2015. "Quarterly Economic Commentary, Summer 2015," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20152, June.
    8. Anamaria Illes & Marco Lombardi & Paul Mizen, 2015. "Why did bank lending rates diverge from policy rates after the financial crisis?," BIS Working Papers 486, Bank for International Settlements.
    9. Karagiannis, Stelios & Panagopoulos, Yannis & Vlamis, Prodromos, 2010. "Interest rate pass-through in Europe and the US: Monetary policy after the financial crisis," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 323-338, May.
    10. Kelly, Robert & Lyons, Paul & O'Toole, Conor, 2015. "Mortgage Interest Rate Types in Ireland," Economic Letters 09/EL/15, Central Bank of Ireland.
    11. Fahy, Mike & O'Toole, Conor & Slaymaker, Rachel, 2018. "The financial crisis and the changing profile of mortgage arrears in Ireland," Research Notes RN20180402, Economic and Social Research Institute (ESRI).
    12. Stefan Gerlach, 2013. "Monetary Policy after the Crisis," Manchester School, University of Manchester, vol. 81, pages 16-34, September.
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    Cited by:

    1. O’Toole, Conor & Slaymaker, Rachel, 2021. "Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods," Journal of Banking & Finance, Elsevier, vol. 133(C).

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