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Robert Kelly

Personal Details

First Name:Robert
Middle Name:
Last Name:Kelly
Suffix:
RePEc Short-ID:pke227
[This author has chosen not to make the email address public]
http://www.centralbank.ie
Terminal Degree: Department of Economics, Finance and Accounting; Maynooth University (from RePEc Genealogy)

Affiliation

Central Bank of Ireland

Dublin, Ireland
http://www.centralbank.ie/
RePEc:edi:cbigvie (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kelly, Robert & Byrne, David, 2019. "Bank asset quality and monetary policy pass-through," ESRB Working Paper Series 98, European Systemic Risk Board.
  2. Byrne, David & Kelly, Robert, 2019. "Monetary policy expectations and risk-taking among U.S. banks," Research Technical Papers 6/RT/19, Central Bank of Ireland.
  3. Kelly, Robert & Mazza, Elena, 2019. "A Measure of Bindingness in the Irish Mortgage Market," Financial Stability Notes 12/FS/19, Central Bank of Ireland.
  4. Byrne, David & Kelly, Robert, 2017. "Bank Asset Quality & Monetary Policy Pass-Through," Research Technical Papers 11/RT/17, Central Bank of Ireland.
  5. Byrne, David & Kelly, Robert & O'Toole, Conor, 2017. "How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market," Research Technical Papers 04/RT/17, Central Bank of Ireland.
  6. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
  7. Kelly, Robert & McCann, Fergal, 2015. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Research Technical Papers 05/RT/15, Central Bank of Ireland.
  8. Kelly, Robert & Lyons, Paul & O'Toole, Conor, 2015. "Mortgage Interest Rate Types in Ireland," Economic Letters 09/EL/15, Central Bank of Ireland.
  9. Kelly, Robert & McQuinn, Kieran, 2015. "Do Sovereign-bank Inter-linkages affect the Net Cost of a Fiscal Stimulus?," Papers RB2015/1/4, Economic and Social Research Institute (ESRI).
  10. Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.
  11. Kelly, Robert & McCann, Fergal & O'Toole, Conor, 2015. "Credit conditions, macroprudential policy and house prices," Research Technical Papers 06/RT/15, Central Bank of Ireland.
  12. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
  13. Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014. "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters 14/EL/14, Central Bank of Ireland.
  14. Gaffney, Edward & Kelly, Robert & McCann, Fergal & Lyons, Paul, 2014. "Loan loss forecasting: a methodological overview," Economic Letters 13/EL/14, Central Bank of Ireland.
  15. Hallissey, Niamh & Kelly, Robert & O'Malley, Terry, 2014. "Macro-prudential Tools and Credit Risk of Property Lending at Irish banks," Economic Letters 10/EL/14, Central Bank of Ireland.
  16. Gaffney, Edward & Kelly, Robert & McCann, Fergal, 2014. "A transitions-based framework for estimating expected credit losses," Research Technical Papers 16/RT/14, Central Bank of Ireland.
  17. Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.
  18. Kelly, Robert & O'Brien, Eoin & Stuart, Rebecca, 2014. "A long-run survival analysis of corporate liquidations in Ireland," Research Technical Papers 10/RT/14, Central Bank of Ireland.
  19. Kelly, Robert & McQuinn, Kieran, 2013. "On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?," Research Technical Papers 01/RT/13, Central Bank of Ireland.
  20. Kelly, Robert, 2011. "The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market," Research Technical Papers 13/RT/11, Central Bank of Ireland.
  21. Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2011. "Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland," Research Technical Papers 1/RT/11, Central Bank of Ireland.
  22. Conniffe, Denis & Kelly, Robert, 2011. "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers 4/RT/11, Central Bank of Ireland.
  23. Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2011. "Impairment and Negative Equity in the Irish Mortgage Market," Research Technical Papers 9/RT/11, Central Bank of Ireland.
  24. Browne, Frank & Kelly, Robert, 2009. "Money and uncertainty in democratised financial markets," Research Technical Papers 16/RT/09, Central Bank of Ireland.

Articles

  1. David Byrne & Robert Kelly, 2019. "Bank asset quality & monetary policy pass-through," Applied Economics, Taylor & Francis Journals, vol. 51(23), pages 2501-2521, May.
  2. Kelly, Robert & McCann, Fergal & O’Toole, Conor, 2018. "Credit conditions, macroprudential policy and house prices," Journal of Housing Economics, Elsevier, vol. 41(C), pages 153-167.
  3. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
  4. Kelly, Robert & McCann, Fergal, 2016. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 15-27.
  5. Kelly, Robert & O’Malley, Terence, 2016. "The good, the bad and the impaired: A credit risk model of the Irish mortgage market," Journal of Financial Stability, Elsevier, vol. 22(C), pages 1-9.
  6. Robert Kelly & Eoin Brien & Rebecca Stuart, 2015. "A long-run survival analysis of corporate liquidations in Ireland," Small Business Economics, Springer, vol. 44(3), pages 671-683, March.
  7. Robert Kelly & Kieran McQuinn, 2014. "On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 95-128, September.
  8. Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2012. "Impairment and negative equity in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 21(3), pages 256-268.
  9. Robert Kelly & Kieran Mcquinn & Rebecca Stuart, 2011. "Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland," The Economic and Social Review, Economic and Social Studies, vol. 42(4), pages 455-477.
  10. David Cronin & Robert Kelly & Bernard Kennedy, 2011. "Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(2), pages 155-167, May.
  11. Browne, Frank & Kelly, Robert, 2010. "Central Bank Credibility and Income Velocity in a Monetary Union," Quarterly Bulletin Articles, Central Bank of Ireland, pages 77-92, October.
  12. Robert Kelly, 2008. "Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra," The Economic and Social Review, Economic and Social Studies, vol. 39(1), pages 55-78.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Byrne, David & Kelly, Robert & O'Toole, Conor, 2017. "How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market," Research Technical Papers 04/RT/17, Central Bank of Ireland.

    Cited by:

    1. 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).
    2. Kelly, Jane & Mazza, Elena, 2019. "Mortgage servicing burdens and LTI caps," Financial Stability Notes 13/FS/19, Central Bank of Ireland.
    3. Yosi Borochov & Boris A. Portnov, 2021. "Estimating Environmentally Adjusted Risks of Mortgage Arrears for Different Socioeconomic Groups of Borrowers," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 595-620.
    4. O'Toole, Conor & Slaymaker, Rachel, 2020. "Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods," Papers WP652, Economic and Social Research Institute (ESRI).
    5. Kelly, Jane & Le Blanc, Julia & Lydon, Reamonn, 2019. "Pockets of risk in European housing markets: then and now," ESRB Working Paper Series 87, European Systemic Risk Board.
    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. McQuinn, Kieran & O’Toole, Conor & Allen-Coghlan, Matthew & Economides, Philip, 2019. "Quarterly Economic Commentary, Spring 2019," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC, december.
    8. Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
    9. Cumming, Fergus, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.
    10. McCann, Fergal, 2018. "Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market," ESRB Working Paper Series 71, European Systemic Risk Board.
    11. Kelly, Jane & Myers, Samantha, 2019. "Fixed-rate mortgages: building resilience or generating risk?," Financial Stability Notes 5/FS/19, Central Bank of Ireland.
    12. George Overton & Barbara Castillo Rico, 2020. "Monetary Policy and Housing Loan Default," EconomiX Working Papers 2020-23, University of Paris Nanterre, EconomiX.

  2. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.

    Cited by:

    1. Keenan, Enda & Kinghan, Christina & McCarthy, Yvonne & O'Toole, Conor, 2016. "Macroprudential Measures and Irish Mortgage Lending: A Review of Recent Data," Economic Letters 03/EL/16, Central Bank of Ireland.
    2. Gaudêncio, João & Mazany, Agnieszka & Schwarz, Claudia, 2019. "The impact of lending standards on default rates of residential real estate loans," Occasional Paper Series 220, European Central Bank.

  3. Kelly, Robert & McCann, Fergal, 2015. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Research Technical Papers 05/RT/15, Central Bank of Ireland.

    Cited by:

    1. Kelly, Jane & Mazza, Elena, 2019. "Mortgage servicing burdens and LTI caps," Financial Stability Notes 13/FS/19, Central Bank of Ireland.
    2. Yosi Borochov & Boris A. Portnov, 2021. "Estimating Environmentally Adjusted Risks of Mortgage Arrears for Different Socioeconomic Groups of Borrowers," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 595-620.
    3. McCann, Fergal & O’Malley, Terry, 2021. "Resolving mortgage distress after COVID-19: some lessons from the last crisis," ESRB Working Paper Series 121, European Systemic Risk Board.
    4. Andrew Linn & Ronan C. Lyons, 2020. "Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 549-575, November.
    5. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
    6. Arno Botha & Conrad Beyers & Pieter de Villiers, 2019. "A procedure for loss-optimising default definitions across simulated credit risk scenarios," Papers 1907.12615, arXiv.org, revised Feb 2021.
    7. Andrew Linn & Ronan C Lyons, 2018. "The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default," Trinity Economics Papers tep0718, Trinity College Dublin, Department of Economics.
    8. Danne, Christian & McGuinness, Anne, 2016. "Mortgage modifications and loan performance," Research Technical Papers 05/RT/16, Central Bank of Ireland.
    9. McCann, Fergal & McGeever, Niall, 2018. "Cures and Exits: the drivers of NPL resolution in Ireland from 2012 to 2017," Financial Stability Notes 6/FS/18, Central Bank of Ireland.
    10. Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.
    11. McCann, Fergal, 2017. "Borrower-lender engagement during the Irish mortgage arrears crisis," Economic Letters 17/EL/17, Central Bank of Ireland.
    12. Damian S. Damianov & Xiangdong Wang & Cheng Yan, 2021. "Google Search Queries, Foreclosures, and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 63(2), pages 177-209, August.
    13. Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "Simulation-based optimisation of the timing of loan recovery across different portfolios," Papers 2009.11064, arXiv.org, revised Apr 2021.
    14. Wilfred K. Anim-Odame & Precious Angelo Brenni & Damian Damianov & Dennis Philip, 2018. "Residential Occupancy and Property Tax Default," ERES eres2018_214, European Real Estate Society (ERES).

  4. Kelly, Robert & Lyons, Paul & O'Toole, Conor, 2015. "Mortgage Interest Rate Types in Ireland," Economic Letters 09/EL/15, Central Bank of Ireland.

    Cited by:

    1. McIndoe-Calder, Tara, 2017. "Debt giveth and debt taketh away: mortgage debt burdens in Ireland," Economic Letters 11/EL/17, Central Bank of Ireland.
    2. Jean Cassidy, 2016. "Understanding long-term mortgage arrears in Ireland: insights from macro and micro data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.

  5. Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.

    Cited by:

    1. Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 2/FS/18, Central Bank of Ireland.
    2. McCann, Fergal, 2018. "Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market," ESRB Working Paper Series 71, European Systemic Risk Board.

  6. Kelly, Robert & McCann, Fergal & O'Toole, Conor, 2015. "Credit conditions, macroprudential policy and house prices," Research Technical Papers 06/RT/15, Central Bank of Ireland.

    Cited by:

    1. O'Toole, Conor & Slaymaker, Rachel, 2020. "Review of the Rebuilding Ireland Home Loan scheme," Research Series, Economic and Social Research Institute (ESRI), number RS104.
    2. Laufer, Steven & Tzur-Ilan, Nitzan, 2021. "The effect of LTV-based risk weights on house prices: Evidence from an Israeli macroprudential policy," Journal of Urban Economics, Elsevier, vol. 124(C).
    3. Jean-Francois Carpantier & Javier Olivera & Philippe van Kerm, 2018. "Macroprudential policy and household wealth inequality," Post-Print hal-01795052, HAL.
    4. Chrysovalantis Gaganis & Emilios Galariotis & Fotios Pasiouras & Christos Staikouras, 2021. "Macroprudential regulations and bank profit efficiency: international evidence," Journal of Regulatory Economics, Springer, vol. 59(2), pages 136-160, April.
    5. Selien De Schryder & Frederic Opitz, 2019. "Macroprudential policy and its impact on the Credit Cycle," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/990, Ghent University, Faculty of Economics and Business Administration.
    6. Nitzan Tzur-Ilan, 2019. "Macroprudential Policy: Implementation, Effects, And Lessons," Israel Economic Review, Bank of Israel, vol. 17(1), pages 39-71.
    7. Josh Ryan-Collins, 2021. "Breaking the housing–finance cycle: Macroeconomic policy reforms for more affordable homes," Environment and Planning A, , vol. 53(3), pages 480-502, May.
    8. Kinghan, Christina & McCarthy, Yvonne & O'Toole, Conor, 2016. "The Effects of Macroprudential Policy on Borrower Leverage," Economic Letters 08/EL/16, Central Bank of Ireland.
    9. Maria Chiara Cavalleri & Boris Cournède & Volker Ziemann, 2019. "Housing markets and macroeconomic risks," OECD Economics Department Working Papers 1555, OECD Publishing.
    10. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, June.
    11. Peter Lindner & Nicolás Albacete, 2017. "Simulating impacts of borrower based macroprudential policies on mortgages and the real estate sector in Austria – evidence from the Household Finance and Consumption Survey 2014," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    12. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2019. "Real Estate And The Great Crisis: Lessons For Macroprudential Policy," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 121-137, January.
    13. Nitzan Tzur-Ilan, 2018. "LTV Limits and Borrower Risk," Bank of Israel Working Papers 2018.12, Bank of Israel.
    14. Lena T. Cleanthous & Elena C. Eracleous & Nektarios A. Michail, 2019. "Credit, House Prices and the Macroeconomy in Cyprus," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 17(1), pages 33-55.
    15. Tatiana Cesaroni, 2018. "Average time to sell a property and credit conditions: evidence from the Italian Housing Market Survey," Working Papers LuissLab 18136, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    16. Koetter, Michael & Marek, Philipp & Mavropoulos, Antonios, 2021. "Real estate transaction taxes and credit supply," Discussion Papers 04/2021, Deutsche Bundesbank.
    17. Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021. "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers 20/2021, Deutsche Bundesbank.
    18. Murray, Cameron & Ryan-Collins, Josh, 2020. "When homes earn more than jobs: the rentierization of the Australian housing market," OSF Preprints 8f67h, Center for Open Science.
    19. Jorge E. Galán & Matías Lamas, 2019. "Beyond the LTV ratio: new macroprudential lessons from Spain," Working Papers 1931, Banco de España.
    20. Nico Valckx & Mr. Sohaib Shahid & Mitsuru Katagiri & Andrea Deghi, 2020. "Predicting Downside Risks to House Prices and Macro-Financial Stability," IMF Working Papers 2020/011, International Monetary Fund.

  7. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.

    Cited by:

    1. Lydon, Reamonn & McCann, Fergal, 2017. "The income distribution and the Irish mortgage market," Economic Letters 05/EL/17, Central Bank of Ireland.
    2. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.
    3. Andrew Linn & Ronan C. Lyons, 2020. "Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 549-575, November.
    4. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
    5. Andrew Linn & Ronan C Lyons, 2018. "The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default," Trinity Economics Papers tep0718, Trinity College Dublin, Department of Economics.
    6. Keenan, Enda & Kinghan, Christina & McCarthy, Yvonne & O'Toole, Conor, 2016. "Macroprudential Measures and Irish Mortgage Lending: A Review of Recent Data," Economic Letters 03/EL/16, Central Bank of Ireland.
    7. Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.
    8. Gerth, Florian & Temnov, Grigory, 2021. "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 217-236.
    9. Mark Cassidy & Niamh Hallissey, 2016. "The Introduction of Macroprudential Measures for the Irish Mortgage Market," The Economic and Social Review, Economic and Social Studies, vol. 47(2), pages 271-297.

  8. Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014. "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters 14/EL/14, Central Bank of Ireland.

    Cited by:

    1. Kelly, Robert & McCann, Fergal, 2016. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 15-27.

  9. Gaffney, Edward & Kelly, Robert & McCann, Fergal & Lyons, Paul, 2014. "Loan loss forecasting: a methodological overview," Economic Letters 13/EL/14, Central Bank of Ireland.

    Cited by:

    1. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.

  10. Hallissey, Niamh & Kelly, Robert & O'Malley, Terry, 2014. "Macro-prudential Tools and Credit Risk of Property Lending at Irish banks," Economic Letters 10/EL/14, Central Bank of Ireland.

    Cited by:

    1. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.
    2. Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014. "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters 14/EL/14, Central Bank of Ireland.
    3. de Araujo, Douglas Kiarelly Godoy & Barroso, Joao Barata Ribeiro Blanco & Gonzalez, Rodrigo Barbone, 2020. "Loan-to-value policy and housing finance: Effects on constrained borrowers," Journal of Financial Intermediation, Elsevier, vol. 42(C).
    4. Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
    5. Douglas Kiarelly Godoy de Araujo & João Barata Ribeiro Blanco Barroso & Rodrigo Barbone Gonzalez, 2016. "Loan-To-Value Policy and Housing Loans: effects on constrained borrowers," Working Papers Series 445, Central Bank of Brazil, Research Department.
    6. Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020. "An agent-based model for the assessment of LTV caps," Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
    7. Kelly, Robert & Lyons, Paul & O'Toole, Conor, 2015. "Mortgage Interest Rate Types in Ireland," Economic Letters 09/EL/15, Central Bank of Ireland.
    8. Keenan, Enda & Kinghan, Christina & McCarthy, Yvonne & O'Toole, Conor, 2016. "Macroprudential Measures and Irish Mortgage Lending: A Review of Recent Data," Economic Letters 03/EL/16, Central Bank of Ireland.
    9. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2015. "Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201516, November.
    10. Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.
    11. Kelly, Robert, 2011. "The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market," Research Technical Papers 13/RT/11, Central Bank of Ireland.
    12. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
    13. Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
    14. Cussen, Mary & O'Brien, Martin & Onorante, Luca & O'Reilly, Gerard, 2015. "Assessing the impact of macroprudential measures," Economic Letters 03/EL/15, Central Bank of Ireland.
    15. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Nonbank Sector Stability Analyses," IMF Staff Country Reports 2016/317, International Monetary Fund.

  11. Gaffney, Edward & Kelly, Robert & McCann, Fergal, 2014. "A transitions-based framework for estimating expected credit losses," Research Technical Papers 16/RT/14, Central Bank of Ireland.

    Cited by:

    1. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
    2. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.
    3. Kelly, Jane & Mazza, Elena, 2019. "Mortgage servicing burdens and LTI caps," Financial Stability Notes 13/FS/19, Central Bank of Ireland.
    4. Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.
    5. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
    6. Gaffney, Edward & Kelly, Robert & McCann, Fergal & Lyons, Paul, 2014. "Loan loss forecasting: a methodological overview," Economic Letters 13/EL/14, Central Bank of Ireland.
    7. McCann, Fergal, 2014. "Modelling default transitions in the UK mortgage market," Research Technical Papers 18/RT/14, Central Bank of Ireland.
    8. Joyce, John & McCann, Fergal, 2016. "Model-based estimates of the resilience of mortgages at origination," Economic Letters 09/EL/16, Central Bank of Ireland.
    9. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
    10. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Nonbank Sector Stability Analyses," IMF Staff Country Reports 2016/317, International Monetary Fund.

  12. Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.

    Cited by:

    1. Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 2/FS/18, Central Bank of Ireland.
    2. Andrew Linn & Ronan C. Lyons, 2020. "Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 549-575, November.
    3. Gaffney, Edward & Kelly, Robert & McCann, Fergal & Lyons, Paul, 2014. "Loan loss forecasting: a methodological overview," Economic Letters 13/EL/14, Central Bank of Ireland.
    4. Armstrong, Jed & Skilling, Hayden & Yao, Fang, 2019. "Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand," Journal of Housing Economics, Elsevier, vol. 44(C), pages 88-98.
    5. Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.

  13. Kelly, Robert & O'Brien, Eoin & Stuart, Rebecca, 2014. "A long-run survival analysis of corporate liquidations in Ireland," Research Technical Papers 10/RT/14, Central Bank of Ireland.

    Cited by:

    1. Iwasaki, Ichiro & 岩﨑, 一郎 & Kočenda, Evžen & Shida, Yoshisada, 2021. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CEI Working Paper Series 2020-10, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    2. Guimarães Barbosa, Evaldo, 2016. "The relationships between, on the hand, size, growth and age of the firm and, on the other hand, small business survival – a constructive critique and a proposal of a new framework," MPRA Paper 72111, University Library of Munich, Germany.
    3. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
    4. O'Toole, Conor & Slaymaker, Rachel, 2020. "Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods," Papers WP652, Economic and Social Research Institute (ESRI).
    5. 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).
    6. 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).

  14. Kelly, Robert & McQuinn, Kieran, 2013. "On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?," Research Technical Papers 01/RT/13, Central Bank of Ireland.

    Cited by:

    1. Rory McElligott & Martin O'Brien, 2014. "The evolution of loan level data in Ireland," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Porto Workshop on "Integrated management of micro-databases", volume 37, pages 18-23, Bank for International Settlements.
    2. Linn, Andrew & Kelly, Anne-Marie & Bailey, Samuel, 2014. "Irish Residential Mortgage-Backed Securities – Preliminary Analysis of Loan-Level Data," Quarterly Bulletin Articles, Central Bank of Ireland, pages 60-70, October.

  15. Kelly, Robert, 2011. "The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market," Research Technical Papers 13/RT/11, Central Bank of Ireland.

    Cited by:

    1. Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.
    2. Rory McElligott & Martin O'Brien, 2014. "The evolution of loan level data in Ireland," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Porto Workshop on "Integrated management of micro-databases", volume 37, pages 18-23, Bank for International Settlements.
    3. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
    4. McCann, Fergal & McIndoe-Calder, Tara, 2012. "Determinants of SME Loan Default: The Importance of Borrower-Level Heterogeneity," Research Technical Papers 06/RT/12, Central Bank of Ireland.
    5. O'Toole, Conor & Slaymaker, Rachel, 2020. "Review of the Rebuilding Ireland Home Loan scheme," Research Series, Economic and Social Research Institute (ESRI), number RS104.
    6. Rebecca Williams, 2017. "Business cycle review: 2008 to present day," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 80, pages 1-22, March.
    7. Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 2/FS/18, Central Bank of Ireland.
    8. Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2018. "Countercyclical capital regulation in a small open economy DSGE model," Working Paper Series 2144, European Central Bank.
    9. Gaffney, Edward & Kelly, Robert & McCann, Fergal, 2014. "A transitions-based framework for estimating expected credit losses," Research Technical Papers 16/RT/14, Central Bank of Ireland.
    10. Lydon, Reamonn, 2013. "Do households with debt problems spend less?," Economic Letters 02/EL/13, Central Bank of Ireland.
    11. McCann, Fergal & Ryan, Ellen, 2016. "Originating Loan to Value ratios and the resilience of mortgage portfolios," Economic Letters 10/EL/16, Central Bank of Ireland.
    12. Lydon, Reamonn & McCarthy, Yvonne, 2011. "What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears," Research Technical Papers 14/RT/11, Central Bank of Ireland.
    13. Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.
    14. McGuinness, Anne, 2011. "The Distribution of Property Level Mortgage Arrears," Economic Letters 06/EL/11, Central Bank of Ireland.
    15. Kelly, Robert & McCann, Fergal, 2016. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 15-27.
    16. Kelly, Jane & Mazza, Elena, 2019. "Mortgage Repayment Affordability across the Income Distribution," Financial Stability Notes 15/FS/19, Central Bank of Ireland.
    17. Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020. "An agent-based model for the assessment of LTV caps," Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
    18. Arno Botha & Conrad Beyers & Pieter de Villiers, 2019. "A procedure for loss-optimising default definitions across simulated credit risk scenarios," Papers 1907.12615, arXiv.org, revised Feb 2021.
    19. Robert Kelly & Kieran McQuinn, 2014. "On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 95-128, September.
    20. Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "The loss optimisation of loan recovery decision times using forecast cash flows," Papers 2010.05601, arXiv.org.
    21. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
    22. O'Toole, Conor & Slaymaker, Rachel, 2020. "Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods," Papers WP652, Economic and Social Research Institute (ESRI).
    23. Kelly, Robert & McQuinn, Kieran, 2013. "On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?," Research Technical Papers 01/RT/13, Central Bank of Ireland.
    24. Kelly, Jane & Le Blanc, Julia & Lydon, Reamonn, 2019. "Pockets of risk in European housing markets: then and now," ESRB Working Paper Series 87, European Systemic Risk Board.
    25. Lawless, Martina & McCann, Fergal, 2012. "Determinants of default: Evidence from a sector-level panel of Irish SME loans," Research Technical Papers 03/RT/12, Central Bank of Ireland.
    26. Richard Chamboko & Jorge M. Bravo, 2016. "On the modelling of prognosis from delinquency to normal performance on retail consumer loans," Risk Management, Palgrave Macmillan, vol. 18(4), pages 264-287, December.
    27. McCann, Fergal, 2014. "Modelling default transitions in the UK mortgage market," Research Technical Papers 18/RT/14, Central Bank of Ireland.
    28. Byrne, David & Kelly, Robert & O'Toole, Conor, 2017. "How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market," Research Technical Papers 04/RT/17, Central Bank of Ireland.
    29. Pedersen, Michael, 2018. "Credit risk and monetary pass-through—Evidence from Chile," Journal of Financial Stability, Elsevier, vol. 36(C), pages 144-158.
    30. Hallissey, Niamh & Kelly, Robert & O'Malley, Terry, 2014. "Macro-prudential Tools and Credit Risk of Property Lending at Irish banks," Economic Letters 10/EL/14, Central Bank of Ireland.
    31. McCann, Fergal, 2018. "Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market," ESRB Working Paper Series 71, European Systemic Risk Board.
    32. Michael Pedersen, 2016. "Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?," Working Papers Central Bank of Chile 780, Central Bank of Chile.
    33. Joyce, John & McCann, Fergal, 2016. "Model-based estimates of the resilience of mortgages at origination," Economic Letters 09/EL/16, Central Bank of Ireland.
    34. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
    35. Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, Open Access Journal, vol. 8(2), pages 1-29, June.
    36. Calabrese, Raffaella & Crook, Jonathan, 2020. "Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients," European Journal of Operational Research, Elsevier, vol. 287(2), pages 749-761.
    37. Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "Simulation-based optimisation of the timing of loan recovery across different portfolios," Papers 2009.11064, arXiv.org, revised Apr 2021.
    38. Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
    39. Mark Cassidy & Niamh Hallissey, 2016. "The Introduction of Macroprudential Measures for the Irish Mortgage Market," The Economic and Social Review, Economic and Social Studies, vol. 47(2), pages 271-297.
    40. Kelly, Jane & Kennedy, Gerard & McIndoe-Calder, Tara, 2014. "Interest-only mortgages in Ireland," Economic Letters 05/EL/14, Central Bank of Ireland.
    41. Richard Waldron & Declan Redmond, 2016. "Stress in Suburbia: Counting the Costs of Ireland's Property Crash and Mortgage Arrears Crisis," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 107(4), pages 484-501, September.
    42. Caselli, Stefano & Corbetta, Guido & Cucinelli, Doriana & Rossolini, Monica, 2021. "A survival analysis of public guaranteed loans: Does financial intermediary matter?," Journal of Financial Stability, Elsevier, vol. 54(C).
    43. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Nonbank Sector Stability Analyses," IMF Staff Country Reports 2016/317, International Monetary Fund.
    44. Neumann, Tobias, 2018. "Mortgages: estimating default correlation and forecasting default risk," Bank of England working papers 708, Bank of England.

  16. Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2011. "Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland," Research Technical Papers 1/RT/11, Central Bank of Ireland.

    Cited by:

    1. José Alves & Rita Pereira, 2017. "The Portuguese Households' Indebtedness," Working Papers Department of Economics 2017/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    2. Itumeleng Pleasure Mongale & Tumelo Mashamaite & Nyiko Khoza, 2018. "Household savings, financing and economic growth in South Africa," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(1), pages 105-116, January.
    3. Oxana Babecka Kucharcukova & Renata Pasalicova, 2017. "Firm Investment, Financial Constraints and Monetary Transmission: An Investigation with Czech Firm-Level Data," Working Papers 2017/16, Czech National Bank.
    4. Robert Kelly & Kieran McQuinn, 2014. "On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 95-128, September.
    5. Lawless, Martina & Mc Inerney, Niall & McQuinn, Kieran & O'Toole, Conor, 2014. "Credit Requirements for Irish Firms in the Economic Recovery," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    6. Giray Gozgor, 2015. "Causal relation between economic growth and domestic credit in the economic globalization: Evidence from the Hatemi-J's test," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 24(3), pages 395-408, April.
    7. Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España.
    8. Bermingham, Colin & Conefrey, Thomas, 2014. "The Irish macroeconomic response to an external shock with an application to stress testing," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 454-470.
    9. Daragh Clancy & Rossana Merola, 2016. "Countercyclical capital rules for small open economies," Working Papers 10, European Stability Mechanism.
    10. Creedon, Conn & O'Brien, Eoin, 2016. "Indicators for Setting the Countercyclical Capital Buffer," Economic Letters 02/EL/16, Central Bank of Ireland.
    11. Mary M. Everett, 2015. "Blowing the Bubble: The Global Funding of the Irish Credit Boom," The Economic and Social Review, Economic and Social Studies, vol. 46(3), pages 339-365.
    12. Aisling Menton & Martina Sherman, 2015. "Analysis of the Irish SME market using micro-data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    13. Dušan Stojanović & Danilo Stojanović, 2015. "Excessive Credit Growth Or Catching Up Process: The Case Of Central, Eastern And Southeastern European Countries," Economic Annals, Faculty of Economics, University of Belgrade, vol. 60(206), pages 7-44, July - Se.
    14. Zsuzsanna Hosszú & Gyöngyi Körmendi & Bence Mérõ, 2015. "Univariate and multivariate filters to measure the credit gap," MNB Occasional Papers 2015/118, Magyar Nemzeti Bank (Central Bank of Hungary).
    15. José Ricardo Borges Alves & Rita Maria Henriques Pereira, 2020. "The indebtedness of households up until the economic adjustment programme for Portugal: an empirical assessment," Public Sector Economics, Institute of Public Finance, vol. 44(4), pages 529-550.

  17. Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2011. "Impairment and Negative Equity in the Irish Mortgage Market," Research Technical Papers 9/RT/11, Central Bank of Ireland.

    Cited by:

    1. McCarthy, Yvonne & McQuinn, Kieran, 2014. "Deleveraging in a highly indebted property market: Who does it and are there implications for household consumption?," Research Technical Papers 05/RT/14, Central Bank of Ireland.
    2. Lydon, Reamonn & McCarthy, Yvonne, 2011. "What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears," Research Technical Papers 14/RT/11, Central Bank of Ireland.
    3. McGuinness, Anne, 2011. "The Distribution of Property Level Mortgage Arrears," Economic Letters 06/EL/11, Central Bank of Ireland.
    4. Kennedy, Gerard & McIndoe Calder, Tara, 2011. "The Irish Mortgage Market: Stylised Facts, Negative Equity and Arrears," Research Technical Papers 12/RT/11, Central Bank of Ireland.
    5. Yvonne McCarthy & Kieran McQuinn, 2017. "Price Expectations, Distressed Mortgage Markets and the Housing Wealth Effect," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 45(2), pages 478-513, April.
    6. Linn, Andrew & Kelly, Anne-Marie & Bailey, Samuel, 2014. "Irish Residential Mortgage-Backed Securities – Preliminary Analysis of Loan-Level Data," Quarterly Bulletin Articles, Central Bank of Ireland, pages 60-70, October.
    7. McCarthy, Yvonne, 2014. "Dis-entangling the mortgage arrears crisis: The rolw of the labour market, income volatility and housing equity," Research Technical Papers 02/RT/14, Central Bank of Ireland.
    8. McCarthy, Yvonne & McQuinn, Kieran, 2017. "Credit conditions in a boom and bust property market: Insights for macro-prudential policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 171-182.
    9. Corrigan, Eoin & Foley, Daniel & McQuinn, Kieran & O'Toole, Conor & Slaymaker, Rachel, 2018. "Exploring affordability in the Irish housing market," Papers WP593, Economic and Social Research Institute (ESRI).
    10. McCarthy, Yvonne & McQuinn, Kieran, 2013. "Credit conditions in a boom and bust property market," Research Technical Papers 08/RT/13, Central Bank of Ireland.

Articles

  1. Kelly, Robert & McCann, Fergal & O’Toole, Conor, 2018. "Credit conditions, macroprudential policy and house prices," Journal of Housing Economics, Elsevier, vol. 41(C), pages 153-167.
    See citations under working paper version above.
  2. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.

    Cited by:

    1. Yosi Borochov & Boris A. Portnov, 2021. "Estimating Environmentally Adjusted Risks of Mortgage Arrears for Different Socioeconomic Groups of Borrowers," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 595-620.
    2. Hung Xuan Do & Daniel Rösch & Harald Scheule, 2020. "Liquidity Constraints, Home Equity and Residential Mortgage Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 208-246, August.

  3. Kelly, Robert & McCann, Fergal, 2016. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 15-27.
    See citations under working paper version above.
  4. Kelly, Robert & O’Malley, Terence, 2016. "The good, the bad and the impaired: A credit risk model of the Irish mortgage market," Journal of Financial Stability, Elsevier, vol. 22(C), pages 1-9. See citations under working paper version above.
  5. Robert Kelly & Eoin Brien & Rebecca Stuart, 2015. "A long-run survival analysis of corporate liquidations in Ireland," Small Business Economics, Springer, vol. 44(3), pages 671-683, March.
    See citations under working paper version above.
  6. Robert Kelly & Kieran McQuinn, 2014. "On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 95-128, September.

    Cited by:

    1. Duffy, David & Mc Inerney, Niall & McQuinn, Kieran, 2015. "Macroprudential Policy in a Recovering Market: Too Much too Soon?," Papers WP500, Economic and Social Research Institute (ESRI).
    2. Cronin, David & McQuinn, Kieran, 2014. "Irish Fiscal Policy in Good Times and in Bad: Its Impact During Different Stages of the Economic Cycle," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    3. Kieran McQuinn & Teresa Monteiro & Conor O’Toole, 2021. "House Price Expectations, Labour Market Developments and the House Price to Rent Ratio: A User Cost of Capital Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 25-47, January.
    4. McQuinn, Kieran, 2017. "Irish house prices: Déjà vu all over again?," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    5. McQuinn, Kieran & Addison-Smyth, Diarmaid, 2015. "Assessing the Sustainable Nature of Housing-Related Taxation Receipts: The Case of Ireland," Papers WP503, Economic and Social Research Institute (ESRI).
    6. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
    7. McQuinn, Kieran, 2017. "The changing relationship between affordability and house prices: a cross-country examination," Papers WP560, Economic and Social Research Institute (ESRI).
    8. McQuinn, Kieran, 2020. "Property prices and Covid-19 related administrative closures: What are the implications?," Papers WP661, Economic and Social Research Institute (ESRI).
    9. McQuinn, Kieran, 2014. "Bubble, Bubble Toil and Trouble? An Assessment of the Current State of the Irish Housing Market," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    10. Cronin, David & McQuinn, Kieran, 2016. "Credit availability, macroprudential regulations and the house price-to-rent ratio," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 971-984.
    11. Niall McInerney, 2016. "A Structural Model of Macroprudential Policy: the Case of Ireland," EcoMod2016 9643, EcoMod.
    12. 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).

  7. Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2012. "Impairment and negative equity in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 21(3), pages 256-268.
    See citations under working paper version above.
  8. Robert Kelly & Kieran Mcquinn & Rebecca Stuart, 2011. "Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland," The Economic and Social Review, Economic and Social Studies, vol. 42(4), pages 455-477.
    See citations under working paper version above.
  9. David Cronin & Robert Kelly & Bernard Kennedy, 2011. "Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(2), pages 155-167, May.

    Cited by:

    1. Pei-Tha Gan, 2014. "The Optimal Economic Uncertainty Index: A Grid Search Application," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 159-182, February.
    2. Havvanur Feyza Erdem & Rahmi Yamak, 2016. "Measuring The Optimal Macroeconomic Uncertainty Index For Turkey," Economic Annals, Faculty of Economics, University of Belgrade, vol. 61(210), pages 7-22, July - Se.
    3. Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, University of Hamburg, Department of Socioeconomics.
    4. Artur Tarassow, 2017. "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series 201702, University of Hamburg, Department of Socioeconomics.
    5. Havvanur Feyza Erdem & George Tawadros, 2020. "Estimating An Optimal Macroeconomic Uncertainty Index For Australia," Working Papers 2020-02, DePauw University, Department of Economics and Management.
    6. Guerello, Chiara, 2016. "The effect of investors’ confidence on monetary policy transmission mechanism," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 248-266.

  10. Robert Kelly, 2008. "Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra," The Economic and Social Review, Economic and Social Studies, vol. 39(1), pages 55-78.

    Cited by:

    1. Biais, Bruno & Bisière, Christophe & Pouget, Sébastien, 2009. "Equilibrium Discovery and Preopening Mechanisms in an Experimental Market," IDEI Working Papers 543, Institut d'Économie Industrielle (IDEI), Toulouse.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (16) 2011-12-13 2013-04-20 2014-11-01 2014-12-24 2014-12-29 2015-01-31 2015-07-04 2015-08-19 2016-01-18 2016-01-18 2016-08-21 2017-04-02 2017-04-16 2018-02-05 2019-07-08 2019-07-22. Author is listed
  2. NEP-URE: Urban & Real Estate Economics (15) 2011-10-01 2011-12-13 2013-04-20 2014-11-01 2014-12-29 2015-01-03 2015-01-31 2015-08-19 2016-01-18 2016-01-18 2016-01-18 2016-08-21 2017-04-02 2017-04-16 2020-01-13. Author is listed
  3. NEP-MAC: Macroeconomics (10) 2011-04-02 2013-08-23 2015-07-04 2016-01-18 2016-08-21 2017-04-02 2017-04-16 2018-02-05 2019-07-08 2019-07-22. Author is listed
  4. NEP-CBA: Central Banking (7) 2009-12-19 2011-04-02 2015-07-04 2017-04-02 2017-04-16 2019-07-08 2019-07-22. Author is listed
  5. NEP-RMG: Risk Management (6) 2011-12-13 2014-12-29 2015-01-03 2015-01-31 2015-07-04 2016-08-21. Author is listed
  6. NEP-MON: Monetary Economics (5) 2009-12-19 2017-04-16 2018-02-05 2019-07-08 2019-07-22. Author is listed
  7. NEP-EUR: Microeconomic European Issues (3) 2016-01-18 2016-01-18 2017-04-16
  8. NEP-EEC: European Economics (2) 2018-02-05 2019-07-08
  9. NEP-ECM: Econometrics (1) 2011-04-02
  10. NEP-PAY: Payment Systems & Financial Technology (1) 2016-01-18

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