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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. De Burca, Orla & Kelly, Robert & O'Brien, Eoin, 2021. "A financial stability perspective on the First Home shared equity scheme," Financial Stability Notes 12/FS/21, Central Bank of Ireland.
  2. Aikman, David & Kelly, Robert & McCann, Fergal & Yao, Fang, 2021. "The macroeconomic channels of macroprudential mortgage policies," Financial Stability Notes 11/FS/21, Central Bank of Ireland.
  3. Kelly, Robert & Byrne, David, 2019. "Bank asset quality and monetary policy pass-through," ESRB Working Paper Series 98, European Systemic Risk Board.
  4. 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.
  5. Kelly, Robert & Mazza, Elena, 2019. "A Measure of Bindingness in the Irish Mortgage Market," Financial Stability Notes 12/FS/19, Central Bank of Ireland.
  6. Byrne, David & Kelly, Robert, 2017. "Bank Asset Quality & Monetary Policy Pass-Through," Research Technical Papers 11/RT/17, Central Bank of Ireland.
  7. 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.
  8. 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.
  9. Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.
  10. 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.
  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 & 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).
  13. 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.
  14. Kelly, Robert & Lyons, Paul & O'Toole, Conor, 2015. "Mortgage Interest Rate Types in Ireland," Economic Letters 09/EL/15, Central Bank of Ireland.
  15. 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.
  16. 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.
  17. 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.
  18. Gaffney, Edward & Kelly, Robert & McCann, Fergal & Lyons, Paul, 2014. "Loan loss forecasting: a methodological overview," Economic Letters 13/EL/14, Central Bank of Ireland.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Conniffe, Denis & Kelly, Robert, 2011. "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers 4/RT/11, Central Bank of Ireland.
  25. 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.
  26. 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 & 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.
  2. David Byrne & Robert Kelly, 2019. "Bank asset quality & monetary policy pass-through," Applied Economics, Taylor & Francis Journals, vol. 51(23), pages 2501-2521, May.
  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 & O’Toole, Conor, 2018. "Credit conditions, macroprudential policy and house prices," Journal of Housing Economics, Elsevier, vol. 41(C), pages 153-167.
  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. 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.
  7. 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.
  8. 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.
  9. 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.
  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. 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.
  12. 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.
  13. 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.

More information

Research fields, statistics, top rankings, if available.

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 25 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-URE: Urban & Real Estate Economics (17) 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 2022-01-24 2022-01-24. Author is listed
  2. 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
  3. NEP-CBA: Central Banking (9) 2009-12-19 2011-04-02 2015-07-04 2017-04-02 2017-04-16 2019-07-08 2019-07-22 2022-01-24 2022-01-24. Author is listed
  4. 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
  5. NEP-MON: Monetary Economics (5) 2009-12-19 2017-04-16 2018-02-05 2019-07-08 2019-07-22. Author is listed
  6. NEP-EUR: Microeconomic European Issues (3) 2016-01-18 2016-01-18 2017-04-16
  7. NEP-EEC: European Economics (2) 2018-02-05 2019-07-08
  8. NEP-CWA: Central & Western Asia (1) 2022-01-24
  9. NEP-ECM: Econometrics (1) 2011-04-02
  10. NEP-PAY: Payment Systems & Financial Technology (1) 2016-01-18

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