9
H index
9
i10 index
237
Citations
Central Bank of Ireland | 9 H index 9 i10 index 237 Citations RESEARCH PRODUCTION: 12 Articles 28 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Kelly. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Stability | 2 |
Journal of Housing Economics | 2 |
The Economic and Social Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Technical Papers / Central Bank of Ireland | 16 |
Economic Letters / Central Bank of Ireland | 5 |
Financial Stability Notes / Central Bank of Ireland | 3 |
ESRB Working Paper Series / European Systemic Risk Board | 2 |
Year | Title of citing document |
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2021 | A procedure for loss-optimising default definitions across simulated credit risk scenarios. (2019). de Villiers, Pieter ; Beyers, Conrad ; Botha, Arno. In: Papers. RePEc:arx:papers:1907.12615. Full description at Econpapers || Download paper |
2021 | Simulation-based optimisation of the timing of loan recovery across different portfolios. (2020). de Villiers, Pieter ; Beyers, Conrad ; Botha, Arno. In: Papers. RePEc:arx:papers:2009.11064. Full description at Econpapers || Download paper |
2020 | The loss optimisation of loan recovery decision times using forecast cash flows. (2020). de Villiers, Pieter ; Beyers, Conrad ; Botha, Arno. In: Papers. RePEc:arx:papers:2010.05601. Full description at Econpapers || Download paper |
2022 | Average time to sell a property and credit conditions: Evidence from the Italian housing market survey. (2022). Cesaroni, Tatiana. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:49-68. Full description at Econpapers || Download paper |
2020 | Mortgage loan regulation instruments around the world. (2020). Komarek, Lubos ; Polak, Petr. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2020/7. Full description at Econpapers || Download paper |
2020 | ESTIMATING AN OPTIMAL MACROECONOMIC UNCERTAINTY INDEX FOR AUSTRALIA. (2020). Tawadros, George ; Erdem, Havvanur Feyza. In: Working Papers. RePEc:dew:wpaper:2020-02. Full description at Econpapers || Download paper |
2020 | Monetary Policy and Housing Loan Default. (2020). Rico, Barbara Castillo ; Overton, George. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-23. Full description at Econpapers || Download paper |
2021 | Time-varying effect of macro-prudential policies on household credit growth: Evidence from China. (2021). Xu, Xiangyun ; Jiao, Dongdan ; Li, Guorong ; Chen, Huanhuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:241-254. Full description at Econpapers || Download paper |
2021 | The role of housing market in the effectiveness of monetary policy over the Covid-19 era. (2021). Apergis, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000264. Full description at Econpapers || Download paper |
2020 | Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients. (2020). Crook, Jonathan ; Calabrese, Raffaella. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:749-761. Full description at Econpapers || Download paper |
2022 | Benchmarking forecast approaches for mortgage credit risk for forward periods. (2022). Scheule, Harald ; Luong, Thi Mai. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:750-767. Full description at Econpapers || Download paper |
2021 | Macroprudential policy and its impact on the credit cycle. (2021). Opitz, Frederic ; De Schryder, Selien. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301212. Full description at Econpapers || Download paper |
2021 | A survival analysis of public guaranteed loans: Does financial intermediary matter?. (2021). Rossolini, Monica ; Cucinelli, Doriana ; Corbetta, Guido ; Caselli, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000401. Full description at Econpapers || Download paper |
2021 | Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. (2021). Slaymaker, Rachel ; O'Toole, Conor ; Otoole, Conor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002272. Full description at Econpapers || Download paper |
2020 | Loan-to-value policy and housing finance: Effects on constrained borrowers. (2020). Gonzalez, Rodrigo ; Barroso, João ; Ribeiro, Joao Barata ; Godoy, Douglas Kiarelly . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957319300464. Full description at Econpapers || Download paper |
2021 | Credit access, macroprudential rules and policy interventions: Lessons for potential first time buyers. (2021). Slaymaker, Rachel ; O'Toole, Conor ; McQuinn, Kieran ; Otoole, Conor. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:5:p:944-963. Full description at Econpapers || Download paper |
2021 | The effect of LTV-based risk weights on house prices: Evidence from an Israeli macroprudential policy. (2021). Tzur-Ilan, Nitzan ; Laufer, Steven. In: Journal of Urban Economics. RePEc:eee:juecon:v:124:y:2021:i:c:s0094119021000310. Full description at Econpapers || Download paper |
2022 | The effect of monetary policy on China’s housing prices before and after 2017: A dynamic analysis in DSGE model. (2022). Meng, Juan ; Tang, Qianqian. In: Land Use Policy. RePEc:eee:lauspo:v:113:y:2022:i:c:s0264837721006505. Full description at Econpapers || Download paper |
2021 | New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach. (2021). Temnov, Grigory ; Gerth, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:217-236. Full description at Econpapers || Download paper |
2021 | Estimating Environmentally Adjusted Risks of Mortgage Arrears for Different Socioeconomic Groups of Borrowers. (2021). Portnov, Boris A ; Borochov, Yosi. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:2:p:595-620. Full description at Econpapers || Download paper |
2020 | Review of the Rebuilding Ireland Home Loan scheme. (2020). Slaymaker, Rachel ; O'Toole, Conor. In: Research Series. RePEc:esr:resser:rs104. Full description at Econpapers || Download paper |
2020 | Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. (2020). Slaymaker, Rachel ; O'Toole, Conor. In: Papers. RePEc:esr:wpaper:wp652. Full description at Econpapers || Download paper |
2020 | Property prices and Covid-19 related administrative closures: What are the implications?. (2020). McQuinn, Kieran. In: Papers. RePEc:esr:wpaper:wp661. Full description at Econpapers || Download paper |
2021 | Household consumption and the housing net worth channel in Ireland. (2021). McQuinn, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp710. Full description at Econpapers || Download paper |
2020 | Twenty Years of Mortgage Banking in Slovakia. (2020). Horvatova, Eva. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:56-:d:411162. Full description at Econpapers || Download paper |
2020 | A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes. (2020). Miguelbravo, Jorge ; Chamboko, Richard. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:64-:d:369662. Full description at Econpapers || Download paper |
2021 | Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2020-10. Full description at Econpapers || Download paper |
2020 | Predicting Downside Risks to House Prices and Macro-Financial Stability. (2020). Shahid, Sohaib ; Valckx, Nico ; Katagiri, Mitsuru ; Deghi, Andrea. In: IMF Working Papers. RePEc:imf:imfwpa:2020/011. Full description at Econpapers || Download paper |
2021 | The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility. (2021). Tarne, Ruben ; Theobald, Thomas ; Bezemer, Dirk. In: IMK Working Paper. RePEc:imk:wpaper:212-2021. Full description at Econpapers || Download paper |
2020 | The indebtedness of households up until the economic adjustment programme for Portugal: an empirical assessment. (2020). Henriques, Rita Maria ; Borges, Jos Ricardo. In: Public Sector Economics. RePEc:ipf:psejou:v:44:y:2020:i:4:p:529-550. Full description at Econpapers || Download paper |
2020 | Liquidity Constraints, Home Equity and Residential Mortgage Losses. (2020). Scheule, Harald ; Do, Hung ; Rosch, Daniel. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09709-9. Full description at Econpapers || Download paper |
2020 | The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z. Full description at Econpapers || Download paper |
2020 | Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default. (2020). Linn, Andrew ; Lyons, Ronan C. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09711-1. Full description at Econpapers || Download paper |
2021 | House Price Expectations, Labour Market Developments and the House Price to Rent Ratio: A User Cost of Capital Approach. (2021). O'Toole, Conor ; McQuinn, Kieran ; Otoole, Conor ; Monteiro, Teresa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09731-x. Full description at Econpapers || Download paper |
2021 | Google Search Queries, Foreclosures, and House Prices. (2021). Damianov, Damian ; Yan, Cheng ; Wang, Xiangdong. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:2:d:10.1007_s11146-020-09789-y. Full description at Econpapers || Download paper |
2022 | Housing Prices, Yields and Credit Conditions in Dublin since 1945. (2022). Lyons, Ronan ; Keely, Richard. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:3:d:10.1007_s11146-020-09788-z. Full description at Econpapers || Download paper |
2021 | Macroprudential regulations and bank profit efficiency: international evidence. (2021). Gaganis, Chrysovalantis ; Staikouras, Christos ; Pasiouras, Fotios ; Galariotis, Emilios. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:59:y:2021:i:2:d:10.1007_s11149-021-09424-5. Full description at Econpapers || Download paper |
2022 | Institutions, financial development, and small business survival: evidence from European emerging markets. (2022). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada ; Koenda, Even. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:3:d:10.1007_s11187-021-00470-z. Full description at Econpapers || Download paper |
2021 | Transmission of Monetary Policy through Credit Interest Rates in Turkey: A Microeconomic Perspective. (2021). Siklar, Ilyas. In: Business and Economic Research. RePEc:mth:ber888:v:11:y:2021:i:4:p:122-140. Full description at Econpapers || Download paper |
2020 | When homes earn more than jobs: the rentierization of the Australian housing market. (2020). Ryan-Collins, Josh ; Murray, Cameron. In: OSF Preprints. RePEc:osf:osfxxx:8f67h. Full description at Econpapers || Download paper |
2021 | Breaking the housing–finance cycle: Macroeconomic policy reforms for more affordable homes. (2021). Ryan-Collins, Josh. In: Environment and Planning A. RePEc:sae:envira:v:53:y:2021:i:3:p:480-502. Full description at Econpapers || Download paper |
2021 | Monetary Policy Pass-through, Ownership and Crisis: How Robust is the Indian Evidence?. (2021). Ghosh, Saibal ; Ansari, Jugnu. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:15:y:2021:i:4:p:456-483. Full description at Econpapers || Download paper |
2022 | Public cash and modes of firm exit. (2022). Grajzl, Peter ; Morec, Barbara ; Cepec, Jaka. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:1:d:10.1007_s00191-021-00754-3. Full description at Econpapers || Download paper |
2021 | Resolving mortgage distress after COVID-19: some lessons from the last crisis. (2021). McCann, Fergal ; Omalley, Terry. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021121. Full description at Econpapers || Download paper |
2021 | Analysis of the Impact of Borrower-Based Measures. (2021). Klacso, Jan ; Cesnak, Martin ; Vasil, Roman. In: Working and Discussion Papers. RePEc:svk:wpaper:1082. Full description at Econpapers || Download paper |
2022 | Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies. (2022). Norring, Anni. In: BoF Economics Review. RePEc:zbw:bofecr:12022. Full description at Econpapers || Download paper |
2021 | Real estate transaction taxes and credit supply. (2021). Mavropoulos, Antonios ; Marek, Philipp ; Koetter, Michael. In: Discussion Papers. RePEc:zbw:bubdps:042021. Full description at Econpapers || Download paper |
2021 | The impact of borrower-based instruments on household vulnerability in Germany. (2021). Ludwig, Johannes ; Vogel, Edgar ; Barasinska, Nataliya. In: Discussion Papers. RePEc:zbw:bubdps:202021. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Mortgage Interest Rate Types in Ireland In: Economic Letters. [Full Text][Citation analysis] | paper | 4 |
2014 | Macro-prudential Tools and Credit Risk of Property Lending at Irish banks In: Economic Letters. [Full Text][Citation analysis] | paper | 14 |
2015 | Households in long-term mortgage arrears:lessons from economic research In: Economic Letters. [Full Text][Citation analysis] | paper | 3 |
2014 | Loan loss forecasting: a methodological overview In: Economic Letters. [Full Text][Citation analysis] | paper | 1 |
2014 | Do first time buyers default less? Implications for macro-prudential policy In: Economic Letters. [Full Text][Citation analysis] | paper | 0 |
2021 | The macroeconomic channels of macroprudential mortgage policies In: Financial Stability Notes. [Full Text][Citation analysis] | paper | 0 |
2019 | A Measure of Bindingness in the Irish Mortgage Market In: Financial Stability Notes. [Full Text][Citation analysis] | paper | 1 |
2021 | A financial stability perspective on the First Home shared equity scheme In: Financial Stability Notes. [Full Text][Citation analysis] | paper | 0 |
2010 | Central Bank Credibility and Income Velocity in a Monetary Union In: Quarterly Bulletin Articles. [Full Text][Citation analysis] | article | 0 |
2013 | On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier? In: Research Technical Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less? In: Research Technical Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans? In: Research Technical Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market In: Research Technical Papers. [Full Text][Citation analysis] | paper | 17 |
2015 | Some defaults are deeper than others: Understanding long-term mortgage arrears In: Research Technical Papers. [Full Text][Citation analysis] | paper | 16 |
2016 | Some defaults are deeper than others: Understanding long-term mortgage arrears.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2015 | Credit conditions, macroprudential policy and house prices In: Research Technical Papers. [Full Text][Citation analysis] | paper | 38 |
2018 | Credit conditions, macroprudential policy and house prices.(2018) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2017 | Credit conditions, macroprudential policy and house prices.(2017) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2011 | Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland In: Research Technical Papers. [Full Text][Citation analysis] | paper | 15 |
2013 | Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2011 | Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland.(2011) In: The Economic and Social Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2014 | A long-run survival analysis of corporate liquidations in Ireland In: Research Technical Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | A long-run survival analysis of corporate liquidations in Ireland.(2015) In: Small Business Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2017 | Bank Asset Quality & Monetary Policy Pass-Through In: Research Technical Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Bank asset quality & monetary policy pass-through.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2011 | The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market In: Research Technical Papers. [Full Text][Citation analysis] | paper | 46 |
2016 | The good, the bad and the impaired: A credit risk model of the Irish mortgage market.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
2009 | Money and uncertainty in democratised financial markets In: Research Technical Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | A transitions-based framework for estimating expected credit losses In: Research Technical Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | A Transitions-Based Model of Default for Irish Mortgages In: Research Technical Papers. [Full Text][Citation analysis] | paper | 8 |
2011 | Structural Breaks - An Instrumental Variable Approach In: Research Technical Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Monetary policy expectations and risk-taking among U.S. banks In: Research Technical Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Impairment and Negative Equity in the Irish Mortgage Market In: Research Technical Papers. [Full Text][Citation analysis] | paper | 12 |
2012 | Impairment and negative equity in the Irish mortgage market.(2012) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2018 | Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 4 |
2008 | Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra In: The Economic and Social Review. [Full Text][Citation analysis] | article | 1 |
2015 | Do Sovereign-bank Inter-linkages affect the Net Cost of a Fiscal Stimulus? In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus? In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 14 |
2011 | Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis In: Empirica. [Full Text][Citation analysis] | article | 7 |
2019 | Bank asset quality and monetary policy pass-through In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team