Robert Kelly : Citation Profile

Are you Robert Kelly?

Central Bank of Ireland

8

H index

7

i10 index

147

Citations

RESEARCH PRODUCTION:

12

Articles

25

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 13
   Journals where Robert Kelly has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 16 (9.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke227
   Updated: 2019-09-14    RAS profile: 2019-07-16    
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Relations with other researchers

Works with:

O'Toole, Conor (9)

McCann, Fergal (8)

O'Malley, Terry (5)

Byrne, David (5)

McQuinn, Kieran (4)

Stuart, Rebecca (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Kelly.

Is cited by:

McCann, Fergal (17)

McQuinn, Kieran (17)

McCarthy, Yvonne (13)

O'Toole, Conor (8)

Le Blanc, Julia (6)

Linn, Andrew (4)

Barroso, João (4)

McIndoe-Calder, Tara (3)

Lawless, Martina (3)

McGuinness, Anne (3)

Slaymaker, Rachel (3)

Cites to:

muellbauer, john (28)

Murphy, Anthony (24)

Duca, John (20)

McCarthy, Yvonne (17)

McQuinn, Kieran (13)

Tracy, Joseph (11)

McCann, Fergal (11)

Gerardi, Kristopher (11)

O'Malley, Terry (11)

Haughwout, Andrew (9)

Lydon, Reamonn (9)

Main data

Where Robert Kelly has published?

Journals with more than one article published# docs
Journal of Financial Stability2
The Economic and Social Review2
Journal of Housing Economics2

Working Papers Series with more than one paper published# docs
Research Technical Papers / Central Bank of Ireland16
Economic Letters / Central Bank of Ireland5
ESRB Working Paper Series / European Systemic Risk Board2

Recent works citing Robert Kelly (2019 and 2018)

YearTitle of citing document
2019A procedure for loss-optimising default definitions across simulated credit risk scenarios. (2019). Botha, Arno ; de Villiers, Pieter ; Beyers, Conrad. In: Papers. RePEc:arx:papers:1907.12615.

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2018Residential Occupancy and Property Tax Default. (2018). Anim-Odame, Wilfred K ; Philip, Dennis ; Damianov, Damian ; Brenni, Precious Angelo. In: ERES. RePEc:arz:wpaper:eres2018_214.

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2017Simulating impacts of borrower based macroprudential policies on mortgages and the real estate sector in Austria – evidence from the Household Finance and Consumption Survey 2014. (2017). Lindner, Peter ; Albacete, Nicolas. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-12.

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2017Loan-to-value policy and housing finance: effects on constrained borrowers. (2017). Godoy de Araujo, Douglas ; Barroso, João ; Gonzalez, Rodrigo Barbone ; Barata, Joo. In: BIS Working Papers. RePEc:bis:biswps:673.

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2018Mortgages: estimating default correlation and forecasting default risk. (2018). Neumann, Tobias. In: Bank of England working papers. RePEc:boe:boeewp:0708.

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2018Mortgages, cash-flow shocks and local employment. (2018). Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0773.

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2019Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default. (2019). Linn, Andrew ; Lyons, Ronan . In: Bank of England working papers. RePEc:boe:boeewp:0812.

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2018LTV Limits and Borrower Risk. (2018). Tzur-Ilan, Nitzan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.12.

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2017The income distribution and the Irish mortgage market. (2017). McCann, Fergal ; Lydon, Reamonn. In: Economic Letters. RePEc:cbi:ecolet:05/el/17.

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2017Debt giveth and debt taketh away: mortgage debt burdens in Ireland. (2017). McIndoe-Calder, Tara. In: Economic Letters. RePEc:cbi:ecolet:11/el/17.

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2017Borrower-lender engagement during the Irish mortgage arrears crisis. (2017). McCann, Fergal. In: Economic Letters. RePEc:cbi:ecolet:17/el/17.

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2018A Vulnerability Analysis for Mortgaged Irish Households. (2018). Tsiropoulos, Vasilis. In: Financial Stability Notes. RePEc:cbi:fsnote:02/18.

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2018Cures and Exits: the drivers of NPL resolution in Ireland from 2012 to 2017. (2018). McCann, Fergal ; McGeever, Niall. In: Financial Stability Notes. RePEc:cbi:fsnote:06/18.

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2018A Vulnerability Analysis for Mortgaged Irish Households. (2018). Tsiropoulos, Vasilis. In: Financial Stability Notes. RePEc:cbi:fsnote:2/fs/18.

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2019Fixed-rate mortgages: building resilience or generating risk?. (2019). Myers, Samantha ; Kelly, Jane. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/19.

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2018Cures and Exits: the drivers of NPL resolution in Ireland from 2012 to 2017. (2018). McGeever, Niall ; McCann, Fergal. In: Financial Stability Notes. RePEc:cbi:fsnote:6/fs/18.

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2018Resolving Non-Performing Loans in Ireland: 2010-2018. (2018). Donnery, Sharon ; O'Keeffe, Micheal ; McCann, Fergal ; Greaney, Darren ; Fitzpatrick, Trevor. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2018:m:04:p:54-70.

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2017Resolving a Non-Performing Loan crisis: The ongoing case of the Irish mortgage market. (2017). McCann, Fergal. In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/17.

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2018Pockets of risk in European Housing Markets: then and now. (2018). Kelly, Jane ; Lydon, Reamonn ; le Blanc, Julia. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/18.

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2018The cyclicality in SICR: mortgage modelling under IFRS 9. (2018). Gaffney, Edward ; McCann, Fergal. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/18.

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2017Firm Investment, Financial Constraints and Monetary Transmission: An Investigation with Czech Firm-Level Data. (2017). Babecká-Kucharčuková, Oxana ; Pasalicova, Renata ; Kucharcukova, Oxana Babecka. In: Working Papers. RePEc:cnb:wpaper:2017/16.

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2019The impact of lending standards on default rates of residential real estate loans. (2019). Gaudencio, Joo ; Schwarz, Claudia ; Mazany, Agnieszka. In: Occasional Paper Series. RePEc:ecb:ecbops:2019220.

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2019Pockets of risk in European housing markets: then and now. (2019). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: Working Paper Series. RePEc:ecb:ecbwps:20192277.

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2019An agent-based model for the assessment of LTV caps. (2019). Buesa, Alejandro ; Poblacion, Francisco Javier ; Leber, Miha ; Laliotis, Dimitrios. In: Working Paper Series. RePEc:ecb:ecbwps:20192294.

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2017Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2017). Gross, Marco ; Poblacion, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:510-528.

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2018Credit risk and monetary pass-through—Evidence from Chile. (2018). Pedersen, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:144-158.

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2019Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand. (2019). Skilling, Hayden ; Armstrong, Jed ; Yao, Fang. In: Journal of Housing Economics. RePEc:eee:jhouse:v:44:y:2019:i:c:p:88-98.

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2019Quarterly Economic Commentary, Spring 2019. (2019). Economides, Philip ; Allen-Coghlan, Matthew ; Otoole, Conor ; McQuinn, Kieran. In: Forecasting Report. RePEc:esr:forcas:qec20191.

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2018Exploring the implications of monetary policy normalisation for Irish mortgage arrears. (2018). Slaymaker, Rachel ; O'Toole, Conor ; McQuinn, Kieran ; Otoole, Conor ; Fahy, Mike. In: Quarterly Economic Commentary: Special Articles. RePEc:esr:qecsas:2018:spring:fahy.

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2017COSMO: A new COre Structural MOdel for Ireland. (2017). Smith, Donal ; Morgenroth, Edgar ; Holland, Dawn ; Conroy, Niall ; Bergin, Adele ; Rodriguez, Abian Garcia ; McInerney, Niall ; Niall Mc Inerney, . In: Papers. RePEc:esr:wpaper:wp553.

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2018Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market. (2018). O'Toole, Conor ; Fahy, Mike ; McQuinn, Kieran ; Slaymaker, Rachel. In: Papers. RePEc:esr:wpaper:wp613.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Grol, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201504.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Groessl, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201802.

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2017Macroprudential policy and household wealth inequality. (2017). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François. In: Working Papers. RePEc:inq:inqwps:ecineq2017-442.

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2017Macroprudential Policy and Household Wealth Inequality. (2017). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François ; Javier, Olivera ; Jean-Franois, Carpentier . In: LISER Working Paper Series. RePEc:irs:cepswp:2017-09.

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2017The Portuguese Households Indebtedness. (2017). Alves, José ; Pereira, Rita . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp072017.

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2018Average time to sell a property and credit conditions: evidence from the Italian Housing Market Survey. (2018). Cesaroni, Tatiana. In: Working Papers LuissLab. RePEc:lui:lleewp:18136.

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2019Housing markets and macroeconomic risks. (2019). Ziemann, Volker ; Cournede, Boris ; Cavalleri, Maria Chiara. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1555-en.

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2017Simulating the impact of borrower-based macroprudential policies on mortgages and the real estate sector in Austria – evidence from the Household Finance and Consumption Survey 2014. (2017). Lindner, Peter ; Albacete, Nicolas. In: Financial Stability Report. RePEc:onb:oenbfs:y:2017:i:33:b:1.

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2018Household savings, financing and economic growth in South Africa. (2018). Mongale, Itumeleng Pleasure ; Khoza, Nyiko ; Mashamaite, Tumelo. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:105-116.

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2019Credit, House Prices and the Macroeconomy in Cyprus. (2019). Cleanthous, Lena T ; Michail, Nektarios A ; Eracleous, Elena C. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:17:y:2019:i:1:p:33-55.

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2018Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market. (2018). McCann, Fergal. In: ESRB Working Paper Series. RePEc:srk:srkwps:201871.

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2019The cyclicality in SICR: mortgage modelling under IFRS 9. (2019). McCann, Fergal ; Gaffney, Edward. In: ESRB Working Paper Series. RePEc:srk:srkwps:201992.

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2018The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default. (2018). Lyons, Ronan ; Lynn, Andrew . In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0718.

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Works by Robert Kelly:

YearTitleTypeCited
2015Mortgage Interest Rate Types in Ireland In: Economic Letters.
[Full Text][Citation analysis]		paper2
2014Macro-prudential Tools and Credit Risk of Property Lending at Irish banks In: Economic Letters.
[Full Text][Citation analysis]		paper10
2015Households in long-term mortgage arrears:lessons from economic research In: Economic Letters.
[Full Text][Citation analysis]		paper3
2014Loan loss forecasting: a methodological overview In: Economic Letters.
[Full Text][Citation analysis]		paper1
2014Do first time buyers default less? Implications for macro-prudential policy In: Economic Letters.
[Full Text][Citation analysis]		paper0
2010Central Bank Credibility and Income Velocity in a Monetary Union In: Quarterly Bulletin Articles.
[Full Text][Citation analysis]		article0
2013On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier? In: Research Technical Papers.
[Full Text][Citation analysis]		paper3
2015Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less? In: Research Technical Papers.
[Full Text][Citation analysis]		paper6
2016Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans? In: Research Technical Papers.
[Full Text][Citation analysis]		paper2
2017How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market In: Research Technical Papers.
[Full Text][Citation analysis]		paper10
2015Some defaults are deeper than others: Understanding long-term mortgage arrears In: Research Technical Papers.
[Full Text][Citation analysis]		paper9
2016Some 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: 9		article
2015Credit conditions, macroprudential policy and house prices In: Research Technical Papers.
[Full Text][Citation analysis]		paper12
2018Credit conditions, macroprudential policy and house prices.(2018) In: Journal of Housing Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2017Credit conditions, macroprudential policy and house prices.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2011Exploring 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]		paper13
2013Exploring 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: 13		paper
2011Exploring 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: 13		article
2014A long-run survival analysis of corporate liquidations in Ireland In: Research Technical Papers.
[Full Text][Citation analysis]		paper4
2015A 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: 4		article
2017Bank Asset Quality & Monetary Policy Pass-Through In: Research Technical Papers.
[Full Text][Citation analysis]		paper1
2019Bank asset quality & monetary policy pass-through.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2011The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market In: Research Technical Papers.
[Full Text][Citation analysis]		paper33
2016The 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: 33		article
2009Money and uncertainty in democratised financial markets In: Research Technical Papers.
[Full Text][Citation analysis]		paper0
2014A transitions-based framework for estimating expected credit losses In: Research Technical Papers.
[Full Text][Citation analysis]		paper6
2014A Transitions-Based Model of Default for Irish Mortgages In: Research Technical Papers.
[Full Text][Citation analysis]		paper3
2011Structural Breaks - An Instrumental Variable Approach In: Research Technical Papers.
[Full Text][Citation analysis]		paper0
2019Monetary policy expectations and risk-taking among U.S. banks In: Research Technical Papers.
[Full Text][Citation analysis]		paper0
2011Impairment and Negative Equity in the Irish Mortgage Market In: Research Technical Papers.
[Full Text][Citation analysis]		paper11
2012Impairment 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: 11		article
2018Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
2008Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra In: The Economic and Social Review.
[Full Text][Citation analysis]		article1
2015Do Sovereign-bank Inter-linkages affect the Net Cost of a Fiscal Stimulus? In: Papers.
[Full Text][Citation analysis]		paper0
2014On 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]		article10
2011Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis In: Empirica.
[Full Text][Citation analysis]		article6
2019Bank asset quality and monetary policy pass-through In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper1

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