10
H index
11
i10 index
297
Citations
Robert Kelly : Citation Profile
Central Bank of Ireland | RESEARCH PRODUCTION: 13 Articles 28 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2008 - 2022). Relations with other researchers
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:
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Main data
Where Robert Kelly has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Housing Economics | 2 |
| Journal of Financial Stability | 2 |
| The Economic and Social Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| 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 |
Recent works citing Robert Kelly (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The interest rate exposure of mortgaged Irish households. (2023). Gaffney, Edward ; McCann, Fergal ; Byrne, David. In: Financial Stability Notes. RePEc:cbi:fsnote:2/fs/23. Full description at Econpapers || Download paper |
| 2023 | The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi. In: Occasional Paper Series. RePEc:ecb:ecbops:2023310. Full description at Econpapers || Download paper |
| 2023 | Macroprudential policy and household wealth inequality: Evidence from China. (2023). Zhao, Guoqing ; Zhai, Kun ; Li, Ding. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s1049007823000283. Full description at Econpapers || Download paper |
| 2023 | A high-resolution, data-driven agent-based model of the housing market. (2023). Vago, Nikolett ; Olah, Zsolt ; Hosszu, Zsuzsanna ; Borsos, Andras ; Mer, Bence. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001446. Full description at Econpapers || Download paper |
| 2023 | Can bank branch establishment help SMEs survive? Evidence from China. (2023). Zhang, Bing ; Zhou, Nan ; Sun, Ruohan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002107. Full description at Econpapers || Download paper |
| 2024 | Coping with the storm: The role of fintech in SME survival. (2024). Sun, Ruohan ; Zhou, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000899. Full description at Econpapers || Download paper |
| 2023 | Does macroprudential policy affect wealth inequality? Evidence from synthetic controls. (2023). Teixeira, Andre. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000359. Full description at Econpapers || Download paper |
| 2024 | “Thank me later”: Why is (macro)prudence desirable?. (2024). Roulund, Rasmus Pank ; Kuchler, Andreas ; Gerba, Eddie ; Cokayne, Graeme. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000123. Full description at Econpapers || Download paper |
| 2024 | Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048. Full description at Econpapers || Download paper |
| 2023 | Determinants of firms’ default on unsecured loans in the P2P crowdfunding market. (2023). van Stel, André ; Burke, Andrew ; Kgoroeadira, Reabetswe ; di Pietro, Francesca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001506. Full description at Econpapers || Download paper |
| 2023 | The impact of macroeconomic scenarios on recurrent delinquency: A stress testing framework of multi-state models for mortgages. (2023). Andreeva, Galina ; Crook, Jonathan ; Bocchio, Cecilia. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1655-1677. Full description at Econpapers || Download paper |
| 2023 | Complexity and the default risk of mortgage-backed securities. (2023). Dufour, Alfonso ; Varotto, Simone ; Segato, Samuele ; Billio, Monica. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001917. Full description at Econpapers || Download paper |
| 2023 | Effects of LTV announcements in EU economies. (2023). Giuliodori, Massimo ; Mokas, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000396. Full description at Econpapers || Download paper |
| 2023 | Regime switching and the responsiveness of prices to supply: The case of the Irish housing market. (2023). McQuinn, Kieran ; Egan, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:82-94. Full description at Econpapers || Download paper |
| 2023 | Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach. (2023). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000338. Full description at Econpapers || Download paper |
| 2023 | Regulatory Collateral Requirements and Delinquency Rate in a Two-Agent New Keynesian Model. (2023). Ravazzolo, Francesco ; Kharazi, Aicha. In: Working Paper series. RePEc:rim:rimwps:23-03. Full description at Econpapers || Download paper |
| 2023 | What are the triggers for arrears on debt over a business cycle? Evidence from panel data. (2023). Kukk, Merike. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2811-2833. Full description at Econpapers || Download paper |
Works by Robert Kelly:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 16 |
| 2015 | Households in long-term mortgage arrears:lessons from economic research In: Economic Letters. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Loan loss forecasting: a methodological overview In: Economic Letters. [Full Text][Citation analysis] | paper | 2 |
| 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 | 4 |
| 2019 | A Measure of Bindingness in the Irish Mortgage Market In: Financial Stability Notes. [Full Text][Citation analysis] | paper | 2 |
| 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 | 4 |
| 2015 | Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less? In: Research Technical Papers. [Full Text][Citation analysis] | paper | 10 |
| 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 | 19 |
| 2022 | How Does Monetary Policy Pass‐Through Affect Mortgage Default? Evidence from the Irish Mortgage Market.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2015 | Some defaults are deeper than others: Understanding long-term mortgage arrears In: Research Technical Papers. [Full Text][Citation analysis] | paper | 19 |
| 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 nother version. Agregated cites: 19 | article | |
| 2015 | Credit conditions, macroprudential policy and house prices In: Research Technical Papers. [Full Text][Citation analysis] | paper | 48 |
| 2018 | Credit conditions, macroprudential policy and house prices.(2018) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
| 2017 | Credit conditions, macroprudential policy and house prices.(2017) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | article | |
| 2014 | A long-run survival analysis of corporate liquidations in Ireland In: Research Technical Papers. [Full Text][Citation analysis] | paper | 11 |
| 2015 | A long-run survival analysis of corporate liquidations in Ireland.(2015) In: Small Business Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2017 | Bank Asset Quality & Monetary Policy Pass-Through In: Research Technical Papers. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Bank asset quality & monetary policy pass-through.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | 50 |
| 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 nother version. Agregated cites: 50 | 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 | 13 |
| 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 nother 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 | 8 |
| 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 | 20 |
| 2011 | Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis In: Empirica. [Full Text][Citation analysis] | article | 8 |
| 2019 | Bank asset quality and monetary policy pass-through In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team