8
H index
8
i10 index
176
Citations
Robert Kelly : Citation Profile
Central Bank of Ireland | RESEARCH PRODUCTION: 12 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2008 - 2019). 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 Financial Stability | 2 |
| Journal of Housing Economics | 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 |
| ESRB Working Paper Series / European Systemic Risk Board | 2 |
Recent works citing Robert Kelly (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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:20/11. 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 | 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 |
| 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 |
Works by Robert Kelly:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Mortgage Interest Rate Types in Ireland In: Economic Letters. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Macro-prudential Tools and Credit Risk of Property Lending at Irish banks In: Economic Letters. [Full Text][Citation analysis] | paper | 11 |
| 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 |
| 2019 | A Measure of Bindingness in the Irish Mortgage Market 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 | 6 |
| 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 | 2 |
| 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 | 14 |
| 2015 | Some defaults are deeper than others: Understanding long-term mortgage arrears In: Research Technical Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | article | |
| 2015 | Credit conditions, macroprudential policy and house prices In: Research Technical Papers. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | 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: 17 | 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 | 14 |
| 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: 14 | 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: 14 | article | |
| 2014 | A long-run survival analysis of corporate liquidations in Ireland In: Research Technical Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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 | 41 |
| 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: 41 | 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 | 7 |
| 2014 | A Transitions-Based Model of Default for Irish Mortgages In: Research Technical Papers. [Full Text][Citation analysis] | paper | 4 |
| 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 | 1 |
| 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 | 12 |
| 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 | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team