Robert Kelly : Citation Profile

Are you Robert Kelly?

Central Bank of Ireland

9

H index

9

i10 index

237

Citations

RESEARCH PRODUCTION:

12

Articles

28

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 18
   Journals where Robert Kelly has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 17 (6.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke227
   Updated: 2022-06-25    RAS profile: 2022-02-17    
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Relations with other researchers

Works with:

Byrne, David (5)

O'Toole, Conor (5)

McCann, Fergal (3)

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

Is cited by:

McQuinn, Kieran (27)

O'Toole, Conor (22)

McCann, Fergal (22)

Slaymaker, Rachel (16)

Kelly, Jane (15)

McCarthy, Yvonne (13)

Lydon, Reamonn (12)

Linn, Andrew (10)

Lyons, Ronan (10)

Le Blanc, Julia (9)

Barroso, João (6)

Cites to:

muellbauer, john (38)

Murphy, Anthony (31)

Duca, John (26)

McCarthy, Yvonne (25)

McQuinn, Kieran (17)

Willen, Paul (15)

Gerardi, Kristopher (15)

McCann, Fergal (14)

Tracy, Joseph (14)

O'Malley, Terry (11)

McIndoe-Calder, Tara (10)

Main data

Where Robert Kelly has published?

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

Working Papers Series with more than one paper published# docs
Research Technical Papers / Central Bank of Ireland16
Economic Letters / Central Bank of Ireland5
Financial Stability Notes / Central Bank of Ireland3
ESRB Working Paper Series / European Systemic Risk Board2

Recent works citing Robert Kelly (2021 and 2020)

YearTitle of citing document
2021A 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.

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2021Simulation-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.

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2020The 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.

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2022Average 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.

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2020Mortgage loan regulation instruments around the world. (2020). Komarek, Lubos ; Polak, Petr. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2020/7.

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2020ESTIMATING AN OPTIMAL MACROECONOMIC UNCERTAINTY INDEX FOR AUSTRALIA. (2020). Tawadros, George ; Erdem, Havvanur Feyza. In: Working Papers. RePEc:dew:wpaper:2020-02.

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2020Monetary Policy and Housing Loan Default. (2020). Rico, Barbara Castillo ; Overton, George. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-23.

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2021Time-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.

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2021The 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.

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2020Spatial 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.

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2022Benchmarking 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.

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2021Macroprudential 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.

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2021A 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.

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2021Repayment 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.

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2020Loan-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.

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2021Credit 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.

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2021The 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.

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2022The 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.

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2021New 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.

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2021Estimating 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.

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2020Review of the Rebuilding Ireland Home Loan scheme. (2020). Slaymaker, Rachel ; O'Toole, Conor. In: Research Series. RePEc:esr:resser:rs104.

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2020Repayment 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.

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2020Property prices and Covid-19 related administrative closures: What are the implications?. (2020). McQuinn, Kieran. In: Papers. RePEc:esr:wpaper:wp661.

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2021Household consumption and the housing net worth channel in Ireland. (2021). McQuinn, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp710.

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2020Twenty 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.

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2020A 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.

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2021Institutions, 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.

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2020Predicting 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.

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2021The 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.

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2020The 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.

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2020Liquidity 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.

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2020The 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.

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2020Three 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.

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2021House 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.

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2021Google 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.

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2022Housing 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.

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2021Macroprudential 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.

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2022Institutions, 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.

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2021Transmission 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.

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2020When 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.

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2021Breaking 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.

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2021Monetary 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.

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2022Public 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.

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2021Resolving 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.

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2021Analysis of the Impact of Borrower-Based Measures. (2021). Klacso, Jan ; Cesnak, Martin ; Vasil, Roman. In: Working and Discussion Papers. RePEc:svk:wpaper:1082.

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2022Taming 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.

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2021Real estate transaction taxes and credit supply. (2021). Mavropoulos, Antonios ; Marek, Philipp ; Koetter, Michael. In: Discussion Papers. RePEc:zbw:bubdps:042021.

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2021The impact of borrower-based instruments on household vulnerability in Germany. (2021). Ludwig, Johannes ; Vogel, Edgar ; Barasinska, Nataliya. In: Discussion Papers. RePEc:zbw:bubdps:202021.

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Works by Robert Kelly:

YearTitleTypeCited
2015Mortgage Interest Rate Types in Ireland In: Economic Letters.
[Full Text][Citation analysis]		paper4
2014Macro-prudential Tools and Credit Risk of Property Lending at Irish banks In: Economic Letters.
[Full Text][Citation analysis]		paper14
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
2021The macroeconomic channels of macroprudential mortgage policies In: Financial Stability Notes.
[Full Text][Citation analysis]		paper0
2019A Measure of Bindingness in the Irish Mortgage Market In: Financial Stability Notes.
[Full Text][Citation analysis]		paper1
2021A financial stability perspective on the First Home shared equity scheme In: Financial Stability Notes.
[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]		paper7
2016Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans? In: Research Technical Papers.
[Full Text][Citation analysis]		paper3
2017How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market In: Research Technical Papers.
[Full Text][Citation analysis]		paper17
2015Some defaults are deeper than others: Understanding long-term mortgage arrears In: Research Technical Papers.
[Full Text][Citation analysis]		paper16
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: 16		article
2015Credit conditions, macroprudential policy and house prices In: Research Technical Papers.
[Full Text][Citation analysis]		paper38
2018Credit 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
2017Credit 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
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]		paper15
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: 15		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: 15		article
2014A long-run survival analysis of corporate liquidations in Ireland In: Research Technical Papers.
[Full Text][Citation analysis]		paper9
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: 9		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]		paper46
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: 46		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]		paper11
2014A Transitions-Based Model of Default for Irish Mortgages In: Research Technical Papers.
[Full Text][Citation analysis]		paper8
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]		paper12
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: 12		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]		article4
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]		article14
2011Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis In: Empirica.
[Full Text][Citation analysis]		article7
2019Bank asset quality and monetary policy pass-through In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper2

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