Robert Kelly : Citation Profile


Are you Robert Kelly?

Central Bank of Ireland

8

H index

8

i10 index

178

Citations

RESEARCH PRODUCTION:

12

Articles

26

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 16
   Journals where Robert Kelly has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 16 (8.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke227
   Updated: 2021-03-01    RAS profile: 2020-01-13    
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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 (20)

McCann, Fergal (20)

McCarthy, Yvonne (13)

O'Toole, Conor (13)

Slaymaker, Rachel (7)

Linn, Andrew (7)

Barroso, João (6)

Le Blanc, Julia (6)

Lyons, Ronan (5)

Gonzalez, Rodrigo (3)

McIndoe-Calder, Tara (3)

Cites to:

muellbauer, john (28)

Murphy, Anthony (24)

Duca, John (20)

McCarthy, Yvonne (17)

McQuinn, Kieran (13)

Gerardi, Kristopher (11)

Tracy, Joseph (11)

O'Malley, Terry (11)

Willen, Paul (11)

McCann, Fergal (11)

Gambacorta, Leonardo (9)

Main data


Where Robert Kelly has published?


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

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 (2021 and 2020)


YearTitle of citing document
2020Simulation-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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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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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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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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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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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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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 ; Deghi, Andrea ; Valckx, Nico ; Katagiri, Mitsuru. In: IMF Working Papers. RePEc:imf:imfwpa:2020/011.

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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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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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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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Works by Robert Kelly:


YearTitleTypeCited
2015Mortgage Interest Rate Types in Ireland In: Economic Letters.
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paper2
2014Macro-prudential Tools and Credit Risk of Property Lending at Irish banks In: Economic Letters.
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paper11
2015Households in long-term mortgage arrears:lessons from economic research In: Economic Letters.
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paper3
2014Loan loss forecasting: a methodological overview In: Economic Letters.
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paper1
2014Do first time buyers default less? Implications for macro-prudential policy In: Economic Letters.
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paper0
2019A Measure of Bindingness in the Irish Mortgage Market In: Financial Stability Notes.
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paper0
2010Central Bank Credibility and Income Velocity in a Monetary Union In: Quarterly Bulletin Articles.
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article0
2013On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier? In: Research Technical Papers.
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paper3
2015Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less? In: Research Technical Papers.
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paper7
2016Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans? In: Research Technical Papers.
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paper2
2017How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market In: Research Technical Papers.
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paper14
2015Some defaults are deeper than others: Understanding long-term mortgage arrears In: Research Technical Papers.
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paper11
2016Some defaults are deeper than others: Understanding long-term mortgage arrears.(2016) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 11
article
2015Credit conditions, macroprudential policy and house prices In: Research Technical Papers.
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paper17
2018Credit conditions, macroprudential policy and house prices.(2018) In: Journal of Housing Economics.
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This paper has another version. Agregated cites: 17
article
2017Credit conditions, macroprudential policy and house prices.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 17
paper
2011Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland In: Research Technical Papers.
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paper14
2013Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 14
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.
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This paper has another version. Agregated cites: 14
article
2014A long-run survival analysis of corporate liquidations in Ireland In: Research Technical Papers.
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paper6
2015A long-run survival analysis of corporate liquidations in Ireland.(2015) In: Small Business Economics.
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This paper has another version. Agregated cites: 6
article
2017Bank Asset Quality & Monetary Policy Pass-Through In: Research Technical Papers.
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paper1
2019Bank asset quality & monetary policy pass-through.(2019) In: Applied Economics.
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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.
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paper41
2016The good, the bad and the impaired: A credit risk model of the Irish mortgage market.(2016) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 41
article
2009Money and uncertainty in democratised financial markets In: Research Technical Papers.
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paper0
2014A transitions-based framework for estimating expected credit losses In: Research Technical Papers.
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paper7
2014A Transitions-Based Model of Default for Irish Mortgages In: Research Technical Papers.
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paper4
2011Structural Breaks - An Instrumental Variable Approach In: Research Technical Papers.
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paper0
2019Monetary policy expectations and risk-taking among U.S. banks In: Research Technical Papers.
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paper0
2011Impairment and Negative Equity in the Irish Mortgage Market In: Research Technical Papers.
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paper12
2012Impairment and negative equity in the Irish mortgage market.(2012) In: Journal of Housing Economics.
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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.
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article1
2008Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra In: The Economic and Social Review.
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article1
2015Do Sovereign-bank Inter-linkages affect the Net Cost of a Fiscal Stimulus? In: Papers.
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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.
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article12
2011Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis In: Empirica.
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article7
2019Bank asset quality and monetary policy pass-through In: ESRB Working Paper Series.
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paper1

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