15
H index
18
i10 index
1365
Citations
Anthony Murphy : Citation Profile
Federal Reserve Bank of Dallas | RESEARCH PRODUCTION: 27 Articles 53 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1986 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Anthony Murphy. | Is cited by:
| Cites to:
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Main data
Where Anthony Murphy has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 4 |
| Economic Letter | 4 |
| Economic Journal | 3 |
Recent works citing Anthony Murphy (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140. Full description at Econpapers || Download paper |
| 2023 | NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years. (2023). Press, William H. In: Papers. RePEc:arx:papers:2305.08241. Full description at Econpapers || Download paper |
| 2024 | The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2405.02302. Full description at Econpapers || Download paper |
| 2023 | The global savings glut and the housing boom. (2023). Jorgensen, Peter Lihn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002664. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper |
| 2024 | On the inference about a willingness-to-pay distribution using contingent valuation data. (2024). Zawojska, Ewa ; Czajkowski, Mikolaj ; Meade, Norman ; Ortiz, Ramon Arigoni ; Welsh, Mike ; da Motta, Ronaldo Seroa. In: Ecological Economics. RePEc:eee:ecolec:v:222:y:2024:i:c:s0921800924001046. Full description at Econpapers || Download paper |
| 2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper |
| 2023 | The effect of the digital divide on household consumption in China. (2023). Jiang, Jialing ; Yin, Zhichao ; Wang, Jianqiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001096. Full description at Econpapers || Download paper |
| 2023 | Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x. Full description at Econpapers || Download paper |
| 2023 | A mixture model for credit card exposure at default using the GAMLSS framework. (2023). Choudhry, Taufiq ; Okhrati, Ramin ; Mues, Christophe ; Wattanawongwan, Suttisak ; So, Mee Chi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:503-518. Full description at Econpapers || Download paper |
| 2023 | Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944. Full description at Econpapers || Download paper |
| 2024 | Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795. Full description at Econpapers || Download paper |
| 2023 | Recourse restrictions and judicial foreclosures: Effects of mortgage law on loan price and collateralization. (2023). Sa, Ana. In: International Review of Law and Economics. RePEc:eee:irlaec:v:75:y:2023:i:c:s0144818823000200. Full description at Econpapers || Download paper |
| 2023 | How hurricanes sweep up housing markets: Evidence from Florida. (2023). Liao, Yanjun ; Graff Zivin, Joshua ; Panassie, Yann. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:118:y:2023:i:c:s0095069622001231. Full description at Econpapers || Download paper |
| 2024 | On the economic impacts of mortgage credit expansion policies: Evidence from help to buy. (2024). Hilber, Christian ; Yu, Xiaolun ; Carozzi, Felipe. In: Journal of Urban Economics. RePEc:eee:juecon:v:139:y:2024:i:c:s0094119023000815. Full description at Econpapers || Download paper |
| 2023 | Road traffic mortality and economic uncertainty: Evidence from the United States. (2023). Vandoros, Sotiris ; Kanavos, Panos. In: Social Science & Medicine. RePEc:eee:socmed:v:326:y:2023:i:c:s0277953623002484. Full description at Econpapers || Download paper |
| 2024 | On the economic impacts of mortgage credit expansion policies: evidence from help to buy. (2024). Hilber, Christian ; Carozzi, Felipe ; Yu, Xiaolun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120627. Full description at Econpapers || Download paper |
| 2023 | Fertilizer Application in Contract Farming: A Risk Analysis. (2023). Kong, Xiangzhi ; Zhao, Kai ; Yang, Rui ; Zhang, Yiming. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1495-:d:1204531. Full description at Econpapers || Download paper |
| 2023 | Labour Market Fluctuations and the Housing Net Worth Channel in the EU. (2023). McQuinn, Kieran ; Cronin, David. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:1:d:10.1007_s10645-022-09414-8. Full description at Econpapers || Download paper |
| 2024 | Two-tiered stochastic frontier models: a Bayesian perspective. (2024). Losak, Jeremy ; Zhao, Shirong. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:61:y:2024:i:2:d:10.1007_s11123-023-00706-y. Full description at Econpapers || Download paper |
| 2023 | European Housing Prices Through the Lens of Trends. (2023). Paksi, Daniel ; Melecky, Ales. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:5:id:840:p:488-519. Full description at Econpapers || Download paper |
| 2023 | Non-linear structures, chaos, and bubbles in U.S. regional housing markets. (2023). Bui, Thuy ; Emekter, Riza ; Jirasakuldech, Benjamas. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09598-4. Full description at Econpapers || Download paper |
| 2023 | Financial production and the subprime mortgage crisis. (2023). Tori, Daniele ; Gallegati, Mauro ; Caverzasi, Eugenio. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00812-y. Full description at Econpapers || Download paper |
| 2023 | Saving structure, housing speculation, and economic growth in the Iranian economy. (2023). Refah-Kahriz, Arash ; Mohammadzaheh, Yousef. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:25:y:2023:i:1:d:10.1007_s40847-022-00214-z. Full description at Econpapers || Download paper |
| 2023 | Changing Supply Elasticities and Regional Housing Booms. (2023). Albuquerque, Bruno ; Aastveit, Knut Are ; Anundsen, Andre K. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:7:p:1749-1783. Full description at Econpapers || Download paper |
Works by Anthony Murphy:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | How Mortgage Finance Reform Could Affect Housing In: American Economic Review. [Full Text][Citation analysis] | article | 17 |
| 2006 | WAS THERE A BRITISH HOUSE PRICE BUBBLE? EVIDENCE FROM A REGIONAL PANEL In: ERES. [Full Text][Citation analysis] | paper | 73 |
| 2006 | Was There a British House Price Bubble? Evidence from a Regional Panel.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2007 | Housing Wealth, Credit Conditions and Consumption In: ERES. [Full Text][Citation analysis] | paper | 52 |
| 2006 | Housing wealth, credit conditions and consumption.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2012 | Credit standards and the bubble in US house prices: new econometric evidence In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 5 |
| 1989 | Housing, Wages and UK Labour Markets. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 63 |
| 1988 | Housing, Wages and UK Labour Markets.(1988) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2008 | Employer and Employee Ignorance in Developing Countries: The Case of Trinidad and Tobago In: Review of Development Economics. [Full Text][Citation analysis] | article | 9 |
| 2012 | CREDIT, HOUSING COLLATERAL, AND CONSUMPTION: EVIDENCE FROM JAPAN, THE U.K., AND THE U.S. In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 105 |
| 2010 | Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future In: SERC Discussion Papers. [Full Text][Citation analysis] | paper | 120 |
| 2010 | Housing markets and the financial crisis of 2007-2009: Lessons for the future.(2010) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | article | |
| 2010 | Housing markets and the financial crisis of 2007-2009: lessons for the future.(2010) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
| 2011 | Shifting Credit Standards and the Boom and Bust in U.S. House Prices In: SERC Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 2011 | Shifting Credit Standards and the Boom and Bust in US House Prices.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2011 | Shifting credit standards and the boom and bust in U.S. house prices.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2011 | Shifting credit standards and the boom and bust in U.S. house prices.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2011 | House Prices and Credit Constraints: Making Sense of the U.S. Experience In: SERC Discussion Papers. [Full Text][Citation analysis] | paper | 215 |
| 2011 | House Prices and Credit Constraints: Making Sense of the US Experience.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
| 2011 | House Prices and Credit Constraints: Making Sense of the US Experience.(2011) In: Economic Journal. [Citation analysis] This paper has nother version. Agregated cites: 215 | article | |
| 2011 | House prices and credit constraints: making sense of the U.S. experience.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
| 2011 | House prices and credit constraints: making sense of the U.S. experience.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
| 2017 | Segmentation of consumer markets in the US: What do intercity price differences tell us? In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Segmentation of consumer markets in the US: What do intercity price differences tell us?.(2017) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 1997 | Booms and Busts in the UK Housing Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 293 |
| 1997 | Booms and Busts in the UK Housing Market..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 293 | article | |
| 1996 | Booms and Busts in the UK Housing Market..(1996) In: Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 293 | paper | |
| 2006 | Housing Market Dynamics and Regional Migration in Britain In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2010 | Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
| 2010 | Credit, housing collateral and consumption: evidence from the UK, Japan and the US.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2010 | Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2001 | Modelling Winners and Losers in Contingent Valuation of Public Goods: Appropriate Welfare Measures and Econometric Analysis. In: Economic Journal. [Full Text][Citation analysis] | article | 36 |
| 1998 | Modelling winners and losers in contingent valuation of public goods : appropriate welfare measures and econometric analysis..(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2009 | Bootstrapping long memory tests: Some Monte Carlo results In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2006 | Bootstrapping long memory tests: some Monte Carlo results.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Would a Bagehot style corporate bond backstop have helped counter the Great Recession? In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1996 | A piecewise-constant hazard-rate model for the duration of unemployment in single-interview samples of the stock of unemployed In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1996 | Simple LM tests of mis-specification for ordered logit models In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2007 | Score tests of normality in bivariate probit models In: Economics Letters. [Full Text][Citation analysis] | article | 34 |
| 2005 | Score Tests of Normality in Bivariate Probit Models.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2005 | Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
| 2010 | The Effects of Higher Transaction Costs on Trader Behavior In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic In: The Economic and Social Review. [Full Text][Citation analysis] | article | 6 |
| 2015 | Plunging oil prices: a boost for the U.S. economy, a jolt for Texas In: Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2015 | Liquidity mismatch helps predict bank failure and distress In: Economic Letter. [Full Text][Citation analysis] | article | 12 |
| 2016 | Increased credit availability, rising asset prices help boost consumer spending In: Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2011 | When will the U.S. housing market stabilize? In: Economic Letter. [Full Text][Citation analysis] | article | 3 |
| 2015 | Financial literacy: where does Texas rank? In: Financial Insights. [Full Text][Citation analysis] | article | 0 |
| 2016 | High school financial literacy mandate could boost Texans economic well-being In: Southwest Economy. [Full Text][Citation analysis] | article | 0 |
| 2010 | The impact of hurricanes on housing prices: evidence from U.S. coastal cities In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | The Impact of Hurricanes on Housing Prices: Evidence from US Coastal Cities.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | The Death of the Phillips Curve? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Understanding the Exposure at Default Risk of Commercial Real Estate Construction and Land Development Loans In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Mobility and Engagement Following the SARS-Cov-2 Outbreak In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1997 | Unemployment, Non-Participation and Labour Market Slack among Irish Males. In: College Dublin, Department of Political Economy-. [Citation analysis] | paper | 0 |
| 1997 | Unemployment, non-participation and labour market slack among Irish Males.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1998 | Modelling Winners and Losers in Contingent Valuation of Public Goods Appropriate Welfare Measures and Economic Analysis. In: College Dublin, Department of Political Economy-. [Citation analysis] | paper | 1 |
| 2005 | A guided tour of TSMod 4.03 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Housing markets and the economy: the assessment In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 100 |
| 2010 | Recovering the moments of information flow and the normality of asset returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 1997 | Aspects of employment and unemployment in Ireland In: Open Access publications. [Full Text][Citation analysis] | paper | 0 |
| 2003 | The economic appraisal system for projects seeking support from the industrial development agencies In: Open Access publications. [Full Text][Citation analysis] | paper | 4 |
| 1998 | Interim Study on the Liquor Licensing Laws and other Barriers to Entry and their impact on Competition in the Retail Drinks Market In: Open Access publications. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Labour supply and commodity demands : an application to Irish data In: Open Access publications. [Full Text][Citation analysis] | paper | 2 |
| 1986 | Labour supply and commodity demands : an application to Irish data.(1986) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1987 | Intertemporal labour supply and commodity demands In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Artificial regression based mis-specification tests for discrete choice models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1994 | A simple artificial regression based LM test of asymmetry in the logit model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | A simple artificial regression based test of the fit of binary choice models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Education, religion and the first destinations of recent school-leavers in Northern Ireland In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Artificial regression based LM tests of mis-specification for ordered probit models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Explaining regional house prices in the UK In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 1994 | A simple artificial regression based Lagrange multiplier test of normality in the probit model In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1994 | A simple LM test for zero correlation in the censored bivariate probit model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Testing normality in bivariate probit models : a simple artificial regression based LM test In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Artificial regression based LM test of mis-specification for ordered logit models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Explaining regional consumption in the UK In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Conference on Housing, Stability, and the Macroeconomy: International Perspectives In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 2005 | Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000) In: Finance. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Booms, Busts and Ripples in British Regional Housing Markets In: Macroeconomics. [Full Text][Citation analysis] | paper | 1 |
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