Anthony Murphy : Citation Profile


Are you Anthony Murphy?

Federal Reserve Bank of Dallas

15

H index

17

i10 index

1348

Citations

RESEARCH PRODUCTION:

27

Articles

53

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 39
   Journals where Anthony Murphy has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 20 (1.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmu76
   Updated: 2024-07-05    RAS profile: 2020-04-29    
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Relations with other researchers


Works with:

Tsionas, Mike (2)

Izzeldin, Marwan (2)

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

Is cited by:

muellbauer, john (75)

McQuinn, Kieran (50)

Duca, John (49)

GUPTA, RANGAN (33)

O'Toole, Conor (27)

Anundsen, Andre (22)

Kelly, Robert (20)

Aron, Janine (17)

Tambalotti, Andrea (15)

Savignac, Frédérique (15)

Primiceri, Giorgio (15)

Cites to:

muellbauer, john (53)

Duca, John (33)

Andersen, Torben (13)

Shiller, Robert (11)

Bollerslev, Tim (11)

Taylor, Alan (9)

MacKinnon, James (9)

Sinai, Todd (8)

Tauchen, George (8)

Mayer, Christopher (8)

Taylor, Mark (7)

Main data


Where Anthony Murphy has published?


Journals with more than one article published# docs
Economics Letters4
Economic Letter4
Economic Journal3

Working Papers Series with more than one paper published# docs
Working Papers / School of Economics, University College Dublin15
Working Papers / Federal Reserve Bank of Dallas9
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
Open Access publications / School of Economics, University College Dublin4
ERES / European Real Estate Society (ERES)2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Anthony Murphy (2024 and 2023)


YearTitle of citing document
2023The 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.

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2023NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years. (2023). Press, William H. In: Papers. RePEc:arx:papers:2305.08241.

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2024The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2405.02302.

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2023.

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2023The 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.

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2023Forecasting 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.

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2023The 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.

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2023Another 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.

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2023A 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.

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2023Dynamic 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.

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2023Recourse 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.

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2023How 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.

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2024On 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.

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2023Road 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.

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2024On 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.

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2023Fertilizer 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.

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2023Labour 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.

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2024Two-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.

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2023European 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.

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2023Non-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.

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2023Financial 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.

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2023Saving 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.

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2023.

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2023Changing 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.

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Works by Anthony Murphy:


YearTitleTypeCited
2016How Mortgage Finance Reform Could Affect Housing In: American Economic Review.
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article17
2006WAS THERE A BRITISH HOUSE PRICE BUBBLE? EVIDENCE FROM A REGIONAL PANEL In: ERES.
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paper73
2006Was There a British House Price Bubble? Evidence from a Regional Panel.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 73
paper
2007Housing Wealth, Credit Conditions and Consumption In: ERES.
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paper52
2006Housing wealth, credit conditions and consumption.(2006) In: MPRA Paper.
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This paper has nother version. Agregated cites: 52
paper
2012Credit standards and the bubble in US house prices: new econometric evidence In: BIS Papers chapters.
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chapter5
1989Housing, Wages and UK Labour Markets. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article63
1988Housing, Wages and UK Labour Markets.(1988) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 63
paper
2008Employer and Employee Ignorance in Developing Countries: The Case of Trinidad and Tobago In: Review of Development Economics.
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article9
2012CREDIT, HOUSING COLLATERAL, AND CONSUMPTION: EVIDENCE FROM JAPAN, THE U.K., AND THE U.S. In: Review of Income and Wealth.
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article104
2010Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future In: SERC Discussion Papers.
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paper119
2010Housing 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: 119
article
2010Housing markets and the financial crisis of 2007-2009: lessons for the future.(2010) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 119
paper
2011Shifting Credit Standards and the Boom and Bust in U.S. House Prices In: SERC Discussion Papers.
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paper39
2011Shifting 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
2011Shifting credit standards and the boom and bust in U.S. house prices.(2011) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 39
paper
2011Shifting credit standards and the boom and bust in U.S. house prices.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 39
paper
2011House Prices and Credit Constraints: Making Sense of the U.S. Experience In: SERC Discussion Papers.
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paper210
2011House Prices and Credit Constraints: Making Sense of the US Experience.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 210
paper
2011House Prices and Credit Constraints: Making Sense of the US Experience.(2011) In: Economic Journal.
[Citation analysis]
This paper has nother version. Agregated cites: 210
article
2011House prices and credit constraints: making sense of the U.S. experience.(2011) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 210
paper
2011House prices and credit constraints: making sense of the U.S. experience.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 210
paper
2017Segmentation of consumer markets in the US: What do intercity price differences tell us? In: Canadian Journal of Economics.
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article5
2017Segmentation of consumer markets in the US: What do intercity price differences tell us?.(2017) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has nother version. Agregated cites: 5
article
1997Booms and Busts in the UK Housing Market In: CEPR Discussion Papers.
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paper290
1997Booms and Busts in the UK Housing Market..(1997) In: Economic Journal.
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This paper has nother version. Agregated cites: 290
article
1996Booms and Busts in the UK Housing Market..(1996) In: Economics Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 290
paper
2006Housing Market Dynamics and Regional Migration in Britain In: CEPR Discussion Papers.
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paper18
2010Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US In: CEPR Discussion Papers.
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paper52
2010Credit, housing collateral and consumption: evidence from the UK, Japan and the US.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 52
paper
2010Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US.(2010) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 52
paper
2001Modelling Winners and Losers in Contingent Valuation of Public Goods: Appropriate Welfare Measures and Econometric Analysis. In: Economic Journal.
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article35
1998Modelling winners and losers in contingent valuation of public goods : appropriate welfare measures and econometric analysis..(1998) In: Working Papers.
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This paper has nother version. Agregated cites: 35
paper
2009Bootstrapping long memory tests: Some Monte Carlo results In: Computational Statistics & Data Analysis.
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article2
2006Bootstrapping long memory tests: some Monte Carlo results.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2013Would a Bagehot style corporate bond backstop have helped counter the Great Recession? In: Economics Letters.
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article2
1996A piecewise-constant hazard-rate model for the duration of unemployment in single-interview samples of the stock of unemployed In: Economics Letters.
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article8
1996Simple LM tests of mis-specification for ordered logit models In: Economics Letters.
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article11
2007Score tests of normality in bivariate probit models In: Economics Letters.
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article34
2005Score Tests of Normality in Bivariate Probit Models.(2005) In: Econometrics.
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This paper has nother version. Agregated cites: 34
paper
2005Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team In: Journal of Empirical Finance.
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article9
2010The Effects of Higher Transaction Costs on Trader Behavior In: Chapters.
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chapter0
2000Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic In: The Economic and Social Review.
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article6
2015Plunging oil prices: a boost for the U.S. economy, a jolt for Texas In: Economic Letter.
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article1
2015Liquidity mismatch helps predict bank failure and distress In: Economic Letter.
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article12
2016Increased credit availability, rising asset prices help boost consumer spending In: Economic Letter.
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article0
2011When will the U.S. housing market stabilize? In: Economic Letter.
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article3
2015Financial literacy: where does Texas rank? In: Financial Insights.
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article0
2016High school financial literacy mandate could boost Texans economic well-being In: Southwest Economy.
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article0
2010The impact of hurricanes on housing prices: evidence from U.S. coastal cities In: Working Papers.
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paper6
2009The Impact of Hurricanes on Housing Prices: Evidence from US Coastal Cities.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 6
paper
2018The Death of the Phillips Curve? In: Working Papers.
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paper1
2020The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility In: Working Papers.
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paper1
2020Understanding the Exposure at Default Risk of Commercial Real Estate Construction and Land Development Loans In: Working Papers.
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paper3
2020A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth In: Working Papers.
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paper1
2020Mobility and Engagement Following the SARS-Cov-2 Outbreak In: Working Papers.
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paper9
1997Unemployment, Non-Participation and Labour Market Slack among Irish Males. In: College Dublin, Department of Political Economy-.
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paper0
1997Unemployment, non-participation and labour market slack among Irish Males.(1997) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
1998Modelling Winners and Losers in Contingent Valuation of Public Goods Appropriate Welfare Measures and Economic Analysis. In: College Dublin, Department of Political Economy-.
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paper1
2005A guided tour of TSMod 4.03 In: Journal of Applied Econometrics.
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article4
2008Housing markets and the economy: the assessment In: Oxford Review of Economic Policy.
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article100
2010Recovering the moments of information flow and the normality of asset returns In: Applied Financial Economics.
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article1
1997Aspects of employment and unemployment in Ireland In: Open Access publications.
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paper0
2003The economic appraisal system for projects seeking support from the industrial development agencies In: Open Access publications.
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paper4
1998Interim 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.
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paper0
1987Labour supply and commodity demands : an application to Irish data In: Open Access publications.
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paper2
1986Labour supply and commodity demands : an application to Irish data.(1986) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
1987Intertemporal labour supply and commodity demands In: Working Papers.
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paper0
1994Artificial regression based mis-specification tests for discrete choice models In: Working Papers.
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paper1
1994A simple artificial regression based LM test of asymmetry in the logit model In: Working Papers.
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paper0
1994A simple artificial regression based test of the fit of binary choice models In: Working Papers.
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paper0
1994Education, religion and the first destinations of recent school-leavers in Northern Ireland In: Working Papers.
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paper1
1994Artificial regression based LM tests of mis-specification for ordered probit models In: Working Papers.
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paper0
1994Explaining regional house prices in the UK In: Working Papers.
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paper22
1994A simple artificial regression based Lagrange multiplier test of normality in the probit model In: Working Papers.
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paper2
1994A simple LM test for zero correlation in the censored bivariate probit model In: Working Papers.
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paper0
1994Testing normality in bivariate probit models : a simple artificial regression based LM test In: Working Papers.
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paper1
1994Artificial regression based LM test of mis-specification for ordered logit models In: Working Papers.
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paper0
1994Explaining regional consumption in the UK In: Working Papers.
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paper3
2015Conference on Housing, Stability, and the Macroeconomy: International Perspectives In: Journal of Money, Credit and Banking.
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article1
2005Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000) In: Finance.
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paper4
2005Booms, Busts and Ripples in British Regional Housing Markets In: Macroeconomics.
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paper1

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