Details about Robert Kelly

Access statistics for papers by Robert Kelly.

Last updated 2022-11-05. Update your information in the RePEc Author Service.

Short-id: pke227

Working Papers

2021

1. A financial stability perspective on the First Home shared equity scheme
   Financial Stability Notes, Central Bank of Ireland
2. The macroeconomic channels of macroprudential mortgage policies
   Financial Stability Notes, Central Bank of Ireland View citations (4)

2019

3. A Measure of Bindingness in the Irish Mortgage Market
   Financial Stability Notes, Central Bank of Ireland View citations (1)
4. Bank asset quality and monetary policy pass-through
   ESRB Working Paper Series, European Systemic Risk Board View citations (4)
5. Monetary policy expectations and risk-taking among U.S. banks
   Research Technical Papers, Central Bank of Ireland

2017

6. Bank Asset Quality & Monetary Policy Pass-Through
   Research Technical Papers, Central Bank of Ireland View citations (1)
   See also Journal Article in Applied Economics (2019)
7. Credit conditions, macroprudential policy and house prices
   ESRB Working Paper Series, European Systemic Risk Board View citations (8)
   Also in Research Technical Papers, Central Bank of Ireland (2015) View citations (14)
   See also Journal Article in Journal of Housing Economics (2018)
8. How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market
   Research Technical Papers, Central Bank of Ireland View citations (18)
   See also Journal Article in Journal of Money, Credit and Banking (2022)

2016

9. Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?
   Research Technical Papers, Central Bank of Ireland View citations (3)

2015

10. Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?
    Research Technical Papers, Central Bank of Ireland View citations (12)
11. Do Sovereign-bank Inter-linkages affect the Net Cost of a Fiscal Stimulus?
    Papers, Economic and Social Research Institute (ESRI)
12. Households in long-term mortgage arrears:lessons from economic research
    Economic Letters, Central Bank of Ireland View citations (4)
13. Mortgage Interest Rate Types in Ireland
    Economic Letters, Central Bank of Ireland View citations (4)
14. Some defaults are deeper than others: Understanding long-term mortgage arrears
    Research Technical Papers, Central Bank of Ireland View citations (5)
    See also Journal Article in Journal of Banking & Finance (2016)

2014

15. A Transitions-Based Model of Default for Irish Mortgages
    Research Technical Papers, Central Bank of Ireland View citations (10)
16. A long-run survival analysis of corporate liquidations in Ireland
    Research Technical Papers, Central Bank of Ireland View citations (1)
    See also Journal Article in Small Business Economics (2015)
17. A transitions-based framework for estimating expected credit losses
    Research Technical Papers, Central Bank of Ireland View citations (17)
18. Do first time buyers default less? Implications for macro-prudential policy
    Economic Letters, Central Bank of Ireland View citations (1)
19. Loan loss forecasting: a methodological overview
    Economic Letters, Central Bank of Ireland View citations (2)
20. Macro-prudential Tools and Credit Risk of Property Lending at Irish banks
    Economic Letters, Central Bank of Ireland View citations (20)

2013

21. Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland
    Working Paper Series, European Central Bank View citations (9)
    Also in Research Technical Papers, Central Bank of Ireland (2011) View citations (10)
    See also Journal Article in The Economic and Social Review (2011)
22. On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?
    Research Technical Papers, Central Bank of Ireland View citations (3)

2011

23. Impairment and Negative Equity in the Irish Mortgage Market
    Research Technical Papers, Central Bank of Ireland View citations (3)
    See also Journal Article in Journal of Housing Economics (2012)
24. Structural Breaks - An Instrumental Variable Approach
    Research Technical Papers, Central Bank of Ireland
25. The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market
    Research Technical Papers, Central Bank of Ireland View citations (27)
    See also Journal Article in Journal of Financial Stability (2016)

2009

26. Money and uncertainty in democratised financial markets
    Research Technical Papers, Central Bank of Ireland

Journal Articles

2022

1. How Does Monetary Policy Pass‐Through Affect Mortgage Default? Evidence from the Irish Mortgage Market
   Journal of Money, Credit and Banking, 2022, 54, (7), 2081-2101
   See also Working Paper (2017)

2019

2. Bank asset quality & monetary policy pass-through
   Applied Economics, 2019, 51, (23), 2501-2521 View citations (3)
   See also Working Paper (2017)

2018

3. Credit conditions, macroprudential policy and house prices
   Journal of Housing Economics, 2018, 41, (C), 153-167 View citations (25)
   See also Working Paper (2017)
4. Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets
   Journal of Financial Stability, 2018, 36, (C), 322-335 View citations (7)

2016

5. Some defaults are deeper than others: Understanding long-term mortgage arrears
   Journal of Banking & Finance, 2016, 72, (C), 15-27 View citations (13)
   See also Working Paper (2015)
6. The good, the bad and the impaired: A credit risk model of the Irish mortgage market
   Journal of Financial Stability, 2016, 22, (C), 1-9 View citations (35)
   See also Working Paper (2011)

2015

7. A long-run survival analysis of corporate liquidations in Ireland
   Small Business Economics, 2015, 44, (3), 671-683 View citations (9)
   See also Working Paper (2014)

2014

8. On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?
   International Journal of Central Banking, 2014, 10, (3), 95-128 View citations (18)

2012

9. Impairment and negative equity in the Irish mortgage market
   Journal of Housing Economics, 2012, 21, (3), 256-268 View citations (10)
   See also Working Paper (2011)

2011

10. Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland
    The Economic and Social Review, 2011, 42, (4), 455–477 View citations (9)
    See also Working Paper (2013)
11. Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis
    Empirica, 2011, 38, (2), 155-167 View citations (8)

2010

12. Central Bank Credibility and Income Velocity in a Monetary Union
    Quarterly Bulletin Articles, 2010, 77-92

2008

13. Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra
    The Economic and Social Review, 2008, 39, (1), 55-78 View citations (1)