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Details about Robert Kelly

Homepage:http://www.centralbank.ie
Workplace:Central Bank of Ireland, (more information at EDIRC)

Access statistics for papers by Robert Kelly.

Last updated 2020-01-13. Update your information in the RePEc Author Service.

Short-id: pke227


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Working Papers

2019

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

2017

  1. Bank Asset Quality & Monetary Policy Pass-Through
    Research Technical Papers, Central Bank of Ireland Downloads
    See also Journal Article in Applied Economics (2019)
  2. Credit conditions, macroprudential policy and house prices
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (4)
    Also in Research Technical Papers, Central Bank of Ireland (2015) Downloads View citations (5)

    See also Journal Article in Journal of Housing Economics (2018)
  3. How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market
    Research Technical Papers, Central Bank of Ireland Downloads View citations (15)

2016

  1. Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?
    Research Technical Papers, Central Bank of Ireland Downloads View citations (2)

2015

  1. Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?
    Research Technical Papers, Central Bank of Ireland Downloads View citations (9)
  2. Do Sovereign-bank Inter-linkages affect the Net Cost of a Fiscal Stimulus?
    Papers, Economic and Social Research Institute (ESRI) Downloads
  3. Households in long-term mortgage arrears:lessons from economic research
    Economic Letters, Central Bank of Ireland Downloads View citations (3)
  4. Mortgage Interest Rate Types in Ireland
    Economic Letters, Central Bank of Ireland Downloads View citations (2)
  5. Some defaults are deeper than others: Understanding long-term mortgage arrears
    Research Technical Papers, Central Bank of Ireland Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2016)

2014

  1. A Transitions-Based Model of Default for Irish Mortgages
    Research Technical Papers, Central Bank of Ireland Downloads View citations (6)
  2. A long-run survival analysis of corporate liquidations in Ireland
    Research Technical Papers, Central Bank of Ireland Downloads View citations (1)
    See also Journal Article in Small Business Economics (2015)
  3. A transitions-based framework for estimating expected credit losses
    Research Technical Papers, Central Bank of Ireland Downloads View citations (11)
  4. Do first time buyers default less? Implications for macro-prudential policy
    Economic Letters, Central Bank of Ireland Downloads View citations (1)
  5. Loan loss forecasting: a methodological overview
    Economic Letters, Central Bank of Ireland Downloads View citations (1)
  6. Macro-prudential Tools and Credit Risk of Property Lending at Irish banks
    Economic Letters, Central Bank of Ireland Downloads View citations (16)

2013

  1. Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland
    Working Paper Series, European Central Bank Downloads View citations (8)
    Also in Research Technical Papers, Central Bank of Ireland (2011) Downloads View citations (4)

    See also Journal Article in The Economic and Social Review (2011)
  2. On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?
    Research Technical Papers, Central Bank of Ireland Downloads View citations (2)

2011

  1. Impairment and Negative Equity in the Irish Mortgage Market
    Research Technical Papers, Central Bank of Ireland Downloads View citations (3)
    See also Journal Article in Journal of Housing Economics (2012)
  2. Structural Breaks - An Instrumental Variable Approach
    Research Technical Papers, Central Bank of Ireland Downloads
  3. The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market
    Research Technical Papers, Central Bank of Ireland Downloads View citations (26)
    See also Journal Article in Journal of Financial Stability (2016)

2009

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

Journal Articles

2019

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

2018

  1. Credit conditions, macroprudential policy and house prices
    Journal of Housing Economics, 2018, 41, (C), 153-167 Downloads View citations (13)
    See also Working Paper (2017)
  2. Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets
    Journal of Financial Stability, 2018, 36, (C), 322-335 Downloads View citations (2)

2016

  1. Some defaults are deeper than others: Understanding long-term mortgage arrears
    Journal of Banking & Finance, 2016, 72, (C), 15-27 Downloads View citations (11)
    See also Working Paper (2015)
  2. 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 Downloads View citations (28)
    See also Working Paper (2011)

2015

  1. A long-run survival analysis of corporate liquidations in Ireland
    Small Business Economics, 2015, 44, (3), 671-683 Downloads View citations (6)
    See also Working Paper (2014)

2014

  1. 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 Downloads View citations (12)

2012

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

2011

  1. 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 Downloads View citations (6)
    See also Working Paper (2013)
  2. Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis
    Empirica, 2011, 38, (2), 155-167 Downloads View citations (7)

2010

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

2008

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