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Details about Anthony Murphy

E-mail:
Phone:+1 214-922-5230
Postal address:Federal Reserve Bank of Dallas 2200 N Pearl St Dallas, TX 75201 USA
Workplace:Economic Research Department, Federal Reserve Bank of Dallas, (more information at EDIRC)

Access statistics for papers by Anthony Murphy.

Last updated 2019-08-19. Update your information in the RePEc Author Service.

Short-id: pmu76


Jump to Journal Articles Chapters

Working Papers

2019

  1. The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
    Working Papers, Federal Reserve Bank of Dallas Downloads

2018

  1. The Death of the Phillips Curve?
    Working Papers, Federal Reserve Bank of Dallas Downloads

2011

  1. House Prices and Credit Constraints: Making Sense of the U.S. Experience
    SERC Discussion Papers, Spatial Economics Research Centre, LSE Downloads View citations (112)
    Also in Working Papers, Federal Reserve Bank of Dallas (2011) Downloads View citations (107)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads View citations (99)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (116)

    See also Journal Article in Economic Journal (2011)
  2. Shifting Credit Standards and the Boom and Bust in U.S. House Prices
    SERC Discussion Papers, Spatial Economics Research Centre, LSE Downloads View citations (22)
    Also in Working Papers, Federal Reserve Bank of Dallas (2011) Downloads View citations (3)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (7)

2010

  1. Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2010) Downloads View citations (11)
    Working Papers, Federal Reserve Bank of Dallas (2010) Downloads View citations (8)
  2. Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future
    SERC Discussion Papers, Spatial Economics Research Centre, LSE Downloads View citations (76)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010) Downloads View citations (55)

    See also Journal Article in Journal of Financial Stability (2010)
  3. The impact of hurricanes on housing prices: evidence from U.S. coastal cities
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads

2007

  1. Housing Wealth, Credit Conditions and Consumption
    ERES, European Real Estate Society (ERES) Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (26)

2006

  1. Bootstrapping long memory tests: some Monte Carlo results
    Working Papers, Lancaster University Management School, Economics Department Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2009)
  2. Housing Market Dynamics and Regional Migration in Britain
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) Downloads View citations (11)
  3. WAS THERE A BRITISH HOUSE PRICE BUBBLE? EVIDENCE FROM A REGIONAL PANEL
    ERES, European Real Estate Society (ERES) Downloads View citations (39)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (53)

2005

  1. Booms, Busts and Ripples in British Regional Housing Markets
    Macroeconomics, University Library of Munich, Germany Downloads View citations (1)
  2. Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)
    Finance, University Library of Munich, Germany Downloads View citations (3)
  3. Score Tests of Normality in Bivariate Probit Models
    Econometrics, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economics Letters (2007)

2003

  1. The economic appraisal system for projects seeking support from the industrial development agencies
    Open Access publications, School of Economics, University College Dublin Downloads View citations (1)

1998

  1. Interim Study on the Liquor Licensing Laws and other Barriers to Entry and their impact on Competition in the Retail Drinks Market
    Open Access publications, School of Economics, University College Dublin Downloads
  2. Modelling Winners and Losers in Contingent Valuation of Public Goods Appropriate Welfare Measures and Economic Analysis
    Working Papers, College Dublin, Department of Political Economy- View citations (1)
  3. Modelling winners and losers in contingent valuation of public goods: appropriate welfare measures and econometric analysis
    Working Papers, School of Economics, University College Dublin Downloads
    See also Journal Article in Economic Journal (2001)

1997

  1. Aspects of employment and unemployment in Ireland
    Open Access publications, School of Economics, University College Dublin Downloads
  2. Booms and Busts in the UK Housing Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (195)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (1996) View citations (33)

    See also Journal Article in Economic Journal (1997)
  3. Unemployment, Non-Participation and Labour Market Slack among Irish Males
    Working Papers, College Dublin, Department of Political Economy-
    Also in Working Papers, School of Economics, University College Dublin (1997) Downloads

1994

  1. A simple LM test for zero correlation in the censored bivariate probit model
    Working Papers, School of Economics, University College Dublin Downloads
  2. A simple artificial regression based LM test of asymmetry in the logit model
    Working Papers, School of Economics, University College Dublin Downloads
  3. A simple artificial regression based Lagrange multiplier test of normality in the probit model
    Working Papers, School of Economics, University College Dublin Downloads View citations (1)
  4. A simple artificial regression based test of the fit of binary choice models
    Working Papers, School of Economics, University College Dublin Downloads
  5. Artificial regression based LM test of mis-specification for ordered logit models
    Working Papers, School of Economics, University College Dublin Downloads
  6. Artificial regression based LM tests of mis-specification for ordered probit models
    Working Papers, School of Economics, University College Dublin Downloads
  7. Artificial regression based mis-specification tests for discrete choice models
    Working Papers, School of Economics, University College Dublin Downloads
  8. Education, religion and the 'first destinations' of recent school-leavers in Northern Ireland
    Working Papers, School of Economics, University College Dublin Downloads View citations (1)
  9. Explaining regional consumption in the UK
    Working Papers, School of Economics, University College Dublin Downloads View citations (1)
  10. Explaining regional house prices in the UK
    Working Papers, School of Economics, University College Dublin Downloads View citations (8)
  11. Testing normality in bivariate probit models: a simple artificial regression based LM test
    Working Papers, School of Economics, University College Dublin Downloads

1988

  1. Housing, Wages and UK Labour Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1989)

1987

  1. Intertemporal labour supply and commodity demands
    Working Papers, School of Economics, University College Dublin Downloads
  2. Labour supply and commodity demands: an application to Irish data
    Open Access publications, School of Economics, University College Dublin Downloads View citations (1)
    Also in Working Papers, School of Economics, University College Dublin (1986) Downloads

Journal Articles

2017

  1. Segmentation of consumer markets in the US: What do intercity price differences tell us?
    Canadian Journal of Economics, 2017, 50, (3), 738-777 Downloads View citations (1)

2016

  1. High school financial literacy mandate could boost Texans' economic well-being
    Southwest Economy, 2016, (Q1), 10-13 Downloads
  2. How Mortgage Finance Reform Could Affect Housing
    American Economic Review, 2016, 106, (5), 620-24 Downloads View citations (7)
  3. Increased credit availability, rising asset prices help boost consumer spending
    Economic Letter, 2016, 11, (3), 1-4 Downloads

2015

  1. Conference on Housing, Stability, and the Macroeconomy: International Perspectives
    Journal of Money, Credit and Banking, 2015, 47, (S1), 1-11 Downloads
  2. Financial literacy: where does Texas rank?
    Financial Insights, 2015, 4, (3), 1-4 Downloads
  3. Liquidity mismatch helps predict bank failure and distress
    Economic Letter, 2015, 10, (6), 1-4 Downloads View citations (5)
  4. Plunging oil prices: a boost for the U.S. economy, a jolt for Texas
    Economic Letter, 2015, 10, (3), 1-4 Downloads View citations (1)

2013

  1. Would a Bagehot style corporate bond backstop have helped counter the Great Recession?
    Economics Letters, 2013, 119, (3), 351-353 Downloads View citations (1)

2012

  1. CREDIT, HOUSING COLLATERAL, AND CONSUMPTION: EVIDENCE FROM JAPAN, THE U.K., AND THE U.S
    Review of Income and Wealth, 2012, 58, (3), 397-423 Downloads View citations (61)

2011

  1. House Prices and Credit Constraints: Making Sense of the US Experience
    Economic Journal, 2011, 121, (552), 533-551 View citations (133)
    See also Working Paper (2011)
  2. When will the U.S. housing market stabilize?
    Economic Letter, 2011, 6, (august) Downloads View citations (3)

2010

  1. Housing markets and the financial crisis of 2007-2009: Lessons for the future
    Journal of Financial Stability, 2010, 6, (4), 203-217 Downloads View citations (78)
    See also Working Paper (2010)
  2. Recovering the moments of information flow and the normality of asset returns
    Applied Financial Economics, 2010, 20, (10), 761-769 Downloads

2009

  1. Bootstrapping long memory tests: Some Monte Carlo results
    Computational Statistics & Data Analysis, 2009, 53, (6), 2325-2334 Downloads View citations (1)
    See also Working Paper (2006)

2008

  1. Employer and Employee Ignorance in Developing Countries: The Case of Trinidad and Tobago
    Review of Development Economics, 2008, 12, (2), 339-353 Downloads View citations (4)
  2. Housing markets and the economy: the assessment
    Oxford Review of Economic Policy, 2008, 24, (1), 1-33 Downloads View citations (67)

2007

  1. Score tests of normality in bivariate probit models
    Economics Letters, 2007, 95, (3), 374-379 Downloads View citations (25)
    See also Working Paper (2005)

2005

  1. A guided tour of TSMod 4.03
    Journal of Applied Econometrics, 2005, 20, (5), 691-698 Downloads View citations (4)
  2. Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team
    Journal of Empirical Finance, 2005, 12, (5), 629-649 Downloads View citations (6)

2001

  1. Modelling Winners and Losers in Contingent Valuation of Public Goods: Appropriate Welfare Measures and Econometric Analysis
    Economic Journal, 2001, 111, (470), 420-43 Downloads View citations (25)
    See also Working Paper (1998)

2000

  1. A Simple Artificial Regression Based Test of the Goodness of Fit of Binary Choice Models
    Oxford Bulletin of Economics and Statistics, 2000, 62, (3), 445-50 Downloads
  2. Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic
    The Economic and Social Review, 2000, 31, (4), 351-359 Downloads View citations (4)

1997

  1. Booms and Busts in the UK Housing Market
    Economic Journal, 1997, 107, (445), 1701-27 Downloads View citations (190)
    See also Working Paper (1997)

1996

  1. A piecewise-constant hazard-rate model for the duration of unemployment in single-interview samples of the stock of unemployed
    Economics Letters, 1996, 51, (2), 177-183 Downloads View citations (7)
  2. Simple LM tests of mis-specification for ordered logit models
    Economics Letters, 1996, 52, (2), 137-141 Downloads View citations (8)

1989

  1. Housing, Wages and UK Labour Markets
    Oxford Bulletin of Economics and Statistics, 1989, 51, (2), 97-136 View citations (41)
    See also Working Paper (1988)

Chapters

2012

  1. Credit standards and the bubble in US house prices: new econometric evidence
    A chapter in Property markets and financial stability, 2012, vol. 64, pp 83-89 Downloads View citations (4)

2010

  1. The Effects of Higher Transaction Costs on Trader Behavior
    Chapter 8 in Handbook of Behavioral Finance, 2010 Downloads
 
Page updated 2019-09-22