Details about Anthony Murphy
Access statistics for papers by Anthony Murphy.
Last updated 2020-04-29. Update your information in the RePEc Author Service.
Short-id: pmu76
Jump to Journal Articles Chapters
Working Papers
2022
- The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Working Papers, Federal Reserve Bank of Dallas 
2020
- A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth
Working Papers, Federal Reserve Bank of Dallas View citations (1)
- Mobility and Engagement Following the SARS-Cov-2 Outbreak
Working Papers, Federal Reserve Bank of Dallas View citations (9)
- Understanding the Exposure at Default Risk of Commercial Real Estate Construction and Land Development Loans
Working Papers, Federal Reserve Bank of Dallas View citations (4)
2018
- The Death of the Phillips Curve?
Working Papers, Federal Reserve Bank of Dallas View citations (1)
2011
- House Prices and Credit Constraints: Making Sense of the U.S. Experience
SERC Discussion Papers, Centre for Economic Performance, LSE View citations (204)
Also in Working Papers, Federal Reserve Bank of Dallas (2011) View citations (153)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (189)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (185)
See also Journal Article House Prices and Credit Constraints: Making Sense of the US Experience, Economic Journal, Royal Economic Society (2011) View citations (202) (2011)
- Shifting Credit Standards and the Boom and Bust in U.S. House Prices
SERC Discussion Papers, Centre for Economic Performance, LSE View citations (36)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (21)
Working Papers, Federal Reserve Bank of Dallas (2011) View citations (10)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (19)
2010
- Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (46)
Also in Working Papers, Federal Reserve Bank of Dallas (2010) View citations (9)
Economics Series Working Papers, University of Oxford, Department of Economics (2010) View citations (20)
- Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future
SERC Discussion Papers, Centre for Economic Performance, LSE View citations (117)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010) View citations (88)
See also Journal Article Housing markets and the financial crisis of 2007-2009: Lessons for the future, Journal of Financial Stability, Elsevier (2010) View citations (109) (2010)
- The impact of hurricanes on housing prices: evidence from U.S. coastal cities
Working Papers, Federal Reserve Bank of Dallas View citations (4)
Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (2)
2007
- Housing Wealth, Credit Conditions and Consumption
ERES, European Real Estate Society (ERES) View citations (9)
Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (42)
2006
- Bootstrapping long memory tests: some Monte Carlo results
Working Papers, Lancaster University Management School, Economics Department
See also Journal Article Bootstrapping long memory tests: Some Monte Carlo results, Computational Statistics & Data Analysis, Elsevier (2009) View citations (2) (2009)
- Housing Market Dynamics and Regional Migration in Britain
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
- WAS THERE A BRITISH HOUSE PRICE BUBBLE? EVIDENCE FROM A REGIONAL PANEL
ERES, European Real Estate Society (ERES) View citations (82)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (83)
2005
- Booms, Busts and Ripples in British Regional Housing Markets
Macroeconomics, University Library of Munich, Germany View citations (1)
- Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)
Finance, University Library of Munich, Germany View citations (4)
- Score Tests of Normality in Bivariate Probit Models
Econometrics, University Library of Munich, Germany View citations (1)
See also Journal Article Score tests of normality in bivariate probit models, Economics Letters, Elsevier (2007) View citations (34) (2007)
2003
- The economic appraisal system for projects seeking support from the industrial development agencies
Open Access publications, School of Economics, University College Dublin View citations (4)
1998
- 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
- 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)
- Modelling winners and losers in contingent valuation of public goods: appropriate welfare measures and econometric analysis
Working Papers, School of Economics, University College Dublin View citations (1)
See also Journal Article Modelling Winners and Losers in Contingent Valuation of Public Goods: Appropriate Welfare Measures and Econometric Analysis, Economic Journal, Royal Economic Society (2001) View citations (37) (2001)
1997
- Aspects of employment and unemployment in Ireland
Open Access publications, School of Economics, University College Dublin
- Booms and Busts in the UK Housing Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (281)
Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (1996) View citations (33)
See also Journal Article Booms and Busts in the UK Housing Market, Economic Journal, Royal Economic Society (1997) View citations (274) (1997)
- 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)
1994
- A simple LM test for zero correlation in the censored bivariate probit model
Working Papers, School of Economics, University College Dublin
- A simple artificial regression based LM test of asymmetry in the logit model
Working Papers, School of Economics, University College Dublin View citations (1)
- A simple artificial regression based Lagrange multiplier test of normality in the probit model
Working Papers, School of Economics, University College Dublin View citations (2)
- A simple artificial regression based test of the fit of binary choice models
Working Papers, School of Economics, University College Dublin
- Artificial regression based LM test of mis-specification for ordered logit models
Working Papers, School of Economics, University College Dublin
- Artificial regression based LM tests of mis-specification for ordered probit models
Working Papers, School of Economics, University College Dublin
- Artificial regression based mis-specification tests for discrete choice models
Working Papers, School of Economics, University College Dublin View citations (2)
- Education, religion and the 'first destinations' of recent school-leavers in Northern Ireland
Working Papers, School of Economics, University College Dublin View citations (1)
- Explaining regional consumption in the UK
Working Papers, School of Economics, University College Dublin View citations (4)
- Explaining regional house prices in the UK
Working Papers, School of Economics, University College Dublin View citations (24)
- Testing normality in bivariate probit models: a simple artificial regression based LM test
Working Papers, School of Economics, University College Dublin View citations (1)
1988
- Housing, Wages and UK Labour Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
See also Journal Article Housing, Wages and UK Labour Markets, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1989) View citations (60) (1989)
1987
- Intertemporal labour supply and commodity demands
Working Papers, School of Economics, University College Dublin
- Labour supply and commodity demands: an application to Irish data
Open Access publications, School of Economics, University College Dublin View citations (2)
Also in Working Papers, School of Economics, University College Dublin (1986)
Journal Articles
2017
- Segmentation of consumer markets in the US: What do intercity price differences tell us?
Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (3), 738-777 View citations (5)
Also in Canadian Journal of Economics, 2017, 50, (3), 738-777 (2017) View citations (5)
2016
- High school financial literacy mandate could boost Texans' economic well-being
Southwest Economy, 2016, (Q1), 10-13
- How Mortgage Finance Reform Could Affect Housing
American Economic Review, 2016, 106, (5), 620-24 View citations (19)
- Increased credit availability, rising asset prices help boost consumer spending
Economic Letter, 2016, 11, (3), 1-4
2015
- Conference on Housing, Stability, and the Macroeconomy: International Perspectives
Journal of Money, Credit and Banking, 2015, 47, (S1), 1-11 View citations (2)
- Financial literacy: where does Texas rank?
Financial Insights, 2015, 4, (3), 1-4
- Liquidity mismatch helps predict bank failure and distress
Economic Letter, 2015, 10, (6), 1-4 View citations (12)
- Plunging oil prices: a boost for the U.S. economy, a jolt for Texas
Economic Letter, 2015, 10, (3), 1-4 View citations (1)
2013
- Would a Bagehot style corporate bond backstop have helped counter the Great Recession?
Economics Letters, 2013, 119, (3), 351-353 View citations (2)
2012
- 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 View citations (101)
2011
- House Prices and Credit Constraints: Making Sense of the US Experience
Economic Journal, 2011, 121, (552), 533-551 View citations (202)
See also Working Paper House Prices and Credit Constraints: Making Sense of the U.S. Experience, SERC Discussion Papers (2011) View citations (204) (2011)
- When will the U.S. housing market stabilize?
Economic Letter, 2011, 6, (august) View citations (3)
2010
- Housing markets and the financial crisis of 2007-2009: Lessons for the future
Journal of Financial Stability, 2010, 6, (4), 203-217 View citations (109)
See also Working Paper Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future, SERC Discussion Papers (2010) View citations (117) (2010)
- Recovering the moments of information flow and the normality of asset returns
Applied Financial Economics, 2010, 20, (10), 761-769 View citations (1)
2009
- Bootstrapping long memory tests: Some Monte Carlo results
Computational Statistics & Data Analysis, 2009, 53, (6), 2325-2334 View citations (2)
See also Working Paper Bootstrapping long memory tests: some Monte Carlo results, Working Papers (2006) (2006)
2008
- Employer and Employee Ignorance in Developing Countries: The Case of Trinidad and Tobago
Review of Development Economics, 2008, 12, (2), 339-353 View citations (9)
- Housing markets and the economy: the assessment
Oxford Review of Economic Policy, 2008, 24, (1), 1-33 View citations (102)
2007
- Score tests of normality in bivariate probit models
Economics Letters, 2007, 95, (3), 374-379 View citations (34)
See also Working Paper Score Tests of Normality in Bivariate Probit Models, Econometrics (2005) View citations (1) (2005)
2005
- A guided tour of TSMod 4.03
Journal of Applied Econometrics, 2005, 20, (5), 691-698 View citations (4)
- 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 View citations (12)
2001
- Modelling Winners and Losers in Contingent Valuation of Public Goods: Appropriate Welfare Measures and Econometric Analysis
Economic Journal, 2001, 111, (470), 420-43 View citations (37)
See also Working Paper Modelling winners and losers in contingent valuation of public goods: appropriate welfare measures and econometric analysis, Working Papers (1998) View citations (1) (1998)
2000
- Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic
The Economic and Social Review, 2000, 31, (4), 351-359 View citations (8)
1997
- Booms and Busts in the UK Housing Market
Economic Journal, 1997, 107, (445), 1701-27 View citations (274)
See also Working Paper Booms and Busts in the UK Housing Market, CEPR Discussion Papers (1997) View citations (281) (1997)
1996
- 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 View citations (9)
- Simple LM tests of mis-specification for ordered logit models
Economics Letters, 1996, 52, (2), 137-141 View citations (11)
1989
- Housing, Wages and UK Labour Markets
Oxford Bulletin of Economics and Statistics, 1989, 51, (2), 97-136 View citations (60)
See also Working Paper Housing, Wages and UK Labour Markets, CEPR Discussion Papers (1988) View citations (16) (1988)
Chapters
2012
- 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 View citations (5)
2010
- The Effects of Higher Transaction Costs on Trader Behavior
Chapter 8 in Handbook of Behavioral Finance, 2010
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
School of Business at Örebro University.