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Details about Maurice John Roche

Homepage:http://www.economics.ryerson.ca/mroche/
Phone:416-979-5000 Ext. 26
Postal address:Professor Maurice J Roche, Department of Economics, Ryerson University, 350 Victoria Street, Toronto, Ontario M5B 2K3, Canada.
Workplace:Department of Economics, Toronto Metropolitan University, (more information at EDIRC)

Access statistics for papers by Maurice John Roche.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pro129


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Working Papers

2016

  1. Efficient Frontiers and Fiscal Stability: An Ex-ante and Ex-post Application to the Irish Public Finances
    Papers, Economic and Social Research Institute (ESRI) Downloads View citations (1)

2010

  1. For Rich or for Poor: When does Uncovered Interest Parity Hold?
    Working Papers, Ryerson University, Department of Economics Downloads View citations (2)

2009

  1. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
    Working Papers, Ryerson University, Department of Economics Downloads View citations (5)
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2007) Downloads View citations (6)

    See also Journal Article Solving exchange rate puzzles with neither sticky prices nor trade costs, Journal of International Money and Finance, Elsevier (2010) Downloads View citations (32) (2010)

2007

  1. Getting a Helping Hand: Parental Transfers and First-Time Homebuyers
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)

2005

  1. Heterogeneous Homebuyers, Mortgage Choice and the use of Mortgage Brokers
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)
  2. The equity premium puzzle and decreasing relative risk aversion
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads

2003

  1. Efficient allocation of land in a decoupled world
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)
  2. TREES OR TROTTERS?
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads

2002

  1. Grain Price Volatility in a Small Open Economy
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)
    See also Journal Article Grain price volatility in a small open economy, European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation (2003) View citations (8) (2003)
  2. Volatile and persistent real exchange rates without the contrivance of sticky prices
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads

2001

  1. Fads versus fundamentals in farmland prices: comment
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (3)
    See also Journal Article Fads versus Fundamentals in Farmland Prices: Comment, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2001) Downloads View citations (2) (2001)

2000

  1. Speculation in agricultural land
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (5)

1999

  1. Irish house prices: will the roof fall in?
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (10)
  2. Less of a puzzle: a new look at the forward forex market
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (32)

    See also Journal Article Less of a puzzle: a new look at the forward forex market, Journal of International Economics, Elsevier (2002) Downloads View citations (36) (2002)
  3. The rise in Dublin city house prices: bubble, fad or just fundamentals
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads
  4. Towards an econometric model of the Irish agricultural sector
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads

1997

  1. The Distribution of Discrimination in Immigrant Earnings- Evidence from Britain 1974-93
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (5)
  2. The Distribution of Discrimination in Immigrant Earnings: Evidence from Britain 1974-1993
    Working Papers, College Dublin, Department of Political Economy- View citations (6)
    Also in Open Access publications, School of Economics, University College Dublin (1997) Downloads View citations (4)
    IFS Working Papers, Institute for Fiscal Studies (1997) Downloads View citations (4)

1995

  1. Liquidity in the Forward Exchange Market
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    See also Journal Article Liquidity in the forward exchange market, Journal of Empirical Finance, Elsevier (2001) Downloads View citations (7) (2001)
  2. Liquidity in the Forward Exchange Market: Technical Appendix Abstract: This appendix provides two fully worked out examples of solving nonlinear stochastic first order efficiency conditions using methods of Chrisiano (1990, 1991)
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
  3. The Efficiency of Irish Beef Prices: An Empirical Analysis of Monthly Data, 1980-1992
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

1994

  1. An International Business Cycle Model with Money
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
  2. Irish Consumption: Evidence of Capital Market Imperfections
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
  3. Irish Consumption: Testing the Permanent Income Hypothesis
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
  4. Some linear-Quadratic Solution Methods to Stochastic Nonlinear Rational Expectations Models
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

Journal Articles

2012

  1. When does uncovered interest parity hold?
    Journal of International Money and Finance, 2012, 31, (4), 865-879 Downloads View citations (24)

2010

  1. Solving exchange rate puzzles with neither sticky prices nor trade costs
    Journal of International Money and Finance, 2010, 29, (6), 1151-1170 Downloads View citations (32)
    See also Working Paper Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs, Working Papers (2009) Downloads View citations (5) (2009)

2008

  1. Volatile and persistent real exchange rates with or without sticky prices
    Journal of Monetary Economics, 2008, 55, (2), 423-433 Downloads View citations (8)

2006

  1. Rural Land Use: Traditional Agriculture or Forestry?
    Land Economics, 2006, 82, (1), 112-123 Downloads View citations (19)

2004

  1. Riskier product portfolio under decoupled payments
    European Review of Agricultural Economics, 2004, 31, (2), 111-123 View citations (22)

2003

  1. Grain price volatility in a small open economy
    European Review of Agricultural Economics, 2003, 30, (1), 77-98 View citations (8)
    See also Working Paper Grain Price Volatility in a Small Open Economy, Economics Department Working Paper Series (2002) Downloads View citations (1) (2002)
  2. Will there be a Crash in Irish House Prices?
    Quarterly Economic Commentary: Special Articles, 2003, 2003, (4-Winter), 1-16 Downloads View citations (19)

2002

  1. Less of a puzzle: a new look at the forward forex market
    Journal of International Economics, 2002, 58, (2), 387-411 Downloads View citations (36)
    See also Working Paper Less of a puzzle: a new look at the forward forex market, Economics Department Working Paper Series (1999) Downloads (1999)

2001

  1. Fads versus Fundamentals in Farmland Prices: Comment
    American Journal of Agricultural Economics, 2001, 83, (4), 1074-1077 Downloads View citations (2)
    See also Working Paper Fads versus fundamentals in farmland prices: comment, Economics Department Working Paper Series (2001) Downloads View citations (3) (2001)
  2. Liquidity in the forward exchange market
    Journal of Empirical Finance, 2001, 8, (2), 157-170 Downloads View citations (7)
    See also Working Paper Liquidity in the Forward Exchange Market, Economics Department Working Paper Series (1995) View citations (1) (1995)
  3. The rise in house prices in Dublin: bubble, fad or just fundamentals
    Economic Modelling, 2001, 18, (2), 281-295 Downloads View citations (56)

1999

  1. Irish House Prices - Will the Roof Cave In?
    The Economic and Social Review, 1999, 30, (4), 343-362 Downloads View citations (18)

1998

  1. Linear-Quadratic Solution Methods to Non-linear Stochastic Models: A Note
    The Manchester School of Economic & Social Studies, 1998, 66, (1), 118-27

1996

  1. Government Spending and the International Business Cycle
    Canadian Journal of Economics, 1996, 29, (4), 865-84 Downloads View citations (11)
 
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