Details about Maurice John Roche

Access statistics for papers by Maurice John Roche.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pro129

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) View citations (1)

2010

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

2009

3. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
   Working Papers, Toronto Metropolitan University, Department of Economics View citations (5)
   Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2007) 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) View citations (32) (2010)

2007

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

2005

5. Heterogeneous Homebuyers, Mortgage Choice and the use of Mortgage Brokers
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
6. The equity premium puzzle and decreasing relative risk aversion
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
   See also Journal Article The equity premium puzzle and decreasing relative risk aversion, Applied Financial Economics Letters, Taylor & Francis Journals (2006) (2006)

2003

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

2002

9. Grain Price Volatility in a Small Open Economy
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth 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 (9) (2003)
10. 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

2001

11. Fads versus fundamentals in farmland prices: comment
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth 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) View citations (2) (2001)

2000

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

1999

13. Irish house prices: will the roof fall in?
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (10)
14. 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
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth 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) View citations (36) (2002)
15. 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
16. Towards an econometric model of the Irish agricultural sector
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

1997

17. 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 View citations (5)
18. 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) View citations (4)
    IFS Working Papers, Institute for Fiscal Studies (1997) View citations (4)

1995

19. 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) View citations (7) (2001)
20. 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
21. 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

22. An International Business Cycle Model with Money
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
23. Irish Consumption: Evidence of Capital Market Imperfections
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
24. Irish Consumption: Testing the Permanent Income Hypothesis
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
25. 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 View citations (26)

2010

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

2008

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

2006

4. Rural Land Use: Traditional Agriculture or Forestry?
   Land Economics, 2006, 82, (1), 112-123 View citations (20)
5. The equity premium puzzle and decreasing relative risk aversion
   Applied Financial Economics Letters, 2006, 2, (3), 179-182
   See also Working Paper The equity premium puzzle and decreasing relative risk aversion, Economics Department Working Paper Series (2005) (2005)

2004

6. Riskier product portfolio under decoupled payments
   European Review of Agricultural Economics, 2004, 31, (2), 111-123 View citations (23)

2003

7. Grain price volatility in a small open economy
   European Review of Agricultural Economics, 2003, 30, (1), 77-98 View citations (9)
   See also Working Paper Grain Price Volatility in a Small Open Economy, Economics Department Working Paper Series (2002) View citations (1) (2002)
8. Will there be a Crash in Irish House Prices?
   Quarterly Economic Commentary: Special Articles, 2003, 2003, (4-Winter), 1-16 View citations (20)

2002

9. Less of a puzzle: a new look at the forward forex market
   Journal of International Economics, 2002, 58, (2), 387-411 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) (1999)

2001

10. Fads versus Fundamentals in Farmland Prices: Comment
    American Journal of Agricultural Economics, 2001, 83, (4), 1074-1077 View citations (2)
    See also Working Paper Fads versus fundamentals in farmland prices: comment, Economics Department Working Paper Series (2001) View citations (3) (2001)
11. Liquidity in the forward exchange market
    Journal of Empirical Finance, 2001, 8, (2), 157-170 View citations (7)
    See also Working Paper Liquidity in the Forward Exchange Market, Economics Department Working Paper Series (1995) View citations (1) (1995)
12. The rise in house prices in Dublin: bubble, fad or just fundamentals
    Economic Modelling, 2001, 18, (2), 281-295 View citations (61)

1999

13. Irish House Prices - Will the Roof Cave In?
    The Economic and Social Review, 1999, 30, (4), 343-362 View citations (20)

1998

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

1996

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