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
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Working Papers
2016
- 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
- For Rich or for Poor: When does Uncovered Interest Parity Hold?
Working Papers, Toronto Metropolitan University, Department of Economics View citations (2)
2009
- 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
- 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
- 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)
- 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
- Efficient allocation of land in a decoupled world
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
- TREES OR TROTTERS?
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
2002
- 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)
- 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
- 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
- Speculation in agricultural land
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (5)
1999
- Irish house prices: will the roof fall in?
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (10)
- 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)
- 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
- Towards an econometric model of the Irish agricultural sector
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
1997
- 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)
- 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 IFS Working Papers, Institute for Fiscal Studies (1997) View citations (4) Open Access publications, School of Economics, University College Dublin (1997) View citations (4)
1995
- 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)
- 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
- 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
- An International Business Cycle Model with Money
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
- Irish Consumption: Evidence of Capital Market Imperfections
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
- Irish Consumption: Testing the Permanent Income Hypothesis
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
- 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
- When does uncovered interest parity hold?
Journal of International Money and Finance, 2012, 31, (4), 865-879 View citations (26)
2010
- 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
- Volatile and persistent real exchange rates with or without sticky prices
Journal of Monetary Economics, 2008, 55, (2), 423-433 View citations (8)
2006
- Rural Land Use: Traditional Agriculture or Forestry?
Land Economics, 2006, 82, (1), 112-123 View citations (20)
- 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
- Riskier product portfolio under decoupled payments
European Review of Agricultural Economics, 2004, 31, (2), 111-123 View citations (23)
2003
- 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)
- Will there be a Crash in Irish House Prices?
Quarterly Economic Commentary: Special Articles, 2003, 2003, (4-Winter), 1-16 View citations (20)
2002
- 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
- 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)
- 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)
- The rise in house prices in Dublin: bubble, fad or just fundamentals
Economic Modelling, 2001, 18, (2), 281-295 View citations (60)
1999
- Irish House Prices - Will the Roof Cave In?
The Economic and Social Review, 1999, 30, (4), 343-362 View citations (20)
1998
- Linear-Quadratic Solution Methods to Non-linear Stochastic Models: A Note
The Manchester School of Economic & Social Studies, 1998, 66, (1), 118-27
1996
- Government Spending and the International Business Cycle
Canadian Journal of Economics, 1996, 29, (4), 865-84 View citations (11)
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