Research Technical Papers

From Central Bank of Ireland
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5/RT/21: Expectations, Unemployment and Inflation: an Empirical Investigation

Vahagn Galstyan

4/RT/21: The financial market impact of ECB monetary policy press conferences - a text based approach

Conor Parle

3/RT/21: New Survey Evidence on COVID-19 and Irish SMEs: Measuring the Impact and Policy Response

Janez Kren, Martina Lawless, Fergal McCann, John McQuinn and Conor O'Toole

2/RT/21: Simulating business failures through the liquidity and solvency channels: a framework with applications to COVID-19

Fergal McCann and Fang Yao

1/RT/21: The Economic Impact of Yield Curve Compression: Evidence from Euro Area Forward Guidance and Unconventional Monetary Policy

Robert Goodhead

13/RT/20: Global Risk and Portfolio Flows to Emerging Markets: Evidence from Irish-Resident Investment Funds

Benedetta Bianchi, Vahagn Galstyan and Valerie Herzberg

12/RT/20: What ‘special purposes’ explain cross-border debt funding by banks? Evidence from Ireland

Brian Golden and Eduardo Maqui

11/RT/20: The Multiple Dimensions of Liquidity

Garo Garabedian and Koen Inghelbrecht

10/RT/20: The ins and outs of the gender unemployment gap in the OECD

Reamonn Lydon and Michael Simmons

09/RT/20: Unobserved components models with stochastic volatility for extracting trends and cycles in credit

Martin O'Brien and Sofia Velasco

08/RT/20: Information and liquidity linkages in EFTs and underlying markets

Pawel Fiedor and Petros Katsoulis

07/RT/20: Household wealth: what is it, who has it, and why it matters

David Horan, Reamonn Lydon and Tara McIndoe-Calder

06/RT/20: Leverage Cycles, Growth Shocks, and Sudden Stops in Capital Inflows

Lorenz Emter

05/RT/20: Solving the Wage Puzzle: Does the “Non-Employment Index” Explain European Wage Dynamics Since the Global Financial Crisis?

Stephen Byrne and Shayan Zakipour-Saber

04/RT/20: Macroeconomic Effects of Tariffs Shocks: The Role of the Effective Lower Bound and the Labour Market

Pascal Jacquinot, Matija Lozej and Massimiliano Pisani

03/RT/20: Macro-Financial Linkages in a Structural Model of the Irish Economy

Niall McInerney

02/RT/20: The Impact of the 2016 Finance Act on Investment into Irish Real Estate Funds

Barra McCarthy

01/RT/20: Economic Policy Uncertainty in Small Open Economies: a Case Study in Ireland

Jonathan Rice

15/RT/19: Disaggregate income and wealth effects in the largest euro area countries

Gabe de Bondt, Arne Gieseck, Pablo Herrero and Zivile Zekaite

14/RT/19: Indebtedness and spending: What happens when the music stops?

Julia Le Blanc and Reamonn Lydon

13/RT/19: International Debt and Special Purpose Entities: Evidence from Ireland

Vahagn Galstyan, Eduardo Maqui and Peter McQuade

12/RT/19: Firms' or banks' weakness? Access to finance since the European sovereign debt crisis

Giuseppe Corbisiero and Donata Faccia

11/RT/19: Liquidity and tail-risk interdependencies in the euro area sovereign bond market

Daragh Clancy, Peter Dunne and Pasquale Filiani

10/RT/19: SME access to finance in Europe: structural change and the legacy of the crisis

John McQuinn

9/RT/19: Government Investment, Its Financing and the Public Capital Stock: A Small Open Economy Perspective

Rónán Hickey, Matija Lozej and Diarmaid Smyth

8/RT/19: Phillips curves in the euro area

Laura Moretti, Luca Onorante and Shayan Zakipour-Saber

7/RT/19: Money Market Funds and Unconventional Monetary Policy

Giovanna Bua, Peter Dunne and Jacopo Sorbo

6/RT/19: Monetary policy expectations and risk-taking among U.S. banks

David Byrne and Robert Kelly

5/RT/19: Securitisation special purpose entities, bank sponsors and derivatives

Paweł Fiedor and Neill Killeen

4/RT/19: State-dependent Monetary Policy Regimes

Shayan Zakipour-Saber

3/RT/19: Estimates of Foreign Assets and Liabilities for Ireland

Vahagn Galstyan

2/RT/19: America First? A US-centric view of global capital flows

Peter McQuade and Martin Schmitz

1/RT/19: Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks

Ellen Ryan and Karl Whelan

16/RT/18: The cyclicality in SICR: mortgage modelling under IFRS 9

Edward Gaffney and Fergal McCann

14/RT/18: How 'special' are international banks sponsoring Irish-resident SPEs?

Brian Golden and Eduardo Maqui

13/RT/18: Short-time work in the Great Recession: Firm-level evidence from 20 EU countries

Reamonn Lydon, Thomas Mathä and Stephen Millard

12/RT/18: Pockets of risk in European Housing Markets: then and now

Jane Kelly, Julia Le Blanc and Reamonn Lydon

11/RT/18: Macro and Micro Estimates of Household Wealth

Mary Cussen, Reamonn Lydon and Cormac O'Sullivan

10/RT/18: Cross-border spillovers of monetary policy: what changes during a financial crisis?

Luciana Barbosa, Diana Bonfim, Sónia Costa and Mary Everett

9/RT/18: An Early Warning System for Systemic Banking Crises: A Robust Model Specification

Martin O'Brien and Michael Wosser

8/RT/18: Economic Migration and Business Cycles in a Small Open Economy with Matching Frictions

Matija Lozej

7/RT/18: Could a large scale asset purchase programme have mitigated the Great Depression?

Garo Garabedian and Rebecca Stuart

6/RT/18: Non-Tariff Barriers and Goods Trade: a Brexit Impact Analysis

Stephen Byrne and Jonathan Rice

5/RT/18: Positive Liquidity Spillovers from Sovereign Bond-Backed Securities

Peter Dunne

4/RT/18: How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device

David Cronin and Peter Dunne

3/RT/18: Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment

Maite De Sola Perea, Peter Dunne, Martin Puhl and Thomas Reininger

2/RT/18: Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: A structural model-based approach

Pascal Jacquinot, Matija Lozej and Massimiliano Pisani

1/RT/18: The Impact of Repossession Risk on Mortgage Default

Terry O'Malley

12/RT/17: News, Noise and Oil Price Swings

Luca Gambetti and Laura Moretti

11/RT/17: Bank Asset Quality & Monetary Policy Pass-Through

David Byrne and Robert Kelly