Research Technical Papers

From Central Bank of Ireland
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10/RT/17: Resolving a Non-Performing Loan crisis: The ongoing case of the Irish mortgage market

Fergal McCann

09/RT/17: Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland

Michael O'Grady, Jonathan Rice and Graeme Walsh

08/RT/17: What Drives Systemic Bank Risk in Europe: the balance sheet effect

Michael Wosser

07/RT/17: The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme

Giovanna Bua and Peter Dunne

06/RT/17: SME Collateral: risky borrowers or risky behaviour?

James Carroll and Fergal McCann

05/RT/17: The Great Irish (De)Leveraging 2005-14

Reamonn Lydon and Tara McIndoe-Calder

04/RT/17: How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market

David Byrne, Robert Kelly and Conor O'Toole

03/RT/17: Countercyclical Capital Regulation in a Small Open Economy DSGE Model

Matija Lozej, Luca Onorante and Ansgar Rannenberg

02/RT/17: Observables and residuals: exploring cross-border differences in Small and Medium Enterprise borrowing costs

James Carroll and Fergal McCann

01/RT/17: Investment Fund Risk: The Tale in the Tails

Frances Shaw and Peter Dunne

09/RT/16: Sources of the small firm financing premium: Evidence from euro area banks

Sarah Holton and Fergal McCann

08/RT/16: Joining the Dots: The FOMC and the future path of policy rates

Stefan Gerlach and Rebecca Stuart

07/RT/16: Banks Interconnectivity and Leverage

Alessandro Barattieri, Laura Moretti and Vincenzo Quadrini

06/RT/16: Flexibility of new hires' earnings in Ireland

Reamonn Lydon and Matija Lozej

05/RT/16: Mortgage modifications and loan performance

Christian Danne and Anne McGuinness

04/RT/16: Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?

Robert Kelly and Conor O'Toole

03/RT/16: Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly

David Cronin, Thomas Flavin and Lisa Sheenan

02/RT/16: Bank Lending, Collateral, and Credit Traps in a Monetary Union

Giuseppe Corbisiero

01/RT/16: Understanding Irish Labour Force Participation

Stephen Byrne and Martin O'Brien

06/RT/15: Credit conditions, macroprudential policy and house prices

Robert Kelly, Fergal McCann and Conor O'Toole

05/RT/15: Some defaults are deeper than others: Understanding long-term mortgage arrears

Robert Kelly and Fergal McCann

04/RT/15: Location Decisions of Non-Bank Financial Foreign Direct Investment: Firm-Level Evidence from Europe

Ronald Davies and Neill Killeen

03/RT/15: The macroeconomic effects of the Euro Area's fiscal consolidation 2011-2013: A Simulation-based approach

Ansgar Rannenberg, Christian Schoder and Jan Strasky

02/RT/15: Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?

Robert Kelly, Terry O'Malley and Conor O'Toole

01/RT/15: Jagged Cliffs and Stumbling Blocks: Interest Rate Pass-through Fragmentation during the Euro Area Crisis

Sarah Holton and Constanza Rodriguez d’Acri

18/RT/14: Modelling default transitions in the UK mortgage market

Fergal McCann

17/RT/14: A Transitions-Based Model of Default for Irish Mortgages

Robert Kelly and Terry O'Malley

16/RT/14: A transitions-based framework for estimating expected credit losses

Edward Gaffney, Robert Kelly and Fergal McCann

15/RT/14: The effect of macroprudential policy on endogenous credit cycles

Daragh Clancy and Rossana Merola

14/RT/14: Property debt overhang: the case of Irish SMEs

Fergal McCann and Tara McIndoe-Calder

13/RT/14: Housing Market Activity and Consumption: Macro and Micro Evidence

Daragh Clancy, Mary Cussen and Reamonn Lydon

12/RT/14: The Effects of Government Spending in a Small Open Economy within a Monetary Union

Daragh Clancy, Pascal Jacquinot and Matija Lozej

11/RT/14: EIRE Mod- A DSGE Model for Ireland

Daragh Clancy and Rossana Merola

10/RT/14: A long-run survival analysis of corporate liquidations in Ireland

Robert Kelly, Eoin O'Brien and Rebecca Stuart

09/RT/14: ECB Monetary Operations and the Interbank Repo Market

Peter Dunne, Michael Fleming and Andrey Zholos

08/RT/14: Money demand in Ireland, 1933-2012

Stefan Gerlach and Rebecca Stuart

07/RT/14: Money, interest and prices in Ireland, 1933-2012

Stefan Gerlach and Rebecca Stuart

06/RT/14: Attenuation bias, recall error and the housing wealth effect

Yvonne McCarthy and Kieran McQuinn

05/RT/14: Deleveraging in a highly indebted property market: Who does it and are there implications for household consumption?

Yvonne McCarthy and Kieran McQuinn

04/RT/14: The distribution of debt across Euro Area countries: The role of individual characteristics, institutions and credit conditions

Olympia Bover, Jose Casado, Sónia Costa, Philip Du Caju, Yvonne McCarthy, Eva Sierminska, Panagiota Tzamourani, Ernesto Villanueva and Tibor Zavadil

03/RT/14: Does bank market power affect SME financing constraints?

Robert M. Ryan, Conor O'Toole and Fergal McCann

02/RT/14: Dis-entangling the mortgage arrears crisis: The rolw of the labour market, income volatility and housing equity

Yvonne McCarthy

01/RT/14: Changes in Bank Leverage: Evidence from US Bank Holding Companies

Martin O'Brien and Karl Whelan

08/RT/13: Credit conditions in a boom and bust property market

Yvonne McCarthy and Kieran McQuinn

07/RT/13: Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?

David Doran, Peter Dunne, Allen Monks and Gerard O'Reilly

06/RT/13: Price expectations, distressed mortgage markets and the housing wealth effect

Yvonne McCarthy and Kieran McQuinn

05/RT/13: Spillover in Euro Area Sovereign Bond Markets

Thomas Conefrey and David Cronin

04/RT/13: Understanding Irish house price movements - a user cost of capital approach

Frank Browne, Thomas Conefrey and Gerard Kennedy

03/RT/13: Why Firms Avoid Cutting Wages: Survey Evidence from European Firms

Philip Du Caju, Theodora Kosma, Martina Lawless, Julian Messina and Tairi Rõõm

02/RT/13: Age or Size? Determinants of Job Creation

Martina Lawless