Research Technical Papers

From Central Bank of Ireland
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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 Room

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

Martina Lawless

01/RT/13: On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?

Robert Kelly and Kieran McQuinn

10/RT/12: Sovereign default and macroeconomic tipping points

Mark Joy

09/RT/12: Explaining Irish Inflation During the Financial Crisis

Colin Bermingham, Dermot Coates, John Larkin, Derry O'Brien and Gerard O'Reilly

08/RT/12: Supply, Demand and Prices in the US Housing Market

Thomas Conefrey and Karl Whelan

07/RT/12: Real-time forecasting in a data-rich environment

Joëlle Liebermann

06/RT/12: Determinants of SME Loan Default: The Importance of Borrower-Level Heterogeneity

Fergal McCann and Tara McIndoe-Calder

05/RT/12: Housing Equity Withdrawal, Property Bubbles and Consumption

Reamonn Lydon and Niall O'Hanlon

04/RT/12: Firm Credit in Europe: A Tale of Three Crises

Sarah Holton, Martina Lawless and Fergal McCann

03/RT/12: Determinants of default: Evidence from a sector-level panel of Irish SME loans

Martina Lawless and Fergal McCann

02/RT/12: Modelling the corporate deposits of Irish financial institutions: 2009 - 2010

Kieran McQuinn and Maria Woods

01/RT/12: The financial crisis and the pricing of interest rates in the Irish mortgage market: 2003-2011

Jean Goggin, Sarah Holton, Jane Kelly, Reamonn Lydon and Kieran McQuinn

15/RT/11: Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules

David Cronin and Kevin Dowd

14/RT/11: What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears

Reamonn Lydon and Yvonne McCarthy

13/RT/11: The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market

Robert Kelly

12/RT/11: The Irish Mortgage Market: Stylised Facts, Negative Equity and Arrears

Gerard Kennedy and Tara McIndoe Calder

11/RT/11: Credit Access for Small and Medium Firms: Survey Evidence for Ireland

Martina Lawless and Fergal McCann

10/RT/11: The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing

Colin Birmingham and Thomas Conefrey

9/RT/11: Impairment and Negative Equity in the Irish Mortgage Market

Robert Kelly, Yvonne McCarthy and Kieran McQuinn