Research Technical Papers
From Central Bank of Ireland
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- 1/RT/07: Solow (1956) as a Model of Cross-Country Growth Dynamics

- Kieran McQuinn and Karl Whelan
- 17/RT/06: A Segmented Markets Model of Inflation

- Frank Browne and David Cronin
- 16/RT/06: Commodity Prices, Money and Inflation

- Frank Browne and David Cronin
- 15/RT/06: Assessing the Role of Income and Interest Rates in Determining House Prices

- Kieran McQuinn and Gerard O'Reilly
- 14/RT/06: Comparing Alternative Predictors Based on Large-Panel Factor Models

- Antonello D'Agostino and Domenico Giannone
- 13/RT/06: Measuring Irish Capital

- Mary Keeney
- 12/RT/06: Prospects for Growth in the Euro Area

- Kieran McQuinn and Karl Whelan
- 11/RT/06: How Useful is Core Inflation for Forecasting Headline Inflation?

- Colin Bermingham
- 10/RT/06: An Examination of Data Revisions in the Quarterly National Accounts

- Colin Bermingham
- 9/RT/06: An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets

- Peter Dunne, Michael Moore and Richard Portes
- 8/RT/06: Sectoral explanations of employment in Europe: the role of services

- Antonello D'Agostino, Roberta Serafini and Melanie Ward
- 7/RT/06: Conditional Convergence Revisited: Taking Solow Very Seriously

- Kieran McQuinn and Karl Whelan
- 6/RT/06: The Real Interest Rate Spread as a Monetary Policy Indicator

- Frank Browne and Mary Everett
- 5/RT/06: (Un)Predictability and Macroeconomic Stability

- Antonello D'Agostino, Domenico Giannone and Paolo Surico
- 4/RT/06: Consumption and Expected Asset Returns Without Assumptions About Unobservables

- Karl Whelan
- 3/RT/06: Some Empirical Observations on the Forward Exchange Rate Anomaly

- Derek Bond, Michael J Harrison, Niall Hession and Edward J. O’Brien
- 2/RT/06: Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study

- Derek Bond, Michael J Harrison and Edward J. O’Brien
- 1/RT/06: Geography and Firm Exports: New Evidence on the Nature of Sunk Costs

- Martina Lawless
- 10/RT/05: European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response

- Don Bredin, Stuart Hyde and Gerard O'Reilly
- 9/RT/05: A Macro-econometric Model for Ireland

- Kieran McQuinn, Nuala O’Donnell and Mary Ryan
- 8/RT/05: Testing Parameter Stability: A Wild Bootstrap Approach

- Gerard O'Reilly and Karl Whelan
- 7/RT/05: Modelling Inflation Dynamics: A Critical Review of Recent Research

- Jeremy Rudd and Karl Whelan
- 6/RT/05: Firm Export Participation: Entry, Spillovers and Tradability

- Martina Lawless
- 5/RT/05: A New Mean Standard Deviation Utility Function and the Behaviour Towards Risk of Specialist Irish Agricultural Producers: 1988-1997

- Gerry Boyle, Denis Conniffe and Kieran McQuinn
- 4/RT/05: An Economic Activity Index for Ireland: The Dynamic Single-Factor Method

- Alan P Murphy
- 3/RT/05: Measuring Bank Profit Efficiency

- Trevor Fitzpatrick and Kieran McQuinn
- 2/RT/05: Employment and Inflation Responses to an Exchange Rate Shock in a Calibrated Model

- Colin Bermingham
- 1/RT/05: Do Multinational Enterprises Relocate Employment to Low Wage Regions? Evidence from European Multinationals

- Jozef Konings and Alan Murphy
- 10/RT/04: US Monetary Announcements and Irish Stockmarket Volatility

- Don Bredin, Caroline Gavin and Gerard O Reilly
- 9/RT/04: Why do some countries produce so much more output per worker than others? - A note

- Gerry Boyle and Kieran McQuinn
- 8/RT/04: Staggered Price Contracts and Inflation Persistence: Some General Results

- Karl Whelan
- 7/RT/04: New Evidence on Balanced Growth, Stochastic Trends, and Economic Fluctations

- Karl Whelan
- 6/RT/04: Technology Shocks and Hours Worked: Checking for Robust Conclusions

- Karl Whelan
- 5/RT/04: House Prices and Mortgage Credit: Empirical Evidence for Ireland

- Trevor Fitzpatrick and Kieran McQuinn
- 4/RT/04: Has Euro-Area Inflation Persistence Changed Over Time?

- Gerard O'Reilly and Karl Whelan
- 3/RT/04: Cost Efficiency in UK and Irish Credit Institutions

- Trevor Fitzpatrick and Kieran McQuinn
- 2/RT/04: A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure

- John Frain
- 1/RT/04: A Model of the Irish Housing Sector

- Kieran Mc Quinn
- 9/RT/03: The Influence of Domestic and International Interest Rates on the ISEQ

- Don Bredin, Caroline Gavin and Gerard O'Reilly
- 8/RT/03: International Policy Rate Changes and Dublin Interbank Offer Rates

- Don Bredin, Caroline Gavin and Gerard O'Reilly
- 7/RT/03: Inflation and Money Growth: Evidence from a Multi-Country Data-Set

- John Frain
- 6/RT/03: Inflation Targets, Credibility and Persistence In a Simple Sticky-Price Framework

- Jeremy Rudd and Karl Whelan
- 5/RT/03: Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics

- Jeremy Rudd and Karl Whelan
- 4/RT/03: Embodiment, Productivity, and the Age Distribution of Capital

- Karl Whelan
- 3/RT/03: Dynamic Factor Demands in a Changing Economy: An Irish Application

- Kieran Mc Quinn
- 2/RT/03: Alternative Models of the Irish Supply Side

- Kieran Mc Quinn
- 1/RT/03: Structural Model Of Irish Inflation

- Geraldine Slevin
- 6/RT/02: Forex Risk: Measurement and Evaluation using Value-at-Risk

- Don Bredin and Stuart Hyde
- 5/RT/02: A Note on the Cointegration of Consumption, Income, and Wealth

- Jeremy Rudd and Karl Whelan
- 4/RT/02: On the Relationships Between Real Consumption, Income, and Wealth

- Michael Palumbo, Jeremy Rudd and Karl Whelan