Central Bank Research Hub - Series: Central Bank of Ireland Research Technical Papers

Papers by year: All | 2013 | 2012 | 2011 | 2010

Title Author(s)

On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier? - Robert Kelly and Kieran McQuinn

Paper: 13/RT/01, 08.03.2013

Sovereign default and macroeconomic tipping points

Paper: 12/RT/10, 07.01.2013

Supply, Demand and Prices in the US Housing Market

Paper: 12/RT/08, 07.01.2013

Real-Time Forecasting in a Data-Rich Environment

Paper: 12/RT/07, 07.01.2013

Explaining Irish Inflation During the Financial Crisis

Paper: 12/RT/09, 19.12.2012

Determinants of SME Loan Default: The Importance of Borrower-Level Heterogeneity

Paper: 12/RT/06, 18.09.2012

Housing Equity Withdrawal, Property Bubbles and Consumption

Paper: 12/RT/05, 27.08.2012

Firm Credit in Europe: A Tale of Three Crises

Paper: 12/RT/04, 05.07.2012

Determinants of default: Evidence from a sector-level panel of Irish SME loans

Paper: 12/RT/03, 05.07.2012

This paper examines the corporate funding flows of Irish credit institutions over the period 2009 to end-2010.

Paper: 12/RT/02, 12.03.2012

JEL: G21

This paper examines the changing manner in which Irish financial institutions set their variable interest rates over the period 2003 - 2011.

Paper: 12/RT/01, 06.03.2012

Fiscal fan charts - A tool for assessing member states' (likely?) compliance with EU fiscal rules

Paper: 11/RT/15, 20.12.2011

The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing

Paper: 11/RT/10, 30.11.2011

Impairment and Negative Equity in the Irish Mortgage Market

Paper: 11/RT/09, 23.11.2011

The Irish Mortgage Market: Stylised Facts, Negative Equity and Arrears

Paper: 11/RT/12, 22.11.2011

The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market

Paper: 11/RT/13, 22.11.2011

What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears

Paper: 11/RT/14, 22.11.2011

Credit Access for Small and Medium Firms

Paper: 11/RT/11, 10.11.2011

Repo Market Microstructure in Unusual Monetary Policy Conditions

Paper: 11/RT/08, 18.04.2011

The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance

Paper: 11/RT/07, 18.04.2011

Behavioural Characteristics and Financial Distress

Paper: 11/RT/06, 18.04.2011

The Value Relevance of Sentiment

Paper: 11/RT/05, 18.04.2011

Structural Breaks - An Instrumental Variable Approach

Paper: 11/RT/04, 18.04.2011

Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters

Paper: 11/RT/03, 18.04.2011

Marginal Distance: Does Export Experience Reduce Firm Trade Costs?

Paper: 11/RT/02, 18.04.2011

Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland

Paper: 11/RT/01, 18.04.2011

Understanding and Forecasting Aggregate and Disaggregate Price Dynamics

JEL: E17, E31

Papers by year: All | 2013 | 2012 | 2011 | 2010