WorldCat Identities

Murphy, Anthony

Overview
Works: 27 works in 93 publications in 1 language and 330 library holdings
Roles: Author, Editor, Contributor
Publication Timeline
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Most widely held works by Anthony Murphy
VAR models in macroeconomics : new developments and applications ; essays in honour of Christopher A. Sims( Book )

15 editions published between 2013 and 2014 in English and held by 119 WorldCat member libraries worldwide

Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modeling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each paper highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields
Modelling winners and losers in contingent valuation of public goods : appropriate welfare measures and econometric analysis by J. Peter Clinch( Book )

5 editions published between 1998 and 1999 in English and held by 21 WorldCat member libraries worldwide

Was there a British house price bubble? : evidence from a regional panel by Gavin Cameron( Book )

4 editions published in 2006 in English and held by 13 WorldCat member libraries worldwide

Housing market dynamics and regional migration in Britain by Anthony Murphy( Book )

4 editions published in 2006 in English and held by 12 WorldCat member libraries worldwide

A simple artificial regression based test of the fit of binary choice models by Anthony Murphy( Book )

3 editions published between 1993 and 1994 in English and held by 11 WorldCat member libraries worldwide

Housing, wages and UK labour markets by Olympia Bover( Book )

3 editions published in 1988 in English and held by 11 WorldCat member libraries worldwide

There is a considerable literature concerning the effects on labor mobility of imperfections in United Kingdom markets for rented housing (such as the 1987 book by Minford et al. and several articles by Hughes and McCormick). This paper examines the interaction of labor and housing markets, including the owner-occupied sector, in a more general framework. Our analysis has implications for the behavior of aggregate wages in the UK and for the relationship between aggregate unemployment and unfilled vacancies, which in part reflects mismatch between jobs and people. Our empirical analysis reveals that lagged values of regional differentials in the ratio of house prices to earnings play an important role in both the wage and the unemployment/vacancies equations. In addition, lagged values of average house prices have a significant 'cost-of-living' effect on wages. Our evidence is consistent with cross-sectional evidence on the effects of tenure structure on mobility; we find some effects from the 1965 and 1974 Rent Acts
Shifting credit standards and the boom and bust in US house prices by John V Duca( Book )

4 editions published in 2011 in English and held by 11 WorldCat member libraries worldwide

The U.S. house price boom has been linked to an unsustainable easing of mortgage credit standards. However, standard time series models of US house prices omit credit constraints and perform poorly in the 2000's. We incorporate data on credit constraints for first time buyers into a model of US house prices based on the (inverted) demand for housing services. The model yields not only a stable long-run cointegrating relationship, a reasonable speed of adjustment, plausible income and price elasticities and an improved fit, but also sensible estimates of tax credit effects and the possible bottom in real house prices
House prices and credit constraints : making sense of the US experience by John V Duca( Book )

4 editions published in 2011 in English and held by 11 WorldCat member libraries worldwide

Most US house price models break down in the mid-2000's, due to the omission of exogenous changes in mortgage credit supply (associated with the sub-prime mortgage boom) from house price-to-rent ratio and inverted housing demand models. Previous models lack data on credit constraints facing first-time home-buyers. Incorporating a measure of credit conditions--the cyclically adjusted loan-to-value ratio for first time buyers--into house price to rent ratio models yields stable long-run relationships, more precisely estimated effects, reasonable speeds of adjustment and improved model fits
Explaining regional house prices in the UK by Anthony Murphy( Book )

4 editions published between 1993 and 1994 in English and held by 11 WorldCat member libraries worldwide

A simple artificial regression based Lagrange multiplier test of normality in the probit model by Anthony Murphy( Book )

3 editions published between 1993 and 1994 in English and held by 10 WorldCat member libraries worldwide

A simple LM test for zero correlation in the censored bivariate probit model by Anthony Murphy( Book )

3 editions published between 1993 and 1994 in English and held by 9 WorldCat member libraries worldwide

"Education, religion and the 'first destinations' of recent school-leavers in Northern Ireland" by Anthony Murphy( Book )

4 editions published between 1993 and 1994 in English and held by 9 WorldCat member libraries worldwide

Explaining regional consumption in the UK by John Muellbauer( Book )

3 editions published in 1994 in English and held by 9 WorldCat member libraries worldwide

A simple artificial regression based LM test of asymmetry in the logit model by Anthony Murphy( Book )

3 editions published between 1993 and 1994 in English and held by 9 WorldCat member libraries worldwide

Testing normality in bivariate probit models : a simple artificial regression based LM test. by Anthony Murphy( Book )

5 editions published between 1993 and 1994 in English and Undetermined and held by 9 WorldCat member libraries worldwide

Artificial regression based mis-specification tests for discrete choice models by Anthony Murphy( Book )

2 editions published between 1993 and 1994 in English and held by 8 WorldCat member libraries worldwide

Artificial regression based LM tests of mis-specification for ordered logit models by Anthony Murphy( Book )

4 editions published between 1993 and 1994 in English and held by 8 WorldCat member libraries worldwide

Intertemporal labour supply and commodity demands by Anthony Murphy( Book )

3 editions published in 1987 in English and held by 8 WorldCat member libraries worldwide

Artificial regresson based LM tests of mis-specification for ordered probit models by Anthony Murphy( Book )

2 editions published between 1993 and 1994 in English and held by 7 WorldCat member libraries worldwide

Labour supply and commodity demands : an application to Irish data by Anthony Murphy( Book )

3 editions published in 1986 in English and held by 6 WorldCat member libraries worldwide

 
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Audience Level
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Audience Level
1
  Kids General Special  
Audience level: 0.77 (from 0.69 for VAR models ... to 0.88 for Shifting c ...)

Alternative Names
Murphy, A. 1957-

Murphy, A. (Anthony), 1957-

Languages
English (80)