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Murphy, Anthony

Works: 14 works in 41 publications in 1 language and 112 library holdings
Classifications: HC10, 330
Publication Timeline
Publications about Anthony Murphy
Publications by Anthony Murphy
Most widely held works by Anthony Murphy
Booms and busts in the UK housing market by John Muellbauer( Book )
7 editions published in 1997 in English and held by 19 libraries worldwide
VAR models in macroeconomics - new developments and applications : essays in honour of Christopher A. Sims ( Book )
3 editions published in 2013 in English and held by 18 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
Was there a British house price bubble? : evidence from a regional panel by Gavin Cameron( Book )
5 editions published in 2006 in English and held by 14 libraries worldwide
This paper investigates the bubbles hypothesis with a dynamic panel data model of British regional house prices between 1972 and 2003. The model consists of a system of inverted housing demand equations, incorporating spatial interactions and lags and relevant spatial parameter heterogeneity. The results are data consistent, with plausible long-run solutions and include a full range of explanatory variables. Novel features of the model include transaction cost effects influencing the speed of adjustment, and interaction effects between an index of credit availability and real and nominal interest rates. No evidence for a recent bubble is found
Housing market dynamics and regional migration in Britain by Anthony Murphy( Book )
5 editions published in 2006 in English and held by 13 libraries worldwide
Economic conditions exert a strong influence on regional migration. On the one hand, strong labour market conditions, as exemplified by low unemployment rates and high earnings, draw migrants into regions. On the other hand, strong housing market conditions can prevent movement since expensive housing can deter migrants and commuting may often be an alternative. This can be thought of as giving rise to a migration equilibrium, where high house prices choke off migration caused by strong labour market conditions. Expected capital gains in housing and expected earnings growth however, can offset high levels of house prices, effects ignored in previous literature. Migration can also be influenced more directly by the availability of housing relative to population without this being mediated through prices. This paper presents evidence from a 28 year panel on net and gross migration for the regions of Britain that is broadly in accord with these expectations
House prices and credit constraints : making sense of the US experience by John V Duca( Book )
5 editions published in 2011 in English and held by 11 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
Shifting credit standards and the boom and bust in US house prices by John V Duca( Book )
5 editions published in 2011 in English and held by 11 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
Artificial regression based LM tests of mis-specification for ordered logit models by Anthony Murphy( Book )
3 editions published between 1993 and 1994 in English and held by 7 libraries worldwide
Intertemporal labour supply and commodity demands by Anthony Murphy( Book )
2 editions published in 1987 in English and held by 7 libraries worldwide
Labour supply and commodity demands : an application to Irish data by Anthony Murphy( Book )
1 edition published in 1986 in English and held by 4 libraries worldwide
"Education, religion and the 'first destinations' of recent school-leavers in Northern Ireland" by Anthony Murphy( Book )
1 edition published in 1993 in English and held by 3 libraries worldwide
Department of Enterprise, Trade & Employment : final report : review of community employment programme, September 1998 by Deloitte & Touche (Organization)( Book )
1 edition published in 1998 in English and held by 2 libraries worldwide
Essays in housing and applied econometrics by Anthony Murphy( Book )
1 edition published in 2006 in English and held by 1 library worldwide
Essays in housing and applied econometrics by Anthony Murphy( Book )
1 edition published in 2006 in English and held by 1 library worldwide
Housing, wages and UK labour markets by Olympia Bover( Book )
1 edition published in 1989 in English and held by 1 library worldwide
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Alternative Names
Murphy, A. (Anthony), 1957-
English (41)
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