Anthony Murphy

Federal Reserve Banks - Federal Reserve Bank of Dallas

SCHOLARLY PAPERS

9

DOWNLOADS

274

CITATIONS

2

Scholarly Papers (9)

1.

Liquidity Mismatch Helps Predict Bank Failure and Distress

Economic Letter, Vol. 10, Issue 6, pp. 1-4, 2015
Number of pages: 4 Posted: 17 Aug 2015
J.B. Cooke, Christoffer Koch and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 73 (317,681)

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2.

The Death of the Phillips Curve?

FRB of Dallas Working Paper No. 1801
Number of pages: 10 Posted: 20 Feb 2018
Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 53 (373,451)

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inflation, wage inflation, Phillips Curve, slack

3.

Increased Credit Availability, Rising Asset Prices Help Boost Consumer Spending

Economic Letter, Vol. 11, Issue 3, pp. 1-4, 2016
Number of pages: 4 Posted: 20 Apr 2016
John V. Duca, Anthony Murphy and Elizabeth Organ
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and New York University School of Law
Downloads 44 (404,038)

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The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

Number of pages: 47 Posted: 01 May 2019
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 20 (532,414)

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realized volatility, signed jumps, finite jumps, infinite jumps, volatility forecasts, noise-robust volatility, model averaging

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

FRB of Dallas Working Paper No. 1902
Number of pages: 48 Posted: 22 Apr 2019
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 19 (538,878)

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Realized Volatility, Signed Jumps, Finite Jumps, Infinite Jumps, Volatility Forecasts, Noise-Robust Volatility, Model Averaging

5.

High School Financial Literacy Mandate Could Boost Texans' Economic Well-Being

Southwest Economy, Issue Q1, pp. 10-13, 2016
Number of pages: 4 Posted: 06 Apr 2016
Camden Cornwell and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 32 (451,863)

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6.

Plunging Oil Prices: A Boost for the U.S. Economy, a Jolt for Texas

Economic Letter, Vol. 10, Issue 3, pp. 1-4, 2015
Number of pages: 4 Posted: 17 Aug 2015
Anthony Murphy, Michael Plante and Mine Yücel
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 22 (503,380)

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7.

Shifting Credit Standards and the Boom and Bust in US House Prices

CEPR Discussion Paper No. DP8361
Number of pages: 33 Posted: 04 May 2011
John V. Duca, John Muellbauer and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 7 (592,722)
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credit standards, house prices, subprime mortgages

House Prices and Credit Constraints: Making Sense of the US Experience

CEPR Discussion Paper No. DP8360
Number of pages: 34 Posted: 04 May 2011
John V. Duca, John Muellbauer and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 4 (640,525)
Citation 61
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credit standards, house price to rent ratio, house prices, subprime mortgages

9.

Segmentation of Consumer Markets in the US: What Do Intercity Price Differences Tell Us?

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 50, Issue 3, pp. 738-777, 2017
Number of pages: 40 Posted: 14 Aug 2017
C. Y. Choi, Anthony Murphy and Jyh‐Lin Wu
University of Texas at Arlington - College of Business Administration - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and National Sun Yat-sen University
Downloads 0 (661,222)
Citation 1
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