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Edward J. O'Brien BA (Dublin), PhD (Dublin) Current Position: Financial Stability Expert at the European Central Bank, Directorate General Financial Stability Research Interests: · Financial Economics and Financial Stability
· Time Series Analysis
Publications: Peer Reviewed "Weak Instruments in Estimating Business Cycle Effects on Banks’ Interest Income," Applied Economics Letters, forthcoming, 2012 (With M. Hahn) "Nonlinearity and Structural Breaks in Irish PPP Relationships: An Application of Random Field Regression," Applied Economics, Vol. 43 (13-15), 1899-1911, 2011 (With D. Bond and M.J. Harrison) "Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly," Applied Economics Letters, Vol. 17 (13-15), 1237-1239, 2011 (With D. Bond, M.J. Harrison and N. Hession) "Exploring Nonlinearity with Random Field Regression," Applied Economics Letters, Vol. 17 (2), 121-124, 2010 (With D. Bond and M.J. Harrison) "A Note on Spurious Nonlinear Regression," Economics Letters, Vol. 100 (3), 366-368, 2008 "Demand for Money: A Study in Testing Time Series for Long Memory and Nonlinearity," The Economic and Social Review, Vol. 38 (1), 1 - 21, 2007 (With D. Bond and M.J. Harrison) "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Studies in Nonlinear Dynamics & Econometrics, Vol. 9 (3), Article 2, 2005 (With D. Bond and M.J. Harrison) Under Review "Liquidity and Bidding Behaviour at the MROs of the Eurosystem after August 2007," (With N. Cassola and V. Lazarov) "Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation," (With D. Bond and M.J. Harrison) Working Papers "Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation," UCD Centre for Economic Research Papers, WP09/01, 2009 (With D. Bond and M.J. Harrison) "Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly," UCD Centre for Economic Research Papers, WP08/01, 2008 (With D. Bond, M.J. Harrison and N. Hession) "Exploring Nonlinearity with Random Field Regression," UCD Centre for Economic Research Papers, WP07/17, 2007 (With D. Bond and M.J. Harrison) "Modelling Ireland's Exchange Rates: From EMS to EMU," European Central Bank Working Paper Series, No. 823, 2007 (With D. Bond and M.J. Harrison) see also UCD Centre for Economic Research Papers, WP07/18, 2007 "Economic Base Multipliers Re-visited," Trinity Economic Papers No.8, 2007 (With D. Bond and M.J. Harrison) "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economic Papers No. 15, 2006 (With D. Bond and M.J. Harrison) "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economic Papers No. 2, 2006 (With D. Bond, M.J. Harrison and N. Hession) see also Research Technical Paper 3/2006, CBI "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economic Papers No. 21, 2005 (With D. Bond and M.J. Harrison) see also Research Technical Paper 2/2006, CBI "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economic Papers No. 4, 2005 (With D. Bond and M.J. Harrison) "Investigating Nonlinearity: A Note on the Implementation of Hamilton's Methodology," Trinity Economic Papers No. 12, 2003 (With D. Bond and M.J. Harrison) Other Papers "Recent Developments in Asset Prices & Liquidity in the Context of an Evolving Relationship," Financial Stability Report 2005, Central Bank of Ireland (With F.X. Browne and D. Cronin) Conferences: "Regional Economic Base Multipliers Re-visited," presented at the International Association for Official Statistics Conference, Shanghai, October 2008 Also presented at presented at the International Forum on Metropolitan Statistics, Beijing, October 2008 "Modelling Ireland's Exchange Rates: From EMS to EMU," presented at the 22nd Irish Economic Association Conference, Westport, Co. Mayo, April 2008 "Economic Base Multipliers Re-visited," presented at the 21st Irish Economic Association Conference, Bunclody, Co. Wexford, April 2007 "Some Empirical Observations on the Forward Exchange Rate Anomaly," presented at the 26th Conference on Applied Statistics in Ireland, Killarney, May 2006 "Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly," presented at the 4th INFINITI Finance Conference, Dublin, June 2006 "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," presented at the 20th Irish Economic Association Conference, Bunclody, Co. Wexford, April 2006 "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," presented at the 3rd International Association for Statistical Computing World Conference on Computational Statistics, Limassol, Cyprus, October 2005 Work Experience: Graduate Programme Participant at the European Central Bank, Directorate General Market Operations, Front Office Division and Directorate General Research, Econometric Modelling Division, 2006 - 2008 Economist, Monetary Policy and Financial Stability, Central Bank of Ireland, 2004 - 2006 Lecturer (Mathematics & Statistics), Department of Economics, Trinity College Dublin, 2004 - 2006 Teaching Assistant (Econometrics), Department of Economics, Trinity College Dublin, 2001 - 2006
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