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Robert D. Kirkby

Personal Details

First Name:Robert
Middle Name:D.
Last Name:Kirkby
Suffix:
RePEc Short-ID:pki462
[This author has chosen not to make the email address public]
http://www.robertdkirkby.com
Terminal Degree:2014 Departamento de Economía; Universidad Carlos III de Madrid (from RePEc Genealogy)

Affiliation

School of Economics and Finance
Wellington School of Business and Government
Victoria University of Wellington

Wellington, New Zealand
https://www.wgtn.ac.nz/business/academic-areas/economics-and-finance
RePEc:edi:egvuwnz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Murat Özbilgin & Robert Kirkby, 2024. "Solving Stochastic OLG Models Using Chebyshev Parameterized Expectations," Treasury Working Paper Series 24/03, New Zealand Treasury.
  2. Mairead de Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2019. "Household Leverage and Asymmetric Housing Wealth Effects- Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2019/01, Reserve Bank of New Zealand.
  3. Robert Kirkby, 2017. "Solving stochastic OLG (Overlapping Generation) models using VFI Toolkit in Matlab," EcoMod2017 10350, EcoMod.
  4. Michael Funke & Robert Kirkby & Petar Mihaylovski, 2017. "House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand," CESifo Working Paper Series 6487, CESifo.
  5. Kirkby, Robert, 2017. "Transition paths for Bewley-Huggett-Aiyagari models: Comparison of some solution algorithms," Working Paper Series 19669, Victoria University of Wellington, School of Economics and Finance.
  6. Díaz-Giménez, Javier & Kirkby, Robert, 2016. "Inflation and the growth rate of money in the long run and the short run," Working Paper Series 19418, Victoria University of Wellington, School of Economics and Finance.
    repec:vuw:vuwecf:5047 is not listed on IDEAS
    repec:vuw:vuwecf:6354 is not listed on IDEAS
    repec:vuw:vuwecf:5642 is not listed on IDEAS

Articles

  1. Robert Kirkby & Huong Ngoc Vu, 2024. "Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 160-187, June.
  2. Robert Kirkby, 2024. "Computing Quantiles of Functions of the Agent Distribution Using t-Digests," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1199-1218, August.
  3. Robert Kirkby, 2023. "Quantitative Macroeconomics: Lessons Learned from Fourteen Replications," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 875-896, February.
  4. Mairead Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2021. "Are Housing Wealth Effects Asymmetric in Booms and Busts?," The Journal of Real Estate Finance and Economics, Springer, vol. 62(4), pages 578-628, May.
  5. Kirkby, Robert, 2019. "Bewley–Huggett–Aiyagari Models: Computation, Simulation, And Uniqueness Of General Equilibrium," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2469-2508, September.
  6. Funke, Michael & Kirkby, Robert & Mihaylovski, Petar, 2018. "House prices and macroprudential policy in an estimated DSGE model of New Zealand," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 152-171.
  7. Thakshila Gunaratna & Robert Kirkby, 2018. "Business cycle accounting for New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(2), pages 131-149, May.
  8. Robert Kirkby, 2018. "Cryptocurrencies and Digital Fiat Currencies," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(4), pages 527-539, December.
  9. Martin Fukač & Robert Kirkby, 2017. "Accounting for Uncertainty in Public Debt Targets," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 89-102, March.
  10. Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.
  11. Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mairead de Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2019. "Household Leverage and Asymmetric Housing Wealth Effects- Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2019/01, Reserve Bank of New Zealand.

    Cited by:

    1. Eirini Andriopoulou & Apostolos Fasianos & Athanassios Petralias, 2019. "Estimation of the adequate living expenses threshold during the Greek crisis," Working Papers 261, Bank of Greece.
    2. Jonathan Kearns & Mike Major & David Norman, 2020. "How Risky is Australian Household Debt?," RBA Research Discussion Papers rdp2020-05, Reserve Bank of Australia.
    3. Fiona Price & Benjamin Beckers & Gianni La Cava, 2019. "The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data," RBA Research Discussion Papers rdp2019-06, Reserve Bank of Australia.

  2. Michael Funke & Robert Kirkby & Petar Mihaylovski, 2017. "House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand," CESifo Working Paper Series 6487, CESifo.

    Cited by:

    1. Chrysovalantis Gaganis & Emilios Galariotis & Fotios Pasiouras & Christos Staikouras, 2021. "Macroprudential regulations and bank profit efficiency: international evidence," Journal of Regulatory Economics, Springer, vol. 59(2), pages 136-160, April.
    2. Akbobek Akhmedyarova, 2023. "Housing Market Dynamics in Kazakhstan: An Estimated DSGE Model," International Real Estate Review, Global Social Science Institute, vol. 26(3), pages 422-464.
    3. Andrew Binning, 2024. "Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model," Treasury Working Paper Series 24/01, New Zealand Treasury.
    4. Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
    5. Mr. Troy D Matheson, 2018. "Balancing Financial Stability and Housing Affordability: The Case of Canada," IMF Working Papers 2018/237, International Monetary Fund.
    6. William Gatt & Noel Rapa & Luca Brugnolini, 2020. "MEDSEA-FIN A DSGE model of the Maltese economy with housing and financial frictions," CBM Working Papers WP/04/2020, Central Bank of Malta.
    7. Li, Xiao-Lin & Wang, Lijuan & Kong, Dongmin, 2023. "Macro-prudential policy and systemic risk of real estate firms: Evidence from China," Finance Research Letters, Elsevier, vol. 58(PC).
    8. Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
    9. Li, Kexin & Chen, Zhongfei & Andrikopoulos, Athanasios, 2024. "Capital inflow liberalization and bank credit risk," Journal of International Money and Finance, Elsevier, vol. 142(C).
    10. Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    11. William Gatt, 2022. "MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta," CBM Working Papers WP/05/2022, Central Bank of Malta.
    12. Xing Zhang & Fengchao Li & Zhen Li & Yingying Xu, 2018. "Macroprudential Policy, Credit Cycle, and Bank Risk-Taking," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
    13. Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
    14. Guangling Liu & Thabang Molise, 2020. "The Optimal Monetary and Macroprudential Policies for the South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 88(3), pages 368-404, September.
    15. Suzuki, Tomoya, 2021. "Basic income, wealth inequality and welfare: A proposed case in New Zealand," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 118-128.
    16. Lenhle Dlamini & Harold Ngalawa, 2022. "Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa," Australian Economic Papers, Wiley Blackwell, vol. 61(2), pages 304-336, June.

Articles

  1. Mairead Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2021. "Are Housing Wealth Effects Asymmetric in Booms and Busts?," The Journal of Real Estate Finance and Economics, Springer, vol. 62(4), pages 578-628, May.

    Cited by:

    1. Sala, Hector & Trivín, Pedro, 2022. "Family Finances and Debt Overhang: Evolving Consumption Patterns of Spanish Households," IZA Discussion Papers 15222, Institute of Labor Economics (IZA).
    2. Fasianos, Apostolos & Tsoukalis, Panos, 2023. "Decomposing wealth inequalities in the wake of the Greek debt crisis," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    3. Eulália Santos & Fernando Tavares & Vasco Tavares & Vanessa Ratten, 2021. "Comparative Analysis of the Importance of Determining Factors in the Choice and Sale of Apartments," Sustainability, MDPI, vol. 13(16), pages 1-12, August.
    4. Trivin, Pedro, 2020. "The wealth-consumption channel: Evidence from a panel of Spanish households," MPRA Paper 102079, University Library of Munich, Germany.
    5. Cronin, David & McQuinn, Kieran, 2021. "Consumption and housing net worth: Cross-country evidence," Economics Letters, Elsevier, vol. 209(C).
    6. Cronin, David & McQuinn, Kieran, 2021. "Labour market fluctuations and the housing net worth channel in the EU," Papers WP709, Economic and Social Research Institute (ESRI).
    7. Graham, James & Ozbilgin, Murat, 2021. "Age, industry, and unemployment risk during a pandemic lockdown," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    8. Apostolos Fasianos & Reamonn Lydon, 2022. "Do households with debt cut back their consumption more? New evidence from the United Kingdom," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 737-760, July.
    9. Cronin, David & McQuinn, Kieran, 2021. "Household consumption and the housing net worth channel in Ireland," Papers WP710, Economic and Social Research Institute (ESRI).
    10. Richardson, Benjamin Felix, 2022. "Finance, food, and future urban zones: The failure of flexible development in Auckland, New Zealand," Land Use Policy, Elsevier, vol. 119(C).

  2. Kirkby, Robert, 2019. "Bewley–Huggett–Aiyagari Models: Computation, Simulation, And Uniqueness Of General Equilibrium," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2469-2508, September.

    Cited by:

    1. David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
    2. Robert Kirkby, 2023. "Quantitative Macroeconomics: Lessons Learned from Fourteen Replications," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 875-896, February.

  3. Funke, Michael & Kirkby, Robert & Mihaylovski, Petar, 2018. "House prices and macroprudential policy in an estimated DSGE model of New Zealand," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 152-171.
    See citations under working paper version above.
  4. Thakshila Gunaratna & Robert Kirkby, 2018. "Business cycle accounting for New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(2), pages 131-149, May.

    Cited by:

    1. Funke, Michael & Kirkby, Robert & Mihaylovski, Petar, 2018. "House prices and macroprudential policy in an estimated DSGE model of New Zealand," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 152-171.
    2. Suzuki, Tomoya, 2021. "Basic income, wealth inequality and welfare: A proposed case in New Zealand," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 118-128.

  5. Robert Kirkby, 2018. "Cryptocurrencies and Digital Fiat Currencies," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(4), pages 527-539, December.

    Cited by:

    1. Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa, 2022. "The Effects of Central Bank Digital Currencies News on Financial Markets," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
    2. Xin, Baogui & Jiang, Kai, 2023. "Central bank digital currency and the effectiveness of negative interest rate policy: A DSGE analysis," Research in International Business and Finance, Elsevier, vol. 64(C).
    3. Chien-Hua Tsai, 2023. "Supply chain financing scheme based on blockchain technology from a business application perspective," Annals of Operations Research, Springer, vol. 320(1), pages 441-472, January.
    4. Bhuvaneskumar Annamalaisamy & Sivakumar Vepur Jayaraman, 2024. "Do cryptocurrencies integrate with the indices of equity, sustainability, clean energy, and crude oil? A wavelet coherency approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3372-3392, July.
    5. Hoang, Yen Hai & Ngo, Vu Minh & Bich Vu, Ngoc, 2023. "Central bank digital currency: A systematic literature review using text mining approach," Research in International Business and Finance, Elsevier, vol. 64(C).
    6. Yuriy V. Belousov, 2024. "Bitcoin and Forms of Money: Theoretical Issues," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 126-141, April.
    7. Ayadi, Ahmed & Ghabri, Yosra & Guesmi, Khaled, 2023. "Directional predictability from central bank digital currency to cryptocurrencies and stablecoins," Research in International Business and Finance, Elsevier, vol. 65(C).

  6. Martin Fukač & Robert Kirkby, 2017. "Accounting for Uncertainty in Public Debt Targets," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 89-102, March.

    Cited by:

    1. Yim, Ha-Neul & Riddell, Jordan R. & Wheeler, Andrew P., 2020. "Is the recent increase in national homicide abnormal? Testing the application of fan charts in monitoring national homicide trends over time," Journal of Criminal Justice, Elsevier, vol. 66(C).
    2. Lutfi Zharku, 2018. "Budget Deficits, Public Debt and Irregular Receipts: Kosovo case," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 14(5), pages 268-285, OCTOBER.
    3. Yim, Ha-Neul & Riddell, Jordan R. & Wheeler, Andrew Palmer, 2019. "Is the recent increase in national homicide abnormal? Testing the application of fan charts in monitoring national homicide trends over time," SocArXiv 7g32n, Center for Open Science.
    4. Syed Tehseen Jawaid, Abdul Waheed, 2017. "Uncertainty and Risk Analysis of Pakistan's Regional Trade: Fan Chart Approach," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(1), pages 55-81, March.

  7. Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.

    Cited by:

    1. Darío Serrano-Puente, 2020. "Optimal progressivity of personal income tax: a general equilibrium evaluation for Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 407-455, December.
    2. Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.
    3. Hirokuni Iiboshi & Daikuke Ozaki & Yui Yoshii, 2023. "Child Care, Time Allocation, and the Life Cycle," Papers 2304.11531, arXiv.org, revised Jul 2024.
    4. Christopher Ferrall, 2020. "Object Oriented (Dynamic) Programming: Replication, Innovation and "Structural" Estimation," Working Paper 1432, Economics Department, Queen's University.
    5. Robert Kirkby, 2023. "Quantitative Macroeconomics: Lessons Learned from Fourteen Replications," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 875-896, February.

  8. Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.

    Cited by:

    1. Robert Kirkby, 2016. "Value Function Iteration Toolkit: In Matlab, on the GPU," EcoMod2016 9122, EcoMod.
    2. Robert Kirkby, 2023. "Quantitative Macroeconomics: Lessons Learned from Fourteen Replications," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 875-896, February.
    3. Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (4) 2016-04-30 2017-01-29 2017-06-04 2017-11-05. Author is listed
  2. NEP-CBA: Central Banking (3) 2016-04-30 2017-06-04 2017-11-05. Author is listed
  3. NEP-MAC: Macroeconomics (3) 2017-06-04 2017-11-05 2019-04-15. Author is listed
  4. NEP-MON: Monetary Economics (3) 2016-04-30 2017-06-04 2017-11-05. Author is listed
  5. NEP-URE: Urban and Real Estate Economics (3) 2017-06-04 2017-11-05 2019-04-15. Author is listed
  6. NEP-CMP: Computational Economics (1) 2017-01-29
  7. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  8. NEP-GRO: Economic Growth (1) 2016-04-30
  9. NEP-HIS: Business, Economic and Financial History (1) 2016-04-30

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