Details about Sean Holly

Access statistics for papers by Sean Holly.

Last updated 2007-11-16. Update your information in the RePEc Author Service.

Short-id: pho194

Working Papers

2007

1. Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group
2. Long Run Macroeconomic Relations in the Global Economy
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
   Also in
   Working Paper Series, European Central Bank (2007) View citations
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) View citations
   Economics Discussion Papers, Kiel Institute for the World Economy (2007) View citations
   CESifo Working Paper Series, CESifo GmbH (2007) View citations
   See Also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
3. Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms
   CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis

2006

4. A Spatio-Temporal Model of House Prices in the US
   IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations
   Also in
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2006) View citations
   CESifo Working Paper Series, CESifo GmbH (2006) View citations
5. Macroeconomic Models and the Yield Curve
   Computing in Economics and Finance 2006, Society for Computational Economics
6. Macroeconomic Models and the Yield Curve: An assessment of the Fit
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
7. Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC
   CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis View citations

2005

8. Inflation Targeting, Committee Decision Making and Uncertainty: The Case of the Bank of England’s MPC
   CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis
   Also in
   Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004) View citations
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005)
9. The Cross-Sectional Dynamics of German Business Cycles: A Bird´s Eye View
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics
   Also in
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2005) View citations

2004

10. Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
11. Habit Formation and Interest Rate Smoothing
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis View citations
    Also in
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations

2003

12. Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output
    CEIS Research Paper, Tor Vergata University, CEIS
    See Also Journal Article in Journal of Economic Dynamics and Control (2003)
13. Volatility and Policy Regimes: the UK joining the Euro
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

14. Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations
    Also in
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2002) View citations
15. The Business Cycle, Macroeconomic Shocks and the Cross Section: Evidence from UK Quoted Companies
    Royal Economic Society Annual Conference 2002, Royal Economic Society
16. The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK
    Computing in Economics and Finance 2002, Society for Computational Economics View citations

2001

17. The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
    See Also Journal Article in Economica (2004)

2000

18. Piecewise Linear Feedback Rules in a Non Linear Model of the Phillips Curve: Evidence from the US and the UK
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

1999

19. Linear Feedback Rules in Non-Linear Models with Rational Expectations
    Computing in Economics and Finance 1999, Society for Computational Economics

1997

20. Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See Also Journal Article in Scottish Journal of Political Economy (2001)
21. Asymmetries in Private Sector Investment: An Empirical Investigation
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
22. Production Smoothing, Inventory Investment and Asymmetric Adjustment
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
23. The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations

Journal Articles

2007

1. Long Run Macroeconomic Relations in the Global Economy
   Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, (3) View citations
   See Also Working Paper (2007)

2006

2. The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation
   Computational Economics, 2006, 28, (2), 139-153

2004

3. The Business Cycle, Macroeconomic Shocks and the Cross-Section: The Growth of UK Quoted Companies
   Economica, 2004, 71, (281), 299-318 View citations
   See Also Working Paper (2001)

2003

4. Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression
   Computational Economics, 2003, 21, (3), 195-202
5. Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output
   Journal of Economic Dynamics and Control, 2003, 28, (3), 467-492
   See Also Working Paper (2003)

2002

6. A Statistical Analysis of Regime Switching under Asymmetric Error Correction
   Applied Economics Letters, 2002, 9, (4), 275-78
7. Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence
   Studies in Nonlinear Dynamics & Econometrics, 2002, 5, (4), 1082-1082 View citations
8. The cross-sectional dynamics of the US business cycle: 1950-1999
   Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1539-1555
9. Threshold Specification for Asymmetric Error Correction Models
   Applied Economics Letters, 2002, 9, (11), 711-13 View citations

2001

10. Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK
    Scottish Journal of Political Economy, 2001, 48, (1), 69-81 View citations
    See Also Working Paper (1997)
11. Inventory investment and asymmetric adjustment: Some evidence for the UK
    International Journal of Production Economics, 2001, 72, (3), 251-260

2000

12. A currency crisis model with a misaligned central parity: a stochastic analysis
    Economics Letters, 2000, 67, (1), 61-68
13. The Power of Tests for Non-Linearity: The Escribano–Pfann Model
    Computational Economics, 2000, 15, (3), 223-226

1999

14. DHSY Revisited: The Role of Asymmetries
    Applied Economics, 1999, 31, (7), 775-78 View citations
15. The power of tests for non-linearity: the case of Granger-Lee asymmetry
    Economics Letters, 1999, 62, (2), 155-159 View citations

1997

16. House prices since the 1940s: Cointegration, demography and asymmetries
    Economic Modelling, 1997, 14, (4), 549-565

1995

17. Are There Asymmetries in UK Consumption? A Time Series Analysis
    Applied Economics, 1995, 27, (8), 767-72 View citations
18. Exchange Rate Uncertainty and Export Performance: Supply and Demand Effects
    Scottish Journal of Political Economy, 1995, 42, (4), 381-91 View citations

1994

19. Editorial
    Economic Modelling, 1994, 11, (1), 3-3
20. Editors' introduction
    Economic Modelling, 1994, 11, (2), 123-123 View citations

1992

21. The determinants of West German exports of manufactures: An integrated demand and supply approach
    Review of World Economics (Weltwirtschaftliches Archiv), 1992, 128, (3), 498-512 View citations

1991

22. Trade prices and supply in the UK economy
    Economic Modelling, 1991, 8, (4), 537-545
23. UK Exports of Manufactures: The Role of Supply Side Factors
    Scottish Journal of Political Economy, 1991, 38, (1), 1-18 View citations

1990

24. Effort, productivity and market valuation: The case of UK manufacturing
    European Economic Review, 1990, 34, (2-3), 375-384

1989

25. Interrelated factor demands for manufacturing: A dynamic translog cost function approach
    European Economic Review, 1989, 33, (1), 111-126 View citations
26. The London Business School econometric model: Some recent developments
    Economic Modelling, 1989, 6, (3), 243-351

1988

27. Company acquisitions, investment and Tobin's Q: Evidence for the United Kingdom
    Journal of Economics and Business, 1988, 40, (2), 103-115

1987

28. A Two-Sector Analysis of the UK Labour Market
    Oxford Bulletin of Economics and Statistics, 1987, 49, (1), 79-102 View citations
29. Non-cooperative dynamic games with rational observers
    Journal of Economic Dynamics and Control, 1987, 11, (2), 159-161

1986

30. Efficient solution techniques for dynamic non-linear rational expectations models
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 139-145 View citations
31. Games, expectations, and optimal policy for open economies
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 45-49
32. Uncertainty and forecast precision
    International Journal of Forecasting, 1986, 2, (1), 53-53 View citations

1984

33. The London Business School econometric model of the UK
    Economic Modelling, 1984, 1, (4), 355-420 View citations

1983

34. On optimality and time consistency when expectations are rational
    European Economic Review, 1983, 20, (1-3), 23-40 View citations

1982

35. The Empirical Relationship between the Money Stock and the Price Level in the UK: A Test of Causality
    Bulletin of Economic Research, 1982, 34, (1), 17-42