EconPapers    
Economics at your fingertips  
 

Details about Sean Holly

E-mail:
Homepage:http://www.econ.cam.ac.uk/faculty/holly/index.html
Workplace:Centre for International Macroeconomics and Finance (CIMF), Cambridge Finance, University of Cambridge, (more information at EDIRC)

Access statistics for papers by Sean Holly.

Last updated 2015-07-27. Update your information in the RePEc Author Service.

Short-id: pho194


Jump to Journal Articles Books Edited books

Working Papers

2014

  1. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (12)
  2. Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University Downloads

2013

  1. A Note on Money and the Conduct of Monetary Policy
    Studies in Economics, School of Economics, University of Kent Downloads View citations (1)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (1)
    CEIS Research Paper, Tor Vergata University, CEIS (2013) Downloads View citations (3)

    See also Journal Article in Macroeconomic Dynamics (2014)

2012

  1. Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

2011

  1. Aggregate fluctuations and the cross-sectional dynamics of firm growth
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of the Royal Statistical Society Series A (2013)
  2. New Instruments of Monetary Policy
    Studies in Economics, School of Economics, University of Kent Downloads View citations (3)

2010

  1. Factor Demand Linkages, Technology Shocks and the Business Cycle
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (7)
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics (2010) Downloads

    See also Journal Article in The Review of Economics and Statistics (2012)
  2. Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (7)
    See also Journal Article in Economics and Politics (2010)
  3. Spatial and Temporal Diffusion of House Prices in the UK
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (25)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2009) Downloads
    Discussion Papers, Department of Economics, University of York Downloads View citations (1)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2010) Downloads View citations (5)
  4. Structural Interactions in Spatial Panels
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (3)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2010) Downloads View citations (7)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads

    See also Journal Article in Empirical Economics (2011)
  5. Understanding Interactions in Social Networks and Committees
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (4)
    Also in CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2010) Downloads
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads View citations (8)

    See also Journal Article in Spatial Economic Analysis (2013)

2009

  1. The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (5)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) Downloads View citations (6)
    Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics (2008) Downloads View citations (2)
  2. The Financial Integration of the European Union: Common and Idiosyncratic Drivers
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
  3. The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research Downloads View citations (4)

2008

  1. Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (7)
  2. Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (5)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) Downloads
  3. Reconnecting Money to Inflation: The Role of the External Finance Premium
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (4)
    Also in Studies in Economics, School of Economics, University of Kent (2008) Downloads View citations (4)

2007

  1. Long Run Macroeconomic Relations in the Global Economy
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (41)
    Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW) (2007) Downloads View citations (57)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (44)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (38)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
  2. Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (8)

2006

  1. A Spatio-Temporal Model of House Prices in the US
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (33)
    Also in CESifo Working Paper Series, CESifo Group Munich (2006) Downloads View citations (9)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) Downloads View citations (7)

    See also Journal Article in Journal of Econometrics (2010)
  2. Macroeconomic Models and the Yield Curve
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  3. Macroeconomic Models and the Yield Curve: An assessment of the Fit
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
  4. 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 Downloads View citations (25)

2005

  1. 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 Downloads View citations (1)
  2. Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (10)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) Downloads View citations (1)
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004) Downloads View citations (4)
  3. The Cross-Sectional Dynamics of German Business Cycles: A Bird´s Eye View
    Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics Downloads View citations (2)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2005) Downloads View citations (41)

2004

  1. 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 Downloads View citations (11)
  2. Habit Formation and Interest Rate Smoothing
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (6)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (7)

2003

  1. Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2003)
  2. Volatility and Policy Regimes: the UK joining the Euro
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

  1. Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (17)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2002) Downloads View citations (10)
  2. The Business Cycle, Macroeconomic Shocks and the Cross Section: Evidence from UK Quoted Companies
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (1)
  3. 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 (1)

2001

  1. 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 Downloads View citations (6)
    See also Journal Article in Economica (2004)

2000

  1. 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 Downloads View citations (1)

1999

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

1997

  1. Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
    See also Journal Article in Scottish Journal of Political Economy (2001)
  2. Asymmetries in Private Sector Investment: An Empirical Investigation
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
  3. Production Smoothing, Inventory Investment and Asymmetric Adjustment
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
  4. The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)

Journal Articles

2015

  1. Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making
    Manchester School, 2015, 83, (2), 153-182 Downloads

2014

  1. A NOTE ON MONEY AND THE CONDUCT OF MONETARY POLICY
    Macroeconomic Dynamics, 2014, 18, (08), 1854-1883 Downloads
    See also Working Paper (2013)

2013

  1. Aggregate fluctuations and the cross-sectional dynamics of firm growth
    Journal of the Royal Statistical Society Series A, 2013, 176, (2), 459-479 Downloads View citations (6)
    See also Working Paper (2011)
  2. Understanding Interactions in Social Networks and Committees
    Spatial Economic Analysis, 2013, 8, (1), 23-53 Downloads View citations (9)
    See also Working Paper (2010)

2012

  1. Factor Demand Linkages, Technology Shocks, and the Business Cycle
    The Review of Economics and Statistics, 2012, 94, (4), 948-963 Downloads View citations (16)
    See also Working Paper (2010)

2011

  1. Multiplicative habit formation and consumption: A note
    Economics Letters, 2011, 113, (2), 116-119 Downloads View citations (7)
  2. Structural interactions in spatial panels
    Empirical Economics, 2011, 40, (1), 69-94 Downloads View citations (8)
    See also Working Paper (2010)
  3. The spatial and temporal diffusion of house prices in the UK
    Journal of Urban Economics, 2011, 69, (1), 2-23 Downloads View citations (38)

2010

  1. A spatio-temporal model of house prices in the USA
    Journal of Econometrics, 2010, 158, (1), 160-173 Downloads View citations (109)
    See also Working Paper (2006)
  2. Macroeconomic models and the yield curve: An assessment of the fit
    Journal of Economic Dynamics and Control, 2010, 34, (8), 1343-1358 Downloads View citations (1)
    See also Working Paper (2006)
  3. RATIONAL PARTISAN THEORY, UNCERTAINTY, AND SPATIAL VOTING: EVIDENCE FOR THE BANK OF ENGLAND'S MPC
    Economics and Politics, 2010, 22, (2), 151-179 Downloads View citations (9)
    See also Working Paper (2010)

2009

  1. Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms
    Economica, 2009, 76, (301), 108-131 Downloads View citations (26)
  2. Macroeconomic Instability and Corporate Failure: The Role of the Legal System
    Review of Law & Economics, 2009, 5, (1), 1-32 Downloads View citations (5)

2007

  1. Long Run Macroeconomic Relations in the Global Economy
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-20 Downloads View citations (41)
    See also Working Paper (2007)

2006

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

2004

  1. The Business Cycle, Macroeconomic Shocks and the Cross-Section: The Growth of UK Quoted Companies
    Economica, 2004, 71, (281), 299-318 Downloads View citations (25)
    See also Working Paper (2001)

2003

  1. Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression
    Computational Economics, 2003, 21, (3), 195-202 Downloads View citations (2)
  2. Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output
    Journal of Economic Dynamics and Control, 2003, 28, (3), 467-492 Downloads View citations (6)
    See also Working Paper (2003)

2002

  1. A statistical analysis of regime switching under asymmetric error correction
    Applied Economics Letters, 2002, 9, (4), 275-278 Downloads
  2. Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence
    Studies in Nonlinear Dynamics & Econometrics, 2002, 5, (4), 1-21 Downloads View citations (3)
  3. The cross-sectional dynamics of the US business cycle: 1950-1999
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1539-1555 Downloads View citations (24)
  4. Threshold specification for asymmetric error correction models
    Applied Economics Letters, 2002, 9, (11), 711-713 Downloads View citations (2)

2001

  1. Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK
    Scottish Journal of Political Economy, 2001, 48, (1), 69-81 Downloads View citations (2)
    See also Working Paper (1997)
  2. Inventory investment and asymmetric adjustment: Some evidence for the UK
    International Journal of Production Economics, 2001, 72, (3), 251-260 Downloads

2000

  1. A currency crisis model with a misaligned central parity: a stochastic analysis
    Economics Letters, 2000, 67, (1), 61-68 Downloads View citations (2)
  2. Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages
    Urban Studies, 2000, 37, (11), 2045-2051 Downloads
  3. The Power of Tests for Non-Linearity: The Escribano–Pfann Model
    Computational Economics, 2000, 15, (3), 223-226 Downloads View citations (1)

1999

  1. DHSY revisited: the role of asymmetries
    Applied Economics, 1999, 31, (7), 775-778 Downloads View citations (11)
  2. The power of tests for non-linearity: the case of Granger-Lee asymmetry
    Economics Letters, 1999, 62, (2), 155-159 Downloads View citations (15)

1998

  1. Uncertainty and Macroeconomic Modelling
    National Institute Economic Review, 1998, 164, (1), 63-64 Downloads

1997

  1. House prices since the 1940s: Cointegration, demography and asymmetries
    Economic Modelling, 1997, 14, (4), 549-565 Downloads View citations (24)
  2. Relative Price Dispersion and the Rate of Inflation: The Evidence from Japan
    Journal of Economic Integration, 1997, 12, 206-226 View citations (4)

1995

  1. Exchange Rate Uncertainty and Export Performance: Supply and Demand Effects
    Scottish Journal of Political Economy, 1995, 42, (4), 381-91 View citations (18)

1994

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

1992

  1. 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 Downloads View citations (6)

1991

  1. Trade prices and supply in the UK economy
    Economic Modelling, 1991, 8, (4), 537-545 Downloads
  2. UK Exports of Manufactures: The Role of Supply Side Factors
    Scottish Journal of Political Economy, 1991, 38, (1), 1-18 View citations (6)

1990

  1. Effort, productivity and market valuation: The case of UK manufacturing
    European Economic Review, 1990, 34, (2-3), 375-384 Downloads View citations (1)

1989

  1. Interrelated factor demands for manufacturing: A dynamic translog cost function approach
    European Economic Review, 1989, 33, (1), 111-126 Downloads View citations (5)
  2. The London Business School econometric model: Some recent developments
    Economic Modelling, 1989, 6, (3), 243-351 Downloads View citations (3)

1988

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

1987

  1. A Two-Sector Analysis of the UK Labour Market
    Oxford Bulletin of Economics and Statistics, 1987, 49, (1), 79-102 View citations (5)
  2. Non-cooperative dynamic games with rational observers
    Journal of Economic Dynamics and Control, 1987, 11, (2), 159-161 Downloads

1986

  1. Efficient solution techniques for dynamic non-linear rational expectations models
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 139-145 Downloads View citations (13)
  2. Games, expectations, and optimal policy for open economies
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 45-49 Downloads
  3. Uncertainty and forecast precision
    International Journal of Forecasting, 1986, 2, (1), 53-53 Downloads View citations (6)

1984

  1. The London Business School econometric model of the UK
    Economic Modelling, 1984, 1, (4), 355-420 Downloads View citations (5)

1983

  1. On optimality and time consistency when expectations are rational
    European Economic Review, 1983, 20, (1-3), 23-40 Downloads View citations (6)

1982

  1. 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

Books

2010

  1. Optimal Control, Expectations and Uncertainty
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (1989) View citations (20)

Edited books

2015

  1. Interest Rates, Prices and Liquidity
    Cambridge Books, Cambridge University Press

2011

  1. Interest Rates, Prices and Liquidity
    Cambridge Books, Cambridge University Press View citations (6)

2000

  1. Econometric Modelling
    Cambridge Books, Cambridge University Press View citations (12)

1994

  1. MONEY, INFLATION AND EMPLOYMENT
    Books, Edward Elgar Publishing Downloads
 
Page updated 2017-10-22