Publications

by members of

Centre for International Macroeconomics and Finance (CIMF)
Cambridge Finance
University of Cambridge
Cambridge, United Kingdom

Working papers

2009

1. Sean Holly & Mehdi Raissi, 2009. "The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis," Working Paper / FINESS 1.4, DIW Berlin, German Institute for Economic Research. [Downloadable!]
2. Chris Higson & Sean Holly & Ivan Petrella, 2009. "The Financial Integration of the European Union: Common and Idiosyncratic Drivers," Working Paper / FINESS 1.1d, DIW Berlin, German Institute for Economic Research. [Downloadable!]
3. Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research. [Downloadable!]
4. Pfajfar, D. & Zakelj, B., 2009. "Experimental Evidence on Inflation Expectation Formation," Discussion Paper 2009-07, Tilburg University, Center for Economic Research. [Downloadable!]
5. Jalles, Joao Tovar, 2009. "Structural Time Series Models and the Kalman Filter: a concise review," FEUNL Working Paper Series wp541, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

2008

1. Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics. [Downloadable!]
2. Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge. [Downloadable!]
3. Holly, S. & Santoro, E., 2008. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Cambridge Working Papers in Economics 0846, Faculty of Economics, University of Cambridge. [Downloadable!]
4. Chadha, J.S. & Corrado, L. & Holly, S., 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Cambridge Working Papers in Economics 0852, Faculty of Economics, University of Cambridge. [Downloadable!]
5. Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Studies in Economics 0816, Department of Economics, University of Kent. [Downloadable!]
6. Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Cambridge Working Papers in Economics 0853, Faculty of Economics, University of Cambridge. [Downloadable!]
7. Sean Holly & Ivan Petrella, 2008. " Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series 0809, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
8. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. " Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," CDMA Working Paper Series 0806, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
9. Leonardo Becchetti & Luisa Corrado & Fiammetta Rossetti, 2008. "Easterlin-types and Frustrated Achievers: the Heterogeneous E¤ects of Income Changes on Life Satisfaction," CEIS Research Paper 127, Tor Vergata University, CEIS, revised 09 Sep 2008. [Downloadable!]
10. Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics 0823, Faculty of Economics, University of Cambridge. [Downloadable!]
11. Becchetti, L. & Corrado, L. & Rossetti , F., 2008. "Easterlin-types and Frustrated Achievers: the Heterogeneous Effects of Income Changes on Life Satisfaction," Cambridge Working Papers in Economics 0816, Faculty of Economics, University of Cambridge. [Downloadable!]
12. Jagjit S. Chadha & Luisa Corrado & Qi Sun, 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Studies in Economics 0817, Department of Economics, University of Kent. [Downloadable!]
13. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Volatility, Growth and Labour Elasticity," Working Paper Series 32-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
14. Chadha, J.S. & Corrado, L. & Sun, Q., 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Cambridge Working Papers in Economics 0855, Faculty of Economics, University of Cambridge. [Downloadable!]
15. Pfajfar, D. & Santoro, E., 2008. "Credit Market Distortions, Asset Prices and Monetary Policy," Cambridge Working Papers in Economics 0825, Faculty of Economics, University of Cambridge. [Downloadable!]
16. Pfajfar, D. & Santoro, E., 2008. "Asymmetries in Inflation Expectation Formation Across Demographic Groups," Cambridge Working Papers in Economics 0824, Faculty of Economics, University of Cambridge. [Downloadable!]
17. Aqib Aslam & Emiliano Santoro, 2008. "Bank Lending, Housing and Spreads," Discussion Papers 08-27, University of Copenhagen. Department of Economics, revised Nov 2008. [Downloadable!]
18. Damjan Pfajfar & Emiliano Santoro, 2008. "Determinacy, Stock Market Dynamics and Monetary Policy Inertia," Discussion Papers 08-30, University of Copenhagen. Department of Economics. [Downloadable!]
19. Jalles, Joao Tovar & Salvado, Joao Cotter, 2008. "Baumol Revisitado: Que Futuro Para O Peso Do Sector Da Saúde Em Portugal?," FEUNL Working Paper Series wp533, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

2007

1. Sean Holly & Emiliano Santoro, 2007. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2006 96, Money Macro and Finance Research Group. [Downloadable!]
2. Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0703, Faculty of Economics, University of Cambridge. [Downloadable!]
3. Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
4. Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge. [Downloadable!]
5. Arnab Bhattacharjee & Chris Higson & Sean Holly & Paul Kattuman, 2007. " Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms," CDMA Working Paper Series 0713, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
6. Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank. [Downloadable!]
7. Pesaran, M. Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy. [Downloadable!]
8. Luisa Corrado & Marcus Miller & Lei Zhang, 2007. "Exchange Rate Monitoring Bands: Theory and Policy," Money Macro and Finance (MMF) Research Group Conference 2006 146, Money Macro and Finance Research Group. [Downloadable!]
9. Corrado, L. & Miller, M. & Zhang, L., 2007. "Bulls, Bears and Excess Volatility: can currency intervention help?," Cambridge Working Papers in Economics 0708, Faculty of Economics, University of Cambridge. [Downloadable!]
10. Aslam, A. & Corrado, L., 2007. "No Man is an Island, the Inter-personal Determinants of Regional Well-Being in Europe," Cambridge Working Papers in Economics 0717, Faculty of Economics, University of Cambridge. [Downloadable!]
11. Chadha, J.S. & Corrado, L., 2007. "On the Determinacy of Monetary Policy under Expectational Errors," Cambridge Working Papers in Economics 0722, Faculty of Economics, University of Cambridge. [Downloadable!]
12. Luisa Corrado & Marcus Miller & Lei Zhang, 2007. "Monitoring Bands and Monitoring Rules: how currency intervention can change market composition," CEIS Research Paper 91, Tor Vergata University, CEIS. [Downloadable!]
13. Agliari Anna & Assenza Tiziana & Delli Gatti Domenico & Santoro Emiliano, 2007. "Credit Cycles in a OLG Economy with Money and Bequest," Money Macro and Finance (MMF) Research Group Conference 2006 103, Money Macro and Finance Research Group. [Downloadable!]
14. Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group. [Downloadable!]
15. Agliari, A. & Assenza, T. & Delli Gatti, D. & Santoro, E., 2007. ""Credit Cycle" in an OLG Economy with Money and Bequest," CeNDEF Working Papers 07-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
16. Jalles, João Tovar, 2007. "EU Competition Policy: Some Real Case Applications," FEUNL Working Paper Series wp521, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
17. Jalles, João Tovar, 2007. "Empirical Applications of Neoclassical Growth Models the "Fit" of the Solow Augmented Growth Model," FEUNL Working Paper Series wp520, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
18. Jalles, João Tovar, 2007. "Endogenous Growth Models: Jones Vs Romer the Path to a Fully-Fledged Dynamic Analysis," FEUNL Working Paper Series wp522, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

2006

1. Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge. [Downloadable!]
2. Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge. [Downloadable!]
3. Jagjit Chadha & Sean Holly, 2006. "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006 105, Society for Computational Economics. [Downloadable!]
4. Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute for the Study of Labor (IZA). [Downloadable!]
5. Arnab Bhattacharjee & Sean Holly, 2006. " Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC," CDMA Working Paper Series 0612, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
6. Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
7. Jagjit S. Chadha & Luisa Corrado, 2006. " On the Determinacy of Monetary Policy under Expectational Errors," CDMA Working Paper Series 0603, Centre for Dynamic Macroeconomic Analysis, revised Apr 2007. [Downloadable!]
8. Jagjit Chadha & Luisa Corrado, 2006. "Sunspots and Monetary Policy," Economics and Finance Discussion Papers 06-06, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
9. Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia. [Downloadable!]
10. Emiliano Santoro & Damjan Pfajfar, 2006. "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers 0607, Department of Economics, University of Trento, Italia. [Downloadable!]
11. Anna Agliari & Tiziana Assenza & Domenico Delli Gatti & Emiliano Santoro, 2006. "Credit Cycles in a OLG Economy with Money and Bequest," Computing in Economics and Finance 2006 369, Society for Computational Economics.
12. Wang, Q., 2006. "Learning Stability for Monetary Policy Rules in a Two-Country Model," Cambridge Working Papers in Economics 0659, Faculty of Economics, University of Cambridge. [Downloadable!]

2005

1. Döpke, Jörg & Funke, Michael & Holly, Sean & Weber, Sebastian, 2005. "The cross-sectional dynamics of German business cycles : a bird's eye view," Discussion Paper Series 1: Economic Studies 2005,23, Deutsche Bundesbank, Research Centre. [Downloadable!]
2. Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2005. "The Cross-Sectional Dynamics of German Business Cycles: A Bird´s Eye View," Quantitative Macroeconomics Working Papers 20508, Hamburg University, Department of Economics. [Downloadable!]
3. Arnab Bhattacharjee & Sean Holly, 2005. " Inflation Targeting, Committee Decision Making and Uncertainty: The Case of the Bank of England’s MPC," CDMA Working Paper Series 0503, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
4. Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005 119, Society for Computational Economics.
5. Bhattacharjee, A. & Holly, S., 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC," Cambridge Working Papers in Economics 0530, Faculty of Economics, University of Cambridge. [Downloadable!]

2004

1. Luisa Corrado & Sean Holly, 2004. " Habit Formation and Interest Rate Smoothing," CDMA Conference Paper Series 0404, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
2. Bhattacharjee, A. & Higson, C. & Holly, S. & Kattuman, P., 2004. "Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions," Cambridge Working Papers in Economics 0420, Faculty of Economics, University of Cambridge. [Downloadable!]
3. Sean Holly & Luisa Corrado, 2004. "Habit formation and Interest-Rate Smoothing," Computing in Economics and Finance 2004 215, Society for Computational Economics.
4. Arnab Bhattacharjee & Sean Holly, 2004. "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004 63, Money Macro and Finance Research Group. [Downloadable!]
5. Luisa Corrado & Ron Martin & Melvyn Weeks, 2004. "Identifying And Interpreting Convergence Clusters Across Europe," Royal Economic Society Annual Conference 2004 145, Royal Economic Society. [Downloadable!]
6. Corrado, L. & Martin, R. & Weeks, M., 2004. "Identifying and Interpreting Convergence Clusters Across Europe," Cambridge Working Papers in Economics 0414, Faculty of Economics, University of Cambridge. [Downloadable!]

2003

1. Luisa Corrado & Sean Holly, 2003. "Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output," CEIS Research Paper 37, Tor Vergata University, CEIS. [Downloadable!]
2. Sean Holly & Luisa Corrado, 2003. "Volatility and Policy Regimes: the UK joining the Euro," Computing in Economics and Finance 2003 300, Society for Computational Economics.
3. Luisa Corrado & Marcus H. Miller & Lei Zhang, 2003. "Exchange Monitoring Bands: Theory and Policy," CEIS Research Paper 8, Tor Vergata University, CEIS. [Downloadable!]

2002

1. Jagjit Chadha & Chris Higson & Sean Holly & Paul Kattuman, 2002. "The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK," Computing in Economics and Finance 2002 383, Society for Computational Economics.
2. Higson, C. & S. Holly & P. Kattuman & S. Platis, 2002. "The Business Cycle, Macroeconomic Shocks and the Cross Section: Evidence from UK Quoted Companies," Royal Economic Society Annual Conference 2002 102, Royal Economic Society. [Downloadable!]
3. A. Bhattacharjee & Higson, C. & Holly, S. & Kattuman, P., 2002. "Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms," Cambridge Working Papers in Economics 0206, Faculty of Economics, University of Cambridge. [Downloadable!]
4. Bhattacharje,e A. & C.Higson & S.Holly & P.Kattuman, 2002. "Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms," Royal Economic Society Annual Conference 2002 27, Royal Economic Society. [Downloadable!]
5. Corrado, L. & Marcus Miller & Lei Zhang, 2002. "Exchange Rate Monitoring Bands: Theory and Policy," Cambridge Working Papers in Economics 0209, Faculty of Economics, University of Cambridge. [Downloadable!]
6. Corrado, Luisa & Miller, Marcus & Zhang, Lei, 2002. "Exchange Rate Monitoring Bands: Theory and Policy," CEPR Discussion Papers 3337, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Corrado, Luisa & Marcus Miller & Lei Zhang, 2002. "Exchange rate monitoring bands: theory and practice," Royal Economic Society Annual Conference 2002 53, Royal Economic Society. [Downloadable!]

2001

1. Higson, C. & Holly, S. & Kattuman, P. & S. Platis, 2001. "The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies," Cambridge Working Papers in Economics 0114, Faculty of Economics, University of Cambridge. [Downloadable!]

2000

1. Corrado, L. & Holly, S., 2000. "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 0019, Faculty of Economics, University of Cambridge. [Downloadable!]

1999

1. Sean Holly & Paul Turner & Luisa Corrado, 1999. "Linear Feedback Rules in Non-Linear Models with Rational Expectations," Computing in Economics and Finance 1999 623, Society for Computational Economics. [Downloadable!]

1997

1. Arden, R. & Holly, S. & Turner, P., 1997. "Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK," Cambridge Working Papers in Economics 9717, Faculty of Economics, University of Cambridge.
2. Arden, R. & Holly, S. & Turner, P, 1997. "Asymmetries in Private Sector Investment: An Empirical Investigation," Cambridge Working Papers in Economics 9716, Faculty of Economics, University of Cambridge.
3. Arden, R. & Holly, S. & Turner, P., 1997. "Production Smoothing, Inventory Investment and Asymmetric Adjustment," Cambridge Working Papers in Economics 9719, Faculty of Economics, University of Cambridge.
4. Arden, R. & Holly, S. & Turner, P., 1997. "The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing," Cambridge Working Papers in Economics 9715, Faculty of Economics, University of Cambridge.

Undated

1. Ivan Petrella & Emiliano Santoro, . "Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages," EPRU Working Paper Series 2009-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised May 2009. [Downloadable!]

Journal articles

2009

1. A. Bhattacharjee & C. Higson & S. Holly & P. Kattuman, 2009. "Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms," Economica, London School of Economics and Political Science, vol. 76(301), pages 108-131, 02. [Downloadable!] (restricted)

2007

1. Pesaran, M. Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(3), pages 1-20. [Downloadable!]
2. Luisa Corrado & Marcus Miller & Lei Zhang, 2007. "Bulls, bears and excess volatility: can currency intervention help?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 261-272. [Downloadable!]

2006

1. Luisa Corrado & Sean Holly, 2006. "The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation," Computational Economics, Springer, vol. 28(2), pages 139-153, September. [Downloadable!] (restricted)

2005

1. Luisa Corrado & Ron Martin & Melvyn Weeks, 2005. "Identifying and Interpreting Regional Convergence Clusters across Europe," Economic Journal, Royal Economic Society, vol. 115(502), pages C133-C160, 03. [Downloadable!] (restricted)
2. Corrado, Luisa, 2005. "Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models. Anders Skrondal and Sophia Rabe-Hesketh," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 710-711, June. [Downloadable!] (restricted)

2004

1. C. Higson & S. Holly & P. Kattuman & S. Platis, 2004. "The Business Cycle, Macroeconomic Shocks and the Cross-Section: The Growth of UK Quoted Companies," Economica, London School of Economics and Political Science, vol. 71(281), pages 299-318, 05. [Downloadable!] (restricted)

2003

1. Corrado, Luisa & Holly, Sean, 2003. "Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December. [Downloadable!] (restricted)
2. Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer, vol. 21(3), pages 195-202, June. [Downloadable!] (restricted)
3. Luisa Corrado, 2003. "Winner of the 2000 Cairncross Prize Best Paper by a Young Economist Presented at the Scottish Economic Society Conference: Beyond the Sovereign Debt Crisis: Alternative Forms of Market‐based Debt," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(1), pages 17-40, February. [Downloadable!] (restricted)
4. Luisa Corrado & David A. Londo–o B. & Francesco S. Mennini & Giovanni Trovato, 2003. "The Welfare States in a United Europe," European Political Economy Review, European Political Economy Infrastructure Consortium, vol. 1(Spring), pages 40-55. [Downloadable!]

2002

1. Cook, Steven & Holly, Sean, 2002. "A Statistical Analysis of Regime Switching under Asymmetric Error Correction," Applied Economics Letters, Taylor and Francis Journals, vol. 9(4), pages 275-78, March. [Downloadable!] (restricted)
2. Cook, Steven & Holly, Sean, 2002. "Threshold Specification for Asymmetric Error Correction Models," Applied Economics Letters, Taylor and Francis Journals, vol. 9(11), pages 711-13, September. [Downloadable!] (restricted)
3. Higson, C. & Holly, S. & Kattuman, P., 2002. "The cross-sectional dynamics of the US business cycle: 1950-1999," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1539-1555, August. [Downloadable!] (restricted)

2001

1. Holly, Sean & Turner, Paul, 2001. "Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(1), pages 69-81, February. [Downloadable!] (restricted)
2. Holly, Sean & Turner, Paul, 2001. "Inventory investment and asymmetric adjustment: Some evidence for the UK," International Journal of Production Economics, Elsevier, vol. 72(3), pages 251-260, August. [Downloadable!] (restricted)

2000

1. Corrado, Luisa & Holly, Sean, 2000. "A currency crisis model with a misaligned central parity: a stochastic analysis," Economics Letters, Elsevier, vol. 67(1), pages 61-68, April. [Downloadable!] (restricted)
2. Steven Cook & Sean Holly & Paul Turner, 2000. "The Power of Tests for Non-Linearity: The Escribano–Pfann Model," Computational Economics, Springer, vol. 15(3), pages 223-226, June. [Downloadable!]

1999

1. Cook, Steven & Holly, Sean & Turner, Paul, 1999. "The power of tests for non-linearity: the case of Granger-Lee asymmetry," Economics Letters, Elsevier, vol. 62(2), pages 155-159, February. [Downloadable!] (restricted)
2. Cook, Steven & Holly, Sean & Turner, Paul, 1999. "DHSY Revisited: The Role of Asymmetries," Applied Economics, Taylor and Francis Journals, vol. 31(7), pages 775-78, July. [Downloadable!] (restricted)
3. Luisa CORRADO, 1999. "Domino Effects in a Multilateral Peg Model of Currency Crisis with State-Contingent Reserve Dynamics," Rivista Italiana degli Economisti, SIE - Societa' Italiana degli Economisti (I), vol. 2(3), pages 239-254, August. [Downloadable!] (restricted)

1997

1. Holly, Sean & Jones, Natasha, 1997. "House prices since the 1940s: Cointegration, demography and asymmetries," Economic Modelling, Elsevier, vol. 14(4), pages 549-565, October. [Downloadable!] (restricted)

1995

1. Holly, Sean & Stannett, Mike, 1995. "Are There Asymmetries in UK Consumption? A Time Series Analysis," Applied Economics, Taylor and Francis Journals, vol. 27(8), pages 767-72, August.
2. Holly, Sean, 1995. "Exchange Rate Uncertainty and Export Performance: Supply and Demand Effects," Scottish Journal of Political Economy, Scottish Economic Society, vol. 42(4), pages 381-91, November.

1994

1. Holly, Sean, 1994. "Editorial," Economic Modelling, Elsevier, vol. 11(1), pages 3-3, January. [Downloadable!] (restricted)
2. Holly, Sean & Milne, Alistair, 1994. "Editors' introduction," Economic Modelling, Elsevier, vol. 11(2), pages 123-123, April. [Downloadable!] (restricted)

1992

1. Michael Funke & Sean Holly, 1992. "The determinants of West German exports of manufactures: An integrated demand and supply approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(3), pages 498-512, September. [Downloadable!] (restricted)

1991

1. Dinenis, Elias & Holly, Sean, 1991. "Trade prices and supply in the UK economy," Economic Modelling, Elsevier, vol. 8(4), pages 537-545, October. [Downloadable!] (restricted)
2. Holly, Sean & Wade, Keith, 1991. "UK Exports of Manufactures: The Role of Supply Side Factors," Scottish Journal of Political Economy, Scottish Economic Society, vol. 38(1), pages 1-18, February.

1990

1. Currie, David & Holly, Sean, 1990. "Effort, productivity and market valuation: The case of UK manufacturing," European Economic Review, Elsevier, vol. 34(2-3), pages 375-384, May. [Downloadable!] (restricted)

1989

1. Holly, Sean & Smith, Peter, 1989. "Interrelated factor demands for manufacturing: A dynamic translog cost function approach," European Economic Review, Elsevier, vol. 33(1), pages 111-126, January. [Downloadable!] (restricted)
2. Dinenis, Elias & Holly, Sean & Levine, Paul & Smith, Peter, 1989. "The London Business School econometric model : Some recent developments," Economic Modelling, Elsevier, vol. 6(3), pages 243-351, July. [Downloadable!] (restricted)

1988

1. Holly, Sean & Longbottom, Andrew, 1988. "Company acquisitions, investment and Tobin's Q: Evidence for the United Kingdom," Journal of Economics and Business, Elsevier, vol. 40(2), pages 103-115, May. [Downloadable!] (restricted)

1987

1. Holly, Sean, 1987. "Non-cooperative dynamic games with rational observers," Journal of Economic Dynamics and Control, Elsevier, vol. 11(2), pages 159-161, June. [Downloadable!] (restricted)
2. Holly, Sean & Smith, Peter, 1987. "A Two-Sector Analysis of the UK Labour Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(1), pages 79-102, February.

1986

1. Holly, Sean, 1986. "Games, expectations, and optimal policy for open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 45-49, June. [Downloadable!] (restricted)
2. Fisher, P. G. & Holly, S. & Hughes Hallett, A. J., 1986. "Efficient solution techniques for dynamic non-linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 139-145, June. [Downloadable!] (restricted)
3. Corker, R. J. & Holly, S. & Ellis, R. G., 1986. "Uncertainty and forecast precision," International Journal of Forecasting, Elsevier, vol. 2(1), pages 53-53. [Downloadable!] (restricted)

1984

1. Budd, Alan & Dicks, Geoffrey & Holly, Sean & Keating, Giles & Robinson, Bill, 1984. "The London Business School econometric model of the UK," Economic Modelling, Elsevier, vol. 1(4), pages 355-420, October. [Downloadable!] (restricted)

1983

1. Holly, S. & Zarrop, M. B., 1983. "On optimality and time consistency when expectations are rational," European Economic Review, Elsevier, vol. 20(1-3), pages 23-40, January. [Downloadable!] (restricted)

1982

1. Holly, Sean & Longbottom, J Andrew, 1982. "The Empirical Relationship between the Money Stock and the Price Level in the UK: A Test of Causality," Bulletin of Economic Research, Blackwell Publishing, vol. 34(1), pages 17-42, May.

This page was last updated on 2009-12-2.