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Information about:
Sean Holly

Personal Details | Affiliation | Works
This is information that was supplied by Sean Holly in registering through RePEc. If you are Sean Holly , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Sean
Middle Name:
Last Name: Holly
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RePEc Short-ID: pho194

Email:
Homepage: http://www.econ.cam.ac.uk/faculty/holly/index.html
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Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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 (formerly DAE), University of Cambridge. [Downloadable!]
    Other versions:
    Published as:

  2. 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!]

  3. 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!]

  4. 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 (formerly DAE), University of Cambridge. [Downloadable!]

  5. 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 (formerly DAE), University of Cambridge. [Downloadable!]
    Other versions:

  6. 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!]

  7. Jagjit Chadha & Sean Holly, 2006. "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006 105, Society for Computational Economics. [Downloadable!]

  8. 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!]
    Other versions:

  9. 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!]
    Other versions:

  10. 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 (formerly DAE), University of Cambridge. [Downloadable!]

  11. Luisa Corrado & Sean Holly, 2004. " Habit Formation and Interest Rate Smoothing," CDMA Conference Paper Series 0404, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
    Other versions:

  12. Luisa Corrado & Sean Holly, 2003. "Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output," Research Paper Series 37, Tor Vergata University, CEIS. [Downloadable!]
    Published as:

  13. 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.

  14. 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.

  15. 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 (formerly DAE), University of Cambridge. [Downloadable!]
    Other versions:

  16. 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!]

  17. 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 (formerly DAE), University of Cambridge. [Downloadable!]
    Published as:

  18. 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 (formerly DAE), University of Cambridge. [Downloadable!]

  19. 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!]

  20. Arden, R. & Holly, S. & Turner, P., 1997. "Production Smoothing, Inventory Investment and Asymmetric Adjustment," Cambridge Working Papers in Economics 9719, Faculty of Economics (formerly DAE), University of Cambridge.

  21. Arden, R. & Holly, S. & Turner, P, 1997. "Asymmetries in Private Sector Investment: An Empirical Investigation," Cambridge Working Papers in Economics 9716, Faculty of Economics (formerly DAE), University of Cambridge.

  22. 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 (formerly DAE), University of Cambridge.
    Published as:

  23. 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 (formerly DAE), University of Cambridge.

Articles

  1. Dees, Stephane & Holly, Sean & Pesaran, M. Hashem & 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). [Downloadable!]
    Other versions:

  2. 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)

  3. 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)
    Other versions:

  4. 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)

  5. 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)
    Other versions:

  6. Luisa Corrado & Sean Holly & Paul Turner, 2002. "Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(4), pages 1082-1082. [Downloadable!] (restricted)

  7. 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)

  8. 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)

  9. 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)

  10. 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)

  11. 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)
    Other versions:

  12. 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!]

  13. 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)

  14. 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)

  15. 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)

  16. 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)

  17. 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.

  18. 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.

  19. Holly, Sean, 1994. "Editorial," Economic Modelling, Elsevier, vol. 11(1), pages 3-3, January. [Downloadable!] (restricted)

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

  21. 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. 127(3), pages 498-512, September. [Downloadable!] (restricted)

  22. 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.

  23. 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)

  24. 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)

  25. 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)

  26. 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)

  27. 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)

  28. 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)

  29. 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.

  30. 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)

  31. 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)

  32. 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)

  33. 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)

  34. 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)

  35. 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.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2007-04-09 2007-09-09
  2. NEP-CBA: Central Banking (7) 2005-02-20 2005-06-05 2006-07-15 2007-01-13 2007-03-10 2007-05-19 2007-06-02 Author is listed
  3. NEP-CFN: Corporate Finance (1) 2004-04-04
  4. NEP-DGE: Dynamic General Equilibrium (3) 1999-07-12 2001-11-27 2002-07-08
  5. NEP-EEC: European Economics (1) 2005-10-22
  6. NEP-ENT: Entrepreneurship (3) 2001-11-27 2002-04-03 2004-04-04
  7. NEP-FMK: Financial Markets (3) 2006-06-03 2006-07-15 2006-10-07
  8. NEP-GEO: Economic Geography (3) 2006-10-07 2006-10-28 2006-11-18
  9. NEP-IFN: International Finance (3) 2007-03-10 2007-05-19 2007-06-02
  10. NEP-LAW: Law & Economics (1) 2004-04-04
  11. NEP-MAC: Macroeconomics (15) 2004-09-30 2005-02-20 2005-06-05 2005-10-22 2006-06-03 2006-07-15 2006-08-05 2006-10-07 2006-10-28 2007-01-13 2007-03-10 2007-04-09 2007-05-19 2007-06-02 2007-09-09 Author is listed
  12. NEP-MON: Monetary Economics (6) 1999-07-12 2004-09-30 2005-01-10 2005-02-20 2005-06-05 2007-01-13 Author is listed
  13. NEP-NET: Network Economics (1) 2001-11-27
  14. NEP-URE: Urban & Real Estate Economics (3) 2006-10-07 2006-10-28 2006-11-18
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This page was last updated on 2008-5-10.

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