Publications
by members of
Cambridge Finance
University of Cambridge
Cambridge, United Kingdom
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |
Working papers
2023
- Liu, Kaiola, 2023. "Inter-city Academic Consortium: Structural Analysis," MPRA Paper 118221, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance Practices: Anomaly Pattern Recognition," MPRA Paper 118393, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance: ADSM," MPRA Paper 118399, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance: Advanced Data Science Methodologies," MPRA Paper 118400, University Library of Munich, Germany.
- Floudas, Demetrius, 2023. "Explaining the Limited Impact of Sanctions on Russia," MPRA Paper 121346, University Library of Munich, Germany, revised Jan 2024.
2021
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2021.
"Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects,"
BEMPS - Bozen Economics & Management Paper Series
BEMPS76, Faculty of Economics and Management at the Free University of Bozen.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2022. "Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 37-60, Emerald Group Publishing Limited.
- Arnab Bhattacharjee & Sean Holly & Jan Ditzen, 2021. "Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects," National Institute of Economic and Social Research (NIESR) Discussion Papers 526, National Institute of Economic and Social Research.
2020
- Bhattacharjee, A. & Ditzen, J. & Holly, S., 2020. "Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects," Cambridge Working Papers in Economics 2075, Faculty of Economics, University of Cambridge.
2019
- Kee-Hong Bae & Utpal Bhattacharya & Jisok Kang & S. Ghon Rhee, 2019.
"Nominal Stock Price Anchors: A Global Phenomenon?,"
HKUST IEMS Working Paper Series
2019-64, HKUST Institute for Emerging Market Studies, revised May 2019.
- Bae, Kee-Hong & Bhattacharya, Utpal & Kang, Jisok & Rhee, S. Ghon, 2019. "Nominal stock price anchors: A global phenomenon?," Journal of Financial Markets, Elsevier, vol. 44(C), pages 31-41.
2017
- Devonald, L. & Higson, C. & Holly, S., 2017. "Aggregate and Firm level volatility: the role of acquisitions and disposals," Cambridge Working Papers in Economics 1748, Faculty of Economics, University of Cambridge.
2015
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015. "Operating Leverage over the Business Cycle," Cambridge Working Papers in Economics 1535, Faculty of Economics, University of Cambridge.
2014
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2014. "Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle," SEEC Discussion Papers 1402, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Rasheed Saleuddin, 2014.
"Can Inflation Expectations Be Measured Using Commodity Futures Prices?,"
Working Papers
20, Department of Economic and Social History at the University of Cambridge.
- Saleuddin, Rasheed & Coffman, D’Maris, 2018. "Can inflation expectations be measured using commodity futures prices?," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 37-48.
2013
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013.
"A Note on Money and the Conduct of Monetary Policy,"
Cambridge Working Papers in Economics
1329, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Corrado, Luisa & Holly, Sean, 2014. "A Note On Money And The Conduct Of Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1854-1883, December.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Studies in Economics 1306, School of Economics, University of Kent.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," CEIS Research Paper 279, Tor Vergata University, CEIS, revised 13 May 2013.
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013.
"A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence,"
Cambridge Working Papers in Economics
1362, Faculty of Economics, University of Cambridge.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo.
2012
- Corrado, L. & Holly, S. & Raissi, M., 2012. "Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing," Cambridge Working Papers in Economics 1247, Faculty of Economics, University of Cambridge.
2011
- Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011.
"Aggregate fluctuations and the cross-sectional dynamics of firm growth,"
Working Papers of Department of Economics, Leuven
ces11.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Sean Holly & Ivan Petrella & Emiliano Santoro, 2013. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 459-479, February.
- Jagjit S. Chadha & Sean Holly, 2011. "New Instruments of Monetary Policy," Studies in Economics 1109, School of Economics, University of Kent.
2010
- Holly, S. & Petrella, I., 2010.
"Factor Demand Linkages, Technology Shocks and the Business Cycle,"
Cambridge Working Papers in Economics
1001, Faculty of Economics, University of Cambridge.
- Sean Holly & Ivan Petrella, 2012. "Factor Demand Linkages, Technology Shocks, and the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven ces10.26, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Bhattacharjee, A. & Holly, S., 2010.
"Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC,"
Cambridge Working Papers in Economics
1002, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2010. "Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc," Economics and Politics, Wiley Blackwell, vol. 22(2), pages 151-179, July.
- Bhattacharjee, A. & Holly, S., 2010.
"Understanding Interactions in Social Networks and Committees,"
Cambridge Working Papers in Economics
1003, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Bhattacharjee, A. & Holly, S., 2010.
"Structural Interactions in Spatial Panels,"
Cambridge Working Papers in Economics
1004, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
2009
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009.
"Spatial and Temporal Diffusion of House Prices in the UK,"
Cambridge Working Papers in Economics
0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- 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.
- 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.
2008
- 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.
- 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.
- 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.
- 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.
- 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.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Studies in Economics 0816, School of Economics, University of Kent.
- 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.
- 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.
- 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.
2007
- 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.
- Pesaran, Mohammad 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
- 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.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series 1904, CESifo.
- Pesaran, Mohammad 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 (IfW Kiel).
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank.
2006
- 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.
- Chadha, Jagjit S. & Holly, Sean, 2010. "Macroeconomic models and the yield curve: An assessment of the fit," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
- 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.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "A spatio-temporal model of house prices in the USA," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- Jagjit Chadha & Sean Holly, 2006. "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006 105, Society for Computational Economics.
- 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.
2005
- 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.
- 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.
- 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.
- 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.
- 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.
2004
- 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.
- Luisa Corrado & Sean Holly, 2004.
"Habit Formation and Interest Rate Smoothing,"
CDMA Conference Paper Series
0404, Centre for Dynamic Macroeconomic Analysis.
- Sean Holly & Luisa Corrado, 2004. "Habit formation and Interest-Rate Smoothing," Computing in Economics and Finance 2004 215, Society for Computational Economics.
2003
- 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.
- 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.
- 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.
2002
- 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.
- 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.
- 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.
- 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.
2001
- 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.
2000
- 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.
1999
- 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.
1997
- 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.
- 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.
- 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.
- Sean Holly & Paul Turner, 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.
- 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.
Journal articles
2023
- Z. Pan & J. G. Lu & P. Jiang & J. L. Han & H.-L. Chen & Z. W. Han & K. Liu & L. Qian & R. X. Xu & B. Zhang & J. T. Luo & Z. Yan & Z. L. Yang & D. J. Zhou & P. F. Wang & C. Wang & M. H. Li & M. Zhu, 2023. "A binary pulsar in a 53-minute orbit," Nature, Nature, vol. 620(7976), pages 961-964, August.
2021
- Jansson, Walter, 2021. "Revisiting Subprime Pricing Irrationality During the Global Financial Crisis," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(2), pages 1-40, April.
2020
- David Chambers & Rasheed Saleuddin, 2020. "Commodity option pricing efficiency before Black, Scholes, and Merton," Economic History Review, Economic History Society, vol. 73(2), pages 540-564, May.
2019
- Chambers, David & Saleuddin, Rasheed & Mcmahon, Craig, 2019. "Alternative finance: a historical perspective," Financial History Review, Cambridge University Press, vol. 26(2), pages 109-126, August.
- Bae, Kee-Hong & Bhattacharya, Utpal & Kang, Jisok & Rhee, S. Ghon, 2019.
"Nominal stock price anchors: A global phenomenon?,"
Journal of Financial Markets, Elsevier, vol. 44(C), pages 31-41.
- Kee-Hong Bae & Utpal Bhattacharya & Jisok Kang & S. Ghon Rhee, 2019. "Nominal Stock Price Anchors: A Global Phenomenon?," HKUST IEMS Working Paper Series 2019-64, HKUST Institute for Emerging Market Studies, revised May 2019.
2018
- Arnab Bhattacharjee & Sean Holly & Jesús Mur, 2018. "Contemporary developments in the theory and practice of spatial econometrics," Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(2), pages 139-147, April.
- Saleuddin, Rasheed & Coffman, D’Maris, 2018.
"Can inflation expectations be measured using commodity futures prices?,"
Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 37-48.
- Rasheed Saleuddin, 2014. "Can Inflation Expectations Be Measured Using Commodity Futures Prices?," Working Papers 20, Department of Economic and Social History at the University of Cambridge.
2016
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016.
"A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013. "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo.
- Rasheed Saleuddin, 2016. "Johan A. Lybeck , The future of financial regulation: who should pay for the failure of American and European banks? ( Cambridge : Cambridge University Press , 2016 . Pp. xxxvi + 560. 40 figs. 25 tabs," Economic History Review, Economic History Society, vol. 69(4), pages 1412-1413, November.
2015
- Arnab Bhattacharjee & Sean Holly, 2015. "Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making," Manchester School, University of Manchester, vol. 83(2), pages 153-182, March.
2014
- Chadha, Jagjit S. & Corrado, Luisa & Holly, Sean, 2014.
"A Note On Money And The Conduct Of Monetary Policy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1854-1883, December.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Cambridge Working Papers in Economics 1329, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Studies in Economics 1306, School of Economics, University of Kent.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," CEIS Research Paper 279, Tor Vergata University, CEIS, revised 13 May 2013.
- Rasheed Saleuddin, 2014. "Reputation risk management in financial firms: protecting (some) small investors," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 22(4), pages 286-299, November.
2013
- Sean Holly & Ivan Petrella & Emiliano Santoro, 2013.
"Aggregate fluctuations and the cross-sectional dynamics of firm growth,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 459-479, February.
- Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Working Papers of Department of Economics, Leuven ces11.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Arnab Bhattacharjee & Sean Holly, 2013.
"Understanding Interactions in Social Networks and Committees,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
2012
- Sean Holly & Ivan Petrella, 2012.
"Factor Demand Linkages, Technology Shocks, and the Business Cycle,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
- Holly, S. & Petrella, I., 2010. "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics 1001, Faculty of Economics, University of Cambridge.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven ces10.26, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
2011
- Corrado, Luisa & Holly, Sean, 2011. "Multiplicative habit formation and consumption: A note," Economics Letters, Elsevier, vol. 113(2), pages 116-119.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011.
"The spatial and temporal diffusion of house prices in the UK,"
Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009. "Spatial and Temporal Diffusion of House Prices in the UK," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- Arnab Bhattacharjee & Sean Holly, 2011.
"Structural interactions in spatial panels,"
Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
2010
- Arnab Bhattacharjee & Sean Holly, 2010.
"Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc,"
Economics and Politics, Wiley Blackwell, vol. 22(2), pages 151-179, July.
- Bhattacharjee, A. & Holly, S., 2010. "Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC," Cambridge Working Papers in Economics 1002, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Holly, Sean, 2010.
"Macroeconomic models and the yield curve: An assessment of the fit,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
- 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.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"A spatio-temporal model of house prices in the USA,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- 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.
2009
- 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, February.
- Bhattacharjee Arnab & Higson Christopher & Holly Sean & Kattuman Paul, 2009. "Macroeconomic Instability and Corporate Failure: The Role of the Legal System," Review of Law & Economics, De Gruyter, vol. 5(1), pages 1-32, January.
2007
- Pesaran, Mohammad 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
- 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.
- 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.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series 1904, CESifo.
- Pesaran, Mohammad 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 (IfW Kiel).
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank.
2006
- Luisa Corrado & Sean Holly, 2006. "The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation," Computational Economics, Springer;Society for Computational Economics, vol. 28(2), pages 139-153, September.
2003
- 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.
- 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.
- Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 195-202, June.
2002
- Corrado Luisa & Holly Sean & Turner Paul, 2002. "Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-21, January.
- 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.
- Steven Cook & Sean Holly, 2002. "Threshold specification for asymmetric error correction models," Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 711-713.
- Steven Cook & Sean Holly, 2002. "A statistical analysis of regime switching under asymmetric error correction," Applied Economics Letters, Taylor & Francis Journals, vol. 9(4), pages 275-278.
2001
- Sean Holly & Paul Turner, 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.
- 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.
- 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.
2000
- Richard Arden & Steve Cook & Sean Holly & Paul Turner, 2000. "The Asymmetric Effects of Monetary Policy: Some Results from a Macroeconometric Model," Manchester School, University of Manchester, vol. 68(4), pages 419-441, June.
- 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.
- Steven Cook & Sean Holly & Paul Turner, 2000. "The Power of Tests for Non-Linearity: The Escribano–Pfann Model," Computational Economics, Springer;Society for Computational Economics, vol. 15(3), pages 223-226, June.
- Steven Cook & Sean Holly, 2000. "Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages," Urban Studies, Urban Studies Journal Limited, vol. 37(11), pages 2045-2051, October.
1999
- 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.
- Steven Cook & Sean Holly & Paul Turner, 1999. "DHSY revisited: the role of asymmetries," Applied Economics, Taylor & Francis Journals, vol. 31(7), pages 775-778.
1998
- Sean Holly & Martin Weale, 1998. "Uncertainty and Macroeconomic Modelling," National Institute Economic Review, National Institute of Economic and Social Research, vol. 164(1), pages 63-64, April.
1997
- Holly, Sean & Jones, Natasha, 1997. "House prices since the 1940s: Cointegration, demography and asymmetries," Economic Modelling, Elsevier, vol. 14(4), pages 549-565, October.
- Holly, Sean, 1997. "Relative Price Dispersion and the Rate of Inflation: The Evidence from Japan," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 12, pages 206-226.
- Paul Howe, 1997. "Insiders and Outsiders in a Community of Europeans: A Reply to Kostakopoulou," Journal of Common Market Studies, Wiley Blackwell, vol. 35(2), pages 309-314, June.
1995
- 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 381-391, November.
1994
- Holly, Sean, 1994. "Editorial," Economic Modelling, Elsevier, vol. 11(1), pages 3-3, January.
- Holly, Sean & Milne, Alistair, 1994. "Editors' introduction," Economic Modelling, Elsevier, vol. 11(2), pages 123-123, April.
1992
- 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;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 498-512, September.
1991
- 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.
- Dinenis, Elias & Holly, Sean, 1991. "Trade prices and supply in the UK economy," Economic Modelling, Elsevier, vol. 8(4), pages 537-545, October.
1990
- 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.
1989
- 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.
- 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.
1988
- 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.
1987
- 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.
- Holly, Sean, 1987. "Non-cooperative dynamic games with rational observers," Journal of Economic Dynamics and Control, Elsevier, vol. 11(2), pages 159-161, June.
1986
- 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.
- 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.
- Corker, R. J. & Holly, S. & Ellis, R. G., 1986. "Uncertainty and forecast precision," International Journal of Forecasting, Elsevier, vol. 2(1), pages 53-53.
1984
- 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.
1983
- 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.
1982
- 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, Wiley Blackwell, vol. 34(1), pages 17-42, May.
Books
2019
- Apolline Blandin & Ann Sofie Cloots & Hatim Hussain & Michel Rauchs & Rasheed Saleuddin & Jason Grant Allen & Katherine Cloud & Bryan Zheng Zhang, 2019. "Global Cryptoasset Regulatory Landscape Study," Cambridge Centre for Alternative Finance Reports -201904-gcrls, Cambridge Centre for Alternative Finance, Cambridge Judge Business School, University of Cambridge.
2018
- Rasheed Saleuddin, 2018. "The Government of Markets," Palgrave Studies in the History of Finance, Palgrave Macmillan, number 978-3-319-93184-5.
2015
- Chadha,Jagjit S. & Holly,Sean (ed.), 2015. "Interest Rates, Prices and Liquidity," Cambridge Books, Cambridge University Press, number 9781107480032, October.
- Rasheed Saleuddin, 2015. "Regulating Securitized Products," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-49795-6, December.
2011
- Chadha,Jagjit S. & Holly,Sean (ed.), 2011. "Interest Rates, Prices and Liquidity," Cambridge Books, Cambridge University Press, number 9781107014732, October.
2010
- Holly,Sean & Hughes Hallet,Andrew, 2010.
"Optimal Control, Expectations and Uncertainty,"
Cambridge Books,
Cambridge University Press, number 9780521126335, October.
- Holly,Sean & Hughes Hallet,Andrew, 1989. "Optimal Control, Expectations and Uncertainty," Cambridge Books, Cambridge University Press, number 9780521264440, October.
2000
- Holly,Sean & Weale,Martin (ed.), 2000. "Econometric Modelling," Cambridge Books, Cambridge University Press, number 9780521650694, October.
1994
- Sean Holly (ed.), 1994. "Money, Inflation And Employment," Books, Edward Elgar Publishing, number 230.
1979
- Sean Holly & Berç Rüstem & Martin B. Zarrop (ed.), 1979. "Optimal Control for Econometric Models," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-16092-1, December.
Chapters
2022
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2022.
"Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 37-60,
Emerald Group Publishing Limited.
- Arnab Bhattacharjee & Sean Holly & Jan Ditzen, 2021. "Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects," National Institute of Economic and Social Research (NIESR) Discussion Papers 526, National Institute of Economic and Social Research.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2021. "Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects," BEMPS - Bozen Economics & Management Paper Series BEMPS76, Faculty of Economics and Management at the Free University of Bozen.
2021
- David Chambers & Rasheed Saleuddin & Craig McMahon, 2021. "Innovations in Alternative Finance in Historical Perspective," Springer Books, in: Raghavendra Rau & Robert Wardrop & Luigi Zingales (ed.), The Palgrave Handbook of Technological Finance, pages 33-58, Springer.
2018
- Rasheed Saleuddin, 2018. "Introduction: The Interwar Coming of Age of Modern Futures Markets, Institutions and Governance," Palgrave Studies in the History of Finance, in: The Government of Markets, chapter 0, pages 1-49, Palgrave Macmillan.
- Rasheed Saleuddin, 2018. "The Wild Midwest," Palgrave Studies in the History of Finance, in: The Government of Markets, chapter 0, pages 51-86, Palgrave Macmillan.
- Rasheed Saleuddin, 2018. "The Grain Futures Act of 1922 and the Dominance of the CBOT," Palgrave Studies in the History of Finance, in: The Government of Markets, chapter 0, pages 87-148, Palgrave Macmillan.
- Rasheed Saleuddin, 2018. "The Co-construction of Modern Futures Markets, 1923–1926," Palgrave Studies in the History of Finance, in: The Government of Markets, chapter 0, pages 149-219, Palgrave Macmillan.
- Rasheed Saleuddin, 2018. "Legitimising the Grain Gambler and the Commodity Exchange Act of 1936," Palgrave Studies in the History of Finance, in: The Government of Markets, chapter 0, pages 221-278, Palgrave Macmillan.
- Rasheed Saleuddin, 2018. "The Legacy, Causes and Relevance of Interwar Futures Market Regulation," Palgrave Studies in the History of Finance, in: The Government of Markets, chapter 0, pages 279-299, Palgrave Macmillan.
2015
- Rasheed Saleuddin, 2015. "Introduction: Securitization as Villain and Savior," Palgrave Macmillan Books, in: Regulating Securitized Products, chapter 1, pages 1-19, Palgrave Macmillan.
- Rasheed Saleuddin, 2015. "Securitization Markets and Mechanisms," Palgrave Macmillan Books, in: Regulating Securitized Products, chapter 2, pages 20-60, Palgrave Macmillan.
- Rasheed Saleuddin, 2015. "Securitization, the Global Financial Crisis, and the New Regulatory World," Palgrave Macmillan Books, in: Regulating Securitized Products, chapter 3, pages 61-102, Palgrave Macmillan.
- Rasheed Saleuddin, 2015. "What Is Regulation, and What It Can and Can’t Do — In Theory and Practice," Palgrave Macmillan Books, in: Regulating Securitized Products, chapter 4, pages 103-127, Palgrave Macmillan.
- Rasheed Saleuddin, 2015. "Issues Involved in Regulating Securitization in the Public Interest," Palgrave Macmillan Books, in: Regulating Securitized Products, chapter 5, pages 128-149, Palgrave Macmillan.
- Rasheed Saleuddin, 2015. "Toward a Better Regulatory System and Risk Transfer to Real Money Investors," Palgrave Macmillan Books, in: Regulating Securitized Products, chapter 6, pages 150-174, Palgrave Macmillan.
1984
- Alan Budd & Sean Holly & Andrew Longbottom & David Smith, 1984. "Does Monetarism fit the UK Facts?," Palgrave Macmillan Books, in: Brian Griffiths & Geoffrey E. Wood (ed.), Monetarism in the United Kingdom, pages 75-119, Palgrave Macmillan.
- Alan Budd & Sean Holly, 1984. "Short-term Models and Long-term Problems," Palgrave Macmillan Books, in: A. Ingham & A. M. Ulph (ed.), Demand, Equilibrium and Trade, chapter 12, pages 213-235, Palgrave Macmillan.
1983
- P. Arestis & S. Holly & E. Karakitsos, 1983. "Optimal Stabilisation Policies in West Germany and the Netherlands," Palgrave Macmillan Books, in: Stephen F. Frowen (ed.), Controlling Industrial Economies, chapter 0, pages 309-338, Palgrave Macmillan.
1979
- J. H. Westcott & M. B. Zarrop & S. Holly & B. Rüstem & R. Becker, 1979. "A Control Theory Framework for Policy Analysis," Palgrave Macmillan Books, in: Sean Holly & Berç Rüstem & Martin B. Zarrop (ed.), Optimal Control for Econometric Models, chapter 1, pages 3-28, Palgrave Macmillan.
- M. B. Zarrop & S. Holly & B. Rüstem & J. H. Westcott & M. O’Connell, 1979. "Control of the LBS Econometric Model via a Control Model," Palgrave Macmillan Books, in: Sean Holly & Berç Rüstem & Martin B. Zarrop (ed.), Optimal Control for Econometric Models, chapter 10, pages 231-264, Palgrave Macmillan.
- B. Rüstem & J. H. Westcott & M. B. Zarrop & S. Holly & R. Becker, 1979. "Iterative Respecification of the Quadratic Objective Function," Palgrave Macmillan Books, in: Sean Holly & Berç Rüstem & Martin B. Zarrop (ed.), Optimal Control for Econometric Models, chapter 6, pages 106-133, Palgrave Macmillan.
- S. Holly & B. Rüstem & J. H. Westcott & M. B. Zarrop & R. Becker, 1979. "Control Exercises with a Small Linear Model of the UK Economy," Palgrave Macmillan Books, in: Sean Holly & Berç Rüstem & Martin B. Zarrop (ed.), Optimal Control for Econometric Models, chapter 8, pages 167-203, Palgrave Macmillan.