IDEAS home Printed from https://ideas.repec.org/f/pho254.html
   My authors  Follow this author

Tom D. Holden

Personal Details

First Name:Tom
Middle Name:D.
Last Name:Holden
Suffix:
RePEc Short-ID:pho254
http://www.tholden.org/
School of Economics Faculty of Arts and Social Sciences Ground Floor AD Building University of Surrey Guildford, Surrey, GU2 7XH United Kingdom
+44 7815 067305
Twitter: @t_holden
Terminal Degree:2013 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

Centre for International Macroeconomic Studies (CIMS)
School of Economics
University of Surrey

Guildford, United Kingdom
http://www.surrey.ac.uk/economics/research/groups/centreinternationalmacro/

: (01483) 259380
(01483) 259548
(01483) 259380
RePEc:edi:cisuruk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2017. "Credit crunches from occasionally binding bank borrowing constraints," EconStor Preprints 168441, ZBW - German National Library of Economics.
  2. Tom Holden & Paul Levine & Jonathan Swarbrick, 2017. "Reconciling Jaimovich-Rebello Preferences, Habit in Consumption and Labor Supply," School of Economics Discussion Papers 1017, School of Economics, University of Surrey.
  3. Dumitru, Ana-Maria & Holden, Tom, 2017. "A Hawkes model of the transmission of European sovereign default risk," EconStor Conference Papers 168431, ZBW - German National Library of Economics.
  4. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - German National Library of Economics.
  5. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - German National Library of Economics.
  6. Holden, Thomas, 2016. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130142, ZBW - German National Library of Economics.
  7. Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.
  8. Tom Holden & Michael Paetz, 2012. "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers 21207b, Hamburg University, Department of Economics.
  9. Tom Holden, 2012. "Learning from learners," School of Economics Discussion Papers 1512, School of Economics, University of Surrey.
  10. Holden, Tom, 2011. "Products, patents and productivity persistence: A DSGE model of endogenous growth," Dynare Working Papers 4, CEPREMAP.
  11. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Tom Holden & Michael Paetz, 2012. "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers 21207b, Hamburg University, Department of Economics.

    Mentioned in:

    1. Efficient Simulation of DSGE Models with Inequality Constraints
      by Christian Zimmermann in NEP-DGE blog on 2012-08-26 08:03:22
  2. Tom Holden, 2010. "Products, patents and productivity persistence: A DSGE model of endogenous growth," Economics Series Working Papers 512, University of Oxford, Department of Economics.

    Mentioned in:

    1. Products, patents and productivity persistence: A DSGE model of endogenous growth
      by Christian Zimmermann in NEP-DGE blog on 2010-12-25 21:52:42

Working papers

  1. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - German National Library of Economics.

    Cited by:

    1. Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2017. "Credit crunches from occasionally binding bank borrowing constraints," EconStor Preprints 168441, ZBW - German National Library of Economics.
    2. Darracq-Pariès, Matthieu & Kühl, Michael, 2017. "The optimal conduct of central bank asset purchases," Discussion Papers 22/2017, Deutsche Bundesbank.
    3. William John Tayler & Roy Zilberman, 2017. "Taxation, Credit Spreads and Liquidity Traps," Working Papers 173174116, Lancaster University Management School, Economics Department.

  2. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - German National Library of Economics.

    Cited by:

    1. Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2017. "Credit crunches from occasionally binding bank borrowing constraints," EconStor Preprints 168441, ZBW - German National Library of Economics.
    2. Darracq-Pariès, Matthieu & Kühl, Michael, 2017. "The optimal conduct of central bank asset purchases," Discussion Papers 22/2017, Deutsche Bundesbank.
    3. William John Tayler & Roy Zilberman, 2017. "Taxation, Credit Spreads and Liquidity Traps," Working Papers 173174116, Lancaster University Management School, Economics Department.

  3. Holden, Thomas, 2016. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130142, ZBW - German National Library of Economics.

    Cited by:

    1. Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel & Tenhofen, Jörn, 2017. "Interest-rate pegs, central bank asset purchases and the reversal puzzle," Discussion Papers 21/2017, Deutsche Bundesbank.

  4. Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.

    Cited by:

    1. Sandro Lera & Didier Sornette, 2015. "Secular bipolar growth rate of the real US GDP per capita: implications for understanding past and future economic growth," Papers 1607.04136, arXiv.org.

  5. Tom Holden & Michael Paetz, 2012. "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers 21207b, Hamburg University, Department of Economics.

    Cited by:

    1. Gregor Bäurle & Daniel Kaufmann, 2014. "Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes," Working Papers 2014-10, Swiss National Bank.
    2. Afanasyeva, Elena & Karasulu, Meral, 2013. "Interactions of Monetary and Macroprudential Policies in a Model of the Korean Economy," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79884, Verein für Socialpolitik / German Economic Association.
    3. Davis, J. Scott & Presno, Ignacio, 2017. "Capital controls and monetary policy autonomy in a small open economy," Journal of Monetary Economics, Elsevier, vol. 85(C), pages 114-130.
    4. Giri, Federico, 2014. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," FinMaP-Working Papers 27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    5. Kaufmann, Daniel & Bäurle, Gregor, 2013. "Exchange Rate and Price Dynamics at the Zero Lower Bound," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79872, Verein für Socialpolitik / German Economic Association.
    6. Richard McManus, 2013. "Austerity versus Stimulus: A DSGE Political Economy Explanation," Discussion Papers 13/09, Department of Economics, University of York.
    7. William Gavin & Benjamin Keen, 2013. "U.S. Monetary Policy: A View from Macro Theory," Open Economies Review, Springer, vol. 24(1), pages 33-49, February.
    8. Haberis, Alex & Harrison, Richard & Waldron, Matt, 2014. "Transitory interest-rate pegs under imperfect credibility," LSE Research Online Documents on Economics 86335, London School of Economics and Political Science, LSE Library.
    9. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - German National Library of Economics.
    10. Haberis, Alex & Harrison, Richard & Waldron, Matthew, 2017. "Uncertain forward guidance," Bank of England working papers 654, Bank of England.
    11. Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016. "Deflation probability and the scope for monetary loosening in the United Kingdom," Bank of England working papers 627, Bank of England.
    12. Michael Funke & Michael Paetz & Qianying Chen,, 2012. "Market and Non-Market Monetary Policy Tools in a Calibrated DSGE Model for Mainland China," Quantitative Macroeconomics Working Papers 21207, Hamburg University, Department of Economics.
    13. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - German National Library of Economics.
    14. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, C.E.P.R. Discussion Papers.
    15. Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Papers No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    16. Hasui, Kohei, 2013. "The non-negative constraint on the nominal interest rate and the effects of monetary policy," MPRA Paper 49394, University Library of Munich, Germany.
    17. Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
    18. Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," 2014 Meeting Papers 801, Society for Economic Dynamics.
    19. Funke, Michael & Paetz, Michael, 2012. "Financial system reforms and China's monetary policy framework : A DSGE-based assessment of initiatives and proposals," BOFIT Discussion Papers 30/2012, Bank of Finland, Institute for Economies in Transition.
    20. Martin Slanicay & Jan Čapek & Miroslav Hloušek, 2016. "Some Notes On Problematic Issues In Dsge Models," Economic Annals, Faculty of Economics, University of Belgrade, vol. 61(210), pages 79-100, July - Se.
    21. Jan Bruha, 2015. "Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?," Working Papers 2015/13, Czech National Bank, Research Department.
    22. Holden, Tom D., 2017. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144570, ZBW - German National Library of Economics.
    23. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2016. "Deepening Contractions and Collateral Constraints," CEPR Discussion Papers 11166, C.E.P.R. Discussion Papers.
    24. Menzie D. Chinn & Yi Zhang, 2015. "Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound," NBER Working Papers 21159, National Bureau of Economic Research, Inc.
    25. Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014. "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes 2014/03, Czech National Bank, Research Department.

  6. Holden, Tom, 2011. "Products, patents and productivity persistence: A DSGE model of endogenous growth," Dynare Working Papers 4, CEPREMAP.

    Cited by:

    1. Gregor Bäurle & Daniel Kaufmann, 2014. "Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes," Working Papers 2014-10, Swiss National Bank.
    2. Kaufmann, Daniel & Bäurle, Gregor, 2013. "Exchange Rate and Price Dynamics at the Zero Lower Bound," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79872, Verein für Socialpolitik / German Economic Association.
    3. Funke, Michael & Paetz, Michael, 2012. "A DSGE-based assessment of nonlinear loan-to-Value policies : Evidence from Hong Kong," BOFIT Discussion Papers 11/2012, Bank of Finland, Institute for Economies in Transition.
    4. Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
    5. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - German National Library of Economics.
    6. Michael Funke & Michael Paetz & Qianying Chen,, 2012. "Market and Non-Market Monetary Policy Tools in a Calibrated DSGE Model for Mainland China," Quantitative Macroeconomics Working Papers 21207, Hamburg University, Department of Economics.
    7. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - German National Library of Economics.
    8. Robert M´barek & Ivelin Iliev Rizov, 2013. "European Coexistence Bureau. Best Practice Documents for coexistence of genetically modified crops with conventional and organic farming. 3. Coexistence of genetically modified maize and honey product," JRC Working Papers JRC84850, Joint Research Centre (Seville site).
    9. J. Stephen Ferris, 2012. "The Relationship Between Government Size and Economic Performance with Particular Application to New Zealand," Carleton Economic Papers 12-06, Carleton University, Department of Economics, revised 25 Apr 2013.
    10. Bernardo Maggi & Daniel Muro, 2014. "A dynamical countries-interaction model based on technology for the study of European growth and stability," DSS Empirical Economics and Econometrics Working Papers Series 2014/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    11. Charpe, Matthieu & Kühn, Stefan, 2012. "Bargaining, Aggregate Demand and Employment," MPRA Paper 40189, University Library of Munich, Germany.
    12. Funke, Michael & Paetz, Michael, 2012. "Financial system reforms and China's monetary policy framework : A DSGE-based assessment of initiatives and proposals," BOFIT Discussion Papers 30/2012, Bank of Finland, Institute for Economies in Transition.
    13. Aguirre B., Carlos & Aliaga L., Javier & Herrera J. , Alejandro, 2015. "Cerrando el Círculo: La Educación Superior, el Desarrollo de la Ciencia y Tecnología y el Sistema de Innovación en Bolivia," Documentos de trabajo 9/2015, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
    14. Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.
    15. Holden, Tom D., 2017. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144570, ZBW - German National Library of Economics.
    16. Maggi, Bernardo, 2017. "A technology-based countries-interaction dynamic model for the study of European growth and stability: Were there the conditions for convergence?," Technological Forecasting and Social Change, Elsevier, vol. 125(C), pages 275-288.
    17. Khan, Hashmat & Kim, Bae-Geun, 2013. "Markups and oil prices in Canada," Economic Modelling, Elsevier, vol. 30(C), pages 799-813.

  7. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.

    Cited by:

    1. Tom Holden, 2012. "Learning from learners," School of Economics Discussion Papers 1512, School of Economics, University of Surrey.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (13) 2008-10-07 2010-11-27 2011-05-24 2012-11-03 2012-11-03 2016-02-29 2016-04-09 2016-04-16 2016-08-07 2016-08-07 2017-09-24 2017-12-18 2018-01-08. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (12) 2010-11-27 2011-05-24 2012-08-23 2012-11-03 2012-11-03 2016-02-29 2016-04-09 2016-04-16 2016-08-07 2016-08-07 2017-09-24 2018-01-08. Author is listed
  3. NEP-CMP: Computational Economics (4) 2012-08-23 2012-11-03 2016-04-16 2016-08-07
  4. NEP-BAN: Banking (2) 2017-09-24 2018-01-08
  5. NEP-CSE: Economics of Strategic Management (2) 2016-08-07 2016-08-07
  6. NEP-INO: Innovation (2) 2010-11-27 2011-05-24
  7. NEP-IPR: Intellectual Property Rights (2) 2010-11-27 2011-05-24
  8. NEP-ORE: Operations Research (2) 2016-04-16 2016-08-07
  9. NEP-EEC: European Economics (1) 2017-09-24
  10. NEP-ETS: Econometric Time Series (1) 2017-09-24
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2017-12-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Tom D. Holden should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.