Sean Holly
Names
Identifer
Contact
Affiliations
-
University of Cambridge
/ Cambridge Finance
/ Centre for International Macroeconomics and Finance (CIMF)
Research profile
author of:
- The Empirical Relationship between the Money Stock and the Price Level in the UK: A Test of Causality (RePEc:bla:buecrs:v:34:y:1982:i:1:p:17-42)
by Holly, Sean & Longbottom, J Andrew - Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms (RePEc:bla:econom:v:76:y:2009:i:301:p:108-131)
by A. Bhattacharjee & C. Higson & S. Holly & P. Kattuman - Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc (RePEc:bla:ecopol:v:22:y:2010:i:2:p:151-179)
by Arnab Bhattacharjee & Sean Holly - Aggregate fluctuations and the cross-sectional dynamics of firm growth (RePEc:bla:jorssa:v:176:y:2013:i:2:p:459-479)
by Sean Holly & Ivan Petrella & Emiliano Santoro - The Asymmetric Effects of Monetary Policy: Some Results from a Macroeconometric Model (RePEc:bla:manchs:v:68:y:2000:i:4:p:419-441)
by Richard Arden & Steve Cook & Sean Holly & Paul Turner - Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making (RePEc:bla:manchs:v:83:y:2015:i:2:p:153-182)
by Arnab Bhattacharjee & Sean Holly - A Two-Sector Analysis of the UK Labour Market (RePEc:bla:obuest:v:49:y:1987:i:1:p:79-102)
by Holly, Sean & Smith, Peter - UK Exports of Manufactures: The Role of Supply Side Factors (RePEc:bla:scotjp:v:38:y:1991:i:1:p:1-18)
by Holly, Sean & Wade, Keith - Exchange Rate Uncertainty and Export Performance: Supply and Demand Effects (RePEc:bla:scotjp:v:42:y:1995:i:4:p:381-91)
by Holly, Sean - Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK (RePEc:bla:scotjp:v:48:y:2001:i:1:p:69-81)
by Sean Holly & Paul Turner - Macroeconomic Instability and Corporate Failure: The Role of the Legal System (RePEc:bpj:rlecon:v:5:y:2009:i:1:n:1)
by Bhattacharjee Arnab & Higson Christopher & Holly Sean & Kattuman Paul - Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence (RePEc:bpj:sndecm:v:5:y:2002:i:4:n:2)
by Corrado Luisa & Holly Sean & Turner Paul - Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects (RePEc:bzn:wpaper:bemps76)
by Arnab Bhattacharjee & Jan Ditzen & Sean Holly - Piecewise Linear Feedback Rules in a Non Linear Model of the Phillips Curve: Evidence from the US and the UK (RePEc:cam:camdae:0019)
by Corrado, L. & Holly, S. - The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies (RePEc:cam:camdae:0114)
by Higson, C. & Holly, S. & Kattuman, P. & S. Platis - Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms (RePEc:cam:camdae:0206)
by A. Bhattacharjee & Higson, C. & Holly, S. & Kattuman, P. - Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions (RePEc:cam:camdae:0420)
by Bhattacharjee, A. & Higson, C. & Holly, S. & Kattuman, P. - Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC (RePEc:cam:camdae:0530)
by Bhattacharjee, A. & Holly, S. - Macroeconomic Models and the Yield Curve: An assessment of the Fit (RePEc:cam:camdae:0640)
by Chadha, J.S. & Holly, S. - A Spatio-Temporal Model of House Prices in the US (RePEc:cam:camdae:0654)
by Holly, S. & Pesaran, M.H. & Yamagata. T. - Long Run Macroeconomic Relations in the Global Economy (RePEc:cam:camdae:0661)
by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V. - Long Run Macroeconomic Relations in the Global Economy (RePEc:cam:camdae:0703)
by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V. - Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations (RePEc:cam:camdae:0827)
by Holly, S. & Petrella, I. - Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle (RePEc:cam:camdae:0846)
by Holly, S. & Santoro, E. - Reconnecting Money to Inflation: The Role of the External Finance Premium (RePEc:cam:camdae:0852)
by Chadha, J.S. & Corrado, L. & Holly, S. - The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices (RePEc:cam:camdae:0853)
by Döpke, J. & Funke, M. & Holly, S. & Weber, S. - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:cam:camdae:0952)
by Holly, S. & Pesaran, M.H. & Yamagata, T. - Factor Demand Linkages, Technology Shocks and the Business Cycle (RePEc:cam:camdae:1001)
by Holly, S. & Petrella, I. - Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC (RePEc:cam:camdae:1002)
by Bhattacharjee, A. & Holly, S. - Understanding Interactions in Social Networks and Committees (RePEc:cam:camdae:1003)
by Bhattacharjee, A. & Holly, S. - Structural Interactions in Spatial Panels (RePEc:cam:camdae:1004)
by Bhattacharjee, A. & Holly, S. - Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing (RePEc:cam:camdae:1247)
by Corrado, L. & Holly, S. & Raissi, M. - A Note on Money and the Conduct of Monetary Policy (RePEc:cam:camdae:1329)
by Jagjit S. Chadha & Luisa Corrado & Sean Holly - A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence (RePEc:cam:camdae:1362)
by Natalia Bailey & Sean Holly & N. Hashem Pesaran - Operating Leverage over the Business Cycle (RePEc:cam:camdae:1535)
by Arnab Bhattacharjee & Chris Higson & Sean Holly - Aggregate and Firm level volatility: the role of acquisitions and disposals (RePEc:cam:camdae:1748)
by Devonald, L. & Higson, C. & Holly, S. - Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects (RePEc:cam:camdae:2075)
by Bhattacharjee, A. & Ditzen, J. & Holly, S. - The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing (RePEc:cam:camdae:9715)
by Arden, R. & Holly, S. & Turner, P. - Asymmetries in Private Sector Investment: An Empirical Investigation (RePEc:cam:camdae:9716)
by Arden, R. & Holly, S. & Turner, P - Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK (RePEc:cam:camdae:9717)
by Arden, R. & Holly, S. & Turner, P. - Production Smoothing, Inventory Investment and Asymmetric Adjustment (RePEc:cam:camdae:9719)
by Arden, R. & Holly, S. & Turner, P. - A Spatio-Temporal Model of House Prices in the US (RePEc:ces:ceswps:_1826)
by Sean Holly & M. Hashem Pesaran & Takashi Yamagata - Long Run Macroeconomic Relations in the Global Economy (RePEc:ces:ceswps:_1904)
by Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:ces:ceswps:_2913)
by Sean Holly & M. Hashem Pesaran & Takashi Yamagata - A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence (RePEc:ces:ceswps:_4592)
by Natalia Bailey & Sean Holly & M. Hashem Pesaran - Optimal Control, Expectations and Uncertainty (RePEc:cup:cbooks:9780521126335)
by Holly,Sean & Hughes Hallet,Andrew - Optimal Control, Expectations and Uncertainty (RePEc:cup:cbooks:9780521264440)
by Holly,Sean & Hughes Hallet,Andrew - Econometric Modelling (RePEc:cup:cbooks:9780521650694)
by None - Interest Rates, Prices and Liquidity (RePEc:cup:cbooks:9781107014732)
by None - Interest Rates, Prices and Liquidity (RePEc:cup:cbooks:9781107480032)
by None - A Note On Money And The Conduct Of Monetary Policy (RePEc:cup:macdyn:v:18:y:2014:i:08:p:1854-1883_00)
by Chadha, Jagjit S. & Corrado, Luisa & Holly, Sean - The Financial Integration of the European Union: Common and Idiosyncratic Drivers (RePEc:diw:diwfin:diwfin1.1d)
by Chris Higson & Sean Holly & Ivan Petrella - The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis (RePEc:diw:diwfin:diwfin1.4)
by Sean Holly & Mehdi Raissi - The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices (RePEc:diw:diwwpp:dp896)
by Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber - Long run macroeconomic relations in the global economy (RePEc:ecb:ecbwps:2007750)
by Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean - The Business Cycle, Macroeconomic Shocks and the Cross Section: Evidence from UK Quoted Companies (RePEc:ecj:ac2002:102)
by Higson, C. & S. Holly & P. Kattuman & S. Platis - Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms (RePEc:ecj:ac2002:27)
by Bhattacharje,e A. & C.Higson & S.Holly & P.Kattuman - Understanding Interactions in Social Networks and Committees (RePEc:edn:sirdps:82)
by Bhattacharjee, Arnab & Holly, Sean - Structural Interactions in Spatial Panels (RePEc:edn:sirdps:94)
by Bhattacharjee, Arnab & Holly, Sean - Efficient solution techniques for dynamic non-linear rational expectations models (RePEc:eee:dyncon:v:10:y:1986:i:1-2:p:139-145)
by Fisher, P. G. & Holly, S. & Hughes Hallett, A. J. - Games, expectations, and optimal policy for open economies (RePEc:eee:dyncon:v:10:y:1986:i:1-2:p:45-49)
by Holly, Sean - Non-cooperative dynamic games with rational observers (RePEc:eee:dyncon:v:11:y:1987:i:2:p:159-161)
by Holly, Sean - The cross-sectional dynamics of the US business cycle: 1950-1999 (RePEc:eee:dyncon:v:26:y:2002:i:9-10:p:1539-1555)
by Higson, C. & Holly, S. & Kattuman, P. - Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output (RePEc:eee:dyncon:v:28:y:2003:i:3:p:467-492)
by Corrado, Luisa & Holly, Sean - Macroeconomic models and the yield curve: An assessment of the fit (RePEc:eee:dyncon:v:34:y:2010:i:8:p:1343-1358)
by Chadha, Jagjit S. & Holly, Sean - Editorial (RePEc:eee:ecmode:v:11:y:1994:i:1:p:3-3)
by Holly, Sean - Editors' introduction (RePEc:eee:ecmode:v:11:y:1994:i:2:p:123-123)
by Holly, Sean & Milne, Alistair - House prices since the 1940s: Cointegration, demography and asymmetries (RePEc:eee:ecmode:v:14:y:1997:i:4:p:549-565)
by Holly, Sean & Jones, Natasha - The London Business School econometric model of the UK (RePEc:eee:ecmode:v:1:y:1984:i:4:p:355-420)
by Budd, Alan & Dicks, Geoffrey & Holly, Sean & Keating, Giles & Robinson, Bill - The London Business School econometric model : Some recent developments (RePEc:eee:ecmode:v:6:y:1989:i:3:p:243-351)
by Dinenis, Elias & Holly, Sean & Levine, Paul & Smith, Peter - Trade prices and supply in the UK economy (RePEc:eee:ecmode:v:8:y:1991:i:4:p:537-545)
by Dinenis, Elias & Holly, Sean - Multiplicative habit formation and consumption: A note (RePEc:eee:ecolet:v:113:y:2011:i:2:p:116-119)
by Corrado, Luisa & Holly, Sean - The power of tests for non-linearity: the case of Granger-Lee asymmetry (RePEc:eee:ecolet:v:62:y:1999:i:2:p:155-159)
by Cook, Steven & Holly, Sean & Turner, Paul - A currency crisis model with a misaligned central parity: a stochastic analysis (RePEc:eee:ecolet:v:67:y:2000:i:1:p:61-68)
by Corrado, Luisa & Holly, Sean - A spatio-temporal model of house prices in the USA (RePEc:eee:econom:v:158:y:2010:i:1:p:160-173)
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi - On optimality and time consistency when expectations are rational (RePEc:eee:eecrev:v:20:y:1983:i:1-3:p:23-40)
by Holly, S. & Zarrop, M. B. - Interrelated factor demands for manufacturing: A dynamic translog cost function approach (RePEc:eee:eecrev:v:33:y:1989:i:1:p:111-126)
by Holly, Sean & Smith, Peter - Effort, productivity and market valuation: The case of UK manufacturing (RePEc:eee:eecrev:v:34:y:1990:i:2-3:p:375-384)
by Currie, David & Holly, Sean - Uncertainty and forecast precision (RePEc:eee:intfor:v:2:y:1986:i:1:p:53-53)
by Corker, R. J. & Holly, S. & Ellis, R. G. - Company acquisitions, investment and Tobin's Q: Evidence for the United Kingdom (RePEc:eee:jebusi:v:40:y:1988:i:2:p:103-115)
by Holly, Sean & Longbottom, Andrew - The spatial and temporal diffusion of house prices in the UK (RePEc:eee:juecon:v:69:y:2011:i:1:p:2-23)
by Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi - Inventory investment and asymmetric adjustment: Some evidence for the UK (RePEc:eee:proeco:v:72:y:2001:i:3:p:251-260)
by Holly, Sean & Turner, Paul - Money, Inflation And Employment (RePEc:elg:eebook:230)
by None - Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects (RePEc:eme:aecozz:s0731-90532021000043b003)
by Arnab Bhattacharjee & Jan Ditzen & Sean Holly - Factor demand linkages, technology shocks and the business cycle (RePEc:ete:ceswps:ces10.26)
by Sean HOLLY & Ivan PETRELLA - Aggregate fluctuations and the cross-sectional dynamics of firm growth (RePEc:ete:ceswps:ces11.06)
by Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO - The Cross-Sectional Dynamics of German Business Cycles: A Bird´s Eye View (RePEc:ham:qmwops:20508)
by Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly - The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices (RePEc:ham:qmwops:20809)
by Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly - Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle (RePEc:hwe:seecdp:1402)
by Arnab Bhattacharjee & Chris Higson & Sean Holly - A Spatio-Temporal Model of House Prices in the US (RePEc:iza:izadps:dp2338)
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:iza:izadps:dp4694)
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi - The Power of Tests for Non-Linearity: The Escribano–Pfann Model (RePEc:kap:compec:v:15:y:2000:i:3:p:223-226)
by Steven Cook & Sean Holly & Paul Turner - Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression (RePEc:kap:compec:v:21:y:2003:i:3:p:195-202)
by Sean Holly & Paul Turner & Melvyn Weeks - The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation (RePEc:kap:compec:v:28:y:2006:i:2:p:139-153)
by Luisa Corrado & Sean Holly - Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC (RePEc:mmf:mmfc04:63)
by Arnab Bhattacharjee & Sean Holly - Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle (RePEc:mmf:mmfc06:96)
by Sean Holly & Emiliano Santoro - Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects (RePEc:nsr:niesrd:526)
by Arnab Bhattacharjee & Sean Holly & Jan Ditzen - Optimal Control for Econometric Models (RePEc:pal:palbok:978-1-349-16092-1)
by None - Does Monetarism fit the UK Facts? (RePEc:pal:palchp:978-1-349-06284-3_6)
by Alan Budd & Sean Holly & Andrew Longbottom & David Smith - Optimal Stabilisation Policies in West Germany and the Netherlands (RePEc:pal:palchp:978-1-349-06340-6_15)
by P. Arestis & S. Holly & E. Karakitsos - Short-term Models and Long-term Problems (RePEc:pal:palchp:978-1-349-06358-1_12)
by Alan Budd & Sean Holly - A Control Theory Framework for Policy Analysis (RePEc:pal:palchp:978-1-349-16092-1_1)
by J. H. Westcott & M. B. Zarrop & S. Holly & B. Rüstem & R. Becker - Control of the LBS Econometric Model via a Control Model (RePEc:pal:palchp:978-1-349-16092-1_10)
by M. B. Zarrop & S. Holly & B. Rüstem & J. H. Westcott & M. O’Connell - Iterative Respecification of the Quadratic Objective Function (RePEc:pal:palchp:978-1-349-16092-1_6)
by B. Rüstem & J. H. Westcott & M. B. Zarrop & S. Holly & R. Becker - Control Exercises with a Small Linear Model of the UK Economy (RePEc:pal:palchp:978-1-349-16092-1_8)
by S. Holly & B. Rüstem & J. H. Westcott & M. B. Zarrop & R. Becker - Factor Demand Linkages, Technology Shocks and the Business Cycle (RePEc:pra:mprapa:18120)
by Holly, Sean & Petrella, Ivan - Relative Price Dispersion and the Rate of Inflation: The Evidence from Japan (RePEc:ris:integr:0047)
by Holly, Sean - A Note on Money and the Conduct of Monetary Policy (RePEc:rtv:ceisrp:279)
by Jagjit S. Chadha & Luisa Corrado & Sean Holly - Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output (RePEc:rtv:ceisrp:37)
by Luisa Corrado & Sean Holly - Uncertainty and Macroeconomic Modelling (RePEc:sae:niesru:v:164:y:1998:i:1:p:63-64)
by Sean Holly & Martin Weale - Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages (RePEc:sae:urbstu:v:37:y:2000:i:11:p:2045-2051)
by Steven Cook & Sean Holly - Habit Formation and Interest Rate Smoothing (RePEc:san:cdmacp:0404)
by Luisa Corrado & Sean Holly - Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations (RePEc:san:cdmacp:0809)
by Sean Holly & Ivan Petrella - The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK (RePEc:sce:scecf2:383)
by Jagjit Chadha & Chris Higson & Sean Holly & Paul Kattuman - Volatility and Policy Regimes: the UK joining the Euro (RePEc:sce:scecf3:300)
by Sean Holly & Luisa Corrado - Habit formation and Interest-Rate Smoothing (RePEc:sce:scecf4:215)
by Sean Holly & Luisa Corrado - Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC (RePEc:sce:scecf5:119)
by Sean Holly & Arnab Bhattacharjee - Linear Feedback Rules in Non-Linear Models with Rational Expectations (RePEc:sce:scecf9:623)
by Sean Holly & Paul Turner & Luisa Corrado - Macroeconomic Models and the Yield Curve (RePEc:sce:scecfa:105)
by Jagjit Chadha & Sean Holly - Structural interactions in spatial panels (RePEc:spr:empeco:v:40:y:2011:i:1:p:69-94)
by Arnab Bhattacharjee & Sean Holly - The determinants of West German exports of manufactures: An integrated demand and supply approach (RePEc:spr:weltar:v:128:y:1992:i:3:p:498-512)
by Michael Funke & Sean Holly - Threshold specification for asymmetric error correction models (RePEc:taf:apeclt:v:9:y:2002:i:11:p:711-713)
by Steven Cook & Sean Holly - A statistical analysis of regime switching under asymmetric error correction (RePEc:taf:apeclt:v:9:y:2002:i:4:p:275-278)
by Steven Cook & Sean Holly - DHSY revisited: the role of asymmetries (RePEc:taf:applec:v:31:y:1999:i:7:p:775-778)
by Steven Cook & Sean Holly & Paul Turner - Contemporary developments in the theory and practice of spatial econometrics (RePEc:taf:specan:v:13:y:2018:i:2:p:139-147)
by Arnab Bhattacharjee & Sean Holly & Jesús Mur - Understanding Interactions in Social Networks and Committees (RePEc:taf:specan:v:8:y:2013:i:1:p:23-53)
by Arnab Bhattacharjee & Sean Holly - Factor Demand Linkages, Technology Shocks, and the Business Cycle (RePEc:tpr:restat:v:94:y:2012:i:4:p:948-963)
by Sean Holly & Ivan Petrella - Reconnecting Money to Inflation: The Role of the External Finance Premium (RePEc:ukc:ukcedp:0816)
by Jagjit S. Chadha & Luisa Corrado & Sean Holly - New Instruments of Monetary Policy (RePEc:ukc:ukcedp:1109)
by Jagjit S. Chadha & Sean Holly - A Note on Money and the Conduct of Monetary Policy (RePEc:ukc:ukcedp:1306)
by Jagjit S. Chadha & Luisa Corrado & Sean Holly - A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence (RePEc:wly:japmet:v:31:y:2016:i:1:p:249-280)
by Natalia Bailey & Sean Holly & M. Hashem Pesaran - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:yor:yorken:09/32)
by S Holly & M Hashem Pesaran & T Yamagata - The cross-sectional dynamics of German business cycles: a bird's eye view (RePEc:zbw:bubdp1:4217)
by Döpke, Jörg & Funke, Michael & Holly, Sean & Weber, Sebastian - Long Run Macroeconomic Relations in the Global Economy (RePEc:zbw:ifwedp:5521)
by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa - Long Run Macroeconomic Relations in the Global Economy (RePEc:zbw:ifweej:5582)
by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa