Sean Holly

University of Cambridge - Department of Applied Economics

Sidgwick Avenue

Cambridge, CB3 9DE

United Kingdom

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 16,026

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2,944

CITATIONS
Rank 3,203

SSRN RANKINGS

Top 3,203

in Total Papers Citations

161

Scholarly Papers (20)

1.

Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms

LBS Working Paper No. 02-034
Number of pages: 35 Posted: 23 May 2002
University of St. Andrews - School of Management, London Business School, University of Cambridge - Department of Applied Economics and University of Cambridge - Judge Business School
Downloads 508 (53,581)
Citation 15

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Bankruptcy, Acquisitions, Macro-economic Instability, Competing Risks, Cox Proportional Hazards Model

2.
Downloads 407 ( 70,420)
Citation 15

Long Run Macroeconomic Relations in the Global Economy

CESifo Working Paper Series No. 1904, ECB Working Paper No. 750
Number of pages: 70 Posted: 08 Feb 2007
European Central Bank (ECB), University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of York
Downloads 233 (129,107)
Citation 31

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Global VAR, Fisher relationship, Uncovered Interest Rate Parity, Purchasing Power Parity, persistence profile

Long Run Macroeconomic Relations in the Global Economy

Economics Discussion Paper No. 2007-7
Number of pages: 77 Posted: 06 Dec 2010
European Central Bank (ECB), University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of York
Downloads 135 (210,867)
Citation 7

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Global VAR, interdependencies, Fisher relationship, Uncovered Interest Rate Parity, Purchasing Power Parity, persistence profile

Long Run Macroeconomic Relations in the Global Economy

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-3
Number of pages: 58 Posted: 18 Oct 2010
University of Southern California - Department of Economics, University of Cambridge - Department of Applied Economics, European Central Bank (ECB) and University of York
Downloads 39 (431,989)

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Global VAR, Fisher relationship, Uncovered Interest Rate Parity, Purchasing Power Parity, persistence profile

The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies

LBS Accounting Subject Area Working Paper No. ACCT027
Number of pages: 21 Posted: 23 Feb 2003
London Business School, University of Cambridge - Department of Applied Economics, University of Cambridge - Judge Business School and London Business School
Downloads 385 (74,437)
Citation 1

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business cycles, cross sectional moments, firm growth

The Business Cycle, Macroeconomic Shocks and the Cross-Section: The Growth of UK Quoted Companies

Economica, Vol. 71, No. 282, pp. 299-318, May 2004
Number of pages: 20 Posted: 19 May 2004
London Business School, University of Cambridge - Department of Applied Economics, University of Cambridge - Judge Business School and London Business School
Downloads 18 (545,586)
Citation 17
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The Cross Sectional Dynamics of the Us Business Cycle: 1950-1999

London Business School Accounting Subject Area No. 02-026
Number of pages: 39 Posted: 23 May 2002
Chris Higson, Sean Holly and Paul Kattuman
London Business School, University of Cambridge - Department of Applied Economics and University of Cambridge - Judge Business School
Downloads 306 (96,899)
Citation 20

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cross sections, business cycles, size-growth relationship

The Cross Sectional Dynamics of the Us Business Cycle: 1950-1999

Journal of Economic Dynamics & Control, Vol. 26, pp. 1539-1555, 2002
Posted: 17 Jul 2002
Chris Higson, Sean Holly and Paul Kattuman
London Business School, University of Cambridge - Department of Applied Economics and University of Cambridge - Judge Business School

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Cross sections, business cycles, size-growth relationship

5.

A Spatio-Temporal Model of House Prices in the Us

IZA Discussion Paper No. 2338, CESifo Working Paper Series No. 1826, IEPR Working Paper No. 07.16
Number of pages: 31 Posted: 15 Oct 2006
University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of Cambridge - Faculty of Economics and Politics
Downloads 226 (133,515)
Citation 108

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house price, cross sectional dependence, spatial dependence

6.

Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms

CDMA Working Paper No. 07/13
Number of pages: 42 Posted: 18 Sep 2007
University of St. Andrews - School of Management, London Business School, University of Cambridge - Department of Applied Economics and University of Cambridge - Judge Business School
Downloads 163 (180,036)
Citation 9

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Bankruptcy, Acquisitions, Macroeconomic Instability, Competing Risks, Cox Proportional Hazards Model

Factor Demand Linkages, Technology Shocks and the Business Cycle

Center for Economic Studies, KU Leuven - Discussion Paper No. 10.26
Number of pages: 43 Posted: 11 Oct 2010
Sean Holly and Ivan Petrella
University of Cambridge - Department of Applied Economics and University of Warwick
Downloads 71 (326,331)

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Technology Shocks, Multisectors, Business Cycle, Long-run Restrictions, Cross Sectional Dependence.

Factor Demand Linkages, Technology Shocks and the Business Cycle

Number of pages: 43 Posted: 04 Nov 2010
Sean Holly and Ivan Petrella
University of Cambridge - Department of Applied Economics and University of Warwick
Downloads 70 (328,948)
Citation 13

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Technology Shocks, Multisectors, Business Cycle, Long-run Restrictions, Cross Sectional Dependence

8.

Taking Personalities Out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England's MPC

CDMA Working Paper No. 0612
Number of pages: 37 Posted: 14 Dec 2006
Arnab Bhattacharjee and Sean Holly
University of St. Andrews - School of Management and University of Cambridge - Department of Applied Economics
Downloads 117 (234,568)
Citation 12

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Monetary policy, Interest rates, Committee decision making, Expectation-Maximisation Algorithm, Spatial Weights Matrix, Spatial Error Model

Spatial and Temporal Diffusion of House Prices in the UK

CESifo Working Paper Series No. 2913
Number of pages: 45 Posted: 01 Feb 2010
University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies
Downloads 86 (290,923)
Citation 13

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house prices, cross sectional dependence, spatial dependence

Spatial and Temporal Diffusion of House Prices in the UK

IZA Discussion Paper No. 4694
Number of pages: 42 Posted: 01 Feb 2010
University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of Cambridge - Faculty of Economics and Politics
Downloads 30 (473,484)
Citation 20

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house prices, cross sectional dependence, spatial dependence

Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth

Number of pages: 34 Posted: 19 Apr 2011
University of Cambridge - Department of Applied Economics, University of Warwick and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 89 (284,563)

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Business Cycle, Corporate Growth, Asymmetric Exponential Power Distribution

Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth

Number of pages: 34 Posted: 13 May 2011
University of Cambridge - Department of Applied Economics, University of Warwick and Catholic University of the Sacred Heart of Milan - Department of Economics
Downloads 26 (495,489)
Citation 2

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Business Cycle, Corporate Growth, Asymmetric Exponential Power Distribution

11.

Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output

CEIS Tor Vergata - Research Paper Series No. 37
Number of pages: 31 Posted: 23 Oct 2003
Luisa Corrado and Sean Holly
University of Rome Tor Vergata Department of Economics and Finance and University of Cambridge - Department of Applied Economics
Downloads 111 (243,579)
Citation 2

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Optimal Control, Feedback Rules, Nonlinear Models

A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence

CAFE Research Paper No. 14.01
Number of pages: 35 Posted: 07 Jan 2014
Monash University, University of Cambridge - Department of Applied Economics and University of Southern California - Department of Economics
Downloads 51 (386,461)

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Spatial and factor dependence, spatiotemporal models, house price changes

A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence

CESifo Working Paper Series No. 4592
Number of pages: 35 Posted: 11 Feb 2014
Monash University, University of Cambridge - Department of Applied Economics and University of Southern California - Department of Economics
Downloads 46 (404,387)
Citation 24

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spatial and factor dependence, spatiotemporal models, house price changes

13.

A Note on Money and the Conduct of Monetary Policy

CEIS Working Paper No. 279
Number of pages: 35 Posted: 13 May 2013
University of St. Andrews - School of Management, University of Rome Tor Vergata Department of Economics and Finance and University of Cambridge - Department of Applied Economics
Downloads 70 (325,210)
Citation 3

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money, DSGE, policy rules, external fi…nance premium

14.

Inflation Targeting, Committee Decision Making and Uncertainty: The Case of the Bank of England's Mpc

Centre for Dynamic Macroeconomic Analysis Working Paper No. 0503
Number of pages: 32 Posted: 09 May 2005
Sean Holly and Arnab Bhattacharjee
University of Cambridge - Department of Applied Economics and University of St. Andrews - School of Management
Downloads 65 (338,302)

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Monetary policy, interest rates, monetary policy committee, committee decision making

15.

Piecewise Linear Feedback Rules in a Non Linear Model of the Phillips Curve: Evidence from the Us and the UK.

U of Cambridge Dept. of Applied Econ. Working Paper No. 0019
Number of pages: 22 Posted: 14 Feb 2002
Sean Holly
University of Cambridge - Department of Applied Economics
Downloads 63 (343,774)

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optimal control, feedback rules, non-linear models

16.

The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices

DIW Berlin Discussion Paper No. 896
Number of pages: 27 Posted: 01 Sep 2009
University of Applied Sciences Merseburg, University of Hamburg - Department of Economics, University of Cambridge - Department of Applied Economics and German Institute for Economic Research (DIW Berlin) - Macro Analysis and Forecasting
Downloads 24 (492,428)

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New-Keynesian macroeconomics, DSGE, cross-sectional distribution, firm growth

17.

The Cross-Sectional Dynamics of German Business Cycles: A Bird's Eye View

Bundesbank Series 1 Discussion Paper No. 2005,23
Number of pages: 48 Posted: 08 Jun 2016
Deutsche Bundesbank, University of Hamburg - Department of Economics, University of Cambridge - Department of Applied Economics and International Monetary Fund (IMF)
Downloads 8 (586,760)

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business cycles, cross-sectional moments, firm growth

18.

Rational Partisan Theory, Uncertainty, and Spatial Voting: Evidence for the Bank of England's MPC

Economics & Politics, Vol. 22, Issue 2, pp. 151-179, July 2010
Number of pages: 29 Posted: 16 Jun 2010
Arnab Bhattacharjee and Sean Holly
University of St. Andrews - School of Management and University of Cambridge - Department of Applied Economics
Downloads 3 (620,926)
Citation 9
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19.

Influence, Interactions and Heterogeneity: Taking Personalities Out of Monetary Policy Decision‐Making

The Manchester School, Vol. 83, Issue 2, pp. 153-182, 2015
Number of pages: 30 Posted: 22 Jan 2015
Arnab Bhattacharjee and Sean Holly
University of St. Andrews - School of Management and University of Cambridge - Department of Applied Economics
Downloads 1 (643,529)
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20.

The Asymmetric Effects of Monetary Policy: Some Results from a Macroeconometric Model

The Manchester School, Vol. 68, Issue 4, June 2000
Posted: 22 Jan 2001
Independent, University of Wales Swansea - Department of Economics, University of Cambridge - Department of Applied Economics and affiliation not provided to SSRN

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