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Research Interests


Macroeconomic policy. Applied spatial econometrics

Recent Publications


Published Papers

Bhattacharjee, A., Holly, S. and Mur, J. Contemporary developments in the theory and practice of spatial econometrics, (2018) Spatial Economic Analysis
Bailey, N., Holly, S. and Pesaran, M.H. A two-stage approach to spatio-temporal analysis with strong and weak cross-sectional dependence, (2016) Journal of Applied Econometrics
Bhattacharjee, A. and Holly, S. Influence, interactions and heterogeneity: taking personalities out of monetary policy decision-making, (2015) Manchester School
Chadha, J.S., Corrado, L. and Holly, S. A note on money and the conduct of monetary policy, (2014) Macroeconomic Dynamics
Holly, S., Petrella, I. and Santoro, E. Aggregate fluctuations and the cross-sectional dynamics of firm growth, (2013) Journal of the Royal Statistical Society: Series A

Cambridge Working Papers in Economics

Bhattacharjee, A., Ditzen, J. and Holly, S. Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects, (2020) CWPE2075
Devonald, L., Higson, C., Holly, S. Aggregate and Firm level volatility: the role of acquisitions and disposals., (2017) CWPE1748
Bhattacharjee, A., Higson, C. and Holly, S. Operating Leverage over the Business Cycle, (2015) CWPE1535
Bailey, N., Holly, S. and Pesaran, H. A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence , (2013) CWPE1362
Chadha, J. S., Corrado, L. and Holly, S. A Note on Money and the Conduct of Monetary Policy, (2013) CWPE1329

Chapter in Book

Bhattacharjee, A., Ditzen, J. and Holly, S. Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects, (2022), in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology. - Emerald Publishing Limited
Holly, S. Ball, Sir (Robert) James [Jim] (1933–2018), economist, (2022), in Oxford Dictionary of National Biography. - Oxford University Press
Bhattacharjee, A. and Holly, S. 7 - MPC decision-making, the Long Expansion and the crisis: integration with the global economy, heterogeneity and network dynamics, (2016), in The UK Economy in the Long Expansion and its Aftermath. Edited by Jagjit Chadha, Alec Crystal, Joe Pearlman, Peter Smith, Stephen Wright - Cambridge University Press

Recent Activities


52nd Money Macro and Finance Annual Conference
The Money Macro and Finance Society will hold their 52nd Annual Conference of the Money, Macro and Finance Society on 1st - 3rd September 2021 and will be held online.
Event Date - Wednesday 1st September 2021 - Friday 3rd September 2021

Call for Papers - Deadline 15th May 2020
Paper proposals are invited for the 51st Annual Conference of the Money Macro and Finance Society, from academic, government and business economists in any area of monetary, macro and financial economics. The conference will be held at Clare College, Cambridge, on 1st-3rd September 2020. The deadline for this call is 15th May 2020.
Published on - Tuesday 25th February 2020

National Institute for Economic and Social Research
Dr. Ha-Joon Chang and Dr. Sean Holly have both been appointed a Governors of the National Institute for Economic and Social Research for a five year term. The NIESR is Britain's longest established independent research institute, founded in 1938.
Published on - Friday 9th November 2018


Research Grants


Cross Section Dependence In Panel Data Models (Economic and Social Research Council (ESRC))
Citigroup Phd Studentships In Inflation Studies (CITI Group)
Eumicro: The Microeconomics Of Growth Across Regions In Europe (European Commission (FP6))
Finess: Financial Systems, Efficiency And Stimulation Of Sustainable Growth (European Commission (FP7))
Marie Curie Intra-European Fellowship For Dr Luisa Corrado: Regional Convergence Clusters Across Europe: Methodological Issues And Empirical Evidence (Eurecon) (European Commission (FP6))
Dynamic Panel Analysis Of Interactions And Nonlinearities (Economic and Social Research Council (ESRC))
Profitability, Acquisition And Failure Of Uk Quoted Companies Over The Business Cycle (KPMG)
Fw5 Network: European Forecasting Network (European Commission (FW5))

Keynes Fund Sponsored Projects


Holly, S., Aggregate and Firm Level Volatility (JHOI)


Professor Sean Holly













Professor of Economics,
Faculty of Economics
Life Fellow, Fitzwilliam College
Honorary Professor, Edinburgh Business School
Governor and Fellow, NIESR

Research Group:
Macroeconomics


Contact Details
Email: sh247@cam.ac.uk
Room: 77
College: Professorial Fellow, Fitzwilliam College