Tom D. Holden

Occasionally binding constraints

• Existence and uniqueness of solutions to dynamic models with occasionally binding constraints. In submission.
• Credit crunches from occasionally binding bank borrowing constraints. (With Paul Levine and Jonathan Swarbrick.) In submission.
• Computation of solutions to dynamic models with occasionally binding constraints. Reject and Resubmit, Quantitative Economics.
• Old approach: Efficient simulation of DSGE models with inequality constraints. (With Michael Paetz.) Revise and Resubmit, JEDC (Lapsed).

Econometrics and related fields (including finance, macro-learning)

• A Hawkes model of the transmission of European sovereign default risk. In submission.
• Tractable estimation and smoothing of highly non-linear dynamic state-space models.
• Learning from learners.

Medium frequency cycles

• Current work in progress: Medium frequency cycles in a stationary world.
• Old approach (first paper): Reconciling near trend-stationary growth with medium-frequency cycles. Previously submitted.
• Old approach (second paper): Data consistent modelling of medium-frequency cycles and their origins. Previously submitted.
• Old approach (appendices): Online appendices to “Reconciling near trend-stationary growth with medium-frequency cycles” and “Data consistent modelling of medium-frequency cycles and their origins”.

Other papers (including less polished papers and old versions)

• My papers on RePEc.
• My papers on Google Scholar.
• My less polished papers on SSRN.
• My DPhil thesis.