Details about Simon Price

Access statistics for papers by Simon Price.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: ppr75

Working Papers

2022

1. Stock returns predictability with unstable predictors
   Essex Finance Centre Working Papers, University of Essex, Essex Business School
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) View citations (1)

2020

2. State-level wage Phillips curves
   Working Papers, Department of Economics, City University London View citations (9)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2)
   Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018)
   See also Journal Article State-level wage Phillips curves, Econometrics and Statistics, Elsevier (2021) View citations (2) (2021)

2019

3. Time-varying cointegration and the UK great ratios
   Bank of England working papers, Bank of England View citations (1)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
   Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018)

2017

4. A UK financial conditions index using targeted data reduction: forecasting and structural identification
   Bank of England working papers, Bank of England View citations (3)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (3)
   See also Journal Article A UK financial conditions index using targeted data reduction: Forecasting and structural identification, Econometrics and Statistics, Elsevier (2018) View citations (11) (2018)

2015

5. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
   Bank of England working papers, Bank of England View citations (1)
   See also Journal Article A new approach to multi-step forecasting using dynamic stochastic general equilibrium models, Economics Letters, Elsevier (2015) View citations (1) (2015)

2014

6. Adaptive forecasting in the presence of recent and ongoing structural change
   Bank of England working papers, Bank of England
   Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2012) View citations (2)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) View citations (2)
   See also Journal Article Adaptive forecasting in the presence of recent and ongoing structural change, Journal of Econometrics, Elsevier (2013) View citations (59) (2013)
7. Generalised Density Forecast Combinations
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (10)
   Also in Bank of England working papers, Bank of England (2014) View citations (4)
   See also Journal Article Generalised density forecast combinations, Journal of Econometrics, Elsevier (2015) View citations (51) (2015)

2011

8. Forecasting in the presence of recent structural change
   Working Papers, Department of Economics, City University London View citations (7)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011) View citations (2)
   Bank of England working papers, Bank of England (2010) View citations (15)

2010

9. Multivariate Methods for Monitoring Structural Change
   Working Papers, Queen Mary University of London, School of Economics and Finance
   Also in Bank of England working papers, Bank of England (2009) View citations (2)
   See also Journal Article MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (13) (2013)

2008

10. The elasticity of substitution: evidence from a UK firm-level data set
    Bank of England working papers, Bank of England View citations (34)

2007

11. Forecast combination and the Bank of England’s suite of statistical forecasting models
    Bank of England working papers, Bank of England View citations (32)
    See also Journal Article Forecast combination and the Bank of England's suite of statistical forecasting models, Economic Modelling, Elsevier (2008) View citations (53) (2008)
12. Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation
    Working Papers, Department of Economics, City University London View citations (11)
    Also in Bank of England working papers, Bank of England (2005) View citations (17)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2006)
    See also Journal Article Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation, Journal of Business & Economic Statistics, American Statistical Association (2008) View citations (44) (2008)

2006

13. Forecasting Using Predictive Likelihood Model Averaging
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (31)
    See also Journal Article Forecasting using predictive likelihood model averaging, Economics Letters, Elsevier (2006) View citations (29) (2006)
14. Returns to equity, investment and Q: evidence from the United Kingdom
    Bank of England working papers, Bank of England View citations (1)

2004

15. Consumers' expenditure, durables and dynamics: the UK consumption ECM redux
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group
16. UK business investment: long-run elasticities and short-run dynamics
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group
    Also in Royal Economic Society Annual Conference 2003, Royal Economic Society (2003) View citations (6)
    Bank of England working papers, Bank of England (2003) View citations (7)
17. UK investment and the return to equity: Q redux
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group

2003

18. Import prices and exchange rate pass-through: theory and evidence from the United Kingdom
    Bank of England working papers, Bank of England View citations (40)
19. Manufacturing price determination in OECD countries; markups, demand and uncertainty in a dynamic heterogeneous panel
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (3)
20. The dynamics of consumers' expenditure: the UK consumption ECM redux
    Bank of England working papers, Bank of England View citations (54)
21. The impact of price competitiveness on UK producer price behaviour
    Bank of England working papers, Bank of England View citations (3)

2002

22. Elections, Fiscal Policy and Growth: Revisiting the Mechanism
    CESifo Working Paper Series, CESifo View citations (3)
23. Estimation and Inference in a Non-Linear State Space Model: Durable Consumption
    Royal Economic Society Annual Conference 2002, Royal Economic Society
24. Financial liberalisation and consumers' expenditure: 'FLIB' re-examined
    Bank of England working papers, Bank of England View citations (4)

1993

25. Aggregate Uncertainty and Consumers' Expenditure in the UK
    Economics Discussion Papers, University of Essex, Department of Economics
26. The Effectiveness of UK Stabilisation Policy Under Fixed and Floating Exchange Rate Regimes
    Economics Discussion Papers, University of Essex, Department of Economics
27. The effect of aggregate uncertainty on the demand for manufacturing labour in the UK
    Economics Discussion Papers, University of Essex, Department of Economics

Journal Articles

2021

1. State-level wage Phillips curves
   Econometrics and Statistics, 2021, 18, (C), 1-11 View citations (2)
   See also Working Paper State-level wage Phillips curves, Working Papers (2020) View citations (9) (2020)

2020

2. Time-varying cointegration with an application to the UK Great Ratios
   Economics Letters, 2020, 193, (C) View citations (3)

2018

3. A UK financial conditions index using targeted data reduction: Forecasting and structural identification
   Econometrics and Statistics, 2018, 7, (C), 1-17 View citations (11)
   See also Working Paper A UK financial conditions index using targeted data reduction: forecasting and structural identification, Bank of England working papers (2017) View citations (3) (2017)

2015

4. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
   Economics Letters, 2015, 136, (C), 237-242 View citations (1)
   See also Working Paper A new approach to multi-step forecasting using dynamic stochastic general equilibrium models, Bank of England working papers (2015) View citations (1) (2015)
5. Generalised density forecast combinations
   Journal of Econometrics, 2015, 188, (1), 150-165 View citations (51)
   See also Working Paper Generalised Density Forecast Combinations, CAMA Working Papers (2014) View citations (10) (2014)

2013

6. Adaptive forecasting in the presence of recent and ongoing structural change
   Journal of Econometrics, 2013, 177, (2), 153-170 View citations (59)
   See also Working Paper Adaptive forecasting in the presence of recent and ongoing structural change, Bank of England working papers (2014) (2014)
7. MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE
   Journal of Applied Econometrics, 2013, 28, (2), 250-274 View citations (13)
   See also Working Paper Multivariate Methods for Monitoring Structural Change, Working Papers (2010) (2010)
8. Robust Forecast Methods and Monitoring during Structural Change
   Manchester School, 2013, 81, 3-27 View citations (7)

2010

9. The impact of the financial crisis on supply
   Bank of England Quarterly Bulletin, 2010, 50, (2), 104-114 View citations (17)

2009

10. A real time evaluation of Bank of England forecasts of inflation and growth
    International Journal of Forecasting, 2009, 25, (1), 74-80 View citations (56)
11. Mining the past to determine the future: Comments
    International Journal of Forecasting, 2009, 25, (3), 452-455

2008

12. Discussion of 'House prices, money, credit, and the macroeconomy' by Charles Goodhart and Boris Hofmann
    Oxford Review of Economic Policy, 2008, 24, (1), 206-209
13. Forecast combination and the Bank of England's suite of statistical forecasting models
    Economic Modelling, 2008, 25, (4), 772-792 View citations (53)
    See also Working Paper Forecast combination and the Bank of England’s suite of statistical forecasting models, Bank of England working papers (2007) View citations (32) (2007)
14. Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation
    Journal of Business & Economic Statistics, 2008, 26, 33-41 View citations (44)
    See also Working Paper Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation, Working Papers (2007) View citations (11) (2007)

2007

15. The dynamics of aggregate UK consumers' non-durable expenditure
    Economic Modelling, 2007, 24, (3), 453-469 View citations (5)

2006

16. Forecasting using predictive likelihood model averaging
    Economics Letters, 2006, 91, (3), 373-379 View citations (29)
    See also Working Paper Forecasting Using Predictive Likelihood Model Averaging, Working Papers (2006) View citations (31) (2006)

2005

17. RETURNS TO EQUITY, INVESTMENT AND Q: EVIDENCE FROM THE UK
    Manchester School, 2005, 73, (s1), 32-57 View citations (7)
18. Uncertainty, Investment and Economic Growth: Evidence from a Dynamic Panel
    Review of Development Economics, 2005, 9, (2), 277-288 View citations (29)

2004

19. UK Business Investment and the User Cost of Capital
    Manchester School, 2004, 72, (s1), 72-93 View citations (18)

2003

20. How elections affect fiscal policy and growth: revisiting the mechanism
    European Journal of Political Economy, 2003, 19, (4), 777-792 View citations (11)

2001

21. Political Instability and Economic Growth: UK Time Series Evidence
    Scottish Journal of Political Economy, 2001, 48, (4), 383-399 View citations (49)
22. Volatility in the transition markets of Central Europe
    Applied Financial Economics, 2001, 11, (1), 93-105 View citations (45)

2000

23. Financial Development and Economic Growth: Time Series Evidence for the case of UK
    Ekonomia, 2000, 4, (2), 122-141 View citations (7)

1998

24. By-Elections, Changing Fortunes, Uncertainty and the Mid-Term Blues
    Public Choice, 1998, 95, (1-2), 131-48 View citations (2)
    Also in Public Choice, 1998, 95, (1), 131-148 (1998) View citations (3)
25. Comment on ‘The Politics of the Political Business Cycle’
    British Journal of Political Science, 1998, 28, (1), 185-222 View citations (1)
26. Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure
    Economic Modelling, 1998, 16, (1), 87-103 View citations (8)
27. The Variance of UK GDP: Reduced Form Estimates under Fixed and Floating Exchange Rate Regimes
    The Manchester School of Economic & Social Studies, 1998, 66, (4), 490-506

1997

28. Political Business Cycles and Macroeconomic Credibility: A Survey
    Public Choice, 1997, 92, (3-4), 407-27 View citations (16)
29. Pooling Cross‐sections: a Response to Macdonald and Heath
    Political Studies, 1997, 45, (5), 942-946

1994

30. Aggregate Uncertainty, Forward Looking Behaviour and the Demand for Manufacturing Labour in the UK
    Oxford Bulletin of Economics and Statistics, 1994, 56, (3), 267-83 View citations (7)
31. Economic Competence, Rational Expectations and Government Popularity in Post-War Britain
    The Manchester School of Economic & Social Studies, 1994, 62, (3), 296-312 View citations (6)

1992

32. Forward Looking Price Setting in UK Manufacturing
    Economic Journal, 1992, 102, (412), 497-505 View citations (20)
33. Human Capital, Hysteresis and Unemployment among Workers with Finite Lives
    Scottish Journal of Political Economy, 1992, 39, (2), 201-12 View citations (1)

1988

34. Unions, Dutch Disease and Unemployment
    Oxford Economic Papers, 1988, 40, (2), 302-21 View citations (7)

1985

35. The Determinants of Equilibrium Unemployment in Britain: A Comment
    Economic Journal, 1985, 95, (377), 189-95 View citations (1)

1984

36. The Dynamics of Unemployment: Structural Change and Unemployment Flows
    Economic Journal, 1984, 94, (376a), 158-65 View citations (3)

Chapters

2010

1. Discussion of Determinants of Agricultural and Mineral Commodity Prices
   A chapter in Inflation in an Era of Relative Price Shocks, 2010