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Details about Simon Price

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Homepage:http://www.essex.ac.uk/ebs/staff/profile.aspx?ID=4945
Workplace:Essex Business School, University of Essex, (more information at EDIRC)
Department of Economics, City University, (more information at EDIRC)
Centre for Macroeconomics (CFM), (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Simon Price.

Last updated 2018-08-21. Update your information in the RePEc Author Service.

Short-id: ppr75


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Working Papers

2017

  1. A UK financial conditions index using targeted data reduction: forecasting and structural identification
    Bank of England working papers, Bank of England Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads

2015

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

2014

  1. Adaptive forecasting in the presence of recent and ongoing structural change
    Bank of England working papers, Bank of England Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2012) Downloads View citations (1)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads

    See also Journal Article in Journal of Econometrics (2013)
  2. Generalised Density Forecast Combinations
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (9)
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2013) Downloads View citations (4)
    Bank of England working papers, Bank of England (2014) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2015)

2011

  1. Forecasting in the presence of recent structural change
    Working Papers, Department of Economics, City University London Downloads View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011) Downloads View citations (2)
    Bank of England working papers, Bank of England (2010) Downloads View citations (10)

2010

  1. Multivariate Methods for Monitoring Structural Change
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)
    Also in Bank of England working papers, Bank of England (2009) Downloads

    See also Journal Article in Journal of Applied Econometrics (2013)

2008

  1. The elasticity of substitution: evidence from a UK firm-level data set
    Bank of England working papers, Bank of England Downloads View citations (25)

2007

  1. Forecast combination and the Bank of England’s suite of statistical forecasting models
    Bank of England working papers, Bank of England Downloads View citations (27)
    See also Journal Article in Economic Modelling (2008)
  2. Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation
    Working Papers, Department of Economics, City University London Downloads View citations (10)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2006) Downloads View citations (4)
    Bank of England working papers, Bank of England (2005) Downloads View citations (11)

    See also Journal Article in Journal of Business & Economic Statistics (2008)

2006

  1. Forecasting Using Predictive Likelihood Model Averaging
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (16)
    See also Journal Article in Economics Letters (2006)
  2. Returns to equity, investment and Q: evidence from the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (1)

2004

  1. 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 Downloads
  2. 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 Downloads
    Also in Bank of England working papers, Bank of England (2003) Downloads View citations (3)
    Royal Economic Society Annual Conference 2003, Royal Economic Society (2003) Downloads View citations (4)
  3. UK investment and the return to equity: Q redux
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads

2003

  1. Import prices and exchange rate pass-through: theory and evidence from the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (22)
  2. Manufacturing price determination in OECD countries; markups, demand and uncertainty in a dynamic heterogeneous panel
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (3)
  3. The dynamics of consumers' expenditure: the UK consumption ECM redux
    Bank of England working papers, Bank of England Downloads View citations (48)
  4. The impact of price competitiveness on UK producer price behaviour
    Bank of England working papers, Bank of England Downloads View citations (2)

2002

  1. Elections, Fiscal Policy and Growth: Revisiting the Mechanism
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
  2. Estimation and Inference in a Non-Linear State Space Model: Durable Consumption
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads
  3. Financial liberalisation and consumers' expenditure: 'FLIB' re-examined
    Bank of England working papers, Bank of England Downloads View citations (2)

1993

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

Journal Articles

2015

  1. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
    Economics Letters, 2015, 136, (C), 237-242 Downloads
    See also Working Paper (2015)
  2. Generalised density forecast combinations
    Journal of Econometrics, 2015, 188, (1), 150-165 Downloads View citations (14)
    See also Working Paper (2014)

2013

  1. Adaptive forecasting in the presence of recent and ongoing structural change
    Journal of Econometrics, 2013, 177, (2), 153-170 Downloads View citations (25)
    See also Working Paper (2014)
  2. MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE
    Journal of Applied Econometrics, 2013, 28, (2), 250-274 View citations (5)
    See also Working Paper (2010)
  3. Robust Forecast Methods and Monitoring during Structural Change
    Manchester School, 2013, 81, 3-27 Downloads View citations (5)

2010

  1. The impact of the financial crisis on supply
    Bank of England Quarterly Bulletin, 2010, 50, (2), 104-114 Downloads View citations (10)

2009

  1. A real time evaluation of Bank of England forecasts of inflation and growth
    International Journal of Forecasting, 2009, 25, (1), 74-80 Downloads View citations (33)
  2. Mining the past to determine the future: Comments
    International Journal of Forecasting, 2009, 25, (3), 452-455 Downloads

2008

  1. 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 Downloads
  2. Forecast combination and the Bank of England's suite of statistical forecasting models
    Economic Modelling, 2008, 25, (4), 772-792 Downloads View citations (29)
    See also Working Paper (2007)
  3. Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation
    Journal of Business & Economic Statistics, 2008, 26, 33-41 Downloads View citations (29)
    See also Working Paper (2007)

2007

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

2006

  1. Forecasting using predictive likelihood model averaging
    Economics Letters, 2006, 91, (3), 373-379 Downloads View citations (23)
    See also Working Paper (2006)

2005

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

2004

  1. UK Business Investment and the User Cost of Capital
    Manchester School, 2004, 72, (s1), 72-93 Downloads View citations (11)

2003

  1. How elections affect fiscal policy and growth: revisiting the mechanism
    European Journal of Political Economy, 2003, 19, (4), 777-792 Downloads View citations (8)

2001

  1. Political Instability and Economic Growth: UK Time Series Evidence
    Scottish Journal of Political Economy, 2001, 48, (4), 383-99 Downloads View citations (19)
  2. Volatility in the transition markets of Central Europe
    Applied Financial Economics, 2001, 11, (1), 93-105 Downloads View citations (37)

2000

  1. Financial Development and Economic Growth: Time Series Evidence for the case of UK
    Ekonomia, 2000, 4, (2), 122-141 View citations (3)

1998

  1. By-Elections, Changing Fortunes, Uncertainty and the Mid-Term Blues
    Public Choice, 1998, 95, (1-2), 131-48 Downloads View citations (1)
    Also in Public Choice, 1998, 95, (1), 131-148 (1998) Downloads View citations (2)
  2. Comment on
    British Journal of Political Science, 1998, 28, (01), 185-222 Downloads View citations (1)
  3. Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure
    Economic Modelling, 1998, 16, (1), 87-103 Downloads View citations (8)
  4. 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

  1. Political Business Cycles and Macroeconomic Credibility: A Survey
    Public Choice, 1997, 92, (3-4), 407-27 Downloads View citations (12)
  2. Pooling Cross-sections: a Response to Macdonald and Heath
    Political Studies, 1997, 45, (5), 942-946 Downloads

1994

  1. 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 (5)
  2. 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 (3)

1992

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

1988

  1. Unions, Dutch Disease and Unemployment
    Oxford Economic Papers, 1988, 40, (2), 302-21 Downloads View citations (5)

1985

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

1984

  1. 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 Downloads
 
Page updated 2018-09-18