Simon Price
Names
| first: |
Simon |
| middle: |
Glover |
| last: |
Price |
Identifer
Contact
Affiliations
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University of Essex
/ Essex Business School (weight: 98%)
-
Centre for Macroeconomics (CFM) (weight: 1%)
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Australian National University
/ Crawford School of Public Policy
/ Centre for Applied Macroeconomic Analysis (CAMA) (weight: 1%)
Research profile
author of:
- Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation (RePEc:bes:jnlbes:v:26:y:2008:p:33-41)
by Kapetanios, George & Labhard, Vincent & Price, Simon - Economic Competence, Rational Expectations and Government Popularity in Post-War Britain (RePEc:bla:manch2:v:62:y:1994:i:3:p:296-312)
by Price, Simon & Sanders, David - The Variance of UK GDP: Reduced Form Estimates under Fixed and Floating Exchange Rate Regimes (RePEc:bla:manch2:v:66:y:1998:i:4:p:490-506)
by Choi, Seung Woo & Price, Simon - UK Business Investment and the User Cost of Capital (RePEc:bla:manchs:v:72:y:2004:i:s1:p:72-93)
by Colin Ellis & Simon Price - Returns To Equity, Investment And Q: Evidence From The Uk (RePEc:bla:manchs:v:73:y:2005:i:s1:p:32-57)
by Simon Price & Christoph Schleicher - Robust Forecast Methods and Monitoring during Structural Change (RePEc:bla:manchs:v:81:y:2013:i::p:3-27)
by Jana Eklund & George Kapetanios & Simon Price - Aggregate Uncertainty, Forward Looking Behaviour and the Demand for Manufacturing Labour in the UK (RePEc:bla:obuest:v:56:y:1994:i:3:p:267-83)
by Price, Simon - Pooling Cross‐sections: a Response to Macdonald and Heath (RePEc:bla:polstu:v:45:y:1997:i:5:p:942-946)
by Simon Price & David Sanders - “Uncertainty, Investment and Economic Growth: Evidence from a Dynamic Panel” (RePEc:bla:rdevec:v:9:y:2005:i:2:p:277-288)
by Dimitrios Asteriou & Simon Price - Human Capital, Hysteresis and Unemployment among Workers with Finite Lives (RePEc:bla:scotjp:v:39:y:1992:i:2:p:201-12)
by Price, Simon - Political Instability and Economic Growth: UK Time Series Evidence (RePEc:bla:scotjp:v:48:y:2001:i:4:p:383-399)
by Dimitrios Asteriou & Simon Price - The elasticity of substitution: evidence from a UK firm-level data set (RePEc:boe:boeewp:0348)
by Barnes, Sebastian & Price, Simon & Sebastia Barriel, Maria - Multivariate methods for monitoring structural change (RePEc:boe:boeewp:0369)
by Groen, Jan J J & Kapetanios, George & Price, Simon - Forecasting in the presence of recent structural change (RePEc:boe:boeewp:0406)
by Eklund, Jana & Kapetanios, George & Price, Simon - Adaptive forecasting in the presence of recent and ongoing structural change (RePEc:boe:boeewp:0490)
by Giraitis, Liudas & Kapetanios, George & Price, Simon - Generalised density forecast combinations (RePEc:boe:boeewp:0492)
by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon - A new approach to multi-step forecasting using dynamic stochastic general equilibrium models (RePEc:boe:boeewp:0567)
by Kapetanious, George & Price, Simon & Theodoridis, Konstantinos - A UK financial conditions index using targeted data reduction: forecasting and structural identification (RePEc:boe:boeewp:0699)
by Kapetanios, George & Price, Simon & Young, Garry - Time-varying cointegration and the UK great ratios (RePEc:boe:boeewp:0789)
by Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon - Financial liberalisation and consumers' expenditure: 'FLIB' re-examined (RePEc:boe:boeewp:157)
by Emilio Fernandez-Corugedo & Simon Price - The impact of price competitiveness on UK producer price behaviour (RePEc:boe:boeewp:178)
by Colin Ellis & Simon Price - Import prices and exchange rate pass-through: theory and evidence from the United Kingdom (RePEc:boe:boeewp:182)
by Valerie Herzberg & George Kapetanios & Simon Price - UK business investment: long-run elasticities and short-run dynamics (RePEc:boe:boeewp:196)
by Colin Ellis & Simon Price - The dynamics of consumers' expenditure: the UK consumption ECM redux (RePEc:boe:boeewp:204)
by Emilio Fernandez-Corugedo & Simon Price & Andrew Blake - Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation (RePEc:boe:boeewp:268)
by George Kapetanios & Vincent Labhard & Simon Price - Returns to equity, investment and Q: evidence from the United Kingdom (RePEc:boe:boeewp:310)
by Simon Price & Christoph Schleicher - Forecast combination and the Bank of England’s suite of statistical forecasting models (RePEc:boe:boeewp:323)
by George Kapetanios & Vincent Labhard & Simon Price - The impact of the financial crisis on supply (RePEc:boe:qbullt:0019)
by Benito, Andrew & Neiss, Katharine & Price, Simon & Rachel, Lukasz - Elections, Fiscal Policy and Growth: Revisiting the Mechanism (RePEc:ces:ceswps:_691)
by George Economides & Apostolis Philippopoulos & Simon Price - Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation (RePEc:cty:dpaper:07/15)
by Kapetanios, G. & Labhard, V. & Price, S. - Forecasting in the presence of recent structural change (RePEc:cty:dpaper:11/05)
by Eklund, J. & Kapetanios, G. & Price, S. - State-level wage Phillips curves (RePEc:cty:dpaper:20/08)
by Kapetanios, G. & Price, S. & Tasiou, M. & Ventouri, A. - Comment on ‘The Politics of the Political Business Cycle’ (RePEc:cup:bjposi:v:28:y:1998:i:01:p:185-222_22)
by Price, Simon - Estimation and Inference in a Non-Linear State Space Model: Durable Consumption (RePEc:ecj:ac2002:110)
by Kapetanios, George & Simon Price - Manufacturing price determination in OECD countries; markups, demand and uncertainty in a dynamic heterogeneous panel (RePEc:ecj:ac2003:168)
by Price, Simon & Dimitrios Asteriou & Peter Lukacs & Nigel Pain - UK Business Investment: Long-Run Elasticities and Short-Run Dynamics (RePEc:ecj:ac2003:73)
by Ellis, Colin & Simon Price - Forward Looking Price Setting in UK Manufacturing (RePEc:ecj:econjl:v:102:y:1992:i:412:p:497-505)
by Price, Simon - The Dynamics of Unemployment: Structural Change and Unemployment Flows (RePEc:ecj:econjl:v:94:y:1984:i:376a:p:158-65)
by Junankar, P N & Price, Simon - The Determinants of Equilibrium Unemployment in Britain: A Comment (RePEc:ecj:econjl:v:95:y:1985:i:377:p:189-95)
by Price, Simon - Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure (RePEc:eee:ecmode:v:16:y:1998:i:1:p:87-103)
by Price, Simon & Nasim, Anjum - The dynamics of aggregate UK consumers' non-durable expenditure (RePEc:eee:ecmode:v:24:y:2007:i:3:p:453-469)
by Fernandez-Corugedo, Emilio & Price, Simon & Blake, Andrew P. - Forecast combination and the Bank of England's suite of statistical forecasting models (RePEc:eee:ecmode:v:25:y:2008:i:4:p:772-792)
by Kapetanios, George & Labhard, Vincent & Price, Simon - A new approach to multi-step forecasting using dynamic stochastic general equilibrium models (RePEc:eee:ecolet:v:136:y:2015:i:c:p:237-242)
by Kapetanios, George & Price, Simon & Theodoridis, Konstantinos - Time-varying cointegration with an application to the UK Great Ratios (RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543)
by Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon - Forecasting using predictive likelihood model averaging (RePEc:eee:ecolet:v:91:y:2006:i:3:p:373-379)
by Kapetanios, George & Labhard, Vincent & Price, Simon - Adaptive forecasting in the presence of recent and ongoing structural change (RePEc:eee:econom:v:177:y:2013:i:2:p:153-170)
by Giraitis, Liudas & Kapetanios, George & Price, Simon - Generalised density forecast combinations (RePEc:eee:econom:v:188:y:2015:i:1:p:150-165)
by Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N. - State-level wage Phillips curves (RePEc:eee:ecosta:v:18:y:2021:i:c:p:1-11)
by Kapetanios, George & Price, Simon & Tasiou, Menelaos & Ventouri, Alexia - A UK financial conditions index using targeted data reduction: Forecasting and structural identification (RePEc:eee:ecosta:v:7:y:2018:i:c:p:1-17)
by Kapetanios, George & Price, Simon & Young, Garry - A real time evaluation of Bank of England forecasts of inflation and growth (RePEc:eee:intfor:v:25:y:2009:i:1:p:74-80)
by Groen, Jan J.J. & Kapetanios, George & Price, Simon - Mining the past to determine the future: Comments (RePEc:eee:intfor:v:25:y:2009:i:3:p:452-455)
by Price, Simon - How elections affect fiscal policy and growth: revisiting the mechanism (RePEc:eee:poleco:v:19:y:2003:i:4:p:777-792)
by Economides, George & Philippopoulos, Apostolis & Price, Simon - Forecasting in the presence of recent structural change (RePEc:een:camaaa:2011-23)
by Jana Eklund & George Kapetanios & Simon Price - Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change (RePEc:een:camaaa:2012-14)
by Liudas Giraitis & George Kapetanios & Simon Price - Generalised Density Forecast Combinations (RePEc:een:camaaa:2014-24)
by N. Fawcett & G. Kapetanios & J. Mitchell & S. Price - A UK financial conditions index using targeted data reduction: forecasting and structural identification (RePEc:een:camaaa:2017-58)
by George Kapetanios & Simon Price & Garry Young - Time varying cointegration and the UK great ratios (RePEc:een:camaaa:2018-53)
by George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price - State-level wage Phillips curves (RePEc:een:camaaa:2020-08)
by George Kapetanios & Simon Price & Menelaos Tasiou & Alexia Ventouri - Stock returns predictability with unstable predictors (RePEc:een:camaaa:2022-04)
by Fabio Calonaci & George Kapetanios & Simon Price - Financial Development and Economic Growth: Time Series Evidence for the case of UK (RePEc:ekn:ekonom:v:4:y:2000:i:2:p:122-141)
by Dimitrios Asteriou & Simon Price - Aggregate Uncertainty and Consumers' Expenditure in the UK (RePEc:esx:essedp:10013)
by Price, S - The Effectiveness of UK Stabilisation Policy Under Fixed and Floating Exchange Rate Regimes (RePEc:esx:essedp:10014)
by Choi, SW & Price, S - The effect of aggregate uncertainty on the demand for manufacturing labour in the UK (RePEc:esx:essedp:10016)
by Price, S - Time varying cointegration and the UK Great Ratios (RePEc:esy:uefcwp:23320)
by Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina - State-level wage Phillips curves (RePEc:esy:uefcwp:23707)
by Kapetanios, George & Tasiou, Menelaos & Price, Simon & Ventouri, Alexia - Stock returns predictability with unstable predictors (RePEc:esy:uefcwp:32331)
by Calonaci, Fabio & Kapetanios, George & Price, Simon - Political Business Cycles and Macroeconomic Credibility: A Survey (RePEc:kap:pubcho:v:92:y:1997:i:3-4:p:407-27)
by Price, Simon - By-Elections, Changing Fortunes, Uncertainty and the Mid-Term Blues (RePEc:kap:pubcho:v:95:y:1998:i:1-2:p:131-48)
by Price, Simon & Sanders, David - By-elections, changing fortunes, uncertainty and the mid-term blues (RePEc:kap:pubcho:v:95:y:1998:i:1:p:131-148)
by Simon Price & David Sanders - UK business investment: long-run elasticities and short-run dynamics (RePEc:mmf:mmfc03:27)
by Colin Ellis & Simon Price - Consumers' expenditure, durables and dynamics: the UK consumption ECM redux (RePEc:mmf:mmfc03:75)
by Simon Price & Andrew Blake - UK investment and the return to equity: Q redux (RePEc:mmf:mmfc04:87)
by Simon Price - Unions, Dutch Disease and Unemployment (RePEc:oup:oxecpp:v:40:y:1988:i:2:p:302-21)
by Chatterji, Monojit & Price, Simon - Discussion of 'House prices, money, credit, and the macroeconomy' by Charles Goodhart and Boris Hofmann (RePEc:oup:oxford:v:24:y:2008:i:1:p:206-209)
by Simon Price - Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation (RePEc:qmw:qmwecw:566)
by George Kapetanios & Vincent Labhard & Simon Price - Forecasting Using Predictive Likelihood Model Averaging (RePEc:qmw:qmwecw:567)
by George Kapetanios & Vincent Labhard & Simon Price - Multivariate Methods for Monitoring Structural Change (RePEc:qmw:qmwecw:658)
by Jan J.J. Groen & George Kapetanios & Simon Price - Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change (RePEc:qmw:qmwecw:691)
by Liudas Giraitis & George Kapetanios & Simon Price - Unknown item RePEc:qmw:qmwecw:wp566 (paper)
- Unknown item RePEc:qmw:qmwecw:wp567 (paper)
- Unknown item RePEc:qmw:qmwecw:wp658 (paper)
- Unknown item RePEc:qmw:qmwecw:wp691 (paper)
- Discussion of Determinants of Agricultural and Mineral Commodity Prices (RePEc:rba:rbaacv:acv2009-03)
by Simon Price - Unknown item RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105 (article)
- Multivariate Methods For Monitoring Structural Change (RePEc:wly:japmet:v:28:y:2013:i:2:p:250-274)
by Jan J. J. Groen & George Kapetanios & Simon Price - Generalised Density Forecast Combinations (RePEc:wrk:wrkemf:05)
by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon