Colin Ellis

University of Birmingham - Department of Economics

Visiting Research Fellow in Economics

Economics Department

Birmingham, B15 2TT

United Kingdom

SCHOLARLY PAPERS

48

DOWNLOADS
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Top 5,314

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8,003

SSRN CITATIONS
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SSRN RANKINGS

Top 9,710

in Total Papers Citations

9

CROSSREF CITATIONS

91

Scholarly Papers (48)

1.

Measuring Private Equity Returns and Benchmarking Against Public Markets

BVCA Research Report, February 2012
Number of pages: 26 Posted: 11 Feb 2012
Colin Ellis, Sonal Pattni and Devash Tailor
University of Birmingham - Department of Economics, British Private Equity & Venture Capital Association (BVCA) and British Private Equity & Venture Capital Association (BVCA)
Downloads 724 (34,733)

Abstract:

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private equity, performance measurement, aggregation, public comparisons

2.

Building a Real-Time Database for Gdp(E)

Bank of England Quarterly Bulletin, Spring 2002
Number of pages: 8 Posted: 26 Apr 2005
Colin Ellis and Jennifer L. Castle
University of Birmingham - Department of Economics and University of Oxford
Downloads 470 (60,896)

Abstract:

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3.

What Impact Have the Bank of England's Asset Purchases Had?

The Lantern Research Paper, January 2010
Number of pages: 14 Posted: 04 Oct 2009 Last Revised: 21 Nov 2014
Colin Ellis
University of Birmingham - Department of Economics
Downloads 462 (62,245)

Abstract:

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Quantitative easing, asset purchases, Bank of England

4.

Long-Run Equilibrium Ratios of Business Investment to Output in the United Kingdom

Bank of England Quarterly Bulletin, Summer 2003
Number of pages: 11 Posted: 27 Apr 2005
Colin Ellis and Charlotta Groth
University of Birmingham - Department of Economics and Bank of England - Monetary Analysis
Downloads 419 (70,000)

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5.

UK Business Investment: Long-Run Elasticities and Short-Run Dynamics

Bank of England Working Paper No. 196
Number of pages: 44 Posted: 15 Apr 2004
Colin Ellis and Simon Price
University of Birmingham - Department of Economics and Essex Business School
Downloads 353 (85,543)
Citation 2

Abstract:

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Investment, capital stock, identification, multicointegration

6.

Price-Setting Behaviour in the United Kingdom: A Microdata Approach

Bank of England Quarterly Bulletin, 2009 Q1
Number of pages: 9 Posted: 21 Mar 2009
Philip Bunn and Colin Ellis
Bank of England and University of Birmingham - Department of Economics
Downloads 324 (94,212)
Citation 7

Abstract:

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7.

From Fruits to Financial Services: What Can Supermarket Behaviour Tell Us About the Future of Banking?

Journal of Financial Transformation, Vol. 29, pp. 131-136, September 2010
Number of pages: 6 Posted: 06 Sep 2010
Colin Ellis
University of Birmingham - Department of Economics
Downloads 283 (109,160)

Abstract:

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UK banking sector, supermarkets, pricing behaviour

8.

The Microeconomic Structures of Private Equity

BVCA Research Article, October 2011
Number of pages: 11 Posted: 19 Oct 2011 Last Revised: 24 Oct 2011
Colin Ellis
University of Birmingham - Department of Economics
Downloads 269 (115,169)

Abstract:

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private equity, value creation, incentives, reputation

9.

Are UK Venture Capital and Private Equity Valuations Over-Optimistic?

BVCA Research Report, April 2011
Number of pages: 46 Posted: 22 Apr 2011 Last Revised: 30 Sep 2011
Colin Ellis and Joe Steer
University of Birmingham - Department of Economics and affiliation not provided to SSRN
Downloads 269 (115,169)

Abstract:

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Private equity performance, interim IRRs, bias

10.

Do Supermarket Prices Change from Week to Week?

Bank of England Working Paper No. 378
Number of pages: 28 Posted: 27 Nov 2009
Colin Ellis
University of Birmingham - Department of Economics
Downloads 260 (119,278)
Citation 6

Abstract:

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Supermarket prices, behaviour of prices, demand elasticities

11.

The Effect of Quantitative Easing on Capital Markets

Concept Paper for Harvard Law School Symposium on International Financial Systems, April 2015
Number of pages: 9 Posted: 11 Apr 2015
Colin Ellis
University of Birmingham - Department of Economics
Downloads 255 (121,825)

Abstract:

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Monetary policy; quantitative easing; capital markets

12.

Elasticities, Markups and Technical Progress: Evidence from a State-Space Approach

Bank of England Working Paper No. 300
Number of pages: 38 Posted: 27 Sep 2006
Colin Ellis
University of Birmingham - Department of Economics
Downloads 246 (126,365)
Citation 4

Abstract:

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Markups, factor demands, technical progress

What Lies Beneath? A Time-Varying FAVAR Model for the UK Transmission Mechanism

ECB Working Paper No. 1320
Number of pages: 50 Posted: 11 Apr 2011
Haroon Mumtaz, Pawel Zabczyk and Colin Ellis
University of London - School of Sciences, International Monetary Fund MCMMP and University of Birmingham - Department of Economics
Downloads 232 (133,455)

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Transmission mechanism, monetary policy, Factor Augmented VAR, timevarying coefficients, sign restrictions

What Lies Beneath? A Time‐Varying Favar Model for the UK Transmission Mechanism

The Economic Journal, Vol. 124, Issue 576, pp. 668-699, 2014
Number of pages: 32 Posted: 23 May 2014
Colin Ellis, Haroon Mumtaz and Pawel Zabczyk
University of Birmingham - Department of Economics, University of London - School of Sciences and International Monetary Fund MCMMP
Downloads 1 (694,305)
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14.

What do Business Managers Think About Private Equity and Venture Capital?

BVCA Research Report, November 2010
Number of pages: 20 Posted: 14 Nov 2010
Colin Ellis
University of Birmingham - Department of Economics
Downloads 225 (138,047)

Abstract:

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Private Equity, Portfolio Companies, Perceptions

15.

What Lies Beneath: What Can Disaggregated Data Tell Us about the Behaviour of Prices?

Bank of England Working Paper No. 364
Number of pages: 32 Posted: 21 Mar 2009 Last Revised: 24 Dec 2009
Haroon Mumtaz, Pawel Zabczyk and Colin Ellis
University of London - School of Sciences, International Monetary Fund MCMMP and University of Birmingham - Department of Economics
Downloads 225 (138,047)
Citation 8

Abstract:

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Inflation persistence, disaggregation, principal components

16.

Gauging Capacity Pressures Within Businesses

Bank of England Quarterly Bulletin 2007 Q1
Number of pages: 7 Posted: 09 Apr 2007
Colin Ellis
University of Birmingham - Department of Economics
Downloads 220 (141,079)

Abstract:

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17.

The Impact of Price Competitiveness on UK Producer Price Behaviour

Bank of England Working Paper No. 178
Number of pages: 29 Posted: 12 Aug 2003
Colin Ellis and Simon Price
University of Birmingham - Department of Economics and Essex Business School
Downloads 220 (141,079)
Citation 3

Abstract:

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Pricing, competitiveness

18.

Will Global Imbalances Persist as the Recession Ends?

The Lantern Research Paper, February 2010
Number of pages: 11 Posted: 04 Mar 2010 Last Revised: 07 Jun 2010
Colin Ellis
University of Birmingham - Department of Economics
Downloads 211 (146,724)

Abstract:

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Global Imbalances, Exchange Rates, Trade Elasticities

19.

Introducing the Agents' Scores

Quarterly Bulletin, Winter 2005
Number of pages: 7 Posted: 14 Dec 2005
Colin Ellis
University of Birmingham - Department of Economics
Downloads 204 (151,497)

Abstract:

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20.

Were the PMIs a Good Guide to the European Recession?

The Lantern Research Paper, June 2010
Number of pages: 24 Posted: 07 Jun 2010 Last Revised: 28 Jun 2010
Colin Ellis
University of Birmingham - Department of Economics
Downloads 194 (158,853)
Citation 1

Abstract:

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Surveys, Official Data, Breakpoint

21.

Why We Should Change the Inflation Target (But Not in the Way You Might Think)

The Business Economist, Vol. 40, No. 1, pages 21-30
Number of pages: 10 Posted: 21 Mar 2009 Last Revised: 18 Dec 2012
Colin Ellis
University of Birmingham - Department of Economics
Downloads 184 (166,636)

Abstract:

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22.

Evolving Views of Sustainability in Private Equity and Venture Capital

BVCA Research Report, November 2011
Number of pages: 20 Posted: 17 Nov 2011
Colin Ellis and Devash Tailor
University of Birmingham - Department of Economics and British Private Equity & Venture Capital Association (BVCA)
Downloads 174 (175,164)

Abstract:

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Sustainability, private equity

23.

How Has the Recession Changed All Our Futures?

The Business Economist, Vol. 42, No. 1, p. 18-29, 2011
Number of pages: 12 Posted: 06 Jun 2011 Last Revised: 09 Jun 2011
Colin Ellis
University of Birmingham - Department of Economics
Downloads 174 (175,164)

Abstract:

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Recession, structural change, long-term growth

24.

Sectoral Re-Composition, Inflation and Productivity Growth in the OECD

Number of pages: 39 Posted: 21 Sep 2009 Last Revised: 03 Mar 2010
Colin Ellis and Chris Hare
University of Birmingham - Department of Economics and London School of Economics & Political Science (LSE)
Downloads 172 (176,943)

Abstract:

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sectoral change, panel data, labour productivity, shift-share analysis

25.

Should UK House Prices Rise in Line with Earnings?

The Lantern Research Paper, July 2010
Number of pages: 18 Posted: 10 Jul 2010
Colin Ellis
University of Birmingham - Department of Economics
Downloads 152 (196,514)

Abstract:

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House prices, earnings, relative prices

26.

Gauging Optimal Selling Prices from High-Frequency Sales Data

Innovative Marketing, Vol. 7, No. 1, pp. 60-65, 2011
Number of pages: 6 Posted: 30 Mar 2011
Colin Ellis
University of Birmingham - Department of Economics
Downloads 118 (239,912)

Abstract:

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price elasticity of demand, microdata, supermarket prices

27.
Downloads 116 (242,916)
Citation 2

How do Individual UK Producer Prices Behave?

Bank of England Working Paper No. 394
Number of pages: 37 Posted: 20 Jul 2010
Colin Ellis and Philip Bunn
University of Birmingham - Department of Economics and Bank of England
Downloads 112 (250,311)

Abstract:

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Producer prices, price-setting behaviour

How Do Individual UK Producer Prices Behave?

The Economic Journal, Vol. 122, Issue 558, pp. F16-F34, 2012
Number of pages: 19 Posted: 19 Jan 2012
Philip Bunn and Colin Ellis
Bank of England and University of Birmingham - Department of Economics
Downloads 4 (661,134)
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28.

The Role of Enterpreneurs and SMEs in Driving the Recovery

BVCA Research Article, June 2011
Number of pages: 19 Posted: 05 Jul 2011 Last Revised: 23 Oct 2011
Colin Ellis and Devash Tailor
University of Birmingham - Department of Economics and British Private Equity & Venture Capital Association (BVCA)
Downloads 114 (245,966)

Abstract:

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entrepreneurs, SME, economic growth

29.

Indicators of Short-Term Movements in Business Investment

Bank of England Quarterly Bulletin, Spring 2005
Number of pages: 9 Posted: 07 Apr 2005
Colin Ellis and Sebastian Barnes
University of Birmingham - Department of Economics and Bank of England - Monetary Analysis
Downloads 113 (247,499)

Abstract:

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30.

How Do Individual UK Consumer Prices Behave?

Bank of England Working Paper No. 438
Number of pages: 40 Posted: 01 Nov 2011
Philip Bunn and Colin Ellis
Bank of England and University of Birmingham - Department of Economics
Downloads 90 (288,479)
Citation 2

Abstract:

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Consumer prices, price-setting behaviour

31.

Gauging Price Flexibility from UK Business Surveys

Number of pages: 7 Posted: 05 Sep 2009 Last Revised: 09 Jan 2011
Colin Ellis
University of Birmingham - Department of Economics
Downloads 89 (290,550)

Abstract:

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Price duration, Business Surveys

32.

The Role of Experience in UK Venture Capital Returns

BVCA Research Article, February 2012
Number of pages: 10 Posted: 06 Feb 2012
Colin Ellis
University of Birmingham - Department of Economics
Downloads 81 (307,933)

Abstract:

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venture capital, experience, realised returns

33.

Measuring Disagreement in UK Consumer and Central Bank Inflation Forecasts

BIS Working Paper No. 339
Number of pages: 49 Posted: 07 Jun 2011
Richhild Moessner, Feng Zhu and Colin Ellis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and University of Birmingham - Department of Economics
Downloads 73 (327,108)

Abstract:

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Adaptive kernel method, adaptive multimodality test, consumer survey, inflation forecasts, nonparametric density estimation

34.

Public Attitudes to Inflation Summer 2006

Bank of England Quarterly Bulletin, Summer 2006
Number of pages: 9 Posted: 22 Jun 2006
Colin Ellis
University of Birmingham - Department of Economics
Downloads 57 (371,932)

Abstract:

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35.

Break-Even Maturity as a Guide to Financial Distress

Contemporary Economics, Vol. 8, No. 4, pp. 387-396, 2014
Number of pages: 10 Posted: 13 Jan 2015
Colin Ellis
University of Birmingham - Department of Economics
Downloads 48 (401,721)

Abstract:

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financial markets, bond yields, funding cost

36.

Crisis Liquidity Provision in the US and Euro Area – Evolving the Role of Lender of Last Resort

Concept Paper for Harvard Law School Symposium on International Financial Systems, March 2017
Number of pages: 8 Posted: 03 Apr 2017
Colin Ellis
University of Birmingham - Department of Economics
Downloads 47 (405,183)

Abstract:

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Central Banks, Lender of Last Resort, Liquidity Provision

37.

Public Attitudes to Inflation - Summer Qb 2005

Bank of England Quarterly Bulletin, Summer 2005
Number of pages: 8 Posted: 08 Jul 2005
Colin Ellis
University of Birmingham - Department of Economics
Downloads 40 (431,559)

Abstract:

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38.

Measuring UK Inflation: Practical Differences and Issues

World Economics, Vol. 13, No. 4, pages 99-112
Number of pages: 14 Posted: 07 Dec 2012 Last Revised: 22 Dec 2012
Colin Ellis
University of Birmingham - Department of Economics
Downloads 34 (456,700)

Abstract:

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Inflation, price indices, aggregation

39.

Scenario-Based Stress Tests: Are They Painful Enough?

Contemporary Economics, Vol. 11, No. 2, pp. 219-234, 2017
Number of pages: 16 Posted: 23 May 2018 Last Revised: 15 Jun 2018
Colin Ellis
University of Birmingham - Department of Economics
Downloads 32 (465,668)

Abstract:

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Stress test, VaR, Scenarios, Risk modelling

40.

UK Business Investment and the User Cost of Capital

Manchester School, Vol. 72, No. S1, pp. 72-93, September 2004
Number of pages: 22 Posted: 07 Sep 2004
Colin Ellis and Simon Price
University of Birmingham - Department of Economics and Essex Business School
Downloads 27 (490,679)
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41.

Examining the Behaviour of Individual UK Consumer Prices

The Economic Journal, Vol. 122, Issue 558, pp. F35-F55, 2012
Number of pages: 21 Posted: 19 Jan 2012
Philip Bunn and Colin Ellis
Bank of England and University of Birmingham - Department of Economics
Downloads 2 (649,600)
Citation 1
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42.

Measuring Greek Debt: The Difference between Market and Credit Perspectives

World Economics, Vol. 19, No. 3, July-September 2018
Posted: 15 Dec 2018
Colin Ellis
University of Birmingham - Department of Economics

Abstract:

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Government debt, Greece, credit risk, market risk

43.

Do Credit Ratings Move Toward the Market, or Vice Versa?

Journal of Fixed Income, Vol. 28, No. 2, 2018
Posted: 27 Oct 2018
Colin Ellis, Kumar Kanthan and Veronica Zheng
University of Birmingham - Department of Economics, Moody's Investors Service and Moody's Investors Service

Abstract:

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Credit Risk, Credit Ratings, Market Signals

44.

Cultural Data Mirror International Structural Economic Differences

World Economics, Vol. 19, No. 1, January-March 2018
Posted: 26 Oct 2018
Colin Ellis and Oleg Oleksiy
University of Birmingham - Department of Economics and Moody's Investors Service

Abstract:

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Structural economic conditions, cultural dimensions, Hofstede

45.

The Political Limits of Independent Monetary Policy

World Economics, Vol. 17, No. 3.
Posted: 03 Apr 2017
Colin Ellis
University of Birmingham - Department of Economics

Abstract:

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Monetary policy; independence; political economy

46.

The Economic Impact of Private Equity

World Economics, 2013, Vol. 14, No. 3, pages 105-20
Posted: 20 Sep 2013
Colin Ellis
University of Birmingham - Department of Economics

Abstract:

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private equity, economic impact, general equilibrium

47.

Quantitative Easing is Not as Unconventional as It Seems

Oxford Review of Economic Policy, Vol. 28, No. 4, Winter, pp 837-54 (2012)
Posted: 14 Mar 2013
Peter J. N. Sinclair and Colin Ellis
University of Birmingham - Department of Economics and University of Birmingham - Department of Economics

Abstract:

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quantitative easing, monetary policy

48.

Quantitative Easing: Will It Generate Demand or Inflation

World Economics, Vol. 10, No. 2, pages 27-40, 2009
Posted: 04 Sep 2009 Last Revised: 04 Sep 2013
Colin Ellis
University of Birmingham - Department of Economics

Abstract:

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Quantitative easing, monetary policy