Colin Ellis

University of Birmingham

Visiting Research Fellow in Economics

Economics Department

Birmingham, B15 2TT

United Kingdom

SCHOLARLY PAPERS

45

DOWNLOADS
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Top 4,905

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7,782

CITATIONS
Rank 5,109

SSRN RANKINGS

Top 5,109

in Total Papers Citations

101

Scholarly Papers (45)

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, British Private Equity & Venture Capital Association (BVCA) and British Private Equity & Venture Capital Association (BVCA)
Downloads 689 (33,388)

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 and University of Oxford
Downloads 468 (55,200)
Citation 17

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
Downloads 456 (57,025)

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 and Bank of England - Monetary Analysis
Downloads 417 (63,562)
Citation 14

Abstract:

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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 and Essex Business School
Downloads 349 (78,310)
Citation 3

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
Downloads 320 (86,503)
Citation 8

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
Downloads 280 (100,200)

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
Downloads 265 (106,126)
Citation 2

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 and affiliation not provided to SSRN
Downloads 263 (106,941)
Citation 1

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
Downloads 254 (110,959)
Citation 2

Abstract:

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Supermarket prices, behaviour of prices, demand elasticities

11.

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
Downloads 242 (116,605)
Citation 7

Abstract:

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Markups, factor demands, technical progress

12.

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
Downloads 238 (118,570)

Abstract:

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Monetary policy; quantitative easing; capital markets

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
Downloads 221 (127,279)

Abstract:

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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, University of London - School of Sciences and International Monetary Fund MCMMP
Downloads 1 (629,144)
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14.

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
Downloads 221 (127,660)
Citation 7

Abstract:

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Inflation persistence, disaggregation, principal components

15.

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
Downloads 220 (128,184)
Citation 4

Abstract:

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Private Equity, Portfolio Companies, Perceptions

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
Downloads 218 (129,343)
Citation 3

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 and Essex Business School
Downloads 217 (129,904)
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
Downloads 207 (135,793)

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
Downloads 202 (138,942)
Citation 5

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
Downloads 190 (147,178)

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
Downloads 181 (153,754)
Citation 1

Abstract:

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22.

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
Downloads 171 (161,748)

Abstract:

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Recession, structural change, long-term growth

23.

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 and London School of Economics & Political Science (LSE)
Downloads 169 (163,449)
Citation 1

Abstract:

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

24.

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 and British Private Equity & Venture Capital Association (BVCA)
Downloads 167 (165,158)

Abstract:

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Sustainability, private equity

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
Downloads 148 (182,987)

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
Downloads 115 (222,878)

Abstract:

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price elasticity of demand, microdata, supermarket prices

27.
Downloads 112 (227,277)
Citation 3

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 and Bank of England
Downloads 108 (234,482)
Citation 3

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
Downloads 4 (600,203)
Citation 3
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28.

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 and Bank of England - Monetary Analysis
Downloads 111 (228,749)
Citation 4

Abstract:

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29.

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 and British Private Equity & Venture Capital Association (BVCA)
Downloads 106 (236,331)

Abstract:

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entrepreneurs, SME, economic growth

30.

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
Downloads 85 (273,074)

Abstract:

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Price duration, Business Surveys

31.

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
Downloads 83 (277,103)
Citation 3

Abstract:

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Consumer prices, price-setting behaviour

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
Downloads 77 (289,729)

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
Downloads 69 (308,275)
Citation 1

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
Downloads 55 (345,701)
Citation 1

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
Downloads 41 (391,074)

Abstract:

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financial markets, bond yields, funding cost

36.

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
Downloads 36 (410,088)

Abstract:

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37.

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
Downloads 34 (418,008)

Abstract:

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Central Banks, Lender of Last Resort, Liquidity Provision

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
Downloads 30 (434,822)

Abstract:

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Inflation, price indices, aggregation

39.

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 and Essex Business School
Downloads 27 (449,053)
Citation 11
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40.

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
Downloads 25 (459,252)

Abstract:

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Stress test, VaR, Scenarios, Risk modelling

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
Downloads 2 (587,839)
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42.

The Political Limits of Independent Monetary Policy

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

Abstract:

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Monetary policy; independence; political economy

43.

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

Abstract:

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private equity, economic impact, general equilibrium

44.

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

Abstract:

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quantitative easing, monetary policy

45.

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

Abstract:

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Quantitative easing, monetary policy