Author Page for Simon Price

1.

Import Prices and Exchange Rate Pass-Through: Theory and Evidence from the United Kingdom

Bank of England Working Paper No. 182

Number of pages: 30 Posted: 03 Sep 2003

Valerie Herzberg, George Kapetanios and Simon Price

Bank of England, King's College, London and Essex Business School

Downloads 452 (90,304)

Citation 19

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2.

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

Hult International Business School (London) and Essex Business School

Downloads 355 (119,042)

Citation 3

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3.

The Dynamics of Consumers' Expenditure: The UK Consumption Ecm Redux

Bank of England Working Paper No. 204

Number of pages: 38 Posted: 29 Sep 2004

Emilio Fernández Corugedo, Simon Price and Andrew P. Blake

Bank of England, Essex Business School and Bank of England - CCBS

Downloads 238 (179,514)

Citation 27

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4.

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

Hult International Business School (London) and Essex Business School

Downloads 220 (193,454)

Citation 3

Abstract:

5.

Returns to Equity, Investment and Q: Evidence from the United Kingdom

Bank of England Working Paper No. 310

Number of pages: 35 Posted: 27 Feb 2007

Simon Price and Christoph Schleicher

Essex Business School and Bank of England

Downloads 141 (283,262)

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6.

The Elasticity of Substitution: Evidence from a UK Firm-Level Data Set

Bank of England Working Paper No. 348

Number of pages: 51 Posted: 11 Oct 2008

Sebastian N. Barnes, Simon Price and Maria Barriel

Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Essex Business School and Bank of England - Monetary Analysis

Downloads 138 (288,053)

Citation 9

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7.

Forecast Combination and the Bank of England's Suite of Statistical Forecasting Models

Bank of England Working Paper No. 323

Number of pages: 49 Posted: 22 Aug 2007

George Kapetanios, Vincent Labhard and Simon Price

King's College, London, European Central Bank (ECB) - Directorate General Economics and Essex Business School

Downloads 137 (289,704)

Citation 8

Abstract:

8.

Forecasting Using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation

Bank of England Working Paper No. 268

Number of pages: 45 Posted: 19 Oct 2005

George Kapetanios, Vincent Labhard and Simon Price

King's College, London, European Central Bank (ECB) - Directorate General Economics and Essex Business School

Downloads 131 (299,709)

Citation 2

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9.

Elections, Fiscal Policy and Growth: Revisiting the Mechanism

CESifo Working Paper Series No. 691

Number of pages: 16 Posted: 19 May 2002

George Economides, Apostolis Philippopoulos and Simon Price

Athens University of Economics and Business - Department of International and European Economic Studies, Athens University of Economics and Business - Department of Economics and Essex Business School

Downloads 124 (312,236)

Citation 1

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10.

The Impact of the Financial Crisis on Supply

Bank of England Quarterly Bulletin 2010 Q2

Number of pages: 11 Posted: 14 Jun 2010

Andrew Benito, Katharine S. Neiss, Simon Price and Lukasz Rachel

Bank of England, Bank of England - Monetary Analysis, Essex Business School and Bank of England

Downloads 118 (323,516)

Citation 3

Abstract:

11.

Financial Liberalisation and Consumers' Expenditure: 'Flib' Re-Examined

Bank of England Working Paper No. 157

Number of pages: 31 Posted: 07 Apr 2003

Emilio Fernández Corugedo and Simon Price

Bank of England and Essex Business School

Downloads 92 (381,590)

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12.

Generalised Density Forecast Combinations

Downloads 90 (386,858)

Citation 12

2

Generalised Density Forecast Combinations

Bank of England Working Paper No. 492

Number of pages: 41 Posted: 05 Apr 2014

Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price

Bank of England, King's College, London, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Essex Business School

Downloads 54 (514,972)

Citation 14

Abstract:

Generalised Density Forecast Combinations

CAMA Working Paper No. 24/2014

Number of pages: 39 Posted: 06 Mar 2014 Last Revised: 07 Mar 2014

Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price

Bank of England, King's College, London, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Essex Business School

Downloads 36 (607,175)

Citation 6

Abstract:

13.

Stock Returns Predictability with Unstable Predictors

Number of pages: 44 Posted: 14 Jan 2022

Fabio Calonaci, George Kapetanios and Simon Price

Queen Mary University of London, King's College, London and Essex Business School

Downloads 84 (403,303)

Abstract:

14.

Forecasting in the Presence of Recent Structural Change

Bank of England Working Paper No. 406

Number of pages: 49 Posted: 05 Dec 2010

Jana Eklund, George Kapetanios and Simon Price

Bank of England - Monetary Analysis, King's College, London and Essex Business School

Downloads 72 (439,985)

Citation 13

Abstract:

15.

A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification

Downloads 71 (443,289)

Citation 1

2

A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification

Bank of England Working Paper No. 699

Number of pages: 32 Posted: 12 Dec 2017

George Kapetanios, Simon Price and Garry Young

King's College, London, Essex Business School and ESCOE

Downloads 54 (514,972)

Citation 1

Abstract:

A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification

CAMA Working Paper No. 58/2017

Number of pages: 32 Posted: 13 Sep 2017

George Kapetanios, Simon Price and Garry Young

King's College, London, Essex Business School and ESCOE

Downloads 17 (750,062)

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16.

Understanding Investment Better: Insights from Recent Research

Bank of England Quarterly Bulletin, 2007

Number of pages: 12 Posted: 25 Jun 2007

Simon Price

Essex Business School

Downloads 70 (446,663)

Abstract:

17.

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

Downloads 68 (453,521)

Citation 7

2

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

Bank of England Working Paper No. 490

Number of pages: 38 Posted: 05 Apr 2014

Liudas Giraitis, George Kapetanios and Simon Price

Queen Mary, King's College, London and Essex Business School

Downloads 39 (589,753)

Citation 5

Abstract:

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

CAMA Working Paper No. 14/2012

Number of pages: 48 Posted: 24 Mar 2012

Liudas Giraitis, George Kapetanios and Simon Price

Queen Mary, Bank of England and Essex Business School

Downloads 29 (652,500)

Citation 5

Abstract:

18.

Time-varying Cointegration and the UK Great Ratios

Downloads 65 (463,972)

Citation 1

2

Time-varying Cointegration and the UK Great Ratios

Bank of England Working Paper No. 789

Number of pages: 40 Posted: 19 Apr 2019

George Kapetanios, Stephen Millard, Katerina Petrova and Simon Price

King's College, London, Bank of England, University of St Andrews and Essex Business School

Downloads 56 (506,425)

Citation 1

Abstract:

Time Varying Cointegration and the UK Great Ratios

CAMA Working Paper No. 53/2018

Number of pages: 37 Posted: 23 Oct 2018

George Kapetanios, Stephen Millard, Katerina Petrova and Simon Price

King's College, London, Bank of England, University of St Andrews and Essex Business School

Downloads 9 (828,816)

Abstract:

19.

Returns to Equity, Investment and Q: Evidence from the UK

Manchester School, Vol. 73, No. S1, pp. 32-57, September 2005

Number of pages: 26 Posted: 28 Aug 2005

Simon Price and Christoph Schleicher

Essex Business School and Bank of England

Downloads 28 (642,027)

Citation 2

Abstract:

20.

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

Hult International Business School (London) and Essex Business School

Downloads 27 (648,742)

Citation 2

Abstract:

21.

Forecasting in the Presence of Recent Structural Change

Australian National University – Centre for Applied Macroeconomic Analysis (CAMA) Working Paper No. 23/2011

Number of pages: 43 Posted: 20 Jul 2011

Jana Eklund, George Kapetanios and Simon Price

Royal Bank of Scotland (RBS), Bank of England and Essex Business School

Downloads 24 (670,324)

Citation 6

Abstract:

22.

Uncertainty, Investment and Economic Growth: Evidence from a Dynamic Panel

Review of Development Economics, Vol. 9, No. 2, pp. 277-288, May 2005

Number of pages: 12 Posted: 29 Apr 2005

Dimitrios Asteriou and Simon Price

City University London - Department of Economics and Essex Business School

Downloads 21 (693,212)

Citation 1

Abstract:

23.

State-level wage Phillips curves

CAMA Working Paper No. 8/2020

Number of pages: 17 Posted: 11 Feb 2020

George Kapetanios, Simon Price, Menelaos Tasiou and Alexia Ventouri

King's College, London, Essex Business School, University of Portsmouth and King's College London

Downloads 20 (700,981)

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24.

Robust Forecast Methods and Monitoring During Structural Change

The Manchester School, Vol. 81, pp. 3-27, 2013

Number of pages: 25 Posted: 31 Oct 2013

Jana Eklund, George Kapetanios and Simon Price

Bank of England - Monetary Analysis, Bank of England and Essex Business School

Downloads 0 (905,910)

Abstract:

25.

Multivariate Methods for Monitoring Structural Change

Posted: 11 Jun 2009

Jan J. Groen, George Kapetanios and Simon Price

Federal Reserve Bank of New York, King's College, London and Essex Business School

Abstract:

26.

Discussion of House Prices, Money, Credit, and the Macroeconomy by Charles Goodhart and Boris Hofmann

Oxford Review of Economic Policy, Vol. 24, Issue 1, pp. 206-209, 2008

Posted: 02 Jul 2008

Simon Price

Essex Business School

Simon Price

Essex Business School

Professor of Finance

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

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Scholarly Papers (26)

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