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 431 (83,233)

Citation 19

Abstract:

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

University of Birmingham - Department of Economics and Essex Business School

Downloads 354 (104,413)

Citation 3

Abstract:

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 235 (160,025)

Citation 27

Abstract:

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

University of Birmingham - Department of Economics and Essex Business School

Downloads 220 (170,438)

Citation 3

Abstract:

5.

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 131 (265,857)

Citation 9

Abstract:

6.

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 129 (268,960)

Citation 2

Abstract:

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 122 (280,436)

Citation 8

Abstract:

8.

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 122 (280,436)

Abstract:

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 122 (280,436)

Citation 1

Abstract:

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 106 (309,504)

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 89 (346,447)

Abstract:

12.

Generalised Density Forecast Combinations

Downloads 86 (353,812)

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 53 (464,317)

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 33 (560,217)

Citation 6

Abstract:

13.

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 69 (401,343)

Citation 13

Abstract:

14.

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

Downloads 67 (407,656)

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 38 (532,798)

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 (584,288)

Citation 5

Abstract:

15.

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 66 (410,909)

Abstract:

16.

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

Downloads 52 (460,493)

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 National Institute of Economic and Social Research

Downloads 37 (537,974)

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 National Institute of Economic and Social Research

Downloads 15 (687,455)

Abstract:

17.

Time-varying Cointegration and the UK Great Ratios

Downloads 50 (468,477)

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 41 (517,607)

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 (737,463)

Abstract:

18.

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 (574,965)

Citation 2

Add to Cart

Abstract:

19.

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 (581,041)

Citation 2

Add to Cart

Abstract:

20.

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 23 (607,089)

Citation 6

Abstract:

21.

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 (620,600)

Citation 1

Add to Cart

Abstract:

22.

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 19 (634,592)

Abstract:

23.

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 (794,000)

Add to Cart

Abstract:

24.

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:

25.

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

City University London - Department of Economics

Professor

25

Top 23,826

2,569

Top 9,257

59

80

Scholarly Papers (25)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

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

Abstract:

UK Business Investment and the User Cost of Capital

Abstract:

Abstract:

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

Abstract:

Abstract:

Robust Forecast Methods and Monitoring During Structural Change

Abstract:

Abstract:

Abstract: