Simon Price

Essex Business School

Professor of Finance

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

City University London - Department of Economics

Professor

Northampton Square

London, EC1V 0HB

United Kingdom

  • Essex Business School

  • City University London - Department of Economics

SCHOLARLY PAPERS

25

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2,478

SSRN CITATIONS
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Top 8,937

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51

CROSSREF CITATIONS

82

Scholarly Papers (25)

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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 418 (77,924)
Citation 19

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Import prices, exchange rates, pass-through, thresholds

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 (94,497)
Citation 3

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Investment, capital stock, identification, multicointegration

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 220 (155,261)
Citation 27

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Error correction, consumption, dynamics

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 (155,261)
Citation 3

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Pricing, competitiveness

5.

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 125 (251,867)
Citation 2

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Forecasting, inflation, Bayesian model averaging, Akaike criteria, forecast combining

6.

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 121 (258,072)
Citation 8

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Forecasting, forecast combining

7.

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 120 (259,694)
Citation 9

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Investment, firm-level data, elasticity of substitution, panel

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 120 (259,694)

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Investment, Tobin's Q, long-horizon forecasting

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 120 (259,694)
Citation 1

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Politics, Fiscal Policy, Economic Growth, General Equilibrium

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 97 (300,850)
Citation 3

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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 87 (322,348)

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12.

Generalised Density Forecast Combinations

Downloads 86 (324,659)
Citation 11

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, Warwick Business School and Essex Business School
Downloads 53 (426,641)
Citation 12

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Density Forecasting, Model Combination, Scoring Rules

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, Warwick Business School and Essex Business School
Downloads 33 (515,386)
Citation 3

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Density Forecasting, Model Combination, Scoring Rules

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 67 (374,413)
Citation 13

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monitoring, recent structural change, forecast combination, robust forecasts

14.

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 (377,316)

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15.

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

Downloads 64 (383,261)
Citation 4

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 36 (499,862)
Citation 3

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Recent and ongoing structural change, forecast combination, robust forecasts

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 28 (543,987)
Citation 4

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recent and ongoing structural change, forecast combination, robust forecasts

16.

Time-varying Cointegration and the UK Great Ratios

Downloads 40 (470,888)
Citation 3

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 31 (526,284)
Citation 3

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Time variation, great ratios, cointegration

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 (681,455)

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Time variation, great ratios, cointegration

17.

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

Downloads 39 (475,213)
Citation 1

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 24 (570,164)
Citation 1

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Forecasting, financial conditions index, targeted data reduction, multivariate partial least squares, credit shocks

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 (634,799)

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Forecasting, Financial conditions index, Targeted data reduction, Multivariate partial least squares, Credit shocks

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 (529,348)
Citation 2
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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 (535,056)
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20.

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 (572,258)
Citation 1
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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 20 (578,787)
Citation 5

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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 18 (591,955)

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Wage Phillips curves, state-level data, panel estimation, CCE

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 (739,831)
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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

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monitoring, structural change, panel, CUSUM, fluctuation test

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

Abstract:

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house prices, vector autoregressions (VARs), identification