16
H index
22
i10 index
792
Citations
Simon Price : Citation Profile
University of Essex (98% share) | RESEARCH PRODUCTION: 37 Articles 48 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1984 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Price. | Is cited by:
| Cites to:
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Main data
Where Simon Price has published?
Recent works citing Simon Price (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Effect of bilateral and multilateral concessional debts on public investment in Africa: A contingency analysis. (2023). Egbo, Obiamaka P ; Eze, Eze Festus ; Igwemeka, Ebele ; Ibe, Godwin Imo ; Ugwunta, David Okelue ; Ezeaku, Hillary Chijindu. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:2:p:198-210. Full description at Econpapers || Download paper |
| 2023 | Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Variable Screening and Model Averaging for Expectile Regressions. (2023). Wang, Siwei ; Tu, Yundong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:574-598. Full description at Econpapers || Download paper |
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8. Full description at Econpapers || Download paper |
| 2023 | Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758. Full description at Econpapers || Download paper |
| 2023 | Opportunistic Political Central Bank Coverage: Does media coverage of ECBs Monetary Policy Impacts German Political Parties Popularity?. (2023). Picault, Matthieu ; Oriola, Hugo. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-30. Full description at Econpapers || Download paper |
| 2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper |
| 2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
| 2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper |
| 2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper |
| 2023 | Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers || Download paper |
| 2023 | Natural resources and economic performance: Understanding the volatilities caused by financial, political and economic risk in the context of China. (2023). Wei, Xuecheng ; Ghardallou, Wafa ; Li, Zeyun ; Zheng, Jingling. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004087. Full description at Econpapers || Download paper |
| 2023 | Regional Heterogeneity and the Provinicial Phillips Curve in China. (2023). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202303. Full description at Econpapers || Download paper |
| 2023 | Six Decades of Economic Research at the Bank of England. (2023). Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice ; Acosta, Juan ; Sergi, Francesco ; Goutsmedt, Aurelien. In: Post-Print. RePEc:hal:journl:hal-03919394. Full description at Econpapers || Download paper |
| 2023 | Estimating the Effects of Political Instability in Nascent Democracies. (2023). Mitja, Kovac ; Thomas, Emery ; Rok, Spruk. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:243:y:2023:i:6:p:599-642:n:4. Full description at Econpapers || Download paper |
| 2023 | To change or not to change The evolution of forecasting models at the Bank of England. (2023). Goutsmedt, Aurélien ; Sergi, Francesco ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice. In: SocArXiv. RePEc:osf:socarx:m2cet. Full description at Econpapers || Download paper |
| 2023 | Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320. Full description at Econpapers || Download paper |
| 2023 | Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401. Full description at Econpapers || Download paper |
| 2023 | The relationship between political instability and economic growth in advanced economies: Empirical evidence from a panel VAR and a dynamic panel FE-IV analysis. (2023). Schmidt, Torsten ; Dirks, Maximilian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:1000. Full description at Econpapers || Download paper |
Works by Simon Price:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 57 |
| 2005 | Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation.(2005) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2007 | Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2006 | Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 1994 | Economic Competence, Rational Expectations and Government Popularity in Post-War Britain. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 5 |
| 1998 | The Variance of UK GDP: Reduced Form Estimates under Fixed and Floating Exchange Rate Regimes. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 2004 | UK Business Investment and the User Cost of Capital In: Manchester School. [Full Text][Citation analysis] | article | 15 |
| 2005 | RETURNS TO EQUITY, INVESTMENT AND Q: EVIDENCE FROM THE UK In: Manchester School. [Full Text][Citation analysis] | article | 7 |
| 2013 | Robust Forecast Methods and Monitoring during Structural Change In: Manchester School. [Full Text][Citation analysis] | article | 7 |
| 1994 | Aggregate Uncertainty, Forward Looking Behaviour and the Demand for Manufacturing Labour in the UK. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 7 |
| 1997 | Pooling Cross?sections: a Response to Macdonald and Heath In: Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2005 | “Uncertainty, Investment and Economic Growth: Evidence from a Dynamic Panel” In: Review of Development Economics. [Full Text][Citation analysis] | article | 28 |
| 1992 | Human Capital, Hysteresis and Unemployment among Workers with Finite Lives. In: Scottish Journal of Political Economy. [Citation analysis] | article | 1 |
| 2001 | Political Instability and Economic Growth: UK Time Series Evidence In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 40 |
| 2008 | The elasticity of substitution: evidence from a UK firm-level data set In: Bank of England working papers. [Full Text][Citation analysis] | paper | 34 |
| 2009 | Multivariate methods for monitoring structural change In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
| 2010 | Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2013 | MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2010 | Forecasting in the presence of recent structural change In: Bank of England working papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Forecasting in the presence of recent structural change.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2011 | Forecasting in the presence of recent structural change.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2014 | Adaptive forecasting in the presence of recent and ongoing structural change In: Bank of England working papers. [Full Text][Citation analysis] | paper | 57 |
| 2013 | Adaptive forecasting in the presence of recent and ongoing structural change.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 2012 | Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2012 | Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2014 | Generalised density forecast combinations In: Bank of England working papers. [Full Text][Citation analysis] | paper | 51 |
| 2015 | Generalised density forecast combinations.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
| 2014 | Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2013 | Generalised Density Forecast Combinations.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2015 | A new approach to multi-step forecasting using dynamic stochastic general equilibrium models In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A new approach to multi-step forecasting using dynamic stochastic general equilibrium models.(2015) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | A UK financial conditions index using targeted data reduction: forecasting and structural identification In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
| 2018 | A UK financial conditions index using targeted data reduction: Forecasting and structural identification.(2018) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2017 | A UK financial conditions index using targeted data reduction: forecasting and structural identification.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Time-varying cointegration and the UK great ratios In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Time varying cointegration and the UK great ratios.(2018) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Time varying cointegration and the UK Great Ratios.(2018) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | Financial liberalisation and consumers expenditure: FLIB re-examined In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
| 2003 | The impact of price competitiveness on UK producer price behaviour In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Import prices and exchange rate pass-through: theory and evidence from the United Kingdom In: Bank of England working papers. [Full Text][Citation analysis] | paper | 40 |
| 2003 | UK business investment: long-run elasticities and short-run dynamics In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | UK Business Investment: Long-Run Elasticities and Short-Run Dynamics.(2003) In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | UK business investment: long-run elasticities and short-run dynamics.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2003 | The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers. [Full Text][Citation analysis] | paper | 51 |
| 2006 | Returns to equity, investment and Q: evidence from the United Kingdom In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Forecast combination and the Bank of England’s suite of statistical forecasting models In: Bank of England working papers. [Full Text][Citation analysis] | paper | 71 |
| 2008 | Forecast combination and the Bank of Englands suite of statistical forecasting models.(2008) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2010 | The impact of the financial crisis on supply In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 17 |
| 2002 | Elections, Fiscal Policy and Growth: Revisiting the Mechanism In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2020 | State-level wage Phillips curves In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2021 | State-level wage Phillips curves.(2021) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2020 | State-level wage Phillips curves.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2018 | State-level wage Phillips curves.(2018) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1998 | Comment on ‘The Politics of the Political Business Cycle’ In: British Journal of Political Science. [Full Text][Citation analysis] | article | 1 |
| 2002 | Estimation and Inference in a Non-Linear State Space Model: Durable Consumption In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Manufacturing price determination in OECD countries; markups, demand and uncertainty in a dynamic heterogeneous panel In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 2 |
| 1992 | Forward Looking Price Setting in UK Manufacturing. In: Economic Journal. [Full Text][Citation analysis] | article | 19 |
| 1984 | The Dynamics of Unemployment: Structural Change and Unemployment Flows. In: Economic Journal. [Citation analysis] | article | 3 |
| 1985 | The Determinants of Equilibrium Unemployment in Britain: A Comment. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1998 | Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2007 | The dynamics of aggregate UK consumers non-durable expenditure In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2020 | Time-varying cointegration with an application to the UK Great Ratios In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2006 | Forecasting using predictive likelihood model averaging In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2006 | Forecasting Using Predictive Likelihood Model Averaging.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2009 | A real time evaluation of Bank of England forecasts of inflation and growth In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 54 |
| 2009 | Mining the past to determine the future: Comments In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2003 | How elections affect fiscal policy and growth: revisiting the mechanism In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 11 |
| 2022 | Stock returns predictability with unstable predictors In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Stock returns predictability with unstable predictors.(2022) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2000 | Financial Development and Economic Growth: Time Series Evidence for the case of UK In: Ekonomia. [Citation analysis] | article | 6 |
| 1993 | Aggregate Uncertainty and Consumers Expenditure in the UK. In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | The Effectiveness of UK Stabilisation Policy Under Fixed and Floating Exchange Rate Regimes. In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | The effect of aggregate uncertainty on the demand for manufacturing labour in the UK In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Political Business Cycles and Macroeconomic Credibility: A Survey. In: Public Choice. [Full Text][Citation analysis] | article | 16 |
| 1998 | By-Elections, Changing Fortunes, Uncertainty and the Mid-Term Blues. In: Public Choice. [Full Text][Citation analysis] | article | 3 |
| 1998 | By-elections, changing fortunes, uncertainty and the mid-term blues.(1998) In: Public Choice. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2004 | Consumers expenditure, durables and dynamics: the UK consumption ECM redux In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2004 | UK investment and the return to equity: Q redux In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Unions, Dutch Disease and Unemployment. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 7 |
| 2008 | Discussion of House prices, money, credit, and the macroeconomy by Charles Goodhart and Boris Hofmann In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2006 | Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Forecasting Using Predictive Likelihood Model Averaging In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2010 | Multivariate Methods for Monitoring Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Discussion of Determinants of Agricultural and Mineral Commodity Prices In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
| 2001 | Volatility in the transition markets of Central Europe In: Applied Financial Economics. [Full Text][Citation analysis] | article | 44 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team