14
H index
18
i10 index
654
Citations
University of Essex (98% share) | 14 H index 18 i10 index 654 Citations RESEARCH PRODUCTION: 37 Articles 48 Papers 1 Chapters RESEARCH ACTIVITY:
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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: |
Year | Title of citing document |
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2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper |
2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper |
2020 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper |
2021 | 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 |
2020 | Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182. Full description at Econpapers || Download paper |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592. Full description at Econpapers || Download paper |
2020 | Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263. Full description at Econpapers || Download paper |
2021 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper |
2020 | A similarityâ€based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827. Full description at Econpapers || Download paper |
2021 | A computationally efficient, high?dimensional multiple changepoint procedure with application to global terrorism incidence. (2021). Fearnhead, P ; Eckley, I A ; Tickle, S O. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:4:p:1303-1325. Full description at Econpapers || Download paper |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hoke, Sinem Haciolu ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper |
2021 | Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554. Full description at Econpapers || Download paper |
2020 | Consumption and exchange rate uncertainty: Evidence from selected Asian countries. (2020). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:9:p:2437-2462. Full description at Econpapers || Download paper |
2021 | Disaggregate income and wealth effects on private consumption in Greece. (2021). Pavlou, Georgia ; Sideris, Dimitrios. In: Working Papers. RePEc:bog:wpaper:293. Full description at Econpapers || Download paper |
2020 | The aggregate consequences of default risk: evidence from firm-level data. (2020). van Reenen, John ; Besley, Timothy ; VanReenen, John ; Roland, Isabelle. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1672. Full description at Econpapers || Download paper |
2020 | The Aggregate Consequences of Default Risk: Evidence from Firm-level Data. (2020). van Reenen, John ; VanReenen, John ; Roland, Isabelle ; Besley, Timothy J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14327. Full description at Econpapers || Download paper |
2020 | A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469. Full description at Econpapers || Download paper |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper |
2021 | How external debt led to economic growth in South Asia: A policy perspective analysis from quantile regression. (2021). TAGHIZADEH-HESARY, Farhad ; Iqbal, Wasim ; Ullah, Hafeez ; Mohsin, Muhammad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:423-437. Full description at Econpapers || Download paper |
2021 | Can human development and political stability improve environmental quality? New evidence from the MENA region. (2021). Alsamara, Mouyad ; Mnasri, Ayman ; Mimouni, Karim ; Al Samara, Mouyad ; Mrabet, Zouhair. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:28-44. Full description at Econpapers || Download paper |
2021 | Capital-labor substitution elasticity: A simulated method of moments approach. (2021). Wemy, Edouard . In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:14-44. Full description at Econpapers || Download paper |
2020 | The effect of economic policy uncertainty on China’s housing market. (2020). Ning, Shao-Lin ; Lin, Wen-Yuan ; Huang, Wei-Ling . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301700. Full description at Econpapers || Download paper |
2021 | Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87. Full description at Econpapers || Download paper |
2022 | Analyzing cross-validation for forecasting with structural instability. (2022). Hirano, Keisuke ; Wright, Jonathan H. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:139-154. Full description at Econpapers || Download paper |
2020 | Constructing joint confidence bands for impulse response functions of VAR models – A review. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:69-83. Full description at Econpapers || Download paper |
2020 | A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings. (2020). Escobedo, Adolfo R ; Yoo, Yeawon ; Skolfield, Kyle J. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:3:p:1025-1041. Full description at Econpapers || Download paper |
2021 | Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710. Full description at Econpapers || Download paper |
2020 | Development of a heat transfer coefficient based design method of a thermal energy storage device for transport air-conditioning applications. (2020). Zou, Boyang ; Nie, Binjian ; Ding, Yulong ; Li, Yongliang ; Zhang, Tongtong ; She, Xiaohui. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220301900. Full description at Econpapers || Download paper |
2021 | Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009154. Full description at Econpapers || Download paper |
2021 | Forecasting stock returns: A time-dependent weighted least squares approach. (2021). Wang, Yudong ; Wu, Chongfeng ; Hao, Xianfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379. Full description at Econpapers || Download paper |
2021 | Openness and factor shares: Is globalization always bad for labor?. (2021). Leblebicioglu, Asli ; Weinberger, Ariel ; Leblebiciolu, Asli. In: Journal of International Economics. RePEc:eee:inecon:v:128:y:2021:i:c:s0022199620301215. Full description at Econpapers || Download paper |
2020 | Predicting default risk under asymmetric binary link functions. (2020). Varthalitis, Petros ; Tzavalis, Elias ; Athanasiou, E ; Dendramis, Y. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1039-1056. Full description at Econpapers || Download paper |
2020 | A textual analysis of Bank of England growth forecasts. (2020). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1478-1487. Full description at Econpapers || Download paper |
2021 | Forecasting multiparty by-elections using Dirichlet regression. (2021). Hanretty, Chris. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1666-1676. Full description at Econpapers || Download paper |
2022 | Optimal probabilistic forecasts: When do they work?. (2022). RamÃrez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406. Full description at Econpapers || Download paper |
2020 | Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states. (2020). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618302389. Full description at Econpapers || Download paper |
2020 | Certain new models of the multi space-fractional Gardner equation. (2020). Saad, Khaled M ; Alderremy, A A ; Jain, Shilpi ; Aly, Shaban ; Agarwal, Praveen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321181. Full description at Econpapers || Download paper |
2020 | Modeling traffic flow mixed with automated vehicles considering drivers ’ character difference. (2020). Wu, W J ; Zhou, Y J ; Zhu, H B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301138. Full description at Econpapers || Download paper |
2021 | Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003. Full description at Econpapers || Download paper |
2020 | Alkane from hydrodeoxygenation (HDO) combined with in-situ multistage condensation of biomass continuous pyrolysis bio-oil via mixed supports catalyst Ni/HZSM-5-γ-Al2O3. (2020). Han, Ping ; Jiang, Enchen ; Xu, Xiwei ; Li, Zhiyu ; Fan, Xudong ; Zhong, Peidong ; Zhou, Ling ; Sun, Yan. In: Renewable Energy. RePEc:eee:renene:v:149:y:2020:i:c:p:535-548. Full description at Econpapers || Download paper |
2020 | How internal heat loads of buildings affect the effectiveness of vertical greenery systems? An experimental study. (2020). Cabeza, Luisa F ; Perez, Gabriel ; Chafer, Marta ; Coma, Julia. In: Renewable Energy. RePEc:eee:renene:v:151:y:2020:i:c:p:919-930. Full description at Econpapers || Download paper |
2020 | Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:5149-5187. Full description at Econpapers || Download paper |
2021 | Forecasting the labor intensity and labor income share for G7 countries in the digital age. (2021). Devezas, Tessaleno ; Akaev, Askar ; Sarygulov, Askar ; Ichkitidze, Yuri. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001074. Full description at Econpapers || Download paper |
2021 | Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth. (2021). Antonakakis, Nikolaos ; Luqman, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s004016252100576x. Full description at Econpapers || Download paper |
2020 | Maritime cluster research: Evolutionary classification and future development. (2020). Xu, Dong ; Li, Huan ; Jiang, Haizhou ; Shi, Xin. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:133:y:2020:i:c:p:237-254. Full description at Econpapers || Download paper |
2020 | The aggregate consequences of default risk: evidence from firm-level data. (2020). van Reenen, John ; VanReenen, John ; Roland, Isabelle ; Besley, Timothy. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108227. Full description at Econpapers || Download paper |
2021 | Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers. RePEc:exs:wpaper:21/013. Full description at Econpapers || Download paper |
2020 | Smooth Robust Multi-Horizon Forecasts. (2020). Hendry, David ; Castle, Jennifer L ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2020-009. Full description at Econpapers || Download paper |
2022 | Causality Relationship Between Economic, Financial, Political Risk and Growth: The Case of Turkey. (2022). Ozgur, Munise Ilikkan ; Demirta, Cuma ; Yildirim, Esra Soyu. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:9:y:2022:i:1:p:165-186. Full description at Econpapers || Download paper |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33. Full description at Econpapers || Download paper |
2020 | The Aggregate Consequences of Default Risk: Evidence from Firm-level Data. (2020). van Reenen, John ; Besley, Timothy ; VanReenen, John ; Roland, Isabelle A. In: NBER Working Papers. RePEc:nbr:nberwo:26686. Full description at Econpapers || Download paper |
2021 | Smooth Robust Multi-Horizon Forecasts. (2021). Martinez, Andrew ; Hendry, David F ; Castle, Jennifer L. In: Economics Papers. RePEc:nuf:econwp:2101. Full description at Econpapers || Download paper |
2021 | Indicators of monetary policy stance and financial conditions: an overview. (2021). Iskrev, Nikolay ; Soares, Carla ; Loureno, Rita Fradique. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202101. Full description at Econpapers || Download paper |
2021 | The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms. (2021). Zhao, Yongchen. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01864-w. Full description at Econpapers || Download paper |
2020 | Electoral systems and economic growth. (2020). Aboal, Diego. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:3:d:10.1007_s40888-020-00185-6. Full description at Econpapers || Download paper |
2022 | The role of R&D and economic policy uncertainty in Sri Lanka’s economic growth. (2022). Amarasekara, Chandranath ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00322-5. Full description at Econpapers || Download paper |
2021 | Optimal Designs for Model Averaging in non-nested Models. (2021). Schorning, Kirsten ; Dette, Holger ; Alhorn, Kira. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00238-9. Full description at Econpapers || Download paper |
2020 | Change-point methods for multivariate time-series: paired vectorial observations. (2020). Hlavka, Zdenk ; Meintanis, Simos G ; Hukova, Marie. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01175-3. Full description at Econpapers || Download paper |
2021 | Forecasting in a changing world: from the great recession to the COVID-19 pandemic. (2021). Koopman, Siem Jan ; Zhang, Zhaokun ; Blasques, Francisco ; Artemova, Mariia. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210006. Full description at Econpapers || Download paper |
2020 | Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2015). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2015-04. Full description at Econpapers || Download paper |
2021 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers || Download paper |
2021 | Micro Data and Macro Technology. (2021). Oberfield, Ezra ; Raval, Devesh. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:2:p:703-732. Full description at Econpapers || Download paper |
2021 | Focused Bayesian prediction. (2021). Loaiza Maya, Rubén ; Loaizamaya, Ruben ; Frazier, David T ; Martin, Gael M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:517-543. Full description at Econpapers || Download paper |
2020 | Predictive ability and economic gains from volatility forecast combinations. (2020). Skintzi, Vasiliki ; Fameliti, Stavroula P. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:200-219. Full description at Econpapers || Download paper |
2022 | Assessing the usefulness of survey?based data in forecasting firms capital formation: Evidence from Italy. (2022). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:491-513. Full description at Econpapers || Download paper |
2020 | Does Balance Among Areas of Institutional Quality Matter for Economic Growth?. (2020). Sobel, Russell ; Bolen, Brandon J. In: Southern Economic Journal. RePEc:wly:soecon:v:86:y:2020:i:4:p:1418-1445. Full description at Econpapers || Download paper |
2020 | Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 49 |
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 another version. Agregated cites: 49 | 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 another version. Agregated cites: 49 | 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 another version. Agregated cites: 49 | 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 another version. Agregated cites: 49 | paper | |
1994 | Economic Competence, Rational Expectations and Government Popularity in Post-War Britain. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 3 |
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 | 13 |
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 | 6 |
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 | 6 |
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 | 24 |
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 | 6 |
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 | 13 |
2010 | Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2010 | Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2013 | MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2010 | Forecasting in the presence of recent structural change In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
2011 | Forecasting in the presence of recent structural change.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2011 | Forecasting in the presence of recent structural change.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2014 | Adaptive forecasting in the presence of recent and ongoing structural change In: Bank of England working papers. [Full Text][Citation analysis] | paper | 52 |
2013 | Adaptive forecasting in the presence of recent and ongoing structural change.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | 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 another version. Agregated cites: 52 | paper | |
2012 | Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2012 | Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2014 | Generalised density forecast combinations In: Bank of England working papers. [Full Text][Citation analysis] | paper | 44 |
2015 | Generalised density forecast combinations.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
2014 | Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2013 | Generalised Density Forecast Combinations.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | 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 another 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 | 6 |
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 another version. Agregated cites: 6 | 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 another version. Agregated cites: 6 | 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 another 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 another 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 | 38 |
2003 | UK business investment: long-run elasticities and short-run dynamics In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | paper | |
2003 | The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers. [Full Text][Citation analysis] | paper | 49 |
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 | 63 |
2008 | Forecast combination and the Bank of Englands suite of statistical forecasting models.(2008) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2010 | The impact of the financial crisis on supply In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 16 |
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 | 8 |
2021 | State-level wage Phillips curves.(2021) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2020 | State-level wage Phillips curves.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | State-level wage Phillips curves.(2018) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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 | 0 |
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 another version. Agregated cites: 25 | paper | |
2006 | Forecasting Using Predictive Likelihood Model Averaging.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another 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 | 43 |
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 | 12 |
2022 | Stock returns predictability with unstable predictors In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Stock returns predictability with unstable predictors.(2022) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2000 | Financial Development and Economic Growth: Time Series Evidence for the case of UK In: Ekonomia. [Citation analysis] | article | 3 |
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 | 15 |
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 another 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 | 6 |
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 |
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 | 42 |
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