Simon Price : Citation Profile


Are you Simon Price?

University of Essex (97% share)
City University (1% share)
Centre for Macroeconomics (CFM) (1% share)
Australian National University (1% share)

14

H index

19

i10 index

607

Citations

RESEARCH PRODUCTION:

36

Articles

45

Papers

1

Chapters

RESEARCH ACTIVITY:

   36 years (1984 - 2020). See details.
   Cites by year: 16
   Journals where Simon Price has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 19 (3.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr75
   Updated: 2020-09-26    RAS profile: 2020-08-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Millard, Stephen (3)

Young, Garry (3)

Tasiou, Menelaos (2)

Theodoridis, Konstantinos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Price.

Is cited by:

Marcellino, Massimiliano (14)

Sousa, Ricardo (12)

Schumacher, Christian (10)

González-Molano, Eliana (10)

Rossi, Barbara (9)

Casarin, Roberto (8)

Ravazzolo, Francesco (8)

Pincheira, Pablo (8)

Oulton, Nicholas (7)

Medel, Carlos A. (7)

Theodoridis, Konstantinos (7)

Cites to:

Campbell, John (25)

Lettau, Martin (15)

Ludvigson, Sydney (15)

Rogoff, Kenneth (13)

Caballero, Ricardo (12)

Tabellini, Guido (11)

Pesaran, M (11)

Hendry, David (10)

Obstfeld, Maurice (9)

Abel, Andrew (9)

Taylor, Mark (9)

Main data


Where Simon Price has published?


Journals with more than one article published# docs
Public Choice3
Manchester School3
Economic Modelling3
Economic Journal3
Economics Letters3
Scottish Journal of Political Economy2
Journal of Econometrics2
The Manchester School of Economic & Social Studies2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2
Working Papers / Department of Economics, City University London2
Essex Finance Centre Working Papers / University of Essex, Essex Business School2
Royal Economic Society Annual Conference 2003 / Royal Economic Society2

Recent works citing Simon Price (2020 and 2019)


YearTitle of citing document
2020A 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

2020Model 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

2020A 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

2020Sequential 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

2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

Full description at Econpapers || Download paper

2019Predictive 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

2019Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194.

Full description at Econpapers || Download paper

2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

Full description at Econpapers || Download paper

2019Estimating the Exchange Rate Pass-Through: A Time-Varying Vector Auto-Regression with Residual Stochastic Volatility Approach. (2019). Julio-Roman, Juan Manuel. In: Borradores de Economia. RePEc:bdr:borrec:1093.

Full description at Econpapers || Download paper

2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

Full description at Econpapers || Download paper

2020A similarity‐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

2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

Full description at Econpapers || Download paper

2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

Full description at Econpapers || Download paper

2019The Aggregate Consequences of Default Risk: Evidence from Firm-level Data. (2019). van Reenen, J ; Roland, I ; Besley, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2061.

Full description at Econpapers || Download paper

2020The 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

2020A 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

2020Forecasting 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

2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Deak, Szabolcs ; Pearlman, J ; Mirza, A. In: Working Papers. RePEc:cty:dpaper:19/11.

Full description at Econpapers || Download paper

2019Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192244.

Full description at Econpapers || Download paper

2019An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291.

Full description at Econpapers || Download paper

2019Disaggregate income and wealth effects in the largest euro area countries. (2019). Zekaite, Zivile ; de Bondt, Gabe ; Gieseck, Arne ; Herrero, Pablo. In: Working Paper Series. RePEc:ecb:ecbwps:20192343.

Full description at Econpapers || Download paper

2020Density 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

2020Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in . (2020). Arsad, La Ode ; Adam, Pasrun ; Rosnawintang, Rosnawintang ; Saranani, Fajar ; Aedy, Hasan ; Saidi, La Ode. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-15.

Full description at Econpapers || Download paper

2019Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

Full description at Econpapers || Download paper

2019The macro determinants of firms and households investment: Evidence from Italy. (2019). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133.

Full description at Econpapers || Download paper

2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

Full description at Econpapers || Download paper

2019A quasi-Bayesian local likelihood approach to time varying parameter VAR models. (2019). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:286-306.

Full description at Econpapers || Download paper

2020Constructing 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

2019Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.

Full description at Econpapers || Download paper

2019New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031.

Full description at Econpapers || Download paper

2019A new approach for detecting shifts in forecast accuracy. (2019). Theodoridis, Konstantinos ; Kapetanios, George ; Hayes, Simon ; Chiu, Ching-Wai. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1596-1612.

Full description at Econpapers || Download paper

2019Forecasting the UK economy with a medium-scale Bayesian VAR. (2019). Sokol, Andrej ; Monti, Francesca ; Domit, Silvia . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1669-1678.

Full description at Econpapers || Download paper

2019Assessing the uncertainty in central banks’ inflation outlooks. (2019). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1748-1769.

Full description at Econpapers || Download paper

2019DSGE forecasts of the lost recovery. (2019). Giannoni, Marc ; Moszkowski, Erica ; Li, Pearl ; Gupta, Abhi ; del Negro, Marco ; Cai, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1770-1789.

Full description at Econpapers || Download paper

2019The impact of uncertainty on the number of businesses. (2019). Ye, Yang ; Ghosal, Vivek. In: Journal of Economics and Business. RePEc:eee:jebusi:v:105:y:2019:i:c:s0148619518302546.

Full description at Econpapers || Download paper

2020Revisiting 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

2019Analysing of exchange rate and gross domestic product (GDP) by adaptive neuro fuzzy inference system (ANFIS). (2019). Jovic, Srdjan ; Rakic, Goran ; Markovic, Sanja ; Micic, Radmila ; Miladinovic, Jasmina Smigic. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:333-338.

Full description at Econpapers || Download paper

2019Predictive, finite-sample model choice for time series under stationarity and non-stationarity. (2019). Fryzlewicz, Piotr ; Preuss, Philip ; Kley, Tobias. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101748.

Full description at Econpapers || Download paper

2020Political instability and economic growth at different stages of economic development:: historical evidence from Greece. (2020). Papaioannou, Sotiris. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106124.

Full description at Econpapers || Download paper

2019A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Ştefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534.

Full description at Econpapers || Download paper

2019A Textual Analysis of the Bank of England Growth Forecasts. (2019). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: Working Papers. RePEc:gwc:wpaper:2018-005.

Full description at Econpapers || Download paper

2020Political Instability and Economic Growth at Different Stages of Economic Development: historical evidence from Greece. (2020). Papaioannou, Sotiris K. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:151.

Full description at Econpapers || Download paper

2019Did the fed raise interest rates before elections?. (2019). Dentler, Alexander. In: Public Choice. RePEc:kap:pubcho:v:181:y:2019:i:3:d:10.1007_s11127-019-00653-z.

Full description at Econpapers || Download paper

2019Forecasting Swiss Exports Using Bayesian Forecast Reconciliation. (2019). Panagiotelis, Anastasios ; Hyndman, Rob J ; Eckert, Florian. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-14.

Full description at Econpapers || Download paper

2020The 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

2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth. (2019). Mitchell, James ; Galvão, Ana ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-08.

Full description at Econpapers || Download paper

2019Firm Heterogeneity and the Aggregate Labour Share. (2019). Valenzuela, Luis ; Richiardi, Matteo G. In: MPRA Paper. RePEc:pra:mprapa:94561.

Full description at Econpapers || Download paper

2019Estimating the Exchange Rate Pass-Through: A Time-Varying Vector Auto-Regression with Residual Stochastic Volatility Approach. (2019). Julio-Roman, Juan Manuel. In: Working papers. RePEc:rie:riecdt:21.

Full description at Econpapers || Download paper

2019Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates. (2019). Villamizar-Villegas, mauricio ; Melo-Velandia, Luis ; Loaiza, Ruben . In: Working papers. RePEc:rie:riecdt:8.

Full description at Econpapers || Download paper

2020The economic cost of the Arab Spring: the case of the Egyptian revolution. (2020). Garcia-Enriquez, Javier ; Echevarria, Cruz A. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01684-7.

Full description at Econpapers || Download paper

2020Does political risk matter for economic and financial risks in Venezuela?. (2020). Kirikkaleli, Dervis. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-0188-5.

Full description at Econpapers || Download paper

2020Change-point methods for multivariate time-series: paired vectorial observations. (2020). Meintanis, Simos G ; Hukova, Marie ; Hlavka, Zdenk . 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

2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Pearlman, Joseph ; Mirza, Afrasiab ; Deak, Szabolcs. In: School of Economics Discussion Papers. RePEc:sur:surrec:1219.

Full description at Econpapers || Download paper

2019Spillover across Eurozone credit market sectors and determinants. (2019). Bouri, Elie ; Bekiros, Stelios ; Roubaud, David ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349.

Full description at Econpapers || Download paper

2020Robustness 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

2019Forecasting 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

2019Large time‐varying parameter VARs: A nonparametric approach. (2019). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:7:p:1027-1049.

Full description at Econpapers || Download paper

2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

Full description at Econpapers || Download paper

2020Real-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

2019Forecast uncertainty, disagreement, and the linear pool. (2019). Knüppel, Malte ; Kruger, Fabian ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:282019.

Full description at Econpapers || Download paper

Works by Simon Price:


YearTitleTypeCited
2008Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article48
2005Forecasting 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: 48
paper
2007Forecasting 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: 48
paper
2006Forecasting 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: 48
paper
2006Forecasting 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: 48
paper
1994Economic Competence, Rational Expectations and Government Popularity in Post-War Britain. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article3
1998The Variance of UK GDP: Reduced Form Estimates under Fixed and Floating Exchange Rate Regimes. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article0
2004UK Business Investment and the User Cost of Capital In: Manchester School.
[Full Text][Citation analysis]
article12
2005RETURNS TO EQUITY, INVESTMENT AND Q: EVIDENCE FROM THE UK In: Manchester School.
[Full Text][Citation analysis]
article7
2013Robust Forecast Methods and Monitoring during Structural Change In: Manchester School.
[Full Text][Citation analysis]
article6
1994Aggregate Uncertainty, Forward Looking Behaviour and the Demand for Manufacturing Labour in the UK. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article6
1997Pooling Cross‐sections: a Response to Macdonald and Heath In: Political Studies.
[Full Text][Citation analysis]
article0
2005Uncertainty, Investment and Economic Growth: Evidence from a Dynamic Panel In: Review of Development Economics.
[Full Text][Citation analysis]
article21
1992Human Capital, Hysteresis and Unemployment among Workers with Finite Lives. In: Scottish Journal of Political Economy.
[Citation analysis]
article1
2001Political Instability and Economic Growth: UK Time Series Evidence. In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article27
2008The elasticity of substitution: evidence from a UK firm-level data set In: Bank of England working papers.
[Full Text][Citation analysis]
paper29
2009Multivariate methods for monitoring structural change In: Bank of England working papers.
[Full Text][Citation analysis]
paper11
2010Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2010Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2013MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 11
article
2010Forecasting in the presence of recent structural change In: Bank of England working papers.
[Full Text][Citation analysis]
paper13
2011Forecasting in the presence of recent structural change.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2011Forecasting in the presence of recent structural change.(2011) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2014Adaptive forecasting in the presence of recent and ongoing structural change In: Bank of England working papers.
[Full Text][Citation analysis]
paper40
2013Adaptive 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: 40
article
2012Adaptive 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: 40
paper
2012Adaptive 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: 40
paper
2012Adaptive 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: 40
paper
2014Generalised density forecast combinations In: Bank of England working papers.
[Full Text][Citation analysis]
paper37
2015Generalised density forecast combinations.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2014Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2013Generalised Density Forecast Combinations.(2013) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2015A new approach to multi-step forecasting using dynamic stochastic general equilibrium models In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2015A 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
2017A UK financial conditions index using targeted data reduction: forecasting and structural identification In: Bank of England working papers.
[Full Text][Citation analysis]
paper3
2018A 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: 3
article
2017A 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: 3
paper
2019Time-varying cointegration and the UK great ratios In: Bank of England working papers.
[Full Text][Citation analysis]
paper0
2018Time 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
2018Time 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
2002Financial liberalisation and consumers expenditure: FLIB re-examined In: Bank of England working papers.
[Full Text][Citation analysis]
paper2
2003The impact of price competitiveness on UK producer price behaviour In: Bank of England working papers.
[Full Text][Citation analysis]
paper2
2003Import prices and exchange rate pass-through: theory and evidence from the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]
paper28
2003UK business investment: long-run elasticities and short-run dynamics In: Bank of England working papers.
[Full Text][Citation analysis]
paper4
2003UK 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
2004UK 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
2003The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers.
[Full Text][Citation analysis]
paper46
2006Returns to equity, investment and Q: evidence from the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2007Forecast combination and the Bank of England’s suite of statistical forecasting models In: Bank of England working papers.
[Full Text][Citation analysis]
paper61
2008Forecast 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: 61
article
2010The impact of the financial crisis on supply In: Bank of England Quarterly Bulletin.
[Full Text][Citation analysis]
article14
2002Elections, Fiscal Policy and Growth: Revisiting the Mechanism In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper3
1998Comment on ‘The Politics of the Political Business Cycle’ In: British Journal of Political Science.
[Full Text][Citation analysis]
article1
2002Estimation and Inference in a Non-Linear State Space Model: Durable Consumption In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
paper0
2003Manufacturing 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]
paper2
1992Forward Looking Price Setting in UK Manufacturing. In: Economic Journal.
[Full Text][Citation analysis]
article19
1984The Dynamics of Unemployment: Structural Change and Unemployment Flows. In: Economic Journal.
[Citation analysis]
article3
1985The Determinants of Equilibrium Unemployment in Britain: A Comment. In: Economic Journal.
[Full Text][Citation analysis]
article1
1998Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure In: Economic Modelling.
[Full Text][Citation analysis]
article8
2007The dynamics of aggregate UK consumers non-durable expenditure In: Economic Modelling.
[Full Text][Citation analysis]
article5
2020Time-varying cointegration with an application to the UK Great Ratios In: Economics Letters.
[Full Text][Citation analysis]
article0
2006Forecasting using predictive likelihood model averaging In: Economics Letters.
[Full Text][Citation analysis]
article26
2006Forecasting Using Predictive Likelihood Model Averaging.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2006Forecasting Using Predictive Likelihood Model Averaging.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2009A real time evaluation of Bank of England forecasts of inflation and growth In: International Journal of Forecasting.
[Full Text][Citation analysis]
article42
2009Mining the past to determine the future: Comments In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2003How elections affect fiscal policy and growth: revisiting the mechanism In: European Journal of Political Economy.
[Full Text][Citation analysis]
article11
2020State-level wage Phillips curves In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2018State-level wage Phillips curves.(2018) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Financial Development and Economic Growth: Time Series Evidence for the case of UK In: Ekonomia.
[Citation analysis]
article3
1993Aggregate Uncertainty and Consumers Expenditure in the UK. In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1993The Effectiveness of UK Stabilisation Policy Under Fixed and Floating Exchange Rate Regimes. In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1993The effect of aggregate uncertainty on the demand for manufacturing labour in the UK In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1997Political Business Cycles and Macroeconomic Credibility: A Survey. In: Public Choice.
[Full Text][Citation analysis]
article14
1998By-Elections, Changing Fortunes, Uncertainty and the Mid-Term Blues. In: Public Choice.
[Full Text][Citation analysis]
article2
1998By-elections, changing fortunes, uncertainty and the mid-term blues.(1998) In: Public Choice.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2004Consumers expenditure, durables and dynamics: the UK consumption ECM redux In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
paper0
2004UK investment and the return to equity: Q redux In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]
paper0
1988Unions, Dutch Disease and Unemployment. In: Oxford Economic Papers.
[Full Text][Citation analysis]
article5
2008Discussion of House prices, money, credit, and the macroeconomy by Charles Goodhart and Boris Hofmann In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]
article0
2010Discussion of Determinants of Agricultural and Mineral Commodity Prices In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]
chapter0
2001Volatility in the transition markets of Central Europe In: Applied Financial Economics.
[Full Text][Citation analysis]
article39

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team