Simon Price : Citation Profile


Are you Simon Price?

University of Essex (98% share)
Centre for Macroeconomics (CFM) (1% share)
Australian National University (1% share)

16

H index

21

i10 index

771

Citations

RESEARCH PRODUCTION:

37

Articles

45

Papers

1

Chapters

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 20
   Journals where Simon Price has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 24 (3.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr75
   Updated: 2024-01-16    RAS profile: 2022-10-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kapetanios, George (6)

Petrova, Katerina (2)

Millard, Stephen (2)

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

Is cited by:

Kapetanios, George (28)

Marcellino, Massimiliano (19)

González-Molano, Eliana (14)

Sinclair, Tara (12)

Sousa, Ricardo (12)

Theodoridis, Konstantinos (10)

Ben Cheikh, Nidhaleddine (10)

Schumacher, Christian (10)

Loaiza Maya, Rubén (9)

Ravazzolo, Francesco (9)

Rossi, Barbara (9)

Cites to:

Kapetanios, George (38)

Pesaran, Mohammad (33)

Campbell, John (27)

Hendry, David (22)

Caballero, Ricardo (17)

Rogoff, Kenneth (17)

Lettau, Martin (17)

Ludvigson, Sydney (17)

juselius, katarina (16)

Chirinko, Bob (16)

Tabellini, Guido (14)

Main data


Where Simon Price has published?


Journals with more than one article published# docs
Manchester School3
Economic Modelling3
Economic Journal3
Public Choice3
Economics Letters3
Journal of Econometrics2
Scottish Journal of Political Economy2
The Manchester School of Economic & Social Studies2
International Journal of Forecasting2
Econometrics and Statistics2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
Royal Economic Society Annual Conference 2003 / Royal Economic Society2
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2

Recent works citing Simon Price (2024 and 2023)


YearTitle of citing document
2023Predictive 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

2023Effect 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

2023Monitoring 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

2023Variable 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

2023Augmenting 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

2023Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758.

Full description at Econpapers || Download paper

2023Opportunistic 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

2023Model 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

2023Improving 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

2023Bayesian 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

2023Natural 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

2023Regional 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

2023Six 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

2023Estimating 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

2023To change or not to change The evolution of forecasting models at the Bank of England. (2023). Goutsmedt, Aurélien ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice ; Sergi, Francesco. In: SocArXiv. RePEc:osf:socarx:m2cet.

Full description at Econpapers || Download paper

2023Robust 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

2023Macroeconomic 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

2023Forecasting 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

2023The 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:


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]
article52
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 nother version. Agregated cites: 52
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 nother version. Agregated cites: 52
paper
1994Economic Competence, Rational Expectations and Government Popularity in Post-War Britain. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article5
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]
article15
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]
article7
1994Aggregate Uncertainty, Forward Looking Behaviour and the Demand for Manufacturing Labour in the UK. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article7
1997Pooling Cross?sections: a Response to Macdonald and Heath In: Political Studies.
[Full Text][Citation analysis]
article0
2005“Uncertainty, Investment and Economic Growth: Evidence from a Dynamic Panel” In: Review of Development Economics.
[Full Text][Citation analysis]
article28
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]
article39
2008The elasticity of substitution: evidence from a UK firm-level data set In: Bank of England working papers.
[Full Text][Citation analysis]
paper34
2009Multivariate methods for monitoring structural change In: Bank of England working papers.
[Full Text][Citation analysis]
paper13
2010Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2013MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 13
article
2010Forecasting in the presence of recent structural change In: Bank of England working papers.
[Full Text][Citation analysis]
paper11
2011Forecasting in the presence of recent structural change.(2011) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2014Adaptive forecasting in the presence of recent and ongoing structural change In: Bank of England working papers.
[Full Text][Citation analysis]
paper57
2013Adaptive 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
2012Adaptive 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
2012Adaptive 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
2014Generalised density forecast combinations In: Bank of England working papers.
[Full Text][Citation analysis]
paper50
2015Generalised density forecast combinations.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
article
2014Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2013Generalised Density Forecast Combinations.(2013) In: EMF Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
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 nother 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]
paper12
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 nother version. Agregated cites: 12
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 nother version. Agregated cites: 12
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 nother 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 nother version. Agregated cites: 0
paper
2002Financial liberalisation and consumers expenditure: FLIB re-examined In: Bank of England working papers.
[Full Text][Citation analysis]
paper4
2003The impact of price competitiveness on UK producer price behaviour In: Bank of England working papers.
[Full Text][Citation analysis]
paper3
2003Import prices and exchange rate pass-through: theory and evidence from the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]
paper40
2003UK business investment: long-run elasticities and short-run dynamics In: Bank of England working papers.
[Full Text][Citation analysis]
paper6
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 nother version. Agregated cites: 6
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 nother version. Agregated cites: 6
paper
2003The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers.
[Full Text][Citation analysis]
paper51
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]
paper70
2008Forecast 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: 70
article
2010The impact of the financial crisis on supply In: Bank of England Quarterly Bulletin.
[Full Text][Citation analysis]
article17
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]
article2
2006Forecasting using predictive likelihood model averaging In: Economics Letters.
[Full Text][Citation analysis]
article25
2006Forecasting Using Predictive Likelihood Model Averaging.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2021State-level wage Phillips curves In: Econometrics and Statistics.
[Full Text][Citation analysis]
article2
2020State-level wage Phillips curves.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2018State-level wage Phillips curves.(2018) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2009A real time evaluation of Bank of England forecasts of inflation and growth In: International Journal of Forecasting.
[Full Text][Citation analysis]
article53
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
2022Stock returns predictability with unstable predictors In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2022Stock 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
2000Financial Development and Economic Growth: Time Series Evidence for the case of UK In: Ekonomia.
[Citation analysis]
article4
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]
article16
1998By-Elections, Changing Fortunes, Uncertainty and the Mid-Term Blues. In: Public Choice.
[Full Text][Citation analysis]
article3
1998By-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
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]
article7
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
2006Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation In: Working Papers.
[Full Text][Citation analysis]
paper3
2006Forecasting Using Predictive Likelihood Model Averaging In: Working Papers.
[Full Text][Citation analysis]
paper24
2010Multivariate Methods for Monitoring Structural Change In: Working Papers.
[Full Text][Citation analysis]
paper1
2012Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change In: Working Papers.
[Full Text][Citation analysis]
paper2
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]
article44

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team