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Home > Research > Simon Price
 

Simon Price

Directory of Economists
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Simon Price
Senior Advisor
Monetary Analysis

 

Current Areas of Interest:
Forecasting
Macroeconomics
Consumption
Investment

 

Contact Information:
Email Simon
Simon Price at IDEAS

Current Research and Analysis

Simon Price’s work includes forecasting macro variables and the analysis of commodity prices. Current research in progress includes a cross country panel study of oil demand, the methodology of forecasting in the presence of structural change and combining forecast densities where weights are conditional on data.

Education

PhD Economics Essex
MSc Economics LSE
BSc Economics Bristol

Professional Experience

Honorary Professor, City University, 2002 to present.
Bank of England, 2001 to present.
Professor, City University, 1995-2001
Senior Lecturer, University of Essex, 1989 - 1995
Economic Advisor, HM Treasury, 1987 - 1989
Lecturer, University of Bristol, 1985-1987
Lecturer, University of Essex, 1981 - 1985

Selected Publications

  • Adaptive forecasting in the presence of recent and ongoing structural change
    L Giraitis, G Kapetanios and S Price
    Journal of Econometrics, Vol. 177, pages 153-170, 2013.
  • Multivariate methods for monitoring structural change
    J Groen, G Kapetanios and S Price
    Journal of Applied Econometrics, Vol. 28, 2, pages 250-274, 2013.
  • Real time evaluation of Bank of England forecasts for inflation and growth
    J Groen, G Kapetanios, G and S Price
    International Journal of Forecasting, Vol. 25, pages 74-80, 2009
  • Forecast combination and the Bank of England's suite of statistical forecasting models
    G Kapetanios, V Labhard and S Price
    Economic Modelling, Vol. 25, pages 772-92, 2008
  • Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation (2008)
    G Kapetanios, V Labhard and S Price
    Journal of Business and Economic Statistics, Vol. 26, pages 33-41, 2008
  • The dynamics of aggregate UK consumers' non-durable expenditure(2007)
    E Fernandez-Corugedo, S Price and A Blake
    Economic Modelling, Vol. 24, pages 453-69, 2007
  • Forecasting using predictive likelihood model averaging
    G Kapetanios, V Labhard and S Price
    Economic Letters, Vol. 91, pages 373-79, 2006

See all Simon's publications

The views expressed in all these papers are those of the author and do not necessarily reflect those of the Bank of England.

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