Simon is a Research and Policy Advisor in Monetary Analysis. He joined the Bank in June 2017 after completing his Ph.D. at the University of Cambridge, and has worked in the Bank's International Directorate, as well as Financial Stability Strategy and Risk.
Simon’s research interests span international and monetary economics, and macro-finance. He has a particular interest in open-economy macroeconomics, international finance and the modelling of macroeconomic tail risks.
Granular banking flows and exchange-rate...
Granular banking flows and exchange-rate dynamics
The transmission of macroprudential policy...
The transmission of macroprudential policy in the tails: evidence from a narrative approach
Financial services trade restrictions and...
Financial services trade restrictions and lending from an international financial centre
Simon's Bank Underground blog posts
The granular origins of exchange-rate fluctuations - October 2023
The transmission of macroprudential policy in the tails - September 2023
Fuelling the tail: inflation- and GDP-at-Risk with oil-supply shocks - August 2023
Unknown measures: assessing uncertainty around UK inflation using a new Inflation-at-Risk model - July 2023
Back to the Future IV: challenges for financial stability policy in the next decade - August 2022
Pinning the tail on the economy: why domestic developments aren’t enough - October 2021
Le Pont de Londres: monetary policy spillovers, prudential policies and the financial centre effect - February 2021
Bitesize: Emerging market currency risk: evidence from the COVID-19 crisis - July 2020
Uncovering uncovered interest parity: exchange rates, yield curves and business cycles - July 2020
Do emerging market prudential policies lessen the spillover effects of US monetary policy? - January 2020
Mind the gap: Services trade liberalisation and global imbalances - October 2017
Simon's selected academic publicationsForeign vulnerabilities, domestic risks: the global drivers of GDP-at-risk, with Ed Manuel and Konstantin Panchev, IMF Economic Review (2023).
Macro-financial policy in an international financial centre: the United Kingdom experience since the global financial crisis, with Thorsten Beck, Dennis Reinhardt and Rhiannon Sowerbutts, in Macro-financial Stability Policy in a Globalised World: Lessons from International Experience, edited by Claudio Borio, Edward Robinson and Hyun Song Shin, Word Scientific (2023).
In the Face of Spillovers: Prudential Policies in Emerging Economies, with Andra Coman, Journal of International Money and Finance, vol. 122 (2022).
The Interaction Between Macroprudential Policy and Monetary Policy: Overview, with Matthieu Bussière, Jin Cao, Jakob de Haan, Robert Hills, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Sonalika Sinha, Rhiannon Sowerbutts and Konstantin Styrin, Review of International Economics, vol. 29(1) (2021).
Le Pont de Londres: Interactions Between Monetary and Prudential Policies in Cross-Border Lending, with Matthieu Bussière, Jin Cao, Jakob de Haan, Robert Hills, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Sonalika Sinha, Rhiannon Sowerbutts and Konstantin Styrin, Review of International Economics, vol. 29(1) (2021).
Global Value Chains, Volatility and Openness, with Lucio D'Aguanno, Oliver Davies, Aydan Dogan, Rebecca Freeman, Dennis Reinhardt, Rana Sajedi and Robert Zymek, The SAIS Europe Journal of Global Affairs: Blog Post (2021).
Overnight Indexed Swap-Implied Interest Rate Expectations, Finance Research Letters, vol. 38 (2020).
Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure, Journal of Banking and Finance, vol. 117 (2020).
Overnight Indexed Swap-Implied Interest Rate Expectations, Finance Research Letters (2020).
The Impact of the 1932 General Tariff: A Difference-in-Difference Approach, with Solomos Solomou, Cliometrica, vol. 14, pp. 41-60 (2020).
Emerging market currency risk around 'global disasters': Evidence from the Global Financial Crisis and the COVID-19 crisis, with Giancarlo Corsetti and Emile Marin, in COVID-19 in Developing Economies, edited by Simeon Djankov and Ugo Panizza, CEPR/VoxEU e-book (2020).
Trade Costs and Imbalances: Can Services Trade Policy Affect Global Imbalances?, with Mark Joy, Noëmie Lisack, Dennis Reinhardt, Rana Sajedi and Simon Whitaker, in Proceedings to IMF Research Department Workshop on "Assessing Global Imbalances: Lessons and Challenges" (2019).
ADEMU Conference Proceedings, with Anil Ari, A Dynamic Economy and Monetary Union (2015).