Items where Author is "Price, Simon"

Article

Kapetanios, George and Millard, Stephen and Petrova, Katerina and Price, Simon (2020) Time varying cointegration with an application to the UK Great Ratios. Economics Letters, 193. p. 109213. DOI https://doi.org/10.1016/j.econlet.2020.109213

Kapetanios, George and Price, Simon and Tasiou, Menelaos and Ventouri, Alexia (2020) State-level wage Phillips curves. Econometrics and Statistics. DOI https://doi.org/10.1016/j.ecosta.2020.03.005

Kapetanios, George and Price, Simon and Young, Garry (2018) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Econometrics and Statistics, 7. pp. 1-17. DOI https://doi.org/10.1016/j.ecosta.2017.12.002

Monograph

Calonaci, Fabio and Kapetanios, George and Price, Simon (2022) Stock returns predictability with unstable predictors. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Kapetanios, George and Tasiou, Menelaos and Price, Simon and Ventouri, Alexia (2018) State-level wage Phillips curves. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Kapetanios, George and Millard, Stephen and Price, Simon and Petrova, Katerina (2018) Time varying cointegration and the UK Great Ratios. Working Paper. Essex Finance Centre Working Papers, Colchester.