Simon Price

Coding Guidelines for Prolog (2009)

Covington, Michael A., Bagnara, Roberto, O'Keefe, Richard A., Wielemaker, Jan, Price, Simon

Coding standards and good practices are important for all software projects, whatever programming languages they employ. Arguably, Prolog programming can benefit from a disciplined approach more than...

Summary (2008)

Simon Price, Li Lin Cheah

This report gives a detailed evaluation of Asymetrix Multimedia ToolBook 3.0 focusing on the strengths and weaknesses of the tool in different application domains. It enables developers seeking to...

TECHNICAL ARCHITECTURE OF THE RDN VIRTUAL TRAINING SUITE: A NATIONAL E-LEARNING RESOURCE FOR THE UK (2008)

Paul Smith, Emma Place, Kate Sharp, Simon Price

This paper describes the development of the technology and architecture behind the RDN Virtual Training Suite- a national e-learning resource in the UK, comprising over 50 Web based interactive...

Discussion of 'House prices, money, credit, and the macroeconomy' by Charles Goodhart and Boris Hofmann (2008)

Price, Simon

Goodhart and Hoffman aim to examine causal and other links between house prices, liquidity, and activity, and this note comments on their results. One part of the mechanism is via wealth—but...

The Long-term Viability of ToolBook in CBL Development (2007)

Simon Price And, Simon Price, Phil Hobbs

adopting a proprietary tool before arriving at a decision. Furthermore, both short-term and long-term risks and advantages should be assessed. Whilst the short-term assessment is no easier to make...

A ToolBook Architecture for Consistent and Effective Authoring (2007)

Jason Probert And, Jason Probert, Simon Price

This paper outlines the key features of such a template and explains how ToolBook can be customised to encourage the design of creative and sophisticated courseware interfaces, without sacrificing...

ELECTIONS, FISCAL POLICY AND GROWTH: Revisiting the mechanism (2007)

George Economides, George Economides, Simon Price, Simon Price

Abstract: This short paper reconsiders the popular result that the lower the probability of getting reelected, the stronger the incumbent politicians ’ incentive to follow short-sighted,...

La religione dei greci (2002)

Price, Simon

La religione dei greci, Simon Price. . - Bologna. NALUAF000098, Il Mulino. NAEDAF002789, 2002.

PARIP Explorer (2001)

Price, Simon, Piccini, Angela, Kershaw, Baz

PARIP - Practice as Research in Performance - was a five-year project directed by Professor Baz Kershaw and the Department of Drama: Theatre, Film, Television at the University of Bristol. It was...

The Demand for Indonesian Narrow Money: Long-Run Equilibrium, Error Correction and Forward-Looking Behaviour

Simon Price

Since the 1960s, the banking and financial sector has been at the forefront of the Indonesian development strategy. Thus in order to gain an understanding of the problems and opportunities facing...

Recursive utility, interest rates, uncertainty and consumers' expenditure in the UK

Simon Price

The standard expected utility framework is almost universally employed but has some undesirable properties. In particular, the degree of risk-aversion is inextricably linked to the degree of...

Financial liberalisation and consumers' expenditure: 'FLIB' re-examined

Emilio Fernandez-Corugedo, Simon Price

The methodology used in papers by Darby and Ireland and Caporale and Williams is examined, to see whether it continues to explain UK consumption behaviour. First, Muellbauer and Murphy's proxy for...

Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation

George Kapetanios, Vincent Labhard, Simon Price

In recent years there has been increasing interest in forecasting methods that utilise large data sets, driven partly by the recognition that policymaking institutions need to process large...

By-elections, changing fortunes, uncertainty and the mid-term blues

Simon Price, David Sanders

If voters care about the size of the government's majority, then by-election votes should exaggerate national swings. Moreover, if there is uncertainty about the outcome of the general election and...

The impact of price competitiveness on UK producer price behaviour

Colin Ellis, Simon Price

Modern open-economy macro models emphasise pricing-to-market behaviour. It is possible that domestic pricing behaviour might be affected by import (competitors') prices, and this is a commonly used...

Import prices and exchange rate pass-through: theory and evidence from the United Kingdom

Valerie Herzberg, George Kapetanios, Simon Price

The appreciation of sterling that began in 1996 appeared to pass through into import prices very slowly, an apparent example of incomplete exchange rate pass-through. Incomplete pass-through has...

UK business investment: long-run elasticities and short-run dynamics

Colin Ellis, Simon Price

Theory tells us that output, the capital stock and the user cost of capital are related. From the capital accumulation identity, it also follows that the capital stock and investment have a long-run...

The dynamics of consumers' expenditure: the UK consumption ECM redux

Emilio Fernandez-Corugedo, Simon Price, Andrew Blake

Simple intertemporal consumption theory implies that non-durable consumption is a random walk, but that consumption cointegrates with income and wealth. By the Granger representation theorem, there...

Forecast combination and the Bank of England’s suite of statistical forecasting models

George Kapetanios, Vincent Labhard, Simon Price

The Bank of England has constructed a ‘suite of statistical forecasting models’ (the ‘Suite’) providing judgement-free statistical forecasts of inflation and output growth as one of many...

The Variance of UK GDP: Reduced Form Estimates under Fixed and Floating Exchange Rate Regimes.

Choi, Seung Woo, Price, Simon

Macroeconomic theory suggests that the choice of exchange rate (or, equivalently, monetary) regime is affected by the incidence of real or monetary shocks. Anecdotally, the Bretton Woods period in...

Estimation and Inference in a Non-Linear State Space Model: Durable Consumption

Kapetanios, George, Simon Price

Several ways of modelling non-linear state space models have been suggested. The extended Kalman Filter is a tractable way of doing so. One application is to consumer durable demand. Models...

Forward Looking Price Setting in UK Manufacturing.

Price, Simon

Given an equilibrium pricing rule, minimization of a multiperiod quadratic cost function yields a precise specification for the weights on the leads and lags of a dynamic pricing equation. Using an...

UK Business Investment: Long-Run Elasticities and Short-Run Dynamics

Ellis, Colin, Simon Price

From neoclassical theory output, capital stock and the user cost are cointegrated; capital and investment also (multi)cointegrate through the capital accumulation identity. An investment equation is...

Manufacturing price determination in OECD countries; markups, demand and uncertainty in a dynamic heterogeneous panel

Price, Simon, Dimitrios Asteriou, Peter Lukacs, Nigel Pain

Manufacturing price markup equations are estimated for 15 OECD countries using annual data. Firms have CES production technology. The markup depends on demand, competitors' prices and uncertainty....

By-Elections, Changing Fortunes, Uncertainty and the Mid-Term Blues.

Price, Simon, Sanders, David

If voters care about the size of the government's majority, then by-election votes should exaggerate national swings. Moreover, if there is uncertainty about the outcome of the general election and...

Political Business Cycles and Macroeconomic Credibility: A Survey.

Price, Simon

There is clear evidence that government popularity and election performance is affected, in part, by economic performance, suggesting that governments may manipulate the economy to political...

RETURNS TO EQUITY, INVESTMENT AND Q: EVIDENCE FROM THE UK

SIMON PRICE, CHRISTOPH SCHLEICHER

Conventional wisdom has it that Tobin's Q cannot help explain aggregate investment. However, the standard linearized present-value asset price decomposition suggests that it should be able to predict...

UK Business Investment and the User Cost of Capital

Colin Ellis, Simon Price

Theory tells us that output, the capital stock and the user cost of capital are related. From the capital accumulation identity, it also follows that the capital stock and investment have a long-run...

"Uncertainty, Investment and Economic Growth: Evidence from a Dynamic Panel"

Dimitrios Asteriou, Simon Price

This paper studies the interactions between uncertainty, investment and economic growth. Utilizing panel data for a sample of 59 industrial and developing countries between 1966 and 1992, we estimate...

Economic Competence, Rational Expectations and Government Popularity in Post-War Britain.

Price, Simon, Sanders, David

Economic theory suggests that government popularity may be related to the rate of change of economic quantities and the level of financial variables (like inflation or interest rates). Political...

Aggregate Uncertainty, Forward Looking Behaviour and the Demand for Manufacturing Labour in the UK.

Price, Simon

Theory suggests that the level of uncertainty may affect the output and employment decisions of firms, although in general the sign of the effect is ambiguous. A GARCH-M estimator is used to model...

Political Instability and Economic Growth: UK Time Series Evidence.

Asteriou, Dimitrios, Price, Simon

This paper tests for the influence of political instability on UK economic growth between 1961 and 1997. We construct six variables that quantify political instability and examine the effect on...

Human Capital, Hysteresis and Unemployment among Workers with Finite Lives.

Price, Simon

A simple model of equilibrium unemployment and worker quality is analyzed. Workers accumulate human capital in employment, which depreciates when they are unemployed. For infinitely lived agents, the...

Elections, Fiscal Policy and Growth: Revisiting the Mechanism

Economides, George, Philippopoulos, Apostolis, Price, Simon

This short paper reconsiders the popular result that the lower the probability of getting reelected, the stronger the incumbent politicians' incentive to follow short-sighted, inefficient policies....

Financial Development and Economic Growth: Time Series Evidence for the case of UK

Dimitrios Asteriou, Simon Price

This paper investigates the effects of financial and stock market development on the process of economic growth in UK. We first present two alternative competing hypotheses regarding financial...

Returns to equity, investment and Q: evidence from the United Kingdom

Simon Price, Christoph Schleicher

Conventional wisdom has it that Tobin’s Q cannot help explain aggregate investment. This is puzzling, as recent evidence suggests the closely related user cost approach can do so. We do not attempt...

Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation

George Kapetanios, Vincent Labhard, Simon Price

In recent years there has been increasing interest in forecasting methods that utilise large datasets, driven partly by the recognition that policymaking institutions need to process large quantities...

Forecasting Using Predictive Likelihood Model Averaging

George Kapetanios, Vincent Labhard, Simon Price

Recently, there has been increasing interest in forecasting methods that utilise large datasets. We explore the possibility of forecasting with model averaging using the out-of-sample forecasting...

Volatility in the Transition Markets of Central Europe.

Kasch-Haroutounian, Maria, Price, Simon

This study adds evidence from the four emerging markets of Central Europe relevant to the econometric modelling of financial time series by modelling volatility in these markets. The sample has all...

Unions, Dutch Disease and Unemployment.

Chatterji, Monojit, Price, Simon

Models are needed that can explain both the recent structural chang e in the U.K. economy and the possibility that this might have long-r un effects on unemployment. The major results are that arise...

Forecast combination and the Bank of England's suite of statistical forecasting models

Kapetanios, George, Labhard, Vincent, Price, Simon

The Bank of England has constructed a [`]suite of statistical forecasting models' (the [`]Suite') providing judgement-free statistical forecasts of inflation and output growth as inputs into the...

The elasticity of substitution: evidence from a UK firm-level data set

Barnes, Sebastian, Price, Simon, Sebastia Barriel, Maria

Using a panel of UK firms spanning three decades, we provide estimates of the long-run elasticity of substitution between capital and other factors of production, the (negative of the) elasticity of...

Forecasting using Bayesian and information theoretic model averaging: an application to UK in flation

George Kapetanios, Vincent Labhard, Simon Price

Model averaging often improves forecast accuracy over individual forecasts. It may also be seen as a means of forecasting in data-rich environments. Bayesian model averaging methods have been widely...

A real time evaluation of Bank of England forecasts of inflation and growth

Groen, Jan J.J., Kapetanios, George, Price, Simon

We compare the Bank of England's Inflation Report quarterly forecasts for growth and inflation to real-time benchmark forecasts. The results reveal the well-known difficulty of forecasting in a...

Multivariate methods for monitoring structural change

Groen, Jan J J, Kapetanios, George, Price, Simon

Detection of structural change is a critical empirical activity, but continuous 'monitoring' of time series for structural changes in real time raises well-known econometric issues. These have been...