Simon Price

Economics and Econometrics · 2001–2015

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 27 citations into it; #15,464 of 23,481 by trust here, #14,505 by citations
• Management Science and Operations Research — 16 citations into it
• Finance — 12 citations into it; #7,122 of 10,518 by trust here, #9,725 by citations
• Statistics and Probability — 5 citations into it

Whom Simon Price trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. James H. Stock
3. Denise Draper
4. Mark W. Watson
5. Timothy Cogley

Who trusts Simon Price overall

1. Florian Glaser

Papers from Simon Price's perspective

Ordered by how strongly the researchers Simon Price trusts endorse each paper. Same corpus, a different order for every researcher.

1. Why Has U.S. Inflation Become Harder to Forecast
2. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Macroeconomic Forecasting Using Diffusion Indexes
5. Assessment and Propagation of Model Uncertainty
6. Estimating the Dimension of a Model
7. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
8. Asymptotic Inference about Predictive Ability
9. A Reality Check for Data Snooping
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Generalised Density Forecast Combinations (2015) — 91 citations
• Forecast combination and the Bank of England’s suite of statistical forecasting models (2008) — 121 citations
• Political Instability and Economic Growth: UK Time Series Evidence (2001) — 149 citations