Details about Simon Potter

Homepage:	https://www.piie.com/experts/senior-research-staff/simon-potter
Phone:	+1 347 721 1831
Workplace:	Peter G. Peterson Institute for International Economics (IIE), (more information at EDIRC)

Access statistics for papers by Simon Potter.

Last updated 2023-04-17. Update your information in the RePEc Author Service.

Short-id: ppo193

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Working Papers

2023

1. Monetary Policy Implementation with Ample Reserves
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2020

2. Monetary Policy Implementation With an Ample Supply of Reserves
   Working Paper Series, Federal Reserve Bank of Chicago View citations (4)
   Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (6)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2020) View citations (4)
   Working Paper Series, Federal Reserve Bank of Chicago (2020) View citations (3)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (5)
3. Reviving the potency of monetary policy with recession insurance bonds
   Policy Briefs, Peterson Institute for International Economics
4. Securing macroeconomic and monetary stability with a Federal Reserve–backed digital currency
   Policy Briefs, Peterson Institute for International Economics

2019

5. Models only get you so far: remarks for the Federal Reserve Banks of Atlanta and New York's First Annual Joint Research Day on Quantitative Tools for Monitoring Macroeconomic and Financial Conditions, Federal Reserve Bank of New York, New York City
   Speech, Federal Reserve Bank of New York
6. The Federal Reserve's experience purchasing and reinvesting agency MBS: remarks at the Bank of England, London
   Speech, Federal Reserve Bank of New York View citations (2)

2018

7. Confidence in the implementation of U.S. monetary policy normalization: remarks at the 23rd EMEAP (Executives’ Meeting of East Asia-Pacific Central Banks) Governors’ Meeting, Manila, Philippines
   Speech, Federal Reserve Bank of New York View citations (1)
8. The supply of money-like assets: remarks for American Economic Association panel session: The Balance Sheets of Central Banks and the Shortage of Safe Assets, Philadelphia
   Speech, Federal Reserve Bank of New York
9. U.S. monetary policy normalization is proceeding smoothly: remarks at the China Finance 40 Forum - Euro 50 Group - CIGI Roundtable, Banque de France, Paris, France
   Speech, Federal Reserve Bank of New York

2017

10. Gradual and predictable: reducing the size of the Federal Reserve’s balance sheet: remarks at SUERF – The European Money and Finance Forum, New York City
    Speech, Federal Reserve Bank of New York
11. How the Fed Changes the Size of Its Balance Sheet
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
12. How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
13. Implementing monetary policy with the balance sheet: keynote remarks for ECB Workshop: Money Markets, Monetary Policy Implementation, and Central Bank Balance Sheets, Frankfurt am Main, Germany
    Speech, Federal Reserve Bank of New York View citations (5)
14. Keynote remarks for the Commemoration of the Centennial of the Federal Reserve’s U.S. Dollar Account Services to the Global Official Sector
    Speech, Federal Reserve Bank of New York View citations (1)
15. Money markets at a crossroads: policy implementation at a time of structural change: remarks at the Master of Applied Economics' Distinguished Speaker Series, University of California, Los Angeles
    Speech, Federal Reserve Bank of New York View citations (1)
16. Reducing the size of the Federal Reserve’s balance sheet: the benefits of moving gradually and predictably: remarks to the National Association of Securities Professionals, New York City
    Speech, Federal Reserve Bank of New York
17. Remarks to the Assembly of Governors of the Association of African Central Banks, South African Reserve Bank, Pretoria, South Africa
    Speech, Federal Reserve Bank of New York
18. The Foreign Exchange Global Code: lessons learned and next steps: remarks at the 2017 FX Week Conference, New York City
    Speech, Federal Reserve Bank of New York

2016

19. Concluding remarks at the Monetary Policy Implementation in the Long Run Conference, Federal Reserve Bank of Minneapolis
    Speech, Federal Reserve Bank of New York
20. Discussion of “Evaluating Monetary Policy Operational Frameworks” by Ulrich Bindseil: remarks at the 2016 Economic Policy Symposium at Jackson Hole, Wyoming
    Speech, Federal Reserve Bank of New York View citations (1)
21. Implementing monetary policy post-crisis: What have we learned? What do we need to know? remarks at a workshop organized by Columbia University SIPA and the Federal Reserve Bank of New York, May 2016
    Speech, Federal Reserve Bank of New York View citations (2)
22. Is there room for more monetary cooperation?: panel discussion remarks at the Global Financial Stability in a New Monetary Environment conference, Paris, France
    Speech, Federal Reserve Bank of New York
23. Money markets after liftoff: assessment to date and the road ahead
    Speech, Federal Reserve Bank of New York
24. The advantages of probabilistic survey questions: remarks at the IT Forum and RCEA Bayesian Workshop, keynote address, Rimini, Italy, May 2016
    Speech, Federal Reserve Bank of New York View citations (2)
25. The role of best practices in supporting market integrity and effectiveness: remarks at the 2016 Primary Dealers Meeting, Federal Reserve Bank of New York, New York City
    Speech, Federal Reserve Bank of New York

2015

26. Challenges posed by the evolution of the Treasury market
    Speech, Federal Reserve Bank of New York
27. Dinner address for the Bank of England-Federal Reserve Bank of New York Conference on Money Markets and Monetary Policy Implementation
    Speech, Federal Reserve Bank of New York
28. Money markets and monetary policy normalization
    Speech, Federal Reserve Bank of New York View citations (3)
29. The Federal Reserve’s counterparty framework: past, present, and future
    Speech, Federal Reserve Bank of New York
30. Trends in foreign exchange markets and the challenges ahead
    Speech, Federal Reserve Bank of New York

2014

31. A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012) View citations (6)
    See also Journal Article A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (49) (2016)
32. Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences
    Staff Reports, Federal Reserve Bank of New York View citations (66)
    Also in Working Paper Series, European Central Bank (2014) View citations (83)
    See also Journal Article Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) View citations (83) (2014)
33. Implementation of open market operations in a time of transition
    Speech, Federal Reserve Bank of New York
34. Interest rate control during normalization
    Speech, Federal Reserve Bank of New York View citations (4)
35. The FRBNY Staff Underlying Inflation Gauge: UIG
    BIS Working Papers, Bank for International Settlements View citations (13)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) View citations (9)

2013

36. Recent developments in monetary policy implementation
    Speech, Federal Reserve Bank of New York View citations (8)
37. The implementation of current asset purchases
    Speech, Federal Reserve Bank of New York View citations (4)
    Also in Speech, Federal Reserve Bank of New York (2013) View citations (1)

2012

38. A New Model Of Trend Inflation
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (12)
    Working Papers, University of Strathclyde Business School, Department of Economics (2012) View citations (6)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) View citations (1)
    See also Journal Article A New Model of Trend Inflation, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) View citations (75) (2013)
39. Conclusion: How Low Will the Unemployment Rate Go?
    Liberty Street Economics, Federal Reserve Bank of New York
40. Improving the measurement of inflation expectations
    Speech, Federal Reserve Bank of New York
41. Okun’s Law and Long Expansions
    Liberty Street Economics, Federal Reserve Bank of New York
42. Prospects for the U.S. Labor Market
    Liberty Street Economics, Federal Reserve Bank of New York
43. Remarks on the role of central bank interactions with financial markets
    Speech, Federal Reserve Bank of New York
44. The Dynamics of UK and US Inflation Expectation
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (16)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (2)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011)
    Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (1)
    See also Journal Article The dynamics of UK and US inflation expectations, Computational Statistics & Data Analysis, Elsevier (2012) View citations (16) (2012)

2011

45. Improving survey measures of inflation expectations
    Speech, Federal Reserve Bank of New York View citations (3)
46. Understanding Liquidity and Credit Risks in the Financial Crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (36)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (39)
    Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (6)
    See also Journal Article Understanding liquidity and credit risks in the financial crisis, Journal of Empirical Finance, Elsevier (2011) View citations (34) (2011)

2010

47. A flexible approach to parametric inference in nonlinear and time varying time series models
    Post-Print, HAL View citations (10)
    See also Journal Article A flexible approach to parametric inference in nonlinear and time varying time series models, Journal of Econometrics, Elsevier (2010) View citations (12) (2010)
48. Some observations and lessons from the crisis
    Speech, Federal Reserve Bank of New York View citations (11)
49. Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)

2009

50. Dynamic hierarchical factor models
    Staff Reports, Federal Reserve Bank of New York View citations (20)
    See also Journal Article Dynamic Hierarchical Factor Model, The Review of Economics and Statistics, MIT Press (2013) View citations (7) (2013)
51. Modeling the Dynamics of Inflation Compensation
    Working Paper series, Rimini Centre for Economic Analysis View citations (15)
    See also Journal Article Modeling the dynamics of inflation compensation, Journal of Empirical Finance, Elsevier (2010) View citations (38) (2010)
52. Monitoring Business Cycles with Structural Breaks
    MPRA Paper, University Library of Munich, Germany
53. Real time underlying inflation gauges for monetary policymakers
    Staff Reports, Federal Reserve Bank of New York View citations (24)

2008

54. Rethinking the measurement of household inflation expectations: preliminary findings
    Staff Reports, Federal Reserve Bank of New York View citations (27)

2007

55. A flexible approach to parametric inference in nonlinear time series models
    Staff Reports, Federal Reserve Bank of New York
56. Is there still an added-worker effect?
    Staff Reports, Federal Reserve Bank of New York View citations (32)
57. Prior Elicitation in Multiple Change-point Models
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Staff Reports, Federal Reserve Bank of New York (2004) View citations (7)
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) View citations (6)
    See also Journal Article PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2009) View citations (15) (2009)

2005

58. Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2005) View citations (3)
    See also Journal Article Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (14) (2008)

2004

59. A Nonlinear Model of the Business Cycle
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (2)
    See also Journal Article A Nonlinear Model of the Business Cycle, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2000) View citations (7) (2000)
60. Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (10)
    Also in Staff Reports, Federal Reserve Bank of New York (2004) View citations (8)

2003

61. Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (57)
    Also in Staff Reports, Federal Reserve Bank of New York (2003) View citations (37)

2001

62. Forecasting recessions using the yield curve
    Staff Reports, Federal Reserve Bank of New York View citations (10)
    See also Journal Article Forecasting recessions using the yield curve, Journal of Forecasting, John Wiley & Sons, Ltd. (2005) View citations (132) (2005)
63. Markov switching in disaggregate unemployment rates
    Staff Reports, Federal Reserve Bank of New York
    See also Journal Article Markov switching in disaggregate unemployment rates, Empirical Economics, Springer (2002) View citations (10) (2002)
64. Recent changes in the U.S. business cycle
    Staff Reports, Federal Reserve Bank of New York View citations (28)
    See also Journal Article Recent Changes in the US Business Cycle, Manchester School, University of Manchester (2001) View citations (48) (2001)

2000

65. The Vector Floor and Ceiling Model
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
    See also Chapter The Vector Floor and Ceiling Model, Contributions to Economic Analysis, Emerald Group Publishing Limited (2006) (2006)

1999

66. Are apparent findings of nonlinearity due to structural instability in economic time series?
    Staff Reports, Federal Reserve Bank of New York
    See also Journal Article Are apparent findings of nonlinearity due to structural instability in economic time series?, Econometrics Journal, Royal Economic Society (2001) View citations (61) (2001)
67. Bayesian Analysis of Endogenous Delay Threshold Models
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (1)
    See also Journal Article Bayesian Analysis of Endogenous Delay Threshold Models, Journal of Business & Economic Statistics, American Statistical Association (2003) View citations (20) (2003)
68. Fluctuations in confidence and asymmetric business cycles
    Staff Reports, Federal Reserve Bank of New York View citations (8)
69. Nonlinear impulse response functions
    Staff Reports, Federal Reserve Bank of New York View citations (1)
    See also Journal Article Nonlinear impulse response functions, Journal of Economic Dynamics and Control, Elsevier (2000) View citations (124) (2000)
70. Nonlinear risk
    Staff Reports, Federal Reserve Bank of New York View citations (8)
    See also Journal Article NONLINEAR RISK, Macroeconomic Dynamics, Cambridge University Press (2001) View citations (9) (2001)
71. Nonlinear time series modelling: an introduction
    Staff Reports, Federal Reserve Bank of New York View citations (65)
    See also Journal Article Nonlinear Time Series Modelling: An Introduction, Journal of Economic Surveys, Wiley Blackwell (1999) View citations (67) (1999)

1998

72. Dynamic asymmetries in US unemployment
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (5)
    See also Journal Article Dynamic Asymmetries in U.S. Unemployment, Journal of Business & Economic Statistics, American Statistical Association (1999) View citations (107) (1999)

1995

73. A Floor and Ceiling Model of U.S. Output
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (9)
    See also Journal Article A floor and ceiling model of US output, Journal of Economic Dynamics and Control, Elsevier (1997) View citations (125) (1997)

1993

74. A Nonlinear Approach to U.S. GNP
    UCLA Economics Working Papers, UCLA Department of Economics View citations (17)
    See also Journal Article A Nonlinear Approach to US GNP, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1995) View citations (327) (1995)
75. Equilibrium Asset Pricing Models and Predictability of Excess Returns
    UCLA Economics Working Papers, UCLA Department of Economics View citations (2)

1991

76. Diagnostic testing for Nonlinearity Chaos, and General Dependence in Time Series Data
    Working papers, Wisconsin Madison - Social Systems

Journal Articles

2017

1. The Advantages of Probabilistic Survey Questions
   Review of Economic Analysis, 2017, 9, (1), 1-32 View citations (5)
2. The New York Fed Staff Underlying Inflation Gauge (UIG)
   Economic Policy Review, 2017, (23-2), 1-32 View citations (10)

2016

3. A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve
   Journal of Applied Econometrics, 2016, 31, (3), 551-565 View citations (49)
   See also Working Paper A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve, CAMA Working Papers (2014) View citations (2) (2014)

2014

4. Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
   Journal of Business & Economic Statistics, 2014, 32, (4), 483-500 View citations (83)
   See also Working Paper Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences, Staff Reports (2014) View citations (66) (2014)
5. Rejoinder
   Journal of Business & Economic Statistics, 2014, 32, (4), 514-515

2013

6. A New Model of Trend Inflation
   Journal of Business & Economic Statistics, 2013, 31, (1), 94-106 View citations (75)
   See also Working Paper A New Model Of Trend Inflation, SIRE Discussion Papers (2012) View citations (1) (2012)
7. Dynamic Hierarchical Factor Model
   The Review of Economics and Statistics, 2013, 95, (5), 1811-1817 View citations (7)
   See also Working Paper Dynamic hierarchical factor models, Staff Reports (2009) View citations (20) (2009)
8. Measuring Inflation Expectations
   Annual Review of Economics, 2013, 5, (1), 273-301 View citations (67)

2012

9. The dynamics of UK and US inflation expectations
   Computational Statistics & Data Analysis, 2012, 56, (11), 3120-3133 View citations (16)
   See also Working Paper The Dynamics of UK and US Inflation Expectation, SIRE Discussion Papers (2012) View citations (16) (2012)

2011

10. Time varying VARs with inequality restrictions
    Journal of Economic Dynamics and Control, 2011, 35, (7), 1126-1138 View citations (61)
11. Understanding liquidity and credit risks in the financial crisis
    Journal of Empirical Finance, 2011, 18, (5), 903-914 View citations (34)
    See also Working Paper Understanding Liquidity and Credit Risks in the Financial Crisis, SIRE Discussion Papers (2011) View citations (36) (2011)

2010

12. A flexible approach to parametric inference in nonlinear and time varying time series models
    Journal of Econometrics, 2010, 159, (1), 134-150 View citations (12)
    See also Working Paper A flexible approach to parametric inference in nonlinear and time varying time series models, Post-Print (2010) View citations (10) (2010)
13. Business cycle monitoring with structural changes
    International Journal of Forecasting, 2010, 26, (4), 777-793 View citations (9)
14. Improving survey measures of household inflation expectations
    Current Issues in Economics and Finance, 2010, 16, (Aug/Sep) View citations (18)
15. Modeling the dynamics of inflation compensation
    Journal of Empirical Finance, 2010, 17, (1), 157-167 View citations (38)
    See also Working Paper Modeling the Dynamics of Inflation Compensation, Working Paper series (2009) View citations (15) (2009)

2009

16. PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS
    International Economic Review, 2009, 50, (3), 751-772 View citations (15)
    See also Working Paper Prior Elicitation in Multiple Change-point Models, Working Paper series (2007) (2007)

2008

17. Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 341-367 View citations (14)
    Also in Journal of Money, Credit and Banking, 2008, 40, (2‐3), 341-367 (2008)
    See also Working Paper Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty, Discussion Papers in Economics (2005) View citations (4) (2005)

2007

18. Estimation and Forecasting in Models with Multiple Breaks
    The Review of Economic Studies, 2007, 74, (3), 763-789 View citations (161)

2006

19. Changes in Labor Force Participation in the United States
    Journal of Economic Perspectives, 2006, 20, (3), 27-46 View citations (92)

2005

20. Forecasting recessions using the yield curve
    Journal of Forecasting, 2005, 24, (2), 77-103 View citations (132)
    See also Working Paper Forecasting recessions using the yield curve, Staff Reports (2001) View citations (10) (2001)

2004

21. Economic restructuring in New York State
    Current Issues in Economics and Finance, 2004, 10, (Jun) View citations (3)
22. Forecasting in dynamic factor models using Bayesian model averaging
    Econometrics Journal, 2004, 7, (2), 550-565 View citations (111)

2003

23. Bayesian Analysis of Endogenous Delay Threshold Models
    Journal of Business & Economic Statistics, 2003, 21, (1), 93-103 View citations (20)
    See also Working Paper Bayesian Analysis of Endogenous Delay Threshold Models, Edinburgh School of Economics Discussion Paper Series (1999) View citations (1) (1999)
24. Has structural change contributed to a jobless recovery?
    Current Issues in Economics and Finance, 2003, 9, (Aug) View citations (206)

2002

25. Liquidity effects of the events of September 11, 2001
    Economic Policy Review, 2002, 8, (Nov), 59-79 View citations (44)
26. Markov switching in disaggregate unemployment rates
    Empirical Economics, 2002, 27, (2), 205-232 View citations (10)
    See also Working Paper Markov switching in disaggregate unemployment rates, Staff Reports (2001) (2001)
27. Predicting a recession: evidence from the yield curve in the presence of structural breaks
    Economics Letters, 2002, 77, (2), 245-253 View citations (22)

2001

28. Are apparent findings of nonlinearity due to structural instability in economic time series?
    Econometrics Journal, 2001, 4, (1), 38 View citations (61)
    See also Working Paper Are apparent findings of nonlinearity due to structural instability in economic time series?, Staff Reports (1999) (1999)
29. NONLINEAR RISK
    Macroeconomic Dynamics, 2001, 5, (4), 621-646 View citations (9)
    See also Working Paper Nonlinear risk, Staff Reports (1999) View citations (8) (1999)
30. Recent Changes in the US Business Cycle
    Manchester School, 2001, 69, (5), 481-508 View citations (48)
    See also Working Paper Recent changes in the U.S. business cycle, Staff Reports (2001) View citations (28) (2001)

2000

31. A Nonlinear Model of the Business Cycle
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 11 View citations (7)
    See also Working Paper A Nonlinear Model of the Business Cycle, Econometric Society 2004 North American Winter Meetings (2004) View citations (2) (2004)
32. Coincident and leading indicators of the stock market
    Journal of Empirical Finance, 2000, 7, (1), 87-111 View citations (83)
33. Nonlinear impulse response functions
    Journal of Economic Dynamics and Control, 2000, 24, (10), 1425-1446 View citations (124)
    See also Working Paper Nonlinear impulse response functions, Staff Reports (1999) View citations (1) (1999)

1999

34. Dynamic Asymmetries in U.S. Unemployment
    Journal of Business & Economic Statistics, 1999, 17, (3), 298-312 View citations (107)
    See also Working Paper Dynamic asymmetries in US unemployment, Edinburgh School of Economics Discussion Paper Series (1998) View citations (5) (1998)
35. Explaining the recent divergence in payroll and household employment growth
    Current Issues in Economics and Finance, 1999, 5, (Dec) View citations (11)
36. Nonlinear Time Series Modelling: An Introduction
    Journal of Economic Surveys, 1999, 13, (5), 505-528 View citations (67)
    See also Working Paper Nonlinear time series modelling: an introduction, Staff Reports (1999) View citations (65) (1999)

1998

37. Bayes factors and nonlinearity: Evidence from economic time series1
    Journal of Econometrics, 1998, 88, (2), 251-281 View citations (43)

1997

38. A floor and ceiling model of US output
    Journal of Economic Dynamics and Control, 1997, 21, (4-5), 661-695 View citations (125)
    See also Working Paper A Floor and Ceiling Model of U.S. Output, Cambridge Working Papers in Economics (1995) View citations (9) (1995)

1996

39. Impulse response analysis in nonlinear multivariate models
    Journal of Econometrics, 1996, 74, (1), 119-147 View citations (3029)

1995

40. A Nonlinear Approach to US GNP
    Journal of Applied Econometrics, 1995, 10, (2), 109-25 View citations (327)
    See also Working Paper A Nonlinear Approach to U.S. GNP, UCLA Economics Working Papers (1993) View citations (17) (1993)

1992

41. Nonlinear Dynamics and Econometrics: An Introduction
    Journal of Applied Econometrics, 1992, 7, (S), S1-7 View citations (25)

Chapters

2020

1. Central Banks as Bankers to Each Other: Overview, Trends, and Future Directions in Global Official Sector Service Provision
   Springer

2013

2. Forecasting Output
   Elsevier View citations (23)

2006

3. The Vector Floor and Ceiling Model
   A chapter in Nonlinear Time Series Analysis of Business Cycles, 2006, pp 97-131
   See also Working Paper The Vector Floor and Ceiling Model, Division of Economics, School of Business, University of Leicester (2000) View citations (3) (2000)