Details about Simon Potter

Access statistics for papers by Simon Potter.

Last updated 2008-11-16. Update your information in the RePEc Author Service.

Short-id: ppo193

Working Papers

2008

1. Monitoring business cycles with structural changes
   MPRA Paper, University Library of Munich, Germany

2007

2. A flexible approach to parametric inference in nonlinear time series models
   Staff Reports, Federal Reserve Bank of New York
3. Is there still an added-worker effect?
   Staff Reports, Federal Reserve Bank of New York
4. 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
   Discussion Papers in Economics, Department of Economics, University of Leicester (2004) View citations

2005

5. Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
   Discussion Papers in Economics, Department of Economics, University of Leicester View citations
   Also in
   Staff Reports, Federal Reserve Bank of New York (2005) View citations
   See Also Journal Article in Journal of Money, Credit and Banking (2008)

2004

6. A Nonlinear Model of the Business Cycle
   Econometric Society 2004 North American Winter Meetings, Econometric Society
   See Also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2000)
7. Bayesian analysis of endogenous delay threshold models
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
   See Also Journal Article in Journal of Business & Economic Statistics (2003)
8. Dynamic asymmetries in US unemployment
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations
   See Also Journal Article in Journal of Business & Economic Statistics (1999)
9. Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points
   Discussion Papers in Economics, Department of Economics, University of Leicester View citations
   Also in
   Staff Reports, Federal Reserve Bank of New York (2004) View citations

2003

10. Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging
    Discussion Papers in Economics, Department of Economics, University of Leicester View citations
    Also in
    Staff Reports, Federal Reserve Bank of New York (2003) View citations

2001

11. Forecasting recessions using the yield curve
    Staff Reports, Federal Reserve Bank of New York View citations
    See Also Journal Article in Journal of Forecasting (2005)
12. Markov switching in disaggregate unemployment rates
    Staff Reports, Federal Reserve Bank of New York
    See Also Journal Article in Empirical Economics (2002)
13. Recent changes in the U.S. business cycle
    Staff Reports, Federal Reserve Bank of New York View citations
    See Also Journal Article in Manchester School (2001)

2000

14. The Vector Floor and Ceiling Model
    Discussion Papers in Economics, Department of Economics, University of Leicester View citations

1999

15. Are apparent findings of nonlinearity due to structural instability in economic time series?
    Staff Reports, Federal Reserve Bank of New York View citations
    See Also Journal Article in Econometrics Journal (2001)
16. Fluctuations in confidence and asymmetric business cycles
    Staff Reports, Federal Reserve Bank of New York View citations
17. Nonlinear impulse response functions
    Staff Reports, Federal Reserve Bank of New York View citations
    See Also Journal Article in Journal of Economic Dynamics and Control (2000)
18. Nonlinear risk
    Staff Reports, Federal Reserve Bank of New York View citations
19. Nonlinear time series modelling: an introduction
    Staff Reports, Federal Reserve Bank of New York View citations
    See Also Journal Article in Journal of Economic Surveys (1999)

1995

20. A Floor and Ceiling Model of U.S. Output
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
    See Also Journal Article in Journal of Economic Dynamics and Control (1997)

1993

21. A Nonlinear Approach to U.S. GNP
    UCLA Economics Working Papers, UCLA Department of Economics
    See Also Journal Article in Journal of Applied Econometrics (1995)
22. Equilibrium Asset Pricing Models and Predictability of Excess Returns
    UCLA Economics Working Papers, UCLA Department of Economics

1991

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

Journal Articles

2008

1. 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
   See Also Working Paper (2005)

2007

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

2006

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

2005

4. Forecasting recessions using the yield curve
   Journal of Forecasting, 2005, 24, (2), 77-103 View citations
   See Also Working Paper (2001)

2004

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

2003

7. Bayesian Analysis of Endogenous Delay Threshold Models
   Journal of Business & Economic Statistics, 2003, 21, (1), 93-103 View citations
   See Also Working Paper (2004)
8. Has structural change contributed to a jobless recovery?
   Current Issues in Economics and Finance, 2003, (Aug) View citations

2002

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

2001

12. Are apparent findings of nonlinearity due to structural instability in economic time series?
    Econometrics Journal, 2001, 4, (1), 38 View citations
    See Also Working Paper (1999)
13. Recent Changes in the US Business Cycle
    Manchester School, 2001, 69, (5), 481-508 View citations
    See Also Working Paper (2001)

2000

14. A Nonlinear Model of the Business Cycle
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 95-100 View citations
    See Also Working Paper (2004)
15. Coincident and leading indicators of the stock market
    Journal of Empirical Finance, 2000, 7, (1), 87-111 View citations
16. Nonlinear impulse response functions
    Journal of Economic Dynamics and Control, 2000, 24, (10), 1425-1446 View citations
    See Also Working Paper (1999)

1999

17. Dynamic Asymmetries in U.S. Unemployment
    Journal of Business & Economic Statistics, 1999, 17, (3), 298-312 View citations
    See Also Working Paper (2004)
18. Explaining the recent divergence in payroll and household employment growth
    Current Issues in Economics and Finance, 1999, (Dec) View citations
19. Nonlinear Time Series Modelling: An Introduction
    Journal of Economic Surveys, 1999, 13, (5), 505-28 View citations
    See Also Working Paper (1999)

1998

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

1997

21. A floor and ceiling model of US output
    Journal of Economic Dynamics and Control, 1997, 21, (4-5), 661-695 View citations
    See Also Working Paper (1995)

1996

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

1995

23. A Nonlinear Approach to US GNP
    Journal of Applied Econometrics, 1995, 10, (2), 109-25 View citations
    See Also Working Paper (1993)

1992

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