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Details about Simon Potter

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Homepage:http://www.newyorkfed.org/research/economists/potter/index.html
Workplace:Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Simon Potter.

Last updated 2016-12-11. Update your information in the RePEc Author Service.

Short-id: ppo193


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Working Papers

2016

  1. Concluding remarks at the Monetary Policy Implementation in the Long Run Conference, Federal Reserve Bank of Minneapolis
    Speech, Federal Reserve Bank of New York Downloads
  2. 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 Downloads
  3. 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 Downloads
  4. 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 Downloads
  5. Money markets after liftoff: assessment to date and the road ahead
    Speech, Federal Reserve Bank of New York Downloads
  6. 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 Downloads
  7. 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 Downloads

2015

  1. Challenges posed by the evolution of the Treasury market
    Speech, Federal Reserve Bank of New York Downloads
  2. 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 Downloads
  3. Money markets and monetary policy normalization
    Speech, Federal Reserve Bank of New York Downloads
  4. The Federal Reserve’s counterparty framework: past, present, and future
    Speech, Federal Reserve Bank of New York Downloads
  5. Trends in foreign exchange markets and the challenges ahead
    Speech, Federal Reserve Bank of New York Downloads

2014

  1. 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 Downloads
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012) Downloads View citations (5)

    See also Journal Article in Journal of Applied Econometrics (2016)
  2. 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 Downloads View citations (12)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (12)

    See also Journal Article in Journal of Business & Economic Statistics (2014)
  3. Implementation of open market operations in a time of transition
    Speech, Federal Reserve Bank of New York Downloads
  4. Interest rate control during normalization
    Speech, Federal Reserve Bank of New York Downloads
  5. The FRBNY Staff Underlying Inflation Gauge: UIG
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (3)

2013

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

2012

  1. A New Model Of Trend Inflation
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2012) Downloads
    MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (11)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads

    See also Journal Article in Journal of Business & Economic Statistics (2013)
  2. Improving the measurement of inflation expectations
    Speech, Federal Reserve Bank of New York Downloads
  3. Remarks on the role of central bank interactions with financial markets
    Speech, Federal Reserve Bank of New York Downloads
  4. The Dynamics of UK and US Inflation Expectation
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (4)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) Downloads View citations (2)
    Working Paper Series, The Rimini Centre for Economic Analysis (2009) Downloads View citations (1)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2012)

2011

  1. Improving survey measures of inflation expectations
    Speech, Federal Reserve Bank of New York Downloads View citations (3)
  2. Understanding Liquidity and Credit Risks in the Financial Crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (9)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (9)
    Working Paper Series, The Rimini Centre for Economic Analysis (2010) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2011)

2010

  1. A flexible approach to parametric inference in nonlinear and time varying time series models
    Post-Print, HAL Downloads View citations (5)
    See also Journal Article in Journal of Econometrics (2010)
  2. Some observations and lessons from the crisis
    Speech, Federal Reserve Bank of New York Downloads View citations (6)
  3. Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads

2009

  1. Dynamic hierarchical factor models
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (18)
    See also Journal Article in The Review of Economics and Statistics (2013)
  2. Modeling the Dynamics of Inflation Compensation
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (11)
    See also Journal Article in Journal of Empirical Finance (2010)
  3. Monitoring Business Cycles with Structural Breaks
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Real time underlying inflation gauges for monetary policymakers
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (17)

2008

  1. Rethinking the measurement of household inflation expectations: preliminary findings
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)

2007

  1. A flexible approach to parametric inference in nonlinear time series models
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. Is there still an added-worker effect?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
  3. Prior Elicitation in Multiple Change-point Models
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2004) Downloads View citations (4)
    Staff Reports, Federal Reserve Bank of New York (2004) Downloads View citations (7)

    See also Journal Article in International Economic Review (2009)

2005

  1. Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2005) Downloads View citations (3)

    See also Journal Article in Journal of Money, Credit and Banking (2008)

2004

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

2003

  1. Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (34)
    Also in Staff Reports, Federal Reserve Bank of New York (2003) Downloads View citations (32)

2001

  1. Forecasting recessions using the yield curve
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
    See also Journal Article in Journal of Forecasting (2005)
  2. Markov switching in disaggregate unemployment rates
    Staff Reports, Federal Reserve Bank of New York Downloads
    See also Journal Article in Empirical Economics (2002)
  3. Recent changes in the U.S. business cycle
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (29)
    See also Journal Article in Manchester School (2001)

2000

  1. Bayesian Analysis of Endogenous Delay Threshold Models
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2003)
  2. The Vector Floor and Ceiling Model
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)

1999

  1. Are apparent findings of nonlinearity due to structural instability in economic time series?
    Staff Reports, Federal Reserve Bank of New York Downloads
    See also Journal Article in Econometrics Journal (2001)
  2. Fluctuations in confidence and asymmetric business cycles
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
  3. Nonlinear impulse response functions
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2000)
  4. Nonlinear risk
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
    See also Journal Article in Macroeconomic Dynamics (2001)
  5. Nonlinear time series modelling: an introduction
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (52)
    See also Journal Article in Journal of Economic Surveys (1999)

1998

  1. Dynamic asymmetries in US unemployment
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (1999)

1995

  1. 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 in Journal of Economic Dynamics and Control (1997)

1993

  1. A Nonlinear Approach to U.S. GNP
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (16)
    See also Journal Article in Journal of Applied Econometrics (1995)
  2. Equilibrium Asset Pricing Models and Predictability of Excess Returns
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (1)

1991

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

Journal Articles

2016

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

2014

  1. 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 Downloads View citations (13)
    See also Working Paper (2014)
  2. Rejoinder
    Journal of Business & Economic Statistics, 2014, 32, (4), 514-515 Downloads

2013

  1. A New Model of Trend Inflation
    Journal of Business & Economic Statistics, 2013, 31, (1), 94-106 Downloads View citations (19)
    See also Working Paper (2012)
  2. Dynamic Hierarchical Factor Model
    The Review of Economics and Statistics, 2013, 95, (5), 1811-1817 Downloads View citations (2)
    See also Working Paper (2009)
  3. Measuring Inflation Expectations
    Annual Review of Economics, 2013, 5, (1), 273-301 Downloads View citations (9)

2012

  1. The dynamics of UK and US inflation expectations
    Computational Statistics & Data Analysis, 2012, 56, (11), 3120-3133 Downloads View citations (2)
    See also Working Paper (2012)

2011

  1. Time varying VARs with inequality restrictions
    Journal of Economic Dynamics and Control, 2011, 35, (7), 1126-1138 Downloads View citations (25)
  2. Understanding liquidity and credit risks in the financial crisis
    Journal of Empirical Finance, 2011, 18, (5), 903-914 Downloads View citations (9)
    See also Working Paper (2011)

2010

  1. A flexible approach to parametric inference in nonlinear and time varying time series models
    Journal of Econometrics, 2010, 159, (1), 134-150 Downloads View citations (8)
    See also Working Paper (2010)
  2. Business cycle monitoring with structural changes
    International Journal of Forecasting, 2010, 26, (4), 777-793 Downloads View citations (3)
  3. Improving survey measures of household inflation expectations
    Current Issues in Economics and Finance, 2010, 16, (Aug/Sep) Downloads View citations (9)
  4. Modeling the dynamics of inflation compensation
    Journal of Empirical Finance, 2010, 17, (1), 157-167 Downloads View citations (10)
    See also Working Paper (2009)

2009

  1. PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS
    International Economic Review, 2009, 50, (3), 751-772 Downloads View citations (7)
    See also Working Paper (2007)

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 Downloads View citations (13)
    See also Working Paper (2005)

2007

  1. Estimation and Forecasting in Models with Multiple Breaks
    Review of Economic Studies, 2007, 74, (3), 763-789 Downloads View citations (71)

2006

  1. Changes in Labor Force Participation in the United States
    Journal of Economic Perspectives, 2006, 20, (3), 27-46 Downloads View citations (32)

2005

  1. Forecasting recessions using the yield curve
    Journal of Forecasting, 2005, 24, (2), 77-103 Downloads View citations (62)
    See also Working Paper (2001)

2004

  1. Economic restructuring in New York State
    Current Issues in Economics and Finance, 2004, 10, (Jun) Downloads View citations (1)
  2. Forecasting in dynamic factor models using Bayesian model averaging
    Econometrics Journal, 2004, 7, (2), 550-565 Downloads View citations (68)

2003

  1. Bayesian Analysis of Endogenous Delay Threshold Models
    Journal of Business & Economic Statistics, 2003, 21, (1), 93-103 View citations (10)
    See also Working Paper (2000)
  2. Has structural change contributed to a jobless recovery?
    Current Issues in Economics and Finance, 2003, 9, (Aug) Downloads View citations (71)

2002

  1. Liquidity effects of the events of September 11, 2001
    Economic Policy Review, 2002, (Nov), 59-79 Downloads View citations (27)
  2. Markov switching in disaggregate unemployment rates
    Empirical Economics, 2002, 27, (2), 205-232 Downloads View citations (7)
    See also Working Paper (2001)
  3. Predicting a recession: evidence from the yield curve in the presence of structural breaks
    Economics Letters, 2002, 77, (2), 245-253 Downloads View citations (14)

2001

  1. Are apparent findings of nonlinearity due to structural instability in economic time series?
    Econometrics Journal, 2001, 4, (1), 38 View citations (33)
    See also Working Paper (1999)
  2. NONLINEAR RISK
    Macroeconomic Dynamics, 2001, 5, (04), 621-646 Downloads View citations (4)
    See also Working Paper (1999)
  3. Recent Changes in the US Business Cycle
    Manchester School, 2001, 69, (5), 481-508 Downloads View citations (44)
    See also Working Paper (2001)

2000

  1. A Nonlinear Model of the Business Cycle
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 1-11 Downloads View citations (5)
    See also Working Paper (2004)
  2. Coincident and leading indicators of the stock market
    Journal of Empirical Finance, 2000, 7, (1), 87-111 Downloads View citations (47)
  3. Nonlinear impulse response functions
    Journal of Economic Dynamics and Control, 2000, 24, (10), 1425-1446 Downloads View citations (88)
    See also Working Paper (1999)

1999

  1. Dynamic Asymmetries in U.S. Unemployment
    Journal of Business & Economic Statistics, 1999, 17, (3), 298-312 View citations (75)
    See also Working Paper (1998)
  2. Explaining the recent divergence in payroll and household employment growth
    Current Issues in Economics and Finance, 1999, 5, (Dec) Downloads View citations (10)
  3. Nonlinear Time Series Modelling: An Introduction
    Journal of Economic Surveys, 1999, 13, (5), 505-28 Downloads View citations (57)
    See also Working Paper (1999)

1998

  1. Bayes factors and nonlinearity: Evidence from economic time series1
    Journal of Econometrics, 1998, 88, (2), 251-281 Downloads View citations (41)

1997

  1. A floor and ceiling model of US output
    Journal of Economic Dynamics and Control, 1997, 21, (4-5), 661-695 Downloads View citations (96)
    See also Working Paper (1995)

1996

  1. Impulse response analysis in nonlinear multivariate models
    Journal of Econometrics, 1996, 74, (1), 119-147 Downloads View citations (1149)

1995

  1. A Nonlinear Approach to US GNP
    Journal of Applied Econometrics, 1995, 10, (2), 109-25 Downloads View citations (229)
    See also Working Paper (1993)

1992

  1. Nonlinear Dynamics and Econometrics: An Introduction
    Journal of Applied Econometrics, 1992, 7, (S), S1-7 Downloads View citations (17)

Chapters

2013

  1. Forecasting Output
    Elsevier Downloads View citations (13)
 
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