Simon Potter

Peterson Institute for International Economics

1750 Massachusetts Avenue, NW

Washington, DC 20036

United States

  • Peterson Institute for International Economics

SCHOLARLY PAPERS

38

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162

CROSSREF CITATIONS

152

Scholarly Papers (38)

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1.

Coincident and Leading Indicators of the Stock Market

Number of pages: 35 Posted: 11 Aug 2000
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics
Downloads 1,363 (20,473)
Citation 7

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2.

Forecasting Recessions Using the Yield Curve

FRB of New York Staff Report No. 134, University of California Working Paper Series
Number of pages: 33 Posted: 30 Jun 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics
Downloads 1,129 (27,106)
Citation 16

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Recession Forecast, Yield Curve, Structural Breaks, Bayesian, Classical Methods

3.

Has Structural Change Contributed to a Jobless Recovery?

Number of pages: 8 Posted: 11 Mar 2005
Erica L. Groshen and Simon Potter
Federal Reserve Bank of New York and Peterson Institute for International Economics
Downloads 779 (45,499)
Citation 4

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jobless recovery, structural change, temporary layoffs, reallocation

4.

Nonlinear Time Series Modeling: An Introduction

FRB of New York Staff Reports No. 87
Number of pages: 30 Posted: 23 Mar 2000
Simon Potter
Peterson Institute for International Economics
Downloads 751 (47,801)
Citation 1

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5.

Predicting a Recession: Evidence from the Yield Curve in the Presence of Structural Breaks

University of California, Riverside
Number of pages: 9 Posted: 19 May 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics
Downloads 623 (60,999)
Citation 6

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Recession Forecast, Yield Curve, Structural Breaks, Bayesian, Classical Methods

6.

Recent Changes in the U.S. Business Cycle

Downloads 514 ( 77,691)
Citation 3

Recent Changes in the U.S. Business Cycle

Number of pages: 37 Posted: 23 Oct 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics
Downloads 468 (86,195)
Citation 2

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Recession, Common Factor, Business Cycle, Bayesian Methods

Recent Changes in the U.S. Business Cycle

FRB of New York Staff Report No. 126
Number of pages: 37 Posted: 09 Aug 2006
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics
Downloads 46 (554,305)
Citation 5

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business cycle, recession, dynamic factor, bayesian

Recent Changes in the U.S. Business Cycle

Posted: 04 May 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics

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Recession, Common Factor, Business Cycle, Bayesian Methods.

7.

Nonlinear Risk

Downloads 484 ( 83,546)
Citation 6

Nonlinear Risk

FRB of New York Staff Report No. 61
Number of pages: 34 Posted: 14 May 1999
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics
Downloads 484 (82,779)
Citation 6

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Nonlinear Risk

Posted: 30 May 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics

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8.

Nonlinear Impulse Response Functions

FRB of New York Staff Report No. 65
Number of pages: 24 Posted: 21 Jul 1999
Simon Potter
Peterson Institute for International Economics
Downloads 369 (114,434)
Citation 12

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nonlinear, impulse response function, persistence, generalized impulse response function

9.

Liquidity Effects of the Events of September 11, 2001

Economic Policy Review, Vol. 8, No. 2, November 2002
Number of pages: 21 Posted: 21 Sep 2005
James McAndrews and Simon Potter
Wharton Financial Institutions Center and Peterson Institute for International Economics
Downloads 365 (115,800)
Citation 2

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liquidity, lender of last resort, discount window, coordination, payments, central bank

10.

Markov Switching in Disaggregate Unemployment Rates

Downloads 323 (132,246)

Markov Switching in Disaggregate Unemployment Rates

FRB of New York Staff Report No. 132
Number of pages: 38 Posted: 13 Sep 2001
Marcelle Chauvet, Chinhui Juhn and Simon Potter
University of California Riverside, University of Houston - Department of Economics and Peterson Institute for International Economics
Downloads 323 (131,491)
Citation 1

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Markov Switching, Unemployment, Common Factor, Asymmetries, Business Cycle, Baby Boom, Bayesian Methods

Markov Switching in Disaggregate Unemployment Rates

Posted: 20 Jun 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics

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Markov Switching, Unemployment, Common Factor, Asymmetries, Business Cycle, Baby Boom, Bayesian Methods

11.

Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging

FRB NY Staff Report No. 163
Number of pages: 41 Posted: 27 Mar 2006
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics
Downloads 225 (189,831)
Citation 27

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bayesian, forecasting, panel

12.

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?

Downloads 208 (204,518)

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?

FRB of New York Staff Report No. 59
Number of pages: 24 Posted: 21 Jul 1999
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics
Downloads 208 (204,314)
Citation 3

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bayes factor, markov chain monte carlo, threshold autoregressive model, time varying parameter model

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?

Posted: 27 Sep 2001
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics

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Bayes Factor, Markov chain Monte Carlo, Threshold autoregressive model, Time varying parameter model

13.

Nonlinear Time Series Modelling: An Introduction

FRB of New York Staff Report No. 87
Number of pages: 30 Posted: 09 Oct 2006
Simon Potter
Peterson Institute for International Economics
Downloads 197 (214,858)
Citation 3

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markov switching, threshold autoregression, smooth transition autoregression

14.

Dynamic Hierarchical Factor Models

FRB of New York Staff Report No. 412
Number of pages: 17 Posted: 15 Dec 2009 Last Revised: 31 Jul 2011
Emanuel Moench, Serena Ng and Simon Potter
Frankfurt School of Finance and Management, Columbia University - Columbia Business School, Economics and Peterson Institute for International Economics
Downloads 183 (229,184)
Citation 28

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forecasting, monitoring, comovements, large dimensional panel, diffusion index

15.

Is There Still an Added-Worker Effect?

FRB of New York Staff Report No. 310
Number of pages: 42 Posted: 16 Dec 2007
Chinhui Juhn and Simon Potter
University of Houston - Department of Economics and Peterson Institute for International Economics
Downloads 160 (256,815)
Citation 22

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labor, married, Bayesian, participation

16.

Improving Survey Measures of Household Inflation Expectations

Current Issues in Economics and Finance, Vol. 16, No. 7, August/September 2010
Number of pages: 7 Posted: 24 Sep 2010
Wändi Bruine de Bruin, Simon Potter, Robert W. Rich, Giorgio Topa and Wilbert van der Klaauw
Carnegie Mellon University, Peterson Institute for International Economics, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 153 (266,241)
Citation 8

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inflation expectations, wage expectations

17.

Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points

Number of pages: 35 Posted: 10 Dec 2004
Simon Potter and Gary Koop
Peterson Institute for International Economics and University of Leicester - Department of Economics
Downloads 149 (272,023)
Citation 5

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Bayesian, structural breaks, Markov Chain Monte Carlo, hierarchical prior

18.

The Advantages of Probabilistic Survey Questions

Review of Economic Analysis 9 (1), 1-32
Number of pages: 32 Posted: 12 Jan 2018
Simon Potter, Marco Del Negro, Giorgio Topa and Wilbert van der Klaauw
Peterson Institute for International Economics, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 142 (282,576)
Citation 1

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subjective uncertainty, probabilistic survey questions, expectation formation and updating, belief heterogeneity

19.

Fluctuations in Confidence and Asymmetric Business Cycles

FRB of New York Staff Report No. 66
Number of pages: 29 Posted: 05 Aug 1999
Simon Potter
Peterson Institute for International Economics
Downloads 140 (285,737)
Citation 4

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asymmetry, confidence, business cycle, great depression

20.

A New Model of Trend Inflation

Number of pages: 31 Posted: 24 Feb 2012
Joshua C. C. Chan, Joshua C. C. Chan, Gary Koop and Simon Potter
Purdue UniversityUniversity of Technology Sydney (UTS) - UTS Business School, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Peterson Institute for International Economics
Downloads 136 (292,239)
Citation 13

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constrained inflation, non-linear state space model, underlying inflation, inflation targeting, inflation forecasting, Bayesian

21.

A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve

CAMA Working Paper No. 10/2014
Number of pages: 35 Posted: 23 Jan 2014 Last Revised: 14 Oct 2014
Joshua C. C. Chan, Joshua C. C. Chan, Gary Koop and Simon Potter
Purdue UniversityUniversity of Technology Sydney (UTS) - UTS Business School, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Peterson Institute for International Economics
Downloads 125 (311,419)
Citation 14

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trend inflation, non-linear state space model, natural rate of unemployment, inflation targeting, Bayesian

22.

Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

Downloads 116 (328,486)
Citation 13

Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

ECB Working Paper No. 1688
Number of pages: 58 Posted: 11 Jul 2014
Lucia Alessi, Eric Ghysels, Luca Onorante, Richard W. Peach and Simon Potter
European Central Bank (ECB), University of North Carolina Kenan-Flagler Business School, Joint Research Centre, Italy, Federal Reserve Bank of New York and Peterson Institute for International Economics
Downloads 64 (475,530)

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forecast evaluation, mixed frequency data sampling

Central Bank Macroeconomic Forecasting during the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

FRB of New York Staff Report No. 680
Number of pages: 41 Posted: 22 Jul 2014
Lucia Alessi, Eric Ghysels, Luca Onorante, Richard W. Peach and Simon Potter
European Central Bank (ECB), University of North Carolina Kenan-Flagler Business School, Joint Research Centre, Italy, Federal Reserve Bank of New York and Peterson Institute for International Economics
Downloads 52 (525,605)
Citation 15

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macro forecasting, financial crisis

23.

A Flexible Approach to Parametric Inference in Nonlinear Time Series Models

FRB of New York Staff Report No. 285
Number of pages: 39 Posted: 01 May 2007
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics
Downloads 109 (342,934)
Citation 6

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bayesian, structural break, threshold autogression, regime switching, state space model, nonparametric

24.

Rethinking the Measurement of Household Inflation Expectations: Preliminary Findings

FRB of New York Staff Report No. 359
Number of pages: 149 Posted: 26 Dec 2008
Wilbert van der Klaauw, Wändi Bruine de Bruin, Giorgio Topa, Simon Potter and Michael F. Bryan
Federal Reserve Bank of New York, Carnegie Mellon University, Federal Reserve Banks - Federal Reserve Bank of New York, Peterson Institute for International Economics and Federal Reserve Bank of Cleveland
Downloads 106 (349,462)
Citation 17

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inflation expectations, survey measurement

25.

The New York Fed Staff Underlying Inflation Gauge (UIG)

Economic Policy Review, Issue 23-2, pp. 1-32, 2017
Number of pages: 32 Posted: 20 Dec 2017
Marlene Amstad, Marlene Amstad, Simon Potter and Robert W. Rich
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 92 (382,756)
Citation 1

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inflation, dynamic factor models, core inflation, monetary policy, forecasting

26.

Reexamining the Consumption-Wealth Relationship: The Role of Model Uncertainty

Number of pages: 28 Posted: 08 Mar 2005
Simon Potter, Gary Koop and Rodney W. Strachan
Peterson Institute for International Economics, University of Leicester - Department of Economics and University of Queensland - School of Economics
Downloads 88 (393,398)
Citation 3

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wealth effect, vector error correction model, Bayesian model averaging, cointegration

27.

Economic Restructuring in New York State

Number of pages: 7 Posted: 28 Sep 2004
Erica L. Groshen, Simon Potter and Rebecca J. Sela
Federal Reserve Bank of New York, Peterson Institute for International Economics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 87 (396,101)

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New York, job growth, recession, restructuring

28.

Stressing the Fed Stress Tests Against COVID-19

Number of pages: 20 Posted: 01 Jul 2020
Simon Potter and Til Schuermann
Peterson Institute for International Economics and Oliver Wyman
Downloads 78 (422,306)
Citation 1

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capital adequacy, risk management, crisis

29.

Real Time Underlying Inflation Gauges for Monetary Policymakers

FRB of New York Staff Report No. 420
Number of pages: 39 Posted: 06 Jan 2010
Marlene Amstad, Marlene Amstad and Simon Potter
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen and Peterson Institute for International Economics
Downloads 73 (438,042)
Citation 8

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inflation, dynamic factor models, core inflation, monetary policy, forecasting

30.

Explaining the Recent Divergence in Payroll and Household Employment Growth

Current Issues in Economics and Finance, Vol. 5, No. 16, December 1999
Number of pages: 6 Posted: 26 Jun 2007
Chinhui Juhn and Simon Potter
University of Houston - Department of Economics and Peterson Institute for International Economics
Downloads 70 (448,046)
Citation 4

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employment, unemployment

31.

Business Cycle Monitoring with Structural Changes

Number of pages: 27 Posted: 27 Aug 2008 Last Revised: 21 Dec 2009
Marcelle Chauvet and Simon Potter
University of California Riverside and Peterson Institute for International Economics
Downloads 64 (469,056)
Citation 2

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Recession, Instability, Bayesian Methods, Probit model, Breaks

32.

Prior Elicitation in Multiple Change-Point Models

Number of pages: 29 Posted: 10 Dec 2004
Simon Potter and Gary Koop
Peterson Institute for International Economics and University of Leicester - Department of Economics
Downloads 57 (495,891)
Citation 2

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Bayesian, structural break, hierarchical prior

33.

Monetary Policy Implementation with an Ample Supply of Reserves

Downloads 56 (499,916)
Citation 2

Monetary Policy Implementation with an Ample Supply of Reserves

FRB of New York Staff Report No. 910, January 2020
Number of pages: 47 Posted: 24 Jan 2020
Gara Afonso, Kyungmin Kim, Antoine Martin, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York - Research and Statistics, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 21 (717,686)
Citation 2

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federal funds market, monetary policy implementation, ample reserve supply

Monetary Policy Implementation with an Ample Supply of Reserves

FRB of Chicago Working Paper No. WP-2020-02
Number of pages: 47 Posted: 09 Jul 2021
Gara Afonso, Kyungmin Kim, Antoine Martin, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl
Federal Reserve Bank of New York, affiliation not provided to SSRN, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 16 (761,893)

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federal funds market, monetary policy implementation, ample reserve supply

Monetary Policy Implementation with an Ample Supply of Reserves

FRB of Chicago Working Paper No. WP-2020-02
Number of pages: 47 Posted: 27 Apr 2020
Gara Afonso, Kyungmin Kim, Antoine Martin, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York - Research and Statistics, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 10 (821,662)

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federal funds market, monetary policy implementation, ample reserve supply

Monetary Policy Implementation with an Ample Supply of Reserves

FRB Atlanta Working Paper No. 2020-2
Number of pages: 47 Posted: 29 Apr 2020
Gara Afonso, Kyungmin Kim, Antoine Martin, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York - Research and Statistics, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 9 (832,218)

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Monetary Policy Implementation with an Ample Supply of Reserves

FRB of Chicago Working Paper No. WP 2020-02
Number of pages: 47 Posted: 14 Jun 2021
Gara Afonso, Kyungmin Kim, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 0

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Federal funds market, interest rates, ample reserve supply, bank reserves, monetary supply

34.

The FRBNY Staff Underlying Inflation Gauge: UIG

FRB of New York Staff Report No. 672
Number of pages: 42 Posted: 06 May 2014
Marlene Amstad, Marlene Amstad, Simon Potter and Robert W. Rich
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 36 (595,236)
Citation 5

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inflation, dynamic factor models, core inflation, monetary policy, forecasting

35.

Monetary Policy Implementation with an Ample Supply of Reserves

FEDS Working Paper No. 2020-20
Number of pages: 57 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021
Kyungmin Kim, Gara Minguez-Afonso, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 33 (612,698)

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36.

The FRBNY Staff Underlying Inflation Gauge: UIG

BIS Working Paper No. 453
Number of pages: 40 Posted: 12 Sep 2014
Marlene Amstad, Marlene Amstad, Simon Potter and Robert W. Rich
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 29 (637,499)

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Inflation, Dynamic Factor Models, Core Inflation, Monetary Policy, Forecasting

37.

Prior Elicitation in Multiple Change-Point Models

International Economic Review, Vol. 50, Issue 3, pp. 751-772, August 2009
Number of pages: 22 Posted: 09 Jul 2009
Gary Koop and Simon Potter
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Peterson Institute for International Economics
Downloads 1 (893,913)
Citation 4

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38.

Measuring Inflation Expectations

Annual Review of Economics, Vol. 5, pp. 273-301, 2013
Posted: 07 Aug 2013
Olivier Armantier, Wändi Bruine de Bruin, Simon Potter, Wilbert van der Klaauw, Giorgio Topa and Basit Zafar
Federal Reserve Bank of New York, Carnegie Mellon University, Peterson Institute for International Economics, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Arizona State University

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