Simon Potter

Peterson Institute for International Economics

1750 Massachusetts Avenue, NW

Washington, DC 20036

United States

SCHOLARLY PAPERS

38

DOWNLOADS
Rank 7,140

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Top 7,140

in Total Papers Downloads

10,648

SSRN CITATIONS
Rank 4,515

SSRN RANKINGS

Top 4,515

in Total Papers Citations

222

CROSSREF CITATIONS

142

Scholarly Papers (38)

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 1,400 (23,625)
Citation 7

Abstract:

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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 1,156 (31,336)
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 825 (50,230)
Citation 9

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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 767 (55,367)
Citation 1

Abstract:

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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 646 (69,374)
Citation 11

Abstract:

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

6.
Downloads 554 (84,070)
Citation 1

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 495 (95,500)
Citation 5

Abstract:

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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 59 (602,334)
Citation 5

Abstract:

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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

Abstract:

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Recession, Common Factor, Business Cycle, Bayesian Methods.

7.
Downloads 494 (96,735)
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 494 (95,752)
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.

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 413 (119,564)
Citation 2

Abstract:

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

9.

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 396 (125,534)
Citation 13

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

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 339 (148,069)
Citation 1

Abstract:

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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 253 (201,795)
Citation 27

Abstract:

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bayesian, forecasting, panel

12.

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
University of Southern California, Peterson Institute for International Economics, Federal Reserve Bank of Cleveland, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 230 (221,436)
Citation 8

Abstract:

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inflation expectations, wage expectations

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 222 (228,385)
Citation 4

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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

Abstract:

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

14.

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 221 (230,046)
Citation 3

Abstract:

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markov switching, threshold autoregression, smooth transition autoregression

15.

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 & Management, Columbia University - Columbia Business School, Economics and Peterson Institute for International Economics
Downloads 208 (243,334)
Citation 36

Abstract:

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

16.

The Advantages of Probabilistic Survey Questions

Review of Economic Analysis 9 (1), 1-32
Number of pages: 32 Posted: 12 Jan 2018
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 191 (262,913)
Citation 1

Abstract:

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

17.

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
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Peterson Institute for International Economics and Federal Reserve Bank of Cleveland
Downloads 172 (288,295)
Citation 1

Abstract:

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

18.

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 172 (288,295)
Citation 22

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labor, married, Bayesian, participation

19.

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
Federal Reserve Bank of New York, University of Southern California, Federal Reserve Banks - Federal Reserve Bank of New York, Peterson Institute for International Economics and Federal Reserve Bank of Cleveland
Downloads 163 (301,713)
Citation 17

Abstract:

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inflation expectations, survey measurement

Monetary Policy Implementation with an Ample Supply of Reserves

FRB of New York Staff Report No. 910. Rev. July 2023
Number of pages: 65 Posted: 24 Jan 2020 Last Revised: 14 Jul 2023
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 68 (559,085)
Citation 1

Abstract:

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federal funds market, monetary policy implementation, ample reserves

Monetary Policy Implementation with an Ample Supply of Reserves

FRB Atlanta Working Paper No. 2020-2
Number of pages: 47 Posted: 29 Apr 2020
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 30 (793,279)

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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: 09 Jul 2021
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 29 (801,647)
Citation 5

Abstract:

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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
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 28 (809,963)

Abstract:

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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: 14 Jun 2021
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 7 (1,015,338)

Abstract:

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

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
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 82 (501,086)
Citation 17

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macro forecasting, financial crisis

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
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 77 (520,572)

Abstract:

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forecast evaluation, mixed frequency data sampling

22.

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 156 (313,082)
Citation 6

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

23.

A New Model of Trend Inflation

Number of pages: 31 Posted: 24 Feb 2012
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 149 (325,304)
Citation 44

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

24.

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 149 (325,304)
Citation 4

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asymmetry, confidence, business cycle, great depression

25.

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
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 142 (338,078)
Citation 21

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

26.

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 124 (374,905)
Citation 5

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

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 116 (393,624)

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New York, job growth, recession, restructuring

28.

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 106 (420,089)
Citation 5

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

29.

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 93 (459,011)
Citation 1

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capital adequacy, risk management, crisis

30.

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 93 (459,011)
Citation 8

Abstract:

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

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 80 (503,324)
Citation 2

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Recession, Instability, Bayesian Methods, Probit model, Breaks

32.

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 80 (503,324)
Citation 4

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employment, unemployment

33.

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 68 (551,309)
Citation 2

Abstract:

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Bayesian, structural break, hierarchical prior

34.

The FRBNY Staff Underlying Inflation Gauge: UIG

FRB of New York Staff Report No. 672
Number of pages: 42 Posted: 06 May 2014
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Peterson Institute for International Economics and Federal Reserve Bank of Cleveland
Downloads 50 (639,125)
Citation 5

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

35.

The FRBNY Staff Underlying Inflation Gauge: UIG

BIS Working Paper No. 453
Number of pages: 40 Posted: 12 Sep 2014
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Peterson Institute for International Economics and Federal Reserve Bank of Cleveland
Downloads 45 (667,959)

Abstract:

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

36.

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
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 43 (680,160)

Abstract:

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37.

Monetary Policy Implementation with Ample Reserves

FRB Atlanta Working Paper No. 2023-10
Number of pages: 64 Posted: 06 Sep 2023
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, 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 11 (941,383)

Abstract:

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federal funds market, monetary policy implementation, ample reserves

38.

Measuring Inflation Expectations

Annual Review of Economics, Vol. 5, pp. 273-301, 2013
Posted: 07 Aug 2013
Federal Reserve Bank of New York, University of Southern California, 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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