Simon Potter

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

36

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8,372

CITATIONS
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Top 3,431

in Total Papers Citations

152

Scholarly Papers (36)

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 Federal Reserve Bank of New York
Downloads 1,291 (14,463)
Citation 19

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 Federal Reserve Bank of New York
Downloads 1,047 (19,886)
Citation 32

Abstract:

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

3.

Nonlinear Time Series Modeling: An Introduction

FRB of New York Staff Reports No. 87
Number of pages: 30 Posted: 23 Mar 2000
Simon Potter
Federal Reserve Bank of New York
Downloads 738 (32,745)
Citation 1

Abstract:

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4.

Has Structural Change Contributed to a Jobless Recovery?

Current Issues in Economics and Finance, Vol. 9, No. 8, August 2003
Number of pages: 8 Posted: 11 Mar 2005
Erica L. Groshen and Simon Potter
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 647 (39,084)
Citation 67

Abstract:

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jobless recovery, structural change, temporary layoffs, reallocation

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 Federal Reserve Bank of New York
Downloads 589 (44,403)
Citation 23

Abstract:

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

6.
Downloads 503 ( 54,196)
Citation 7

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 Federal Reserve Bank of New York
Downloads 459 (60,194)
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 Federal Reserve Bank of New York
Downloads 44 (411,857)
Citation 8

Abstract:

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business cycle, recession, dynamic factor, bayesian

Recent Changes in the U.S. Business Cycle

The Manchester School, Forthcoming
Posted: 04 May 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Federal Reserve Bank of New York

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Recession, Common Factor, Business Cycle, Bayesian Methods.

7.
Downloads 472 ( 58,790)

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 Federal Reserve Bank of New York
Downloads 472 (58,154)
Citation 5

Abstract:

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Nonlinear Risk

Macroeconomic Dynamics, Vol. 5, No. 4, September 2001
Posted: 30 May 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Federal Reserve Bank of New York

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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
Federal Reserve Bank of New York
Downloads 338 (87,287)
Citation 27

Abstract:

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

9.
Downloads 312 ( 95,380)
Citation 3

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 Federal Reserve Bank of New York
Downloads 312 (94,841)
Citation 3

Abstract:

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

Markov Switching in Disaggregate Unemployment Rates

Empirical Economics, Forthcoming
Posted: 20 Jun 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Federal Reserve Bank of New York

Abstract:

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

10.

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
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 275 (109,282)
Citation 11

Abstract:

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

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 Federal Reserve Bank of New York
Downloads 200 (149,670)
Citation 18

Abstract:

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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?

Econometrics Journal, Vol. 4, pp. 37-55, 2001
Posted: 27 Sep 2001
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Federal Reserve Bank of New York

Abstract:

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

12.

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 Federal Reserve Bank of New York
Downloads 181 (164,214)
Citation 19

Abstract:

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bayesian, forecasting, panel

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
Federal Reserve Bank of New York
Downloads 160 (182,862)
Citation 12

Abstract:

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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
Deutsche Bundesbank, Columbia Business School - Economics Department and Federal Reserve Bank of New York
Downloads 145 (198,491)
Citation 28

Abstract:

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

15.

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

FRB of New York Staff Report No. 196
Number of pages: 35 Posted: 10 Dec 2004
Simon Potter and Gary Koop
Federal Reserve Bank of New York and University of Leicester - Department of Economics
Downloads 138 (206,522)
Citation 4

Abstract:

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

16.

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
Federal Reserve Bank of New York
Downloads 126 (221,869)
Citation 7

Abstract:

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asymmetry, confidence, business cycle, great depression

17.

A New Model of Trend Inflation

Number of pages: 31 Posted: 24 Feb 2012
Joshua C. C. Chan, Gary Koop and Simon Potter
University of Technology Sydney (UTS) - UTS Business School, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Federal Reserve Bank of New York
Downloads 125 (223,210)
Citation 29

Abstract:

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

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 Federal Reserve Bank of New York
Downloads 113 (240,484)
Citation 17

Abstract:

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labor, married, Bayesian, participation

19.

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, Gary Koop and Simon Potter
University of Technology Sydney (UTS) - UTS Business School, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Federal Reserve Bank of New York
Downloads 112 (241,980)

Abstract:

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

20.

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 Federal Reserve Bank of New York
Downloads 102 (258,361)
Citation 6

Abstract:

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

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, European Central Bank (ECB), Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 55 (372,984)

Abstract:

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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
European Central Bank (ECB), University of North Carolina Kenan-Flagler Business School, European Central Bank (ECB), Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 39 (431,898)
Citation 19

Abstract:

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macro forecasting, financial crisis

22.

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
Carnegie Mellon University, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 91 (278,277)
Citation 9

Abstract:

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inflation expectations, wage expectations

23.

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

FRB of New York Staff Report No. 202
Number of pages: 28 Posted: 08 Mar 2005
Simon Potter, Gary Koop and Rodney W. Strachan
Federal Reserve Bank of New York, University of Leicester - Department of Economics and University of Queensland - School of Economics
Downloads 86 (288,375)
Citation 3

Abstract:

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

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
Federal Reserve Bank of New York, Carnegie Mellon University, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of Cleveland
Downloads 72 (320,147)
Citation 14

Abstract:

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inflation expectations, survey measurement

25.

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 Federal Reserve Bank of New York
Downloads 60 (352,145)
Citation 2

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Recession, Instability, Bayesian Methods, Probit model, Breaks

26.

Economic Restructuring in New York State

Current Issues in Economics and Finance, Vol. 10, No. 7, June 2004
Number of pages: 7 Posted: 28 Sep 2004
Erica L. Groshen, Simon Potter and Rebecca J. Sela
Federal Reserve Bank of New York, Federal Reserve Bank of New York and New York University (NYU) - Leonard N. Stern School of Business
Downloads 57 (361,095)

Abstract:

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New York, job growth, recession, restructuring

27.

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 Federal Reserve Bank of New York
Downloads 56 (364,135)
Citation 5

Abstract:

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employment, unemployment

28.

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 and Simon Potter
The Chinese University of Hong Kong, Shenzhen and Federal Reserve Bank of New York
Downloads 54 (370,495)
Citation 7

Abstract:

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

29.

Prior Elicitation in Multiple Change-Point Models

FRB of New York Staff Report No. 197
Number of pages: 29 Posted: 10 Dec 2004
Simon Potter and Gary Koop
Federal Reserve Bank of New York and University of Leicester - Department of Economics
Downloads 54 (370,495)
Citation 2

Abstract:

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Bayesian, structural break, hierarchical prior

30.

The Advantages of Probabilistic Survey Questions

Review of Economic Analysis 9 (1), 1-32
Number of pages: 32 Posted: 12 Jan 2018
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 46 (397,038)
Citation 2

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

31.

The FRBNY Staff Underlying Inflation Gauge: UIG

BIS Working Paper No. 453
Number of pages: 40 Posted: 12 Sep 2014
Marlene Amstad, Simon Potter and Robert W. Rich
The Chinese University of Hong Kong, Shenzhen, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 24 (492,325)

Abstract:

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

32.

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, Simon Potter and Robert W. Rich
The Chinese University of Hong Kong, Shenzhen, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 22 (503,511)
Citation 4

Abstract:

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

33.

Forecasting in Dynamic Factor Models Using Bayesian Model Averaging

Econometrics Journal, Vol. 7, No. 2, pp. 550-565, December 2004
Number of pages: 16 Posted: 14 Dec 2004
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Federal Reserve Bank of New York
Downloads 22 (503,511)
Citation 27
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34.

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, Simon Potter and Robert W. Rich
The Chinese University of Hong Kong, Shenzhen, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 19 (520,788)
Citation 1

Abstract:

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

35.

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 Federal Reserve Bank of New York
Downloads 1 (643,301)
Citation 6
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36.

Measuring Inflation Expectations

Annual Review of Economics, Vol. 5, pp. 273-301, 2013
Posted: 07 Aug 2013
Federal Reserve Bank of New York, Carnegie Mellon University, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Arizona State University

Abstract:

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