Simon Potter

Peter G. Peterson Institute for International Economics

1750 Massachusetts Avenue, NW

Washington, DC 20036

United States

SCHOLARLY PAPERS

38

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Top 5,866

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9,248

SSRN CITATIONS
Rank 4,385

SSRN RANKINGS

Top 4,385

in Total Papers Citations

163

CROSSREF CITATIONS

151

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 Peter G. Peterson Institute for International Economics
Downloads 1,330 (18,487)
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 Peter G. Peterson Institute for International Economics
Downloads 1,089 (24,941)
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 Peter G. Peterson Institute for International Economics
Downloads 751 (41,912)
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
Peter G. Peterson Institute for International Economics
Downloads 750 (41,995)
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 Peter G. Peterson Institute for International Economics
Downloads 612 (55,037)
Citation 6

Abstract:

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

6.
Downloads 510 ( 69,098)
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 Peter G. Peterson Institute for International Economics
Downloads 464 (76,843)
Citation 2

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 Peter G. Peterson Institute for International Economics
Downloads 46 (501,433)
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 Peter G. Peterson Institute for International Economics

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Recession, Common Factor, Business Cycle, Bayesian Methods.

7.
Downloads 480 ( 74,473)
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 Peter G. Peterson Institute for International Economics
Downloads 480 (73,732)
Citation 6

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Nonlinear Risk

Posted: 30 May 2001
Marcelle Chauvet and Simon Potter
University of California Riverside and Peter G. 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
Peter G. Peterson Institute for International Economics
Downloads 358 (104,766)
Citation 12

Abstract:

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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 Peter G. Peterson Institute for International Economics
Downloads 334 (113,263)
Citation 2

Abstract:

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

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 Peter G. Peterson Institute for International Economics
Downloads 322 (117,088)
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 Peter G. 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 Peter G. Peterson Institute for International Economics
Downloads 218 (174,770)
Citation 27

Abstract:

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bayesian, forecasting, panel

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 Peter G. Peterson Institute for International Economics
Downloads 205 (184,842)
Citation 3

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?

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

Abstract:

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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
Peter G. Peterson Institute for International Economics
Downloads 190 (198,299)
Citation 3

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 Peter G. Peterson Institute for International Economics
Downloads 173 (215,218)
Citation 28

Abstract:

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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 Peter G. Peterson Institute for International Economics
Downloads 151 (241,344)
Citation 22

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labor, married, Bayesian, participation

16.

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
Peter G. Peterson Institute for International Economics and University of Leicester - Department of Economics
Downloads 148 (245,376)
Citation 5

Abstract:

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

17.

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
Peter G. Peterson Institute for International Economics
Downloads 137 (260,869)
Citation 4

Abstract:

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asymmetry, confidence, business cycle, great depression

18.

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 Peter G. Peterson Institute for International Economics
Downloads 133 (266,938)
Citation 13

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

19.

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, Peter G. 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 131 (269,974)
Citation 8

Abstract:

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inflation expectations, wage expectations

20.

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 Peter G. Peterson Institute for International Economics
Downloads 122 (284,755)
Citation 14

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

21.

The Advantages of Probabilistic Survey Questions

Review of Economic Analysis 9 (1), 1-32
Number of pages: 32 Posted: 12 Jan 2018
Peter G. 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 113 (300,548)
Citation 1

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

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 Peter G. Peterson Institute for International Economics
Downloads 63 (432,958)

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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 Peter G. Peterson Institute for International Economics
Downloads 47 (496,823)
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 Peter G. Peterson Institute for International Economics
Downloads 108 (310,223)
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
Federal Reserve Bank of New York, Carnegie Mellon University, Federal Reserve Banks - Federal Reserve Bank of New York, Peter G. Peterson Institute for International Economics and Federal Reserve Bank of Cleveland
Downloads 92 (344,467)
Citation 17

Abstract:

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inflation expectations, survey measurement

25.

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
Peter G. Peterson Institute for International Economics, University of Leicester - Department of Economics and University of Queensland - School of Economics
Downloads 88 (354,259)
Citation 3

Abstract:

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

26.

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, Peter G. Peterson Institute for International Economics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 87 (356,698)

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New York, job growth, recession, restructuring

27.

Stressing the Fed Stress Tests Against COVID-19

Number of pages: 20 Posted: 01 Jul 2020
Simon Potter and Til Schuermann
Peter G. Peterson Institute for International Economics and Oliver Wyman
Downloads 72 (398,092)
Citation 1

Abstract:

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capital adequacy, risk management, crisis

28.

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 Peter G. Peterson Institute for International Economics
Downloads 68 (410,605)
Citation 4

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employment, unemployment

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 and Simon Potter
Harvard Kennedy School and Peter G. Peterson Institute for International Economics
Downloads 67 (413,840)
Citation 8

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

30.

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 Peter G. Peterson Institute for International Economics
Downloads 62 (430,611)
Citation 2

Abstract:

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Recession, Instability, Bayesian Methods, Probit model, Breaks

31.

Prior Elicitation in Multiple Change-Point Models

Number of pages: 29 Posted: 10 Dec 2004
Simon Potter and Gary Koop
Peter G. Peterson Institute for International Economics and University of Leicester - Department of Economics
Downloads 57 (448,607)
Citation 2

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Bayesian, structural break, hierarchical prior

32.

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
Harvard Kennedy School, Peter G. Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 55 (455,944)
Citation 1

Abstract:

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

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
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, Peter G. Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 18 (674,060)
Citation 2

Abstract:

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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
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, Peter G. Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 9 (748,842)

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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: 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, Peter G. Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 7 (765,922)

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: 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, Peter G. Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 1 (824,527)

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, Peter G. 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.

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, Peter G. Peterson Institute for International Economics and Federal Reserve Bank of Chicago
Downloads 30 (571,837)

Abstract:

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35.

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
Harvard Kennedy School, Peter G. Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 30 (571,837)
Citation 5

Abstract:

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

36.

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
Harvard Kennedy School, Peter G. Peterson Institute for International Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 29 (577,752)

Abstract:

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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 Peter G. Peterson Institute for International Economics
Downloads 1 (788,191)
Citation 4
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38.

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, Peter G. 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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