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Simon Smith

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

16

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3,419

TOTAL CITATIONS
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Top 15,436

in Total Papers Citations

40

Scholarly Papers (16)

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1.

Have Risk Premia Vanished?

Downloads 1,005 (58,252)
Citation 18

Have Risk Premia Vanished?

Number of pages: 67 Posted: 06 Jan 2021 Last Revised: 03 May 2021
Simon Smith and Allan Timmermann
Board of Governors of the Federal Reserve System and UCSD
Downloads 953 (61,564)

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Cross-sectional variation in risk premia, instability risk factor, industry and style portfolios, Bayesian analysis

Have Risk Premia Vanished?

CEPR Discussion Paper No. DP16109
Number of pages: 70 Posted: 24 May 2021
Simon Smith and Allan Timmermann
Board of Governors of the Federal Reserve System and University of California, San Diego (UCSD) - Rady School of Management
Downloads 52 (1,095,444)
Citation 18

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2.

Factor Selection and Structural Breaks

Downloads 643 (106,837)
Citation 1

Factor Selection and Structural Breaks

FEDS Working Paper No. 2024-37
Number of pages: 47 Posted: 11 Jun 2024
Siddhartha Chib and Simon Smith
Washington University in St. Louis - John M. Olin Business School and Board of Governors of the Federal Reserve System
Downloads 338 (228,163)

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Model comparison, Factor models, Structural breaks, Anomaly, Bayesian analysis, Discount factor, Portfolio analysis, Sparsity

Factor Selection and Structural Breaks

Number of pages: 42 Posted: 16 Apr 2024
Siddhartha Chib and Simon Smith
Washington University in St. Louis - John M. Olin Business School and Board of Governors of the Federal Reserve System
Downloads 305 (253,402)
Citation 1

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Model comparison, Factor models, Structural breaks, Anomaly, Bayesian analysis, Discount factor, Portfolio analysis, Sparsity.

3.

Break Risk

Number of pages: 75 Posted: 03 Sep 2018
Simon Smith and Allan Timmermann
Board of Governors of the Federal Reserve System and UCSD
Downloads 408 (182,532)
Citation 7

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Forecasting Stock Returns, Panel Data, Structural Breaks, Bayesian Analysis, Dividend Growth

4.

Detecting Breaks in Real Time: A Panel Forecasting Approach

Number of pages: 61 Posted: 03 Sep 2018
Simon Smith and Allan Timmermann
Board of Governors of the Federal Reserve System and UCSD
Downloads 331 (228,895)
Citation 6

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Panel Data, Structural Breaks, Bayesian Analysis, Out-of-Sample Forecasts, Inflation Modeling

5.

Noncommon Breaks

Number of pages: 59 Posted: 09 Sep 2018
Simon Smith
Board of Governors of the Federal Reserve System
Downloads 237 (324,656)
Citation 1

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Panel Data, Structural Breaks, Bayesian Analysis, Stock Return Predictability

6.

Breaks in the Phillips Curve: Evidence from Panel Data

FEDS Working Paper No. 2023-15
Number of pages: 62 Posted: 05 May 2023
Jonathan H. Wright, Simon Smith and Allan Timmermann
Johns Hopkins University - Department of Economics, Board of Governors of the Federal Reserve System and University of California, San Diego (UCSD) - Rady School of Management
Downloads 209 (371,583)

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Phillips curve, Inflation, Unemployment, Panel data, Structural breaks, Bayesian analysis

7.

Variable Selection in Panel Models with Breaks

Number of pages: 82 Posted: 04 Sep 2018 Last Revised: 23 Sep 2018
Simon Smith, Allan Timmermann and Yinchu Zhu
Board of Governors of the Federal Reserve System, UCSD and University of Oregon
Downloads 208 (368,123)
Citation 3

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Variable selection, Structural breaks, Panel data, Bayesian analysis, High-dimensional modeling, Firms' Choice of Capital Structure

8.

International Stock Return Predictability and Asset Pricing Models

Number of pages: 69 Posted: 06 Jan 2021
Simon Smith
Board of Governors of the Federal Reserve System
Downloads 204 (382,358)
Citation 1

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International stock return predictability, International CAPM, International multifactor model, Factor selection, Structural breaks, Bayesian analysis

9.

Breaks in the Phillips Curve: Evidence from Panel Data

Downloads 112 (635,507)
Citation 3

Breaks in the Phillips Curve: Evidence from Panel Data

Number of pages: 61 Posted: 10 Apr 2023 Last Revised: 12 Apr 2023
Simon Smith, Allan Timmermann and Jonathan H. Wright
Board of Governors of the Federal Reserve System, University of California, San Diego (UCSD) - Rady School of Management and Johns Hopkins University - Department of Economics
Downloads 80 (819,435)

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Phillips curve, Inflation, Unemployment, Panel data, Structural breaks, Bayesian analysis

Breaks in the Phillips Curve: Evidence from Panel Data

NBER Working Paper No. w31153
Number of pages: 62 Posted: 24 Apr 2023 Last Revised: 08 May 2023
Simon Smith, Allan Timmermann and Jonathan H. Wright
Board of Governors of the Federal Reserve System, University of California, San Diego (UCSD) - Rady School of Management and Johns Hopkins University - Department of Economics
Downloads 32 (1,326,242)
Citation 3

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10.

Ngo Activism: Exposure vs. Influence

ESSEC Business School Research Paper
Number of pages: 34 Posted: 29 May 2025
Michele Fioretti, Victor Saint-Jean and Simon Smith
affiliation not provided to SSRN, ESSEC Business School - Finance Department and Board of Governors of the Federal Reserve System
Downloads 62 (1,074,648)

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Non-Governmental Organizations, campaigns, social and environmental responsibility, ESG, firm dynamics, non-profit objectives

11.

Underlying Inflation: An Ensemble Averaging Approach

FEDS Notes No. 2025-03-25
Posted: 14 Apr 2025
Gianni Amisano, Travis J. Berge and Simon Smith
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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12.

New Tools to Monitor Inflation in Real Time

FEDS Notes No. 2024-12-20-3
Posted: 02 Jan 2025
Simon Smith and Alexander L. Wolman
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Richmond

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13.

Nonlinear Phillips Curves

FEDS Notes No. 2024-09-04-1
Posted: 16 Sep 2024
Simon Smith, Allan Timmermann and Jonathan H. Wright
Board of Governors of the Federal Reserve System, University of California, San Diego (UCSD) - Rady School of Management and Johns Hopkins University - Department of Economics

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14.

Monetary Policy in Uncertain Times

FEDS Notes No. 2024-08-30-1
Posted: 16 Sep 2024
Simon Smith, Allan Timmermann and Jonathan H. Wright
Board of Governors of the Federal Reserve System, University of California, San Diego (UCSD) - Rady School of Management and Johns Hopkins University - Department of Economics

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15.

Bayesian Inference Tames the Factor Zoo

Posted: 11 Dec 2018 Last Revised: 30 Jun 2021
Simon Smith
Board of Governors of the Federal Reserve System

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Cross-section of expected returns, Factor zoo, Learning, Parameter uncertainty, Time-variation, Panel data, Structural breaks, Bayesian analysis

16.

Structural Breaks in Grouped Heterogeneity

USC-INET Research Paper No. 18-20
Posted: 25 Oct 2018 Last Revised: 04 Apr 2022
Simon Smith
Board of Governors of the Federal Reserve System

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Forecasting, Panel data, Structural Breaks, Grouped Heterogeneity, Bayesian Analysis