Submitted Papers

A Flexible Approach to Parametric Inference in Nonlinear Time Series Models
With Gary Koop December 2005

Is there still an added worker effect
With Chinhui Juhn December 2007

A real time inflation gauge for monetary policymakers
With Marlene Amstad December 2007

Business Cycle Monitoring with Structural Change.
With Marcelle Chauvet December 2007

Time varying VARs with inequality restrictions.
With Gary Koop November 2008

Modeling the Dynamics of Inflation Compensation.
With Marcus Jochmann and Gary Koop November 2008

Dynamic Hierarchical Factor Models
With Emanuel Moench and Serena Ng
Revised July 2011
See also ››
Data Appendix  

Research in Progress

Fluctuations in Confidence and Asymmetric Business Cycles
Federal Reserve Bank of New York Staff Report,Number 66, February 1999

Forecasting the Frequency of Recessions


Explaining the low US Unemployment rate of the 1990s
With Marcelle Chauvet and Chinhui Juhn


Learning Premia
With Marcelle Chauvet


Pricing with Commitments
With Joseph Ostroy


Measuring the Importance of Nonlinearity over the Business Cycle
Invited lecture at Bernoulli World Congress

Second Order Properties of Generalized Impulse Response Functions


The Dynamics of UK and US Inflation Expectations.
With Deborah Gefang and Gary Koop


A Nonlinear Model of the Business Cycle
With Marlene Amstad and Edward Leamer


An Episodic Model of the Business Cycle
With Marlene Amstad and Edward Leamer


Rethinking the Measurement of Household Inflation Expectations: Preliminary Findings
Federal Reserve Bank of New York Staff Report,
Wilbert van der Klaauw, Wandi Bruine de Bruin, Giorgio Topa, and Michael Bryan

Simon Potter's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.