Simon Potter

Simon Potter

Executive Vice President
Markets Group
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-6309
Fax (212) 720-1844
simon.potter@ny.frb.org

Publications

Nonlinear Time Series and Macroeconometrics
With W.A. Brock
Volume 11 of the Handbook of Statistics edited by C.R. Rao and G.S. Maddala and H.D. Vinod,1992, 195-229

Diagnostic Testing for Nonlinearity, Chaos and General Dependence in Time Series Data
With W.A. Brock
Nonlinear Modeling and Forecasting,M. Casdagli and S. Eubank eds., Santa Fe Institute Proceedings Volume 12, 1992 137-162

Introduction to Special Issue of Journal of Applied Econometrics
With W.A. Brock
1992, volume 5, S1-S7

Asymmetric Economic Propagation Mechanisms
Business Cycles: Theory and Empirical Methods edited by Willi Semmler, Kluwer Academic Press,1994, 313-330

Nonlinear Dynamics, Chaos, and Econometrics
Co-Editor with Hashem Pesaran
John Wiley, New York, 1993, Second Printing 1994

A Nonlinear Approach to U.S. GNP
Journal of Applied Econometrics ,May 1995, 10, 109-125

Nonlinear Models of Economic Fluctuations
Macroeconometrics: Development, Tensions and Prospects,Kevin Hoover ed., Kluwer Academic Press, 1995, 517-567

Impulse Response Analysis in Nonlinear Multivariate Models
With Gary Koop and Hashem Pesaran
Journal of Econometrics, September 1996, 74, 119-148

A Floor and Ceiling Model of U.S. Output
With Hashem Pesaran
Journal of Economic Dynamics and Control, May 1997, 21, 661-698

Bayes Factors and Nonlinearity: Evidence from Economic Time Series
With Gary Koop
Journal of Econometrics 88, February 1999, 251-282,

Dynamic Asymmetries in U.S. Unemployment
With Gary Koop
Journal of Business & Economic Statistics,17, 298-312

Nonlinear Time Series Modelling: An Introduction
Journal of Economic Surveys,13, December 1999, 505-528

Explaining the Recent Divergence Payroll and Household Employment Growth
With Chinhui Juhn
Federal Reserve Bank of New York Current Issues in Economics and Finance, Vol .5, No. 16 December 1999

Nonlinearity, structural breaks or outliers in economic time series?
With Gary Koop
"Nonlinearity and Econometrics" edited by William Barnett et al., Cambridge University Press, May 2000, 61-78

Coincident and Leading Indicators of the Stock Market
With Marcelle Chauvet
Journal of Empirical Finance, May 2000 7, 87-111

Nonlinear Risk
With Marcelle Chauvet
Federal Reserve Bank of New York Staff Report Number 61, January 1999,
See also ››
revised version in Macroeconomic Dynamics, September 2001, Vol. 5, No. 5

Surveys in Economic Dynamics
With Donald George and Les Oxley
Blackwell, Oxford, 2000

Nonlinear Impulse Response Functions
Journal of Economic Dynamics and Control, August 2000, 24, 1425-46
See also ››
online version is earlier Federal Reserve Bank of New York Staff Reports Number 65

A Nonlinear Model of the Business Cycle
Studies In Nonlinear Dynamics and Econometrics,July 2000 Vol. 4 No. 2

Recent Changes in the US Business Cycle
With Marcelle Chauvet
Manchester School,Vol 69, No. 5, 481-508

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?
With Gary Koop
Econometrics Journal, Vol. 4, No. 1, 37-55

Markov Switching in Disaggregate Unemployment Rates
With Marcelle Chauvet and Chinhui Juhn
Empirical Economics,Vol. 27, No. 2, 205-232

Bayesian Analysis of Endogenous Threshold Models
With Gary Koop
Journal of Business and Economic Statistics,Vol. 21 No. 1, 93-103

Predicting a Recession: Evidence from the Yield Curve in the Presence of Structural Breaks
With Marcelle Chauvet
Economic LettersVol. 77 No. 2, 245-253

Liquidity Effects of the Events of September 11th
With James McAndrews
Federal Reserve Bank of New York Economic Policy Review,Vol. 8 No. 2 pp 59-79

Has Structural Change contributed to a Jobless Recovery?
With Erica Groshen
Federal Reserve Bank of New York Current Issues in Economics and Finance, Vol. 9, No. 8

Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging
With Gary Koop
Econometrics JournalVol 7, No. 2, 550-65

Forecasting Recessions Using the Yield Curve
With Marcelle Chauvet
Federal Reserve Bank of New York Staff Reports ,Number 134, August 2001
See also ››
Revised version Journal of Forecasting 24, no 2 77-103

The Vector Floor and Ceiling Model
With Gary Koop
Nonlinear Time Series Analysis of the Business Cycle,eds. Milas, Rothman and Van Dijk, Kluwer Academic Press, 2006

Changes in Labor Force Participation is the United States
With Chinhui Juhn
Journal of Economic Perspectives, 20 #3, 27-46

Forecasting and Estimating Multiple Change-point Models
With Gary Koop
Review of Economic Studies, Vol. 74 No, 3 763-789
See also ››
Previous title:Forecasting and Estimating Multiple Change-point Models with an unknown number of change-points
Federal Reserve Bank of New York Staff Reports Number 196, December 2004

Re-examining the consumption-wealth relationship: the role of model uncertainty
With Gary Koop and Rodney Strachan
Journal of Money Credit and Banking,2008 40(2), 341-368
See also››
earlier version in Federal Reserve Bank of New York Staff Reports, No. 202

A Flexible Approach to Parametric Inference in Nonlinear and Time Varying Time Series Models
With Gary Koop
Journal of Econometrics, 2010, 159, 134-150

Prior Elicitation in Multiple Change-point Models
With Gary Koop
International Economic Review, 2009, 50(3), 751-772
See also ››
earlier version in Federal Reserve Bank of New York Staff Report No. 197

Modeling the Dynamics of Inflation Compensation
Journal of Empirical Finance 2010, 6(4), 777-793

Improving Survey Measures of Household Inflation Expectations
With Wandi Bruine de Bruin, Robert Rich, Giorgio Topa, and Wilbert van der Klaauw
Federal Reserve Bank of New York Current Issues in Economics and Finance, (16)7, August/September 2010

A Flexible Approach to Parametric Inference in Nonlinear and Time Varying Time Series Models
With Wandi Bruine de Bruin, Wilbert van der Klaauw, Robert Rich, Giorgio Topa
Federal Reserve Bank of New York Current Issues in Economics and Finance, 2010

Time Varying VARs with Inequality Restrictions
With Gary Koop
Journal of Economic Dynamics and Control, 2011, 35, 1126-1138

The Dynamics of U.K. and U.S. Inflation Expectations
With With Deborah Gefang, Gary Koop
Computational Statistics and Data Analysis, Forthcoming

Understanding Liquidity and Credit Risks in the Financial Crisis
With Deborah Gefang, Gary Koop
Journal of Empirical Finance, 2011, 18, 903-914

Dynamic Hierarchical Factor Models
With Emanuel Moench and Serena Ng
Review of Economics and Statistics, Forthcoming
See also ››
Federal Reserve Bank of New York Staff Reports 412

Simon Potter's CVPDFThe 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.