Simon Potter : Citation Profile


Are you Simon Potter?

Federal Reserve Bank of New York

23

H index

39

i10 index

3380

Citations

RESEARCH PRODUCTION:

41

Articles

85

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1991 - 2019). See details.
   Cites by year: 120
   Journals where Simon Potter has often published
   Relations with other researchers
   Recent citing documents: 553.    Total self citations: 34 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo193
   Updated: 2019-10-15    RAS profile: 2019-06-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

onorante, luca (4)

Peach, Richard (4)

Amstad, Marlene (3)

Rich, Robert (3)

Alessi, Lucia (3)

Chan, Joshua (3)

Koop, Gary (3)

van der Klaauw, Wilbert (2)

topa, giorgio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Potter.

Is cited by:

Pesaran, M (66)

Koop, Gary (52)

GUPTA, RANGAN (41)

van Dijk, Dick (40)

Antonakakis, Nikolaos (38)

Franses, Philip Hans (29)

Balcilar, Mehmet (28)

Korobilis, Dimitris (28)

Peel, David (24)

Ruge-Murcia, Francisco (23)

Ravazzolo, Francesco (21)

Cites to:

Koop, Gary (33)

Chauvet, Marcelle (24)

Watson, Mark (22)

Pesaran, M (20)

Hamilton, James (19)

Reichlin, Lucrezia (17)

Stock, James (15)

Marcellino, Massimiliano (13)

Timmermann, Allan (13)

Giannone, Domenico (12)

Steel, Mark (12)

Main data


Where Simon Potter has published?


Journals with more than one article published# docs
Current Issues in Economics and Finance4
Journal of Empirical Finance3
Journal of Business & Economic Statistics3
Journal of Economic Dynamics and Control3
Journal of Econometrics3
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Econometrics Journal2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Speech / Federal Reserve Bank of New York33
Staff Reports / Federal Reserve Bank of New York19
Working Paper series / Rimini Centre for Economic Analysis5
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Working Papers / University of Strathclyde Business School, Department of Economics3
MPRA Paper / University Library of Munich, Germany2
ESE Discussion Papers / Edinburgh School of Economics, University of Edinburgh2

Recent works citing Simon Potter (2019 and 2018)


YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

Full description at Econpapers || Download paper

2017Government Spending Shocks and Private Activity: The Role of Sentiments. (2017). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-08.

Full description at Econpapers || Download paper

2018Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2018). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-08.

Full description at Econpapers || Download paper

2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

Full description at Econpapers || Download paper

2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

Full description at Econpapers || Download paper

2017Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2017). Kaminski, Jonathan ; Pierre, Guillaume. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261280.

Full description at Econpapers || Download paper

2018ESTIMATING GERMAN MILK SUPPLY RESPONSE USING A GLOBAL VECTORAUTOREGRESSIVE MODEL. (2018). Hoehl, Stephan ; Hess, Sebastian. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275844.

Full description at Econpapers || Download paper

2018Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2018). Pierre, G ; Kaminsky, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126.

Full description at Econpapers || Download paper

2017An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665.

Full description at Econpapers || Download paper

2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

Full description at Econpapers || Download paper

2018FISCAL CREDIBILITY AS NOMINAL ANCHOR: THE BRAZILIAN EXPERIENCE. (2018). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira ; da Silva, Roseli. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:66.

Full description at Econpapers || Download paper

2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

Full description at Econpapers || Download paper

2019Factor-Driven Two-Regime Regression. (2018). Lee, Sokbae (Simon) ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

Full description at Econpapers || Download paper

2019A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2019Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:665-679.

Full description at Econpapers || Download paper

2018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

Full description at Econpapers || Download paper

2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

Full description at Econpapers || Download paper

2019Labor Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

Full description at Econpapers || Download paper

2018Monetary Policy Volatility Shocks in Brazil. (2018). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:480.

Full description at Econpapers || Download paper

2017The propagation of industrial business cycles. (2017). Leiva-Leon, Danilo ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1728.

Full description at Econpapers || Download paper

2019Exploring trend inFLation dynamics in Euro Area countries. (2019). Correa-Lopez, Monica ; Schlepper, Kathi ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:1909.

Full description at Econpapers || Download paper

2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

Full description at Econpapers || Download paper

2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

Full description at Econpapers || Download paper

2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

Full description at Econpapers || Download paper

2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64.

Full description at Econpapers || Download paper

2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

Full description at Econpapers || Download paper

2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

Full description at Econpapers || Download paper

2019Beyond LIBOR: a primer on the new benchmark rates. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903e.

Full description at Econpapers || Download paper

2018Global factors and trend inflation. (2018). Wong, Benjamin ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:688.

Full description at Econpapers || Download paper

2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

Full description at Econpapers || Download paper

2018The likelihood of effective lower bound events. (2018). Franta, Michal. In: BIS Working Papers. RePEc:bis:biswps:731.

Full description at Econpapers || Download paper

2019Forecasting Inflation in Russia Using Dynamic Model Averaging. (2019). Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:3-18.

Full description at Econpapers || Download paper

2019Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2019). Kaminski, Jonathan ; Pierre, Guillaume. In: Agricultural Economics. RePEc:bla:agecon:v:50:y:2019:i:1:p:79-90.

Full description at Econpapers || Download paper

2018Effects of Monetary Policy during Financial Market Crises and Regime Changes: An Empirical Evaluation Using a Nonlinear Vector Autoregression Model. (2018). Kim, Seewon. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:105-123.

Full description at Econpapers || Download paper

2018Mena Stock Markets Integration: Pre and Post Global Financial Crisis. (2018). Mishra, Anil ; Yu, Xiao ; Almohamad, Somar. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:2:p:107-141.

Full description at Econpapers || Download paper

2017DYNAMICS BETWEEN NORTH AMERICAN AND EUROPEAN AGRICULTURAL FUTURES PRICES DURING TURMOIL AND FINANCIALIZATION. (2017). Ledebur, Ernst-Oliver ; Bohl, Martin T ; Adammer, Philipp . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:69:y:2017:i:1:p:57-76.

Full description at Econpapers || Download paper

2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

Full description at Econpapers || Download paper

2017FORWARD GUIDANCE AND THE STATE OF THE ECONOMY. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; Keen, Benjamin. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1593-1624.

Full description at Econpapers || Download paper

2018JOBLESS RECOVERIES: STAGNATION OR STRUCTURAL CHANGE?. (2018). Burger, John ; Schwartz, Jeremy S. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:709-723.

Full description at Econpapers || Download paper

2018ASYMMETRIES IN THE RESPONSES OF REGIONAL JOB FLOWS TO OIL PRICE SHOCKS. (2018). Karaki, Mohamad. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1827-1845.

Full description at Econpapers || Download paper

2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176.

Full description at Econpapers || Download paper

2018How house price appreciation affects homeowners labour force participation : Evidence from urban China. (2018). Zhao, Jianmei ; Liu, Ruihan. In: The Economics of Transition. RePEc:bla:etrans:v:26:y:2018:i:2:p:233-252.

Full description at Econpapers || Download paper

2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

Full description at Econpapers || Download paper

2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

Full description at Econpapers || Download paper

2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

Full description at Econpapers || Download paper

2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

Full description at Econpapers || Download paper

2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

Full description at Econpapers || Download paper

2017The Widening Black-White Wage Gap among Women. (2017). Houseworth, Christina ; Fisher, Jonathan. In: LABOUR. RePEc:bla:labour:v:31:y:2017:i:3:p:288-308.

Full description at Econpapers || Download paper

2017Assessing the readiness of the BRICS grouping for mutually beneficial financial integration. (2017). Bonga-Bonga, Lumengo. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:e204-e219.

Full description at Econpapers || Download paper

2017Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?. (2017). Bettendorf, Timo. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:856-890.

Full description at Econpapers || Download paper

2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004.

Full description at Econpapers || Download paper

2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

Full description at Econpapers || Download paper

2018State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Chang, Yoosoon ; Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0067.

Full description at Econpapers || Download paper

2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie L ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

Full description at Econpapers || Download paper

2018Measuring risks to UK financial stability. (2018). O'Neill, Cian ; Burgess, Stephen ; Bridges, Jonathan ; Aikman, David ; Varadi, Alexandra ; Levina, Iren ; Galletly, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0738.

Full description at Econpapers || Download paper

2018Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011.

Full description at Econpapers || Download paper

2017Estimating the real effects of uncertainty shocks at the zero lower bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_006.

Full description at Econpapers || Download paper

2017Uncertainty and monetary policy in good and bad times. (2017). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_008.

Full description at Econpapers || Download paper

2017Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013.

Full description at Econpapers || Download paper

2017What does “below, but close to, two percent” mean? Assessing the ECB’s reaction function with real time data. (2017). Paloviita, Maritta ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_029.

Full description at Econpapers || Download paper

2019Financial Interconnectedness, Amplification, and Cross-Border Activity. (2019). Takahashi, Koji ; Ojima, Mayumi ; Ikeda, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e11.

Full description at Econpapers || Download paper

2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

Full description at Econpapers || Download paper

2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3.

Full description at Econpapers || Download paper

2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

Full description at Econpapers || Download paper

2018A hidden Markov regime-switching smooth transition model. (2018). Robert, Elliott ; John, Lau ; Kuen, Siu Tak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:4:p:21:n:2.

Full description at Econpapers || Download paper

2018Macroeconomic Impacts of Oil Price Shocks in Venezuela. (2018). Crespo, Raul J ; Zambrano, Jose A. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/703.

Full description at Econpapers || Download paper

2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

Full description at Econpapers || Download paper

2017Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland. (2017). Rice, Jonathan ; Walsh, Graeme ; O'Grady, Michael. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/17.

Full description at Econpapers || Download paper

2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Cronin, David ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18.

Full description at Econpapers || Download paper

2018CBO’s Projection of Labor Force Participation Rates: Working Paper 2018-04. (2018). Montes, Joshua. In: Working Papers. RePEc:cbo:wpaper:53616.

Full description at Econpapers || Download paper

2017Mothers Time Allocation, Child Care and Child Cognitive Development. (2017). Brilli, Ylenia. In: CHILD Working Papers Series. RePEc:cca:wchild:59.

Full description at Econpapers || Download paper

2018Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21.

Full description at Econpapers || Download paper

2017Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6622.

Full description at Econpapers || Download paper

2017Uncertainty and Monetary Policy in Good and Bad Times. (2017). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6630.

Full description at Econpapers || Download paper

2017Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6821.

Full description at Econpapers || Download paper

2018Land Use Regulations, Migration and Rising House Price Dispersion in the U.S.. (2018). Pesaran, M ; Cun, Wukuang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7007.

Full description at Econpapers || Download paper

2018Is the Anchoring of Consumers Inflation Expectations Shaped by Inflational Experience?. (2018). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7042.

Full description at Econpapers || Download paper

2018Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach. (2018). Castelnuovo, Efrem ; Caggiano, Giovanni ; Figueres, Juan Manuel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7105.

Full description at Econpapers || Download paper

2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Mody, Ashoka ; Nedeljkovic, Milan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

Full description at Econpapers || Download paper

2019Managing Households Expectations with Salient Economic Policies. (2019). Weber, Michael ; Hoang, Daniel ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7793.

Full description at Econpapers || Download paper

2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

Full description at Econpapers || Download paper

2018An econometric analysis on survey-data-based anchoring of inflation expectations in Chile. (2018). Medel, Carlos A.. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:21:y:2018:i:2:p:128-152.

Full description at Econpapers || Download paper

2018Commodity Connectedness. (2018). Diebold, Francis X ; Yilmaz, Kamil ; Liu, Laura. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v25c04pp097-136.

Full description at Econpapers || Download paper

2018Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile. (2018). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:825.

Full description at Econpapers || Download paper

2018Asymmetries of the Exchange Rate Pass-through to Domestic Prices in Costa Rica during the Exchange Rate Flexibility Period. (2018). Monge, Manfred Esquivel ; Soto, Carlos Brenes. In: Monetaria. RePEc:cml:moneta:v:vi:y:2018:i:1:p:1-35.

Full description at Econpapers || Download paper

2018Inventory Adjustments to Demand Shocks under Flexible Specifications. (2018). Barrera, Carlos R. In: Monetaria. RePEc:cml:moneta:v:vi:y:2018:i:1:p:149-201.

Full description at Econpapers || Download paper

2017System Priors for Econometric Time Series. (2017). Plašil, Miroslav ; Andrle, Michal ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2017/01.

Full description at Econpapers || Download paper

2018The Likelihood of Effective Lower Bound Events. (2018). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/3.

Full description at Econpapers || Download paper

2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935.

Full description at Econpapers || Download paper

2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

Full description at Econpapers || Download paper

2018Firms Beliefs and Learning: Models, Identification, and Empirical Evidence. (2018). Aguirregabiria, Victor ; Jeon, Jihye. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13255.

Full description at Econpapers || Download paper

2019Changing Business Cycles: The Role of Womens Employment. (2019). Albanesi, Stefania. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13578.

Full description at Econpapers || Download paper

2019Motherhood Timing and the Child Penalty: Bounding the Returns to Delay. (2019). Dieterle, Steven ; Bíró, Anikó ; Steinhauer, Andreas ; Biro, Aniko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13732.

Full description at Econpapers || Download paper

2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

Full description at Econpapers || Download paper

2017Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis. (2017). Khan, Nazmus. In: CQE Working Papers. RePEc:cqe:wpaper:6517.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Simon Potter:


YearTitleTypeCited
2012A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]
paper20
2014A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2006Changes in Labor Force Participation in the United States In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article59
2013Measuring Inflation Expectations In: Annual Review of Economics.
[Full Text][Citation analysis]
article14
1991Diagnostic testing for Nonlinearity Chaos, and General Dependence in Time Series Data. In: Working papers.
[Citation analysis]
paper0
1999Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article83
1998Dynamic asymmetries in US unemployment.(1998) In: ESE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
paper
2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article17
2000Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: ESE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
[Full Text][Citation analysis]
paper6
2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1999 Nonlinear Time Series Modelling: An Introduction. In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article65
1999Nonlinear time series modelling: an introduction.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2001Recent Changes in the US Business Cycle. In: Manchester School.
[Full Text][Citation analysis]
article54
2001Recent changes in the U.S. business cycle.(2001) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2000A Nonlinear Model of the Business Cycle In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
2004A Nonlinear Model of the Business Cycle.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
1995A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper119
1997A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119
article
1993A Nonlinear Approach to U.S. GNP In: UCLA Economics Working Papers.
[Full Text][Citation analysis]
paper276
1995A Nonlinear Approach to US GNP..(1995) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 276
article
1993Equilibrium Asset Pricing Models and Predictability of Excess Returns In: UCLA Economics Working Papers.
[Full Text][Citation analysis]
paper2
2001NONLINEAR RISK In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article13
1999Nonlinear risk.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series.
[Full Text][Citation analysis]
paper34
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2001Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal.
[Citation analysis]
article34
1999Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2004Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal.
[Full Text][Citation analysis]
article91
2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper27
2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper11
2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012A New Model Of Trend Inflation In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper48
2012A New Model of Trend Inflation.(2012) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2012A new model of trend inflation.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2012A New Model of Trend Inflation.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2013A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
article
2000Nonlinear impulse response functions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article98
1999Nonlinear impulse response functions.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
2011Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article33
2013Forecasting Output In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter16
2002Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters.
[Full Text][Citation analysis]
article13
2010A flexible approach to parametric inference in nonlinear and time varying time series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2010A flexible approach to parametric inference in nonlinear and time varying time series models.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1996Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics.
[Full Text][Citation analysis]
article1549
1998Bayes factors and nonlinearity: Evidence from economic time series1 In: Journal of Econometrics.
[Full Text][Citation analysis]
article35
2010Modeling the dynamics of inflation compensation In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article29
2009Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2000Coincident and leading indicators of the stock market In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article60
2010Business cycle monitoring with structural changes In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
1999Explaining the recent divergence in payroll and household employment growth In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article9
2003Has structural change contributed to a jobless recovery? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article101
2004Economic restructuring in New York State In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article2
2010Improving survey measures of household inflation expectations In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article11
2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
[Full Text][Citation analysis]
article0
2002Liquidity effects of the events of September 11, 2001 In: Economic Policy Review.
[Full Text][Citation analysis]
article30
2013The implementation of current asset purchases In: Speech.
[Full Text][Citation analysis]
paper1
2013The implementation of current asset purchases.(2013) In: Speech.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Recent developments in monetary policy implementation In: Speech.
[Full Text][Citation analysis]
paper4
2014Implementation of open market operations in a time of transition In: Speech.
[Full Text][Citation analysis]
paper0
2014Interest rate control during normalization In: Speech.
[Full Text][Citation analysis]
paper1
2015Challenges posed by the evolution of the Treasury market In: Speech.
[Full Text][Citation analysis]
paper0
2015Money markets and monetary policy normalization In: Speech.
[Full Text][Citation analysis]
paper0
2015Trends in foreign exchange markets and the challenges ahead In: Speech.
[Full Text][Citation analysis]
paper0
2015Dinner address for the Bank of England-Federal Reserve Bank of New York Conference on Money Markets and Monetary Policy Implementation In: Speech.
[Full Text][Citation analysis]
paper0
2015The Federal Reserve’s counterparty framework: past, present, and future In: Speech.
[Full Text][Citation analysis]
paper0
2016Money markets after liftoff: assessment to date and the road ahead In: Speech.
[Full Text][Citation analysis]
paper0
2016Implementing monetary policy post-crisis: What have we learned? What do we need to know? remarks at a workshop organized by Columbia University SIPA and the Federal Reserve Bank of New York, May 2016 In: Speech.
[Full Text][Citation analysis]
paper2
2016The advantages of probabilistic survey questions: remarks at the IT Forum and RCEA Bayesian Workshop, keynote address, Rimini, Italy, May 2016 In: Speech.
[Full Text][Citation analysis]
paper0
2016Discussion of “Evaluating Monetary Policy Operational Frameworks” by Ulrich Bindseil: remarks at the 2016 Economic Policy Symposium at Jackson Hole, Wyoming In: Speech.
[Full Text][Citation analysis]
paper0
2016The role of best practices in supporting market integrity and effectiveness: remarks at the 2016 Primary Dealers Meeting, Federal Reserve Bank of New York, New York City In: Speech.
[Full Text][Citation analysis]
paper0
2016Is there room for more monetary cooperation?: panel discussion remarks at the Global Financial Stability in a New Monetary Environment conference, Paris, France In: Speech.
[Full Text][Citation analysis]
paper0
2016Concluding remarks at the Monetary Policy Implementation in the Long Run Conference, Federal Reserve Bank of Minneapolis In: Speech.
[Full Text][Citation analysis]
paper0
2017Money markets at a crossroads: policy implementation at a time of structural change: remarks at the Master of Applied Economics Distinguished Speaker Series, University of California, Los Angeles In: Speech.
[Full Text][Citation analysis]
paper0
2010Some observations and lessons from the crisis In: Speech.
[Full Text][Citation analysis]
paper10
2017The Foreign Exchange Global Code: lessons learned and next steps: remarks at the 2017 FX Week Conference, New York City In: Speech.
[Full Text][Citation analysis]
paper0
2017Remarks to the Assembly of Governors of the Association of African Central Banks, South African Reserve Bank, Pretoria, South Africa In: Speech.
[Full Text][Citation analysis]
paper0
2017Gradual and predictable: reducing the size of the Federal Reserve’s balance sheet: remarks at SUERF – The European Money and Finance Forum, New York City In: Speech.
[Full Text][Citation analysis]
paper0
2017Implementing monetary policy with the balance sheet: keynote remarks for ECB Workshop: Money Markets, Monetary Policy Implementation, and Central Bank Balance Sheets, Frankfurt am Main, Germany In: Speech.
[Full Text][Citation analysis]
paper1
2017Reducing the size of the Federal Reserve’s balance sheet: the benefits of moving gradually and predictably: remarks to the National Association of Securities Professionals, New York City In: Speech.
[Full Text][Citation analysis]
paper0
2017Keynote remarks for the Commemoration of the Centennial of the Federal Reserve’s U.S. Dollar Account Services to the Global Official Sector In: Speech.
[Full Text][Citation analysis]
paper0
2018The supply of money-like assets: remarks for American Economic Association panel session: The Balance Sheets of Central Banks and the Shortage of Safe Assets, Philadelphia In: Speech.
[Full Text][Citation analysis]
paper0
2018Confidence in the implementation of U.S. monetary policy normalization: remarks at the 23rd EMEAP (Executives’ Meeting of East Asia-Pacific Central Banks) Governors’ Meeting, Manila, Philippines In: Speech.
[Full Text][Citation analysis]
paper0
2018U.S. monetary policy normalization is proceeding smoothly: remarks at the China Finance 40 Forum - Euro 50 Group - CIGI Roundtable, Banque de France, Paris, France In: Speech.
[Full Text][Citation analysis]
paper0
2019Models only get you so far: remarks for the Federal Reserve Banks of Atlanta and New Yorks First Annual Joint Research Day on Quantitative Tools for Monitoring Macroeconomic and Financial Conditions, In: Speech.
[Full Text][Citation analysis]
paper0
2019The Federal Reserves experience purchasing and reinvesting agency MBS: remarks at the Bank of England, London In: Speech.
[Full Text][Citation analysis]
paper0
2011Improving survey measures of inflation expectations In: Speech.
[Full Text][Citation analysis]
paper3
2012Improving the measurement of inflation expectations In: Speech.
[Full Text][Citation analysis]
paper0
2012Remarks on the role of central bank interactions with financial markets In: Speech.
[Full Text][Citation analysis]
paper0
2001Markov switching in disaggregate unemployment rates In: Staff Reports.
[Full Text][Citation analysis]
paper7
2002Markov switching in disaggregate unemployment rates.(2002) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2001Forecasting recessions using the yield curve In: Staff Reports.
[Full Text][Citation analysis]
paper79
2005Forecasting recessions using the yield curve.(2005) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79
article
2003Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports.
[Full Text][Citation analysis]
paper38
2003Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2004Forecasting and estimating multiple change-point models with an unknown number of change points In: Staff Reports.
[Full Text][Citation analysis]
paper10
2004Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points.(2004) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2004Prior elicitation in multiple change-point models In: Staff Reports.
[Full Text][Citation analysis]
paper17
2009PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2004Prior Elicitation in Multiple Change-point Models.(2004) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2007Prior Elicitation in Multiple Change-point Models.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2005Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports.
[Full Text][Citation analysis]
paper20
2005Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2008Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2007A flexible approach to parametric inference in nonlinear time series models In: Staff Reports.
[Full Text][Citation analysis]
paper0
2007Is there still an added-worker effect? In: Staff Reports.
[Full Text][Citation analysis]
paper23
2008Rethinking the measurement of household inflation expectations: preliminary findings In: Staff Reports.
[Full Text][Citation analysis]
paper18
2009Dynamic hierarchical factor models In: Staff Reports.
[Full Text][Citation analysis]
paper25
2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
[Full Text][Citation analysis]
paper20
1999Fluctuations in confidence and asymmetric business cycles In: Staff Reports.
[Full Text][Citation analysis]
paper7
1992Nonlinear Dynamics and Econometrics: An Introduction. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article22
2000The Vector Floor and Ceiling Model In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper2
2007Estimation and Forecasting in Models with Multiple Breaks In: Review of Economic Studies.
[Full Text][Citation analysis]
article90
2009Monitoring Business Cycles with Structural Breaks In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017The Advantages of Probabilistic Survey Questions In: Review of Economic Analysis.
[Full Text][Citation analysis]
article2
2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
[Full Text][Citation analysis]
paper2
2014Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team