Simon Potter : Citation Profile

Are you Simon Potter?

Peter G. Peterson Institute for International Economics (IIE)

25

H index

43

i10 index

5260

Citations

RESEARCH PRODUCTION:

42

Articles

96

Papers

3

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 164
   Journals where Simon Potter has often published
   Relations with other researchers
   Recent citing documents: 289.    Total self citations: 36 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo193
   Updated: 2024-01-16    RAS profile: 2023-04-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Schulhofer-Wohl, Sam (6)

Nosal, Ed (6)

Afonso, Gara (6)

Martin, Antoine (5)

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

Is cited by:

Pesaran, Mohammad (75)

GUPTA, RANGAN (71)

Koop, Gary (64)

Gabauer, David (56)

Balcilar, Mehmet (49)

Antonakakis, Nikolaos (47)

van Dijk, Dick (42)

Kapetanios, George (40)

Chatziantoniou, Ioannis (36)

Castelnuovo, Efrem (36)

Yilmaz, Kamil (34)

Cites to:

Koop, Gary (35)

Reichlin, Lucrezia (33)

Watson, Mark (29)

Chauvet, Marcelle (27)

Stock, James (21)

Pesaran, Mohammad (21)

Giannone, Domenico (21)

Cogley, Timothy (20)

Hamilton, James (19)

Sargent, Thomas (18)

Forni, Mario (18)

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 Applied Econometrics2
Econometrics Journal2
Economic Policy Review2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Speech / Federal Reserve Bank of New York33
Staff Reports / Federal Reserve Bank of New York20
Liberty Street Economics / Federal Reserve Bank of New York5
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Working Paper series / Rimini Centre for Economic Analysis5
Working Papers / University of Strathclyde Business School, Department of Economics3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
MPRA Paper / University Library of Munich, Germany2
Working Paper Series / Federal Reserve Bank of Chicago2
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh2

Recent works citing Simon Potter (2024 and 2023)

YearTitle of citing document
2023Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30.

Full description at Econpapers || Download paper

2023Women, Wealth Effects, and Slow Recoveries. (2023). Nakamura, Emi ; Fukui, Masao ; Steinsson, Jon. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:1:p:269-313.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

Full description at Econpapers || Download paper

2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790.

Full description at Econpapers || Download paper

2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

Full description at Econpapers || Download paper

2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

Full description at Econpapers || Download paper

2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

Full description at Econpapers || Download paper

2023On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. (2021). , Joshua ; Umrawal, Abhishek K. In: Papers. RePEc:arx:papers:2110.12149.

Full description at Econpapers || Download paper

2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

Full description at Econpapers || Download paper

2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

Full description at Econpapers || Download paper

2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

Full description at Econpapers || Download paper

2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

Full description at Econpapers || Download paper

2023Simple Analytics of the Government Investment Multiplier. (2023). Roulleau-Pasdeloup, Jordan ; Cai, Chunbing. In: Papers. RePEc:arx:papers:2302.11212.

Full description at Econpapers || Download paper

2023Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

Full description at Econpapers || Download paper

2023Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes. (2023). Angelini, Francesco ; Goracci, Greta ; Giannerini, Simone ; Castellani, Massimiliano. In: Papers. RePEc:arx:papers:2308.00444.

Full description at Econpapers || Download paper

2023The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

Full description at Econpapers || Download paper

2023Non-linear approximations of DSGE models with neural-networks and hard-constraints. (2023). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2310.13436.

Full description at Econpapers || Download paper

2023Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

Full description at Econpapers || Download paper

2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Klieber, Karin ; Frenette, Mikael ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2311.16333.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

Full description at Econpapers || Download paper

2023How Banks Create Gridlock to Save Liquidity in Canadas Large Value Payment System. (2023). Tian, Phoebe ; Lu, Zhentong ; Garratt, Rodney J. In: Staff Working Papers. RePEc:bca:bocawp:23-26.

Full description at Econpapers || Download paper

2023Underlying inflation and asymetric risks. (2023). Leiva-Leon, Danilo ; LE BIHAN, Hervé ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:2319.

Full description at Econpapers || Download paper

2023The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133.

Full description at Econpapers || Download paper

2023Intraday liquidity around the world. (2023). Testi, Sara ; Duca-Radu, Ioana ; Do, Mario Rubem ; Diehl, Martin ; Rivadeneyra, Antoine Francisco ; Chapman, James ; Pustelnikov, Andrei ; Cepeda-Lopez, Freddy ; Paulick, Jan ; Benos, Evangelos ; Nilsson, Thomas ; Bastos, Saulo Benchimol ; Nellen, Thomas ; Badev, Anton ; Martin, Antoine ; Kabadjova, Biliana Alexandrova ; Kosse, Anneke ; Heijmans, Ronald ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1089.

Full description at Econpapers || Download paper

2023The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués. (2023). Maia, Victor ; Montes, Gabriel Caldas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:828-859.

Full description at Econpapers || Download paper

2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

Full description at Econpapers || Download paper

2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

Full description at Econpapers || Download paper

2023A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468.

Full description at Econpapers || Download paper

2023Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation. (2023). Shaochuan, LU. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:88-113.

Full description at Econpapers || Download paper

2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

Full description at Econpapers || Download paper

2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

Full description at Econpapers || Download paper

2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300.

Full description at Econpapers || Download paper

2023Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366.

Full description at Econpapers || Download paper

2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

Full description at Econpapers || Download paper

2023Measuring Household Inflation Perceptions and Expectations: The Effect of Guided vs Non-Guided Inflation Questions. (2023). Hayo, Bernd ; Meon, Pierre-Guillaume. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10564.

Full description at Econpapers || Download paper

2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

Full description at Econpapers || Download paper

2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

Full description at Econpapers || Download paper

2023Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848.

Full description at Econpapers || Download paper

2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

Full description at Econpapers || Download paper

2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

Full description at Econpapers || Download paper

2023Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40.

Full description at Econpapers || Download paper

2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

Full description at Econpapers || Download paper

2023Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea. (2023). Park, Cyn-Young ; Lee, Donghyun ; Kim, Soyoung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000489.

Full description at Econpapers || Download paper

2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

Full description at Econpapers || Download paper

2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

Full description at Econpapers || Download paper

2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

Full description at Econpapers || Download paper

2023Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302.

Full description at Econpapers || Download paper

2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

Full description at Econpapers || Download paper

2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

Full description at Econpapers || Download paper

2023Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366.

Full description at Econpapers || Download paper

2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies. (2023). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858.

Full description at Econpapers || Download paper

2023How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037.

Full description at Econpapers || Download paper

2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

Full description at Econpapers || Download paper

2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

Full description at Econpapers || Download paper

2023A time-varying Phillips curve with global factors: Are global factors important?. (2023). Poon, Aubrey ; Kabundi, Alain ; Wu, Ping. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002353.

Full description at Econpapers || Download paper

2023Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy. (2023). de Mendonça, Helder ; Rodriguez, Raime Rolando ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002030.

Full description at Econpapers || Download paper

2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

Full description at Econpapers || Download paper

2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

Full description at Econpapers || Download paper

2023Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea. (2023). Shin, Woongjae ; Kwon, Janghan. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002598.

Full description at Econpapers || Download paper

2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

Full description at Econpapers || Download paper

2023Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2023). Yilmaz, Kamil ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:s:p:70-90.

Full description at Econpapers || Download paper

2023Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541.

Full description at Econpapers || Download paper

2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

Full description at Econpapers || Download paper

2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

Full description at Econpapers || Download paper

2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

Full description at Econpapers || Download paper

2023The effects of uncertainty shocks: Implications of wealth inequality. (2023). Chikhale, Nisha. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000417.

Full description at Econpapers || Download paper

2023Energy firms in emerging markets: Systemic risk and diversification opportunities. (2023). Uribe, Jorge ; Chuliá, Helena ; Muoz-Mendoza, Jorge A ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584.

Full description at Econpapers || Download paper

2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

Full description at Econpapers || Download paper

2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

Full description at Econpapers || Download paper

2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

Full description at Econpapers || Download paper

2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

Full description at Econpapers || Download paper

2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

Full description at Econpapers || Download paper

2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

Full description at Econpapers || Download paper

2023Racial and ethnic disparities in unemployment and oil price uncertainty. (2023). Payne, James ; Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000543.

Full description at Econpapers || Download paper

2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

Full description at Econpapers || Download paper

2023Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x.

Full description at Econpapers || Download paper

2023The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220.

Full description at Econpapers || Download paper

2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

Full description at Econpapers || Download paper

2023The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.

Full description at Econpapers || Download paper

2023Price connectedness in U.S. ethanol terminal markets. (2023). Hubbs, Todd ; Irwin, Scott H ; Serra, Teresa ; Gerveni, Maria. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002578.

Full description at Econpapers || Download paper

2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

Full description at Econpapers || Download paper

2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

Full description at Econpapers || Download paper

2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

Full description at Econpapers || Download paper

2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

Full description at Econpapers || Download paper

2023Long-term equilibrium relationship analysis and energy-saving measures of metro energy consumption and its influencing factors based on cointegration theory and an ARDL model. (2023). Chen, Hongyu ; Liu, Yang ; Feng, Zongbao ; Skibniewski, Mirosaw J. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s0360544222028511.

Full description at Econpapers || Download paper

2023The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989.

Full description at Econpapers || Download paper

2023Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

Full description at Econpapers || Download paper

2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

Full description at Econpapers || Download paper

2023Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212.

Full description at Econpapers || Download paper

2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

Full description at Econpapers || Download paper

2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

Full description at Econpapers || Download paper

2023Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors. (2023). Guo, NA ; Zhang, Jun ; Feng, Huiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002302.

Full description at Econpapers || Download paper

2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

Full description at Econpapers || Download paper

2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

Full description at Econpapers || Download paper

2023Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003423.

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]		paper52
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 nother version. Agregated cites: 52		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 nother version. Agregated cites: 52		article
2006Changes in Labor Force Participation in the United States In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article88
2013Measuring Inflation Expectations In: Annual Review of Economics.
[Full Text][Citation analysis]		article56
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]		article107
1998Dynamic asymmetries in US unemployment.(1998) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article19
2000Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
1999Nonlinear Time Series Modelling: An Introduction In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article77
1999Nonlinear time series modelling: an introduction.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		paper
2001Recent Changes in the US Business Cycle In: Manchester School.
[Full Text][Citation analysis]		article53
2001Recent changes in the U.S. business cycle.(2001) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2000A Nonlinear Model of the Business Cycle In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article8
2004A Nonlinear Model of the Business Cycle.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1995A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper130
1997A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		article
1993A Nonlinear Approach to U.S. GNP In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper325
1995A Nonlinear Approach to US GNP..(1995) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 325		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 nother 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]		paper78
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 nother version. Agregated cites: 78		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 nother version. Agregated cites: 78		article
2001Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal.
[Citation analysis]		article56
1999Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2004Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal.
[Full Text][Citation analysis]		article108
2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper37
2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper18
2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2012A New Model Of Trend Inflation In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper89
2012A New Model of Trend Inflation.(2012) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2012A new model of trend inflation.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2012A New Model of Trend Inflation.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2013A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		article
2000Nonlinear impulse response functions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article120
1999Nonlinear impulse response functions.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		paper
2011Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article57
2013Forecasting Output In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter23
2002Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters.
[Full Text][Citation analysis]		article20
2010A flexible approach to parametric inference in nonlinear and time varying time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
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 nother version. Agregated cites: 11		paper
1996Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2662
1998Bayes factors and nonlinearity: Evidence from economic time series1 In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
2010Modeling the dynamics of inflation compensation In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article43
2009Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2000Coincident and leading indicators of the stock market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article80
2010Business cycle monitoring with structural changes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
In: .
[Full Text][Citation analysis]		chapter3
2000The Vector Floor and Ceiling Model.(2000) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Monetary Policy Implementation with an Ample Supply of Reserves In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper4
2020Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Monetary Policy Implementation With an Ample Supply of Reserves.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Monetary policy implementation with an ample supply of reserves.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Monetary Policy Implementation with Ample Reserves In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
1999Explaining the recent divergence in payroll and household employment growth In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article10
2003Has structural change contributed to a jobless recovery? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article202
2004Economic restructuring in New York State In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article3
2010Improving survey measures of household inflation expectations In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article17
2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
[Full Text][Citation analysis]		article7
2002Liquidity effects of the events of September 11, 2001 In: Economic Policy Review.
[Full Text][Citation analysis]		article43
2012Prospects for the U.S. Labor Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Okun’s Law and Long Expansions In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Conclusion: How Low Will the Unemployment Rate Go? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017How the Fed Changes the Size of Its Balance Sheet In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2017How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2013The implementation of current asset purchases In: Speech.
[Full Text][Citation analysis]		paper4
2013The implementation of current asset purchases.(2013) In: Speech.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2013Recent developments in monetary policy implementation In: Speech.
[Full Text][Citation analysis]		paper8
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]		paper4
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]		paper3
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]		paper2
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]		paper1
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]		paper1
2010Some observations and lessons from the crisis In: Speech.
[Full Text][Citation analysis]		paper11
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]		paper5
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]		paper1
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]		paper1
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]		paper2
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]		paper10
2002Markov switching in disaggregate unemployment rates.(2002) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2001Forecasting recessions using the yield curve In: Staff Reports.
[Full Text][Citation analysis]		paper131
2005Forecasting recessions using the yield curve.(2005) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		article
2003Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports.
[Full Text][Citation analysis]		paper56
2003Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		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 nother version. Agregated cites: 10		paper
2004Prior elicitation in multiple change-point models In: Staff Reports.
[Full Text][Citation analysis]		paper20
2009PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2004Prior Elicitation in Multiple Change-point Models.(2004) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2007Prior Elicitation in Multiple Change-point Models.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2005Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports.
[Full Text][Citation analysis]		paper21
2005Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2008Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 21		article
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 nother version. Agregated cites: 21		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]		paper31
2008Rethinking the measurement of household inflation expectations: preliminary findings In: Staff Reports.
[Full Text][Citation analysis]		paper24
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 nother version. Agregated cites: 25		article
2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
[Full Text][Citation analysis]		paper22
1999Fluctuations in confidence and asymmetric business cycles In: Staff Reports.
[Full Text][Citation analysis]		paper8
1992Nonlinear Dynamics and Econometrics: An Introduction. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article24
2007Estimation and Forecasting in Models with Multiple Breaks In: Review of Economic Studies.
[Full Text][Citation analysis]		article143
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]		article4
2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
[Full Text][Citation analysis]		paper2
2020Central Banks as Bankers to Each Other: Overview, Trends, and Future Directions in Global Official Sector Service Provision In: Springer Books.
[Citation analysis]		chapter0
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 December, 10 2023. Contact: CitEc Team