Simon Potter : Citation Profile


Are you Simon Potter?

Peter G. Peterson Institute for International Economics (IIE)

26

H index

43

i10 index

5430

Citations

RESEARCH PRODUCTION:

42

Articles

97

Papers

3

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 169
   Journals where Simon Potter has often published
   Relations with other researchers
   Recent citing documents: 452.    Total self citations: 36 (0.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo193
   Updated: 2024-07-05    RAS profile: 2023-04-17    
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Relations with other researchers


Works with:

Afonso, Gara (6)

Nosal, Ed (6)

Schulhofer-Wohl, Sam (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:

GUPTA, RANGAN (75)

Pesaran, Mohammad (75)

Koop, Gary (64)

Gabauer, David (60)

Balcilar, Mehmet (49)

Antonakakis, Nikolaos (47)

van Dijk, Dick (42)

Kapetanios, George (41)

Castelnuovo, Efrem (37)

Chatziantoniou, Ioannis (36)

Yilmaz, Kamil (34)

Cites to:

Koop, Gary (35)

Reichlin, Lucrezia (33)

Watson, Mark (29)

Chauvet, Marcelle (27)

Pesaran, Mohammad (21)

Giannone, Domenico (21)

Stock, James (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 Econometrics3
Journal of Empirical Finance3
Journal of Economic Dynamics and Control3
Journal of Business & Economic Statistics3
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 York32
Staff Reports / Federal Reserve Bank of New York20
Working Paper series / Rimini Centre for Economic Analysis5
Liberty Street Economics / Federal Reserve Bank of New York5
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Working Papers / University of Strathclyde Business School, Department of Economics3
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh2
Working Paper Series / Federal Reserve Bank of Chicago2
Policy Briefs / Peterson Institute for International Economics2
MPRA Paper / University Library of Munich, Germany2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

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.

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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.

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2023.

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

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

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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.

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

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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.

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

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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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.

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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.

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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.

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2023Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687.

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

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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.

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

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

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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.

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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.

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

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024The modified conditional sum-of-squares estimator for fractionally integrated models. (2024). Massmann, Michael ; Kilincc, Mustafa R. In: Papers. RePEc:arx:papers:2404.12882.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575.

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2023.

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

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023.

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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.

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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.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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

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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.

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

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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.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2024Anchoring Households’ Inflation Expectations When Inflation Is High. (2024). Dalloul, Ami ; Drager, Lena ; Nghiem, Giang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11042.

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2024Putting corona into hedge fund managers head. (2024). Philippas, Dionisis ; Siriopoulos, Costas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00313.

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2024Economic policy uncertainties and business confidence in Japan. (2024). Salgado, Pedro ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00456.

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2023Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. (2001). Timmermann, Allan ; Perez Quiros, Gabriel ; Perez-Quiros, G.. In: Working Paper Series. RePEc:ecb:ecbwps:20010058.

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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.

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

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

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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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.

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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.

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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.

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2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2024Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.
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2014A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers.
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2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics.
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2006Changes in Labor Force Participation in the United States In: Journal of Economic Perspectives.
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2013Measuring Inflation Expectations In: Annual Review of Economics.
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1991Diagnostic testing for Nonlinearity Chaos, and General Dependence in Time Series Data. In: Working papers.
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1999Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics.
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1998Dynamic asymmetries in US unemployment.(1998) In: Edinburgh School of Economics Discussion Paper Series.
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2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
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2000Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: Edinburgh School of Economics Discussion Paper Series.
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2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
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2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
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1999Nonlinear Time Series Modelling: An Introduction In: Journal of Economic Surveys.
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1999Nonlinear time series modelling: an introduction.(1999) In: Staff Reports.
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2001Recent Changes in the US Business Cycle In: Manchester School.
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2001Recent changes in the U.S. business cycle.(2001) In: Staff Reports.
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2000A Nonlinear Model of the Business Cycle In: Studies in Nonlinear Dynamics & Econometrics.
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2004A Nonlinear Model of the Business Cycle.(2004) In: Econometric Society 2004 North American Winter Meetings.
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1995A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics.
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1997A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control.
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1993A Nonlinear Approach to U.S. GNP In: UCLA Economics Working Papers.
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1995A Nonlinear Approach to US GNP..(1995) In: Journal of Applied Econometrics.
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1993Equilibrium Asset Pricing Models and Predictability of Excess Returns In: UCLA Economics Working Papers.
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2001NONLINEAR RISK In: Macroeconomic Dynamics.
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1999Nonlinear risk.(1999) In: Staff Reports.
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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.
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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.
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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.
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2001Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal.
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1999Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports.
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2004Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal.
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2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
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2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
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2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
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2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
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2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
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2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
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2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
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2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
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2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
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2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
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2012A New Model Of Trend Inflation In: SIRE Discussion Papers.
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2012A New Model of Trend Inflation.(2012) In: CAMA Working Papers.
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2012A new model of trend inflation.(2012) In: MPRA Paper.
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2012A New Model of Trend Inflation.(2012) In: Working Papers.
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2013A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics.
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2000Nonlinear impulse response functions In: Journal of Economic Dynamics and Control.
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1999Nonlinear impulse response functions.(1999) In: Staff Reports.
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2011Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control.
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2013Forecasting Output In: Handbook of Economic Forecasting.
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2002Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters.
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2010A flexible approach to parametric inference in nonlinear and time varying time series models In: Journal of Econometrics.
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2010A flexible approach to parametric inference in nonlinear and time varying time series models.(2010) In: Post-Print.
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1996Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics.
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1998Bayes factors and nonlinearity: Evidence from economic time series1 In: Journal of Econometrics.
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2010Modeling the dynamics of inflation compensation In: Journal of Empirical Finance.
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article45
2009Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series.
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2000Coincident and leading indicators of the stock market In: Journal of Empirical Finance.
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2010Business cycle monitoring with structural changes In: International Journal of Forecasting.
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chapter3
2000The Vector Floor and Ceiling Model.(2000) In: Discussion Papers in Economics.
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2020Monetary Policy Implementation with an Ample Supply of Reserves In: FRB Atlanta Working Paper.
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2020Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Finance and Economics Discussion Series.
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2020Monetary Policy Implementation With an Ample Supply of Reserves.(2020) In: Working Paper Series.
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2020Monetary policy implementation with an ample supply of reserves.(2020) In: Working Paper Series.
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2020Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Staff Reports.
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2023Monetary Policy Implementation with Ample Reserves In: FRB Atlanta Working Paper.
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1999Explaining the recent divergence in payroll and household employment growth In: Current Issues in Economics and Finance.
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2003Has structural change contributed to a jobless recovery? In: Current Issues in Economics and Finance.
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article204
2004Economic restructuring in New York State In: Current Issues in Economics and Finance.
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2010Improving survey measures of household inflation expectations In: Current Issues in Economics and Finance.
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2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
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2002Liquidity effects of the events of September 11, 2001 In: Economic Policy Review.
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2012Prospects for the U.S. Labor Market In: Liberty Street Economics.
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2012Okun’s Law and Long Expansions In: Liberty Street Economics.
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2012Conclusion: How Low Will the Unemployment Rate Go? In: Liberty Street Economics.
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2017How the Fed Changes the Size of Its Balance Sheet In: Liberty Street Economics.
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2017How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities In: Liberty Street Economics.
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2013The implementation of current asset purchases In: Speech.
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2013The implementation of current asset purchases.(2013) In: Speech.
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2013Recent developments in monetary policy implementation In: Speech.
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2014Implementation of open market operations in a time of transition In: Speech.
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2014Interest rate control during normalization In: Speech.
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2015Challenges posed by the evolution of the Treasury market In: Speech.
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2015Money markets and monetary policy normalization In: Speech.
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2015Trends in foreign exchange markets and the challenges ahead In: Speech.
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2015Dinner address for the Bank of England-Federal Reserve Bank of New York Conference on Money Markets and Monetary Policy Implementation In: Speech.
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2015The Federal Reserve’s counterparty framework: past, present, and future In: Speech.
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2016Money markets after liftoff: assessment to date and the road ahead In: Speech.
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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.
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2016The advantages of probabilistic survey questions: remarks at the IT Forum and RCEA Bayesian Workshop, keynote address, Rimini, Italy, May 2016 In: Speech.
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paper2
2016Discussion of “Evaluating Monetary Policy Operational Frameworks” by Ulrich Bindseil: remarks at the 2016 Economic Policy Symposium at Jackson Hole, Wyoming In: Speech.
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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.
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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.
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2016Concluding remarks at the Monetary Policy Implementation in the Long Run Conference, Federal Reserve Bank of Minneapolis In: Speech.
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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.
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2010Some observations and lessons from the crisis In: Speech.
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2017The Foreign Exchange Global Code: lessons learned and next steps: remarks at the 2017 FX Week Conference, New York City In: Speech.
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2017Remarks to the Assembly of Governors of the Association of African Central Banks, South African Reserve Bank, Pretoria, South Africa In: Speech.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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2019The Federal Reserves experience purchasing and reinvesting agency MBS: remarks at the Bank of England, London In: Speech.
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2011Improving survey measures of inflation expectations In: Speech.
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2012Improving the measurement of inflation expectations In: Speech.
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2012Remarks on the role of central bank interactions with financial markets In: Speech.
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2001Markov switching in disaggregate unemployment rates In: Staff Reports.
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2002Markov switching in disaggregate unemployment rates.(2002) In: Empirical Economics.
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2001Forecasting recessions using the yield curve In: Staff Reports.
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2005Forecasting recessions using the yield curve.(2005) In: Journal of Forecasting.
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2003Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports.
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2003Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics.
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2004Forecasting and estimating multiple change-point models with an unknown number of change points In: Staff Reports.
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2004Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points.(2004) In: Discussion Papers in Economics.
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2004Prior elicitation in multiple change-point models In: Staff Reports.
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2009PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review.
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2004Prior Elicitation in Multiple Change-point Models.(2004) In: Discussion Papers in Economics.
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2007Prior Elicitation in Multiple Change-point Models.(2007) In: Working Paper series.
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2005Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports.
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2005Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics.
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2008Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
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2008Re?Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
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2007A flexible approach to parametric inference in nonlinear time series models In: Staff Reports.
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2007Is there still an added-worker effect? In: Staff Reports.
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2008Rethinking the measurement of household inflation expectations: preliminary findings In: Staff Reports.
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2009Dynamic hierarchical factor models In: Staff Reports.
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2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
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2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
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1999Fluctuations in confidence and asymmetric business cycles In: Staff Reports.
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2020Reviving the potency of monetary policy with recession insurance bonds In: Policy Briefs.
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2007Estimation and Forecasting in Models with Multiple Breaks In: The Review of Economic Studies.
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2009Monitoring Business Cycles with Structural Breaks In: MPRA Paper.
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2017The Advantages of Probabilistic Survey Questions In: Review of Economic Analysis.
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2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
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2020Central Banks as Bankers to Each Other: Overview, Trends, and Future Directions in Global Official Sector Service Provision In: Springer Books.
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2014Rejoinder In: Journal of Business & Economic Statistics.
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