Simon Potter : Citation Profile


Peter G. Peterson Institute for International Economics (IIE)

27

H index

43

i10 index

6064

Citations

RESEARCH PRODUCTION:

42

Articles

98

Papers

3

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 189
   Journals where Simon Potter has often published
   Relations with other researchers
   Recent citing documents: 644.    Total self citations: 37 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo193
   Updated: 2026-01-10    RAS profile: 2023-04-17    
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Relations with other researchers


Works with:

Nosal, Ed (6)

Schulhofer-Wohl, Sam (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:

GUPTA, RANGAN (81)

Pesaran, Mohammad (77)

Gabauer, David (67)

Koop, Gary (65)

Balcilar, Mehmet (49)

Antonakakis, Nikolaos (47)

van Dijk, Dick (45)

Kapetanios, George (41)

Castelnuovo, Efrem (38)

Chatziantoniou, Ioannis (38)

Yilmaz, Kamil (35)

Cites to:

Koop, Gary (36)

Reichlin, Lucrezia (33)

Watson, Mark (29)

Chauvet, Marcelle (28)

Stock, James (21)

Giannone, Domenico (21)

Pesaran, Mohammad (21)

Hamilton, James (19)

Forni, Mario (18)

Marcellino, Massimiliano (17)

Timmermann, Allan (15)

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 Econometrics3
Journal of Business & Economic Statistics3
Journal of Economic Dynamics and Control3
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Econometrics Journal2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Speech / Federal Reserve Bank of New York33
Staff Reports / Federal Reserve Bank of New York20
Working Paper series / Rimini Centre for Economic Analysis5
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Liberty Street Economics / Federal Reserve Bank of New York5
Working Papers / University of Strathclyde Business School, Department of Economics3
MPRA Paper / University Library of Munich, Germany2
Working Paper Series / Federal Reserve Bank of Chicago2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh2
Policy Briefs / Peterson Institute for International Economics2

Recent works citing Simon Potter (2025 and 2024)


YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Zhang, Wenbei ; Qiu, Feng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344062.

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2025Price Connectedness in U.S. Biodiesel and Petroleum Diesel Markets. (2025). Irwin, Scott H ; Gerveni, Maria ; Serra, Teresa. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360642.

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2025The Role of Capital Flows in the International Transmission of US Monetary Policy: The Case of Turkey. (2025). Akar, Nuri Ari ; Varlik, Cemil. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:502-528.

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2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2025Monetary Policy and the Credit Channel, 2008-2019. (2025). Barquero-Romero, Jose Pablo ; Loaiza-Marn, Kerry. In: Documentos de Trabajo. RePEc:apk:doctra:2504.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2025The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Papageorgiou, Ioannis ; Kontoyiannis, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

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

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

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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

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

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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882.

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2025Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. (2025). Virolainen, Savi. In: Papers. RePEc:arx:papers:2404.19707.

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

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2024How & Why To Use Audience Segmentation to Maximize (Listener) Demand Across Digital Music Portfolio. (2024). Abayomi, Kobi. In: Papers. RePEc:arx:papers:2406.09226.

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2024Automated Market Making and Decentralized Finance. (2024). Monga, Marcello. In: Papers. RePEc:arx:papers:2407.16885.

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2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

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2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

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2024Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Jobbova, Eva ; Holm, Poul ; Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis. In: Papers. RePEc:arx:papers:2411.18978.

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2025Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2024Inflation, Attention and Expectations. (2024). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: Working Papers. RePEc:bbh:wpaper:24-05.

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2024Money market rate stabilization systems over the last 20 years: the role of the minimum reserve requirement. (2024). Nobili, Stefano ; Persico, Mattia ; Perazzoli, Filippo ; Mazzetta, Barbara ; Ceccacci, Patrizia. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_046_24.

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2024Direct Elicitation of Parametric Belief Distributions: An application to inflation expectations. (2024). Meissner, Thomas ; Bosch-Rosa, Ciril ; Gonzalez-Fernandez, Pedro. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0048.

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2025Policy implications of losing credibility: Lessons from Colombia’s post-pandemic inflationary surge. (2025). Pulido, Jose ; Grajales-Olarte, Anderson ; Naranjo-Saldarriaga, Sara ; Hamann, Franz. In: Borradores de Economia. RePEc:bdr:borrec:1304.

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2025Measuring Households Inflation Expectations in the Euro Area: The Effect of Panel Conditioning. (2025). Montorns, Jrmi ; Gautier, Erwan. In: Working papers. RePEc:bfr:banfra:1007.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2024New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop. (2024). Grishchenko, Vadim ; Krylov, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:92-111.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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2024The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143.

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2024Pass‐through to export prices: Evidence from Australia†. (2024). Bhattacharya, Prasad. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2574-2607.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2025Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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

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

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2024Inflation Expectations and Economic Preferences. (2024). Dräger, Lena ; Schrder, Marina ; Floto, Maximilian ; Drger, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11326.

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2025Subjective Expectations and Financial Intermediation. (2025). Wang, Zhengwei ; Lu, Kai ; Gao, Janet ; D'Acunto, Francesco ; Liu, LU ; Yang, Jun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11780.

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2025The Micro and Macro Effects of Changes in the Potential Benefit Duration. (2025). Jessen, Jonas ; Gałecka-Burdziak, Ewa ; Kluve, Jochen ; Gra, Marek ; Gaecka-Burdziak, Ewa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11849.

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2025Time-Varying Impacts of Government Spending on CO2 Emissions. (2025). Fragetta, Matteo ; Di Bucchianico, Stefano ; di Serio, Mario ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11960.

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2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

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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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2025How closely is the US stock market linked to Caribbean tax havens?. (2025). Balli, Faruk ; Billiah, Mabruk ; Chowdhury, Iftekhar Hassan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00279.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. 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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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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2024The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Qabhobho, Thobekile ; Vuba, Nonelelo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-28.

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2024Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index. (2024). Khodr, Omar ; Tessmann, Mathias ; Passos, Marcelo ; Magalhes, Luiz Augusto ; Carrasco-Gutierrez, Carlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-62.

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2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

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2024Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S.. (2024). Rakhimov, Eshmurod ; Dhiensiri, Nont ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-36.

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2024Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia€™s Financial and Renewable Energy Sectors. (2024). Jalolova, Madina ; Avazkhodjaev, Salokhiddin ; Askarova, Mavluda ; Achilova, Nargiza ; Amirdjanova, Sitora ; Otajonova, Charoskhon. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-50.

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2024Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Aziz, Aulia Luqman ; Pradipta, Indry Aristianto ; Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2025FiT for purpose? Investigating the effects of feed-in-tariffs on renewable energy penetration in Europe. (2025). Szendrei, Tibor ; Ersoy, Erkal ; Mohammed, Mustapha ; Eross, Andrea. In: Applied Energy. RePEc:eee:appene:v:395:y:2025:i:c:s0306261925008323.

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2025Gender wage gap of migrant workers and its root causes: Gender discrimination or labor endowment?. (2025). Li, Lilian ; Chen, Chunyan ; Cheng, Mingwang. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001125.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

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2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

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2025Why is female labor force participation declining in China? A perspective from urban commuting. (2025). Liu, Shenglong ; Zhou, Shaojie ; Zhang, Xiaoming ; Wan, Yuanyuan ; Pan, Xingyu. In: Journal of Development Economics. RePEc:eee:deveco:v:177:y:2025:i:c:s0304387825001130.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024A quantitative theory of the new life cycle of womens employment. (2024). Cruces, Lidia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001520.

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295.

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2024Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723.

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2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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2024Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877.

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2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

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2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

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2025Inflation expectations and house prices in the euro area. (2025). Michail, Nektarios A ; Louca, Kyriaki G. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:383-391.

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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). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Chowdhury, Rosen ; Agboola, Emmanuel ; Yang, BO. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x.

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2024What drives labor force participation rate variability? The case of West Virginia. (2024). Stewart, Shamar ; Beverly, Josh ; Neill, Clinton L. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002189.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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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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1999Bayesian Analysis of Endogenous Delay Threshold Models.(1999) 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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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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2006The Vector Floor and Ceiling Model In: Contributions to Economic Analysis.
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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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article208
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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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.
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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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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.
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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, Federal Reserve Bank of New York, New York City 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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1992Nonlinear Dynamics and Econometrics: An Introduction. In: Journal of Applied Econometrics.
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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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