Access Statistics for Simon Potter

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 1 67 2 7 19 140
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 8 20 192
A Floor and Ceiling Model of U.S. Output 0 0 0 0 0 4 16 597
A New Model Of Trend Inflation 0 0 0 77 1 3 16 199
A New Model of Trend Inflation 0 0 0 99 1 2 16 225
A New Model of Trend Inflation 1 1 2 116 1 4 18 250
A Nonlinear Approach to U.S. GNP 0 0 1 206 8 10 17 600
A Nonlinear Model of the Business Cycle 0 0 0 361 1 4 18 1,127
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 1 9 74
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 4 5 10 399
A new model of trend inflation 0 0 3 41 3 5 17 128
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 2 3 14 472
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 101 4 7 14 322
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 0 1 143 1 8 21 204
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 1 1 74 1 4 23 175
Challenges posed by the evolution of the Treasury market 0 0 0 27 1 3 10 269
Concluding remarks at the Monetary Policy Implementation in the Long Run Conference, Federal Reserve Bank of Minneapolis 0 0 0 8 2 3 7 46
Conclusion: How Low Will the Unemployment Rate Go? 0 0 0 4 1 1 6 20
Confidence 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 0 0 1 35 4 7 17 76
Diagnostic testing for Nonlinearity Chaos, and General Dependence in Time Series Data 0 0 0 0 3 3 11 261
Dinner address for the Bank of England-Federal Reserve Bank of New York Conference on Money Markets and Monetary Policy Implementation 0 0 0 24 3 3 7 47
Discussion of “Evaluating Monetary Policy Operational Frameworks” by Ulrich Bindseil: remarks at the 2016 Economic Policy Symposium at Jackson Hole, Wyoming 0 0 0 76 2 4 10 205
Dynamic asymmetries in US unemployment 1 1 1 46 2 5 15 418
Dynamic hierarchical factor models 0 0 3 183 2 8 21 668
Equilibrium Asset Pricing Models and Predictability of Excess Returns 0 0 0 173 0 0 4 540
Fluctuations in confidence and asymmetric business cycles 0 0 0 143 5 9 21 537
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 4 14 1,005
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 252 2 5 14 823
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 192 2 3 11 594
Forecasting in large macroeconomic panels using Bayesian Model Averaging 1 1 1 274 1 10 22 678
Forecasting recessions using the yield curve 0 1 4 643 3 7 25 1,891
Gradual and predictable: reducing the size of the Federal Reserve’s balance sheet: remarks at SUERF – The European Money and Finance Forum, New York City 0 0 0 36 2 3 8 57
How the Fed Changes the Size of Its Balance Sheet 0 1 4 59 5 10 31 146
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 3 7 13 43
Implementation of open market operations in a time of transition 0 0 0 32 1 2 6 44
Implementing 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 0 0 0 50 0 1 7 43
Implementing 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 0 0 0 20 3 3 10 62
Improving survey measures of inflation expectations 0 0 0 2 3 6 16 45
Improving the measurement of inflation expectations 0 0 0 13 3 3 13 51
Interest rate control during normalization 0 0 0 53 2 3 13 115
Is there room for more monetary cooperation?: panel discussion remarks at the Global Financial Stability in a New Monetary Environment conference, Paris, France 0 0 0 9 5 5 9 41
Is there still an added-worker effect? 0 0 1 42 1 2 10 171
Keynote remarks for the Commemoration of the Centennial of the Federal Reserve’s U.S. Dollar Account Services to the Global Official Sector 0 0 0 36 1 1 11 39
Markov switching in disaggregate unemployment rates 0 0 0 115 6 13 20 530
Modeling the Dynamics of Inflation Compensation 0 0 0 36 1 1 8 112
Models only get you so far: remarks for the Federal Reserve Banks of Atlanta and New York's First Annual Joint Research Day on Quantitative Tools for Monitoring Macroeconomic and Financial Conditions, Federal Reserve Bank of New York, New York City 0 0 0 40 3 4 12 83
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 7 11 20 63
Monetary Policy Implementation with Ample Reserves 0 0 0 24 3 8 18 42
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 6 0 2 10 52
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 29 3 3 9 73
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 0 4 12 59
Monetary policy implementation with an ample supply of reserves 0 0 0 13 3 8 14 27
Money markets after liftoff: assessment to date and the road ahead 0 0 0 24 3 4 10 62
Money markets and monetary policy normalization 0 0 0 98 4 9 13 173
Money 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 0 0 0 21 1 2 14 62
Monitoring Business Cycles with Structural Breaks 0 0 0 57 2 3 11 152
Nonlinear impulse response functions 0 0 0 830 1 5 19 2,591
Nonlinear risk 0 0 0 262 1 5 18 974
Nonlinear time series modelling: an introduction 0 0 0 2,467 3 3 15 5,960
Okun’s Law and Long Expansions 1 1 1 22 2 4 7 28
Prior Elicitation in Multiple Change-point Models 0 0 0 92 2 3 7 367
Prior Elicitation in Multiple Change-point Models 0 0 0 4 2 3 10 28
Prior elicitation in multiple change-point models 0 0 0 104 5 7 10 501
Prospects for the U.S. Labor Market 0 0 0 10 1 2 7 20
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 217 1 3 12 508
Real time underlying inflation gauges for monetary policymakers 0 0 0 92 6 12 25 299
Recent changes in the U.S. business cycle 0 0 0 338 3 6 14 1,617
Recent developments in monetary policy implementation 0 0 0 6 3 3 7 42
Reducing 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 0 0 0 17 6 10 15 58
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 1 1 14 334
Remarks on the role of central bank interactions with financial markets 0 0 0 7 2 2 5 33
Remarks to the Assembly of Governors of the Association of African Central Banks, South African Reserve Bank, Pretoria, South Africa 0 0 0 15 1 3 7 56
Rethinking the measurement of household inflation expectations: preliminary findings 0 0 0 108 2 3 19 429
Reviving the potency of monetary policy with recession insurance bonds 0 0 0 30 3 5 17 102
Securing macroeconomic and monetary stability with a Federal Reserve–backed digital currency 0 0 0 33 1 4 13 89
Some observations and lessons from the crisis 0 0 0 5 2 4 11 37
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 2 3 10 100
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 2 9 75
The Dynamics of UK and US Inflation Expectations 0 0 0 57 2 4 7 60
The Dynamics of UK and US Inflation Expectations 0 0 0 7 1 2 4 65
The Dynamics of UK and US Inflation Expectations 0 0 0 47 1 4 6 132
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 0 1 11 193
The FRBNY Staff Underlying Inflation Gauge: UIG 0 0 1 72 2 2 11 155
The FRBNY staff underlying inflation gauge: UIG 0 0 0 55 5 8 21 251
The Federal Reserve's experience purchasing and reinvesting agency MBS: remarks at the Bank of England, London 0 0 0 10 6 7 12 43
The Federal Reserve’s counterparty framework: past, present, and future 0 0 0 39 3 6 13 57
The Foreign Exchange Global Code: lessons learned and next steps: remarks at the 2017 FX Week Conference, New York City 0 0 0 11 2 2 2 39
The Vector Floor and Ceiling Model 0 0 0 77 2 7 15 1,065
The advantages of probabilistic survey questions: remarks at the IT Forum and RCEA Bayesian Workshop, keynote address, Rimini, Italy, May 2016 0 0 0 8 4 8 14 73
The implementation of current asset purchases 0 0 0 14 0 1 4 41
The implementation of current asset purchases 0 0 0 16 2 3 8 58
The 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 0 0 0 12 2 3 7 39
The 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 0 0 0 31 2 4 11 111
Trends in foreign exchange markets and the challenges ahead 0 0 0 48 1 3 9 118
U.S. monetary policy normalization is proceeding smoothly: remarks at the China Finance 40 Forum - Euro 50 Group - CIGI Roundtable, Banque de France, Paris, France 0 0 0 4 5 5 12 67
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 3 3 9 253
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 83 4 7 19 221
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 0 7 13 462
Total Working Papers 4 8 32 10,885 224 448 1,260 33,280


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 3 6 25 157
A New Model of Trend Inflation 0 0 3 131 3 5 16 446
A Nonlinear Approach to US GNP 1 1 1 740 6 9 26 3,642
A Nonlinear Model of the Business Cycle 0 0 0 84 6 7 8 255
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 55 1 4 12 222
A floor and ceiling model of US output 0 0 0 307 0 2 13 739
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 3 3 10 317
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 2 3 10 205
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 2 4 12 305
Business cycle monitoring with structural changes 0 0 1 47 2 5 10 128
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 1 44 2 5 22 219
Changes in Labor Force Participation in the United States 0 0 1 24 3 8 16 721
Coincident and leading indicators of the stock market 1 1 4 361 3 4 15 1,012
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 2 3 13 617
Dynamic Hierarchical Factor Model 1 2 4 159 7 12 34 787
Economic restructuring in New York State 0 0 0 39 5 6 15 305
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 1 6 16 358
Explaining the recent divergence in payroll and household employment growth 0 0 0 34 1 1 4 275
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 4 5 14 730
Forecasting recessions using the yield curve 0 0 0 339 4 11 28 943
Has structural change contributed to a jobless recovery? 0 0 1 265 0 3 20 808
Improving survey measures of household inflation expectations 0 0 0 57 1 3 17 246
Impulse response analysis in nonlinear multivariate models 1 10 56 3,161 24 52 184 6,530
Liquidity effects of the events of September 11, 2001 0 0 0 249 4 11 42 953
Markov switching in disaggregate unemployment rates 0 0 0 82 3 8 19 486
Measuring Inflation Expectations 2 4 5 101 4 23 31 313
Modeling the dynamics of inflation compensation 0 0 0 50 1 1 4 175
NONLINEAR RISK 0 0 0 17 2 5 16 102
Nonlinear Dynamics and Econometrics: An Introduction 0 0 0 98 1 4 14 301
Nonlinear Time Series Modelling: An Introduction 0 0 0 3 1 2 23 42
Nonlinear impulse response functions 0 0 1 335 1 2 12 813
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 1 1 49 217
Predicting a recession: evidence from the yield curve in the presence of structural breaks 0 1 2 126 1 4 18 337
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 3 6 19 188
Recent Changes in the US Business Cycle 0 0 0 109 2 3 6 762
Rejoinder 0 0 2 20 4 5 11 98
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 3 3 12 25
The Advantages of Probabilistic Survey Questions 0 0 0 18 5 5 13 142
The New York Fed Staff Underlying Inflation Gauge (UIG) 0 0 1 31 2 6 21 218
The dynamics of UK and US inflation expectations 0 0 0 30 1 4 12 102
Time varying VARs with inequality restrictions 0 0 1 89 5 6 20 258
Understanding liquidity and credit risks in the financial crisis 0 0 0 41 3 9 14 173
Total Journal Articles 6 19 86 7,828 132 275 896 25,672


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Central Banks as Bankers to Each Other: Overview, Trends, and Future Directions in Global Official Sector Service Provision 0 0 0 0 5 10 16 34
Forecasting Output 1 4 18 258 4 42 124 1,164
The Vector Floor and Ceiling Model 0 0 0 0 3 3 11 13
Total Chapters 1 4 18 258 12 55 151 1,211


Statistics updated 2026-05-06