Simon Potter
Dados Biográficos
| ID | 3960676 |
|---|---|
| NOME | Simon Potter |
| PRENOMES | Simon |
| SOBRENOME | Potter |
| ASSINATURA | POTTER S |
| AFILIAÇÕES | Federal Reserve Bank of New York |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 10 |
| TOTAL DE CITAÇÕES | 37 |
| TOTAL COMO AUTOR | 10 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 1991 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2014 |
| ÍNDICE H | 2 |
Central Bank Macroeconomic Forecasting During the Global Financial Crisis
This article documents macroeconomic forecasting during the global financial crisis by two key central banks: the European Central Bank and the Federal Reserve Bank of New York. The article is the result of a collaborative effort between staff at the two institutions, allowing us to study the time-stamped forecasts as they were made throughout the crisis. The analysis does not exclusively focus on point forecast performance. It also examines meth…
A New Model of Trend Inflation
Dynamic Hierarchical Factor Models
This paper uses multilevel factor models to characterize within- and between-block variations as well as idiosyncratic noise in large dynamic panels. Block-level shocks are distinguished from genuinely common shocks, and the estimated block-level factors are easy to interpret. The framework achieves dimension reduction and yet explicitly allows for heterogeneity between blocks. The model is estimated using an MCMC algorithm that takes into accoun…
Changes in Labor Force Participation in the United States
The labor force participation rate in the United States increased almost continuously for two-and-a-half decades after the mid-1960s, pausing only briefly during economic downturns. The pace of growth slowed considerably during the 1990s, however, and after reaching a record high of 67.3 percent in the first quarter of 2000, participation had declined by 1.5 percentage points by 2005. This paper reviews the social and demographic trends that cont…
Bayesian Analysis of Endogenous Delay Threshold Models
We develop Bayesian methods of analysis for a new class of threshold autoregressive models: endogenous delay threshold. We apply our methods to the commonly used sunspot data set and find strong evidence in favor of the Endogenous Delay Threshold Autoregressive (EDTAR) model over linear and traditional threshold autoregressions
Communication and integration
(2003). Communication and integration: The British and dominions press and the British world, c.1876–1914. The Journal of Imperial and Commonwealth History: Vol. 31, No. 2, pp. 190-206
Dynamic Asymmetries in U.S. Unemployment
We examine dynamic asymmetries in U.S. unemployment using nonlinear time series models and Bayesian methods. We find strong statistical evidence in favor of a two-regime threshold auto-regressive model. Empirical results indicate that, once we take into account both parameter and model uncertainty, there are economically interesting asymmetries in the unemployment rate. One finding of particular interest is that shocks that lower the unemployment…
Impulse response analysis in nonlinear multivariate models
Nonlinear Dynamics Chaos and Econometrics
Partial table of contents: Complex Economic Dynamics: Obvious in History, Generic in Theory, Elusive in Data (R. Day). Merger Waves and the Structure of Merger and Acquisition Time-Series (R. Town). Nonlinear Dynamics in a Structural Model of Employment (S. Burgess). Forecast Improvements Using a Volatility Index (B. LeBaron). Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates (B. Mizrach). Nonlinear Time-Series Analysis of Stock Volat…
Calendar of the Correspondence of Richard Baxter, Vol. 2: 1660–1696
Changes in Labor Force Participation in the United States
The labor force participation rate in the United States increased almost continuously for two-and-a-half decades after the mid-1960s, pausing only briefly during economic downturns. The pace of growth slowed considerably during the 1990s, however, and after reaching a record high of 67.3 percent in the first quarter of 2000, participation had declined by 1.5 percentage points by 2005. This paper reviews the social and demographic trends that cont…
Communication and integration
(2003). Communication and integration: The British and dominions press and the British world, c.1876–1914. The Journal of Imperial and Commonwealth History: Vol. 31, No. 2, pp. 190-206
Calendar of the Correspondence of Richard Baxter, Vol. 2: 1660–1696
Nonlinear Dynamics Chaos and Econometrics
Partial table of contents: Complex Economic Dynamics: Obvious in History, Generic in Theory, Elusive in Data (R. Day). Merger Waves and the Structure of Merger and Acquisition Time-Series (R. Town). Nonlinear Dynamics in a Structural Model of Employment (S. Burgess). Forecast Improvements Using a Volatility Index (B. LeBaron). Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates (B. Mizrach). Nonlinear Time-Series Analysis of Stock Volat…
Impulse response analysis in nonlinear multivariate models
Dynamic Asymmetries in U.S. Unemployment
We examine dynamic asymmetries in U.S. unemployment using nonlinear time series models and Bayesian methods. We find strong statistical evidence in favor of a two-regime threshold auto-regressive model. Empirical results indicate that, once we take into account both parameter and model uncertainty, there are economically interesting asymmetries in the unemployment rate. One finding of particular interest is that shocks that lower the unemployment…
Bayesian Analysis of Endogenous Delay Threshold Models
We develop Bayesian methods of analysis for a new class of threshold autoregressive models: endogenous delay threshold. We apply our methods to the commonly used sunspot data set and find strong evidence in favor of the Endogenous Delay Threshold Autoregressive (EDTAR) model over linear and traditional threshold autoregressions
Communication and integration
(2003). Communication and integration: The British and dominions press and the British world, c.1876–1914. The Journal of Imperial and Commonwealth History: Vol. 31, No. 2, pp. 190-206
Changes in Labor Force Participation in the United States
The labor force participation rate in the United States increased almost continuously for two-and-a-half decades after the mid-1960s, pausing only briefly during economic downturns. The pace of growth slowed considerably during the 1990s, however, and after reaching a record high of 67.3 percent in the first quarter of 2000, participation had declined by 1.5 percentage points by 2005. This paper reviews the social and demographic trends that cont…
A New Model of Trend Inflation
Dynamic Hierarchical Factor Models
This paper uses multilevel factor models to characterize within- and between-block variations as well as idiosyncratic noise in large dynamic panels. Block-level shocks are distinguished from genuinely common shocks, and the estimated block-level factors are easy to interpret. The framework achieves dimension reduction and yet explicitly allows for heterogeneity between blocks. The model is estimated using an MCMC algorithm that takes into accoun…
Central Bank Macroeconomic Forecasting During the Global Financial Crisis
This article documents macroeconomic forecasting during the global financial crisis by two key central banks: the European Central Bank and the Federal Reserve Bank of New York. The article is the result of a collaborative effort between staff at the two institutions, allowing us to study the time-stamped forecasts as they were made throughout the crisis. The analysis does not exclusively focus on point forecast performance. It also examines meth…
Econometrics (6 obras) · Economics (6 obras) · Mathematics (6 obras) · Monetary Policy and Economic Impact (6 obras) · Statistics (4 obras) · Computer Science (3 obras) · Economic theories and models (3 obras) · Applied Mathematics (2 obras) · Autoregressive model (2 obras) · Bayesian probability (2 obras)