S. Potter

Economics and Econometrics · 2000–2013

A researcher in the Science corpus: 12 papers; trusts 26 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 73 citations into it; #2,002 of 23,481 by trust here, #3,270 by citations
• Finance — 25 citations into it; #5,078 of 10,518 by trust here, #6,419 by citations
• Statistics and Probability — 12 citations into it; #3,255 of 12,932 by trust here, #4,809 by citations
• Artificial Intelligence — 7 citations into it
• Management Science and Operations Research — 7 citations into it; #11,320 of 11,946 by trust here, #8,469 by citations
• Accounting — 6 citations into it

Whom S. Potter trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Siddhartha Chib
2. James H. Stock
3. Jushan Bai
4. Gary Koop
5. Timothy Cogley
6. Andrew Ang
7. Mark W. Watson
8. Olivier J. Blanchard
9. Alan E. Gelfand
10. Jun S. Liu

Who trusts S. Potter overall

1. Troy A. Davig
2. Anja Baum
3. R. Giacomini
4. Henri Nyberg
5. Gary Koop
6. G. Koester
7. Barbara Rossi
8. Nicolas Chopin
9. Markus Jochmann
10. Ryan P. Adams

Papers from S. Potter's perspective

Ordered by how strongly the researchers S. Potter trusts endorse each paper. Same corpus, a different order for every researcher.

1. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
2. Are more data always better for factor analysis
3. Bayesian Model Choice: Asymptotics and Exact Calculations
4. International Business Cycles: World, Region, and Country-Specific Factors
5. Why Has U.S. Inflation Become Harder to Forecast
6. Bayes factors
7. Nowcasting: the real time informational content of macroeconomic data releases
8. Determining the Number of Factors in Approximate Factor Models
9. Forecasting Using Principal Components From a Large Number of Predictors
10. INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (Macroeconomic Dynamics)

Their papers

• Dynamic Hierarchical Factor Models (2013) — 155 citations
• Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points (2004) — 51 citations
• Time varying VARs with inequality restrictions (2011) — 68 citations
• Estimation and forecasting in models with multiple breaks (2007) — 214 citations
• Measuring Inflation Expectations (2013) — 114 citations
• Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series (2001) — 93 citations
• Nonlinear Impulse Response Functions (2000) — 211 citations
• Changes in Labor Force Participation in the United States (2006) — 291 citations
• Forecasting recessions using the yield curve (2005) — 238 citations
• Was the New Deal Contractionary (2012) — 125 citations
• Liquidity Effects of the Events of September 11, 2001 (2005) — 119 citations
• Coincident and Leading Indicators of the Stock Market (2000) — 191 citations