The Federal Reserve Bank of New York works to promote sound and well-functioning financial systems and markets through its provision of industry and payment services, advancement of infrastructure reform in key markets and training and educational support to international institutions.
The Outreach and Education function engages, empowers and educates the Second District communities that the Bank serves, especially civic leaders, students, educators, small business owners, policymakers and the general public. It furthers the Bank's commitment to the region by listening to the communities we serve and leveraging our unique attributes to positively impact school and university programs, as well as analysis and research.
Nonlinear Time Series and Macroeconometrics With W.A. Brock Volume 11 of the Handbook of Statistics edited by C.R. Rao and G.S. Maddala and H.D. Vinod,1992, 195-229
Diagnostic Testing for Nonlinearity, Chaos and General Dependence in Time Series Data With W.A. Brock Nonlinear Modeling and Forecasting,M. Casdagli and S. Eubank eds., Santa Fe Institute Proceedings Vol. 12, 1992 137-162
Introduction to Special Issue of Journal of Applied Econometrics With W.A. Brock 1992, Vol. 5, S1-S7 Asymmetric Economic Propagation Mechanisms Business Cycles: Theory and Empirical Methods edited by Willi Semmler, Kluwer Academic Press,1994, 313-330
Nonlinear Dynamics, Chaos, and Econometrics Co-Editor with Hashem Pesaran John Wiley, New York, 1993, Second Printing 1994
A Nonlinear Approach to U.S. GNP Journal of Applied Econometrics ,May 1995, 10, 109-125
Nonlinear Models of Economic Fluctuations Macroeconometrics: Development, Tensions and Prospects,Kevin Hoover ed., Kluwer Academic Press, 1995, 517-567
Impulse Response Analysis in Nonlinear Multivariate Models With Gary Koop and Hashem Pesaran Journal of Econometrics, September 1996, 74, 119-148
A Floor and Ceiling Model of U.S. Output With Hashem Pesaran Journal of Economic Dynamics and Control, May 1997, 21, 661-698
Bayes Factors and Nonlinearity: Evidence from Economic Time Series With Gary Koop Journal of Econometrics 88, February 1999, 251-282,
Dynamic Asymmetries in U.S. Unemployment With Gary Koop Journal of Business & Economic Statistics,17, 298-312
Nonlinear Time Series Modelling: An Introduction Journal of Economic Surveys,13, December 1999, 505-528
A Flexible Approach to Parametric Inference in Nonlinear and Time Varying Time Series Models With Wandi Bruine de Bruin, Wilbert van der Klaauw, Robert Rich, Giorgio Topa Federal Reserve Bank of New York Current Issues in Economics and Finance, 2010
Time Varying VARs with Inequality Restrictions With Gary Koop Journal of Economic Dynamics and Control, 2011, 35, 1126-1138
The Dynamics of U.K. and U.S. Inflation Expectations With With Deborah Gefang, Gary Koop Computational Statistics and Data Analysis, Forthcoming
Understanding Liquidity and Credit Risks in the Financial Crisis With Deborah Gefang, Gary Koop Journal of Empirical Finance, 2011, 18, 903-914
With Marcelle Chauvet Handbook of Economic Forecasting, Vol. 2,
edited by Allan Timmermann and Graham Elliot, 2013, 1-56
Simon Potter's CVThe views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.