Nonlinear Dynamics, Bayesian Methods, Time Series, Forecasting
Simon Potter is an economist in the Macroconomic and Monetary Studies Function at the Federal Reserve Bank of New York. He received his Ph.D. from the University of Wisconsin-Madison, and has taught at UCLA, Johns Hopkins and NYU. His main research area is applied time series analysis using Bayesian methods. He has written extensively on nonlinear dynamics over the business cycles. Recent topics have included forecasting the probability of recession, large panel forecasting models and modeling structural change.
Simon Potter's CV 
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