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Details about Jeremy Piger

E-mail:
Homepage:http://www.uoregon.edu/~jpiger
Phone:541-346-6075
Postal address:Department of Economics 1285 University of Oregon Eugene, OR 97403
Workplace:Department of Economics, University of Oregon, (more information at EDIRC)

Access statistics for papers by Jeremy Piger.

Last updated 2016-03-02. Update your information in the RePEc Author Service.

Short-id: ppi14


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Working Papers

2012

  1. Comovement in GDP Trends and Cycles Among Trading Partners
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of International Economics (2014)
  2. Forecasting national recessions using state level data
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2015)
  3. Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)

2011

  1. Determinants of Foreign Direct Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (45)
    See also Journal Article in Canadian Journal of Economics (2014)
  2. Discordant City Employment Cycles
    ERSA conference papers, European Regional Science Association Downloads
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) Downloads View citations (2)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (2)

    See also Journal Article in Regional Science and Urban Economics (2013)
  3. Inflation in the G7: mind the gap(s)?
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2015)

2010

  1. Employment and the business cycle
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads

    See also Journal Article in Manchester School (2013)

2009

  1. Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?
    Wesleyan Economics Working Papers, Wesleyan University, Department of Economics Downloads View citations (1)

2007

  1. A state-level analysis of the Great Moderation
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (8)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) Downloads View citations (2)

    See also Journal Article in Regional Science and Urban Economics (2008)
  2. Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
  3. The economic performance of cities: a Markov-switching approach
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (3)
    See also Journal Article in Journal of Urban Economics (2008)

2006

  1. A Bayesian Approach to Counterfactual Analysis of Structural Change
    Computing in Economics and Finance 2006, Society for Computational Economics
    Also in Working Papers, Federal Reserve Bank of St. Louis (2006) Downloads View citations (2)
  2. Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (4)
  3. Inflation: do expectations trump the gap?
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (10)
    See also Journal Article in International Journal of Central Banking (2008)

2005

  1. A comparison of the real-time performance of business cycle dating methods
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (11)
    See also Journal Article in Journal of Business & Economic Statistics (2008)
  2. A steady-state approach to trend/cycle decomposition of regime-switching processes
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  3. The 2001 recession and the states of the Eighth Federal Reserve District
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    See also Journal Article in Regional Economic Development (2005)
  4. The dynamic relationship between permanent and transitory components of U.S. business cycles
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    Also in Working Papers, University of Washington, Department of Economics (2003) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2007)
  5. The importance of nonlinearity in reproducing business cycle features
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (12)

2004

  1. A Steady State Approach to Trend / Cycle Decomposition
    Computing in Economics and Finance 2004, Society for Computational Economics
  2. Business cycle phases in U.S. states
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (4)
    See also Journal Article in The Review of Economics and Statistics (2005)
  3. Estimation of Markov regime-switching regression models with endogenous switching
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (15)
    See also Journal Article in Journal of Econometrics (2008)

2003

  1. Is Inflation Persistence Intrinsic in Industrial Economies?
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (19)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2003) Downloads View citations (86)
  2. Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (12)
    See also Journal Article in Journal of Money, Credit and Banking (2005)
  3. Nonlinearity and the permanent effects of recessions
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (31)
    See also Journal Article in Journal of Applied Econometrics (2005)
  4. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (7)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads View citations (30)

    See also Journal Article in Journal of Business & Economic Statistics (2004)

2002

  1. Identifying business cycle turning points in real time
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
    See also Journal Article in Review (2003)
  2. Is Inflation Persistence Inherent in Industrial Economies?
    Computing in Economics and Finance 2002, Society for Computational Economics
  3. The use and abuse of 'real-time' data in economic forecasting
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    Also in Working Papers, Federal Reserve Bank of Dallas (2000) Downloads View citations (4)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000) Downloads View citations (4)

    See also Journal Article in The Review of Economics and Statistics (2003)

2001

  1. Common stochastic trends, common cycles, and asymmetry in economic fluctuations
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (2000) Downloads
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads
    Working Papers, University of Washington, Department of Economics (2000) Downloads View citations (3)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000) Downloads

    See also Journal Article in Journal of Monetary Economics (2002)
  2. Markov regime switching and unit root tests
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (24)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000) Downloads View citations (15)

    See also Journal Article in Journal of Business & Economic Statistics (2001)
  3. Permanent and transitory components of business cycles: their relative importance and dynamic relationship
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)

1999

  1. Unit Root Tests in the Presence of Markov Regime-Switching
    Working Papers, University of Washington, Department of Economics Downloads View citations (4)
    Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) Downloads View citations (1)

Journal Articles

2015

  1. Forecasting National Recessions Using State‐Level Data
    Journal of Money, Credit and Banking, 2015, 47, (5), 847-866 Downloads View citations (1)
    See also Working Paper (2012)
  2. INFLATION IN THE G7: MIND THE GAP(S)?
    Macroeconomic Dynamics, 2015, 19, (04), 883-912 Downloads
    See also Working Paper (2011)
  3. INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON”
    Macroeconomic Dynamics, 2015, 19, (04), 723-727 Downloads View citations (2)

2014

  1. Comovement in GDP trends and cycles among trading partners
    Journal of International Economics, 2014, 94, (2), 239-247 Downloads View citations (7)
    See also Working Paper (2012)
  2. Determinants of foreign direct investment
    Canadian Journal of Economics, 2014, 47, (3), 775-812 Downloads View citations (14)
    See also Working Paper (2011)

2013

  1. Discordant city employment cycles
    Regional Science and Urban Economics, 2013, 43, (2), 367-384 Downloads View citations (2)
    See also Working Paper (2011)
  2. EMPLOYMENT AND THE BUSINESS CYCLE
    Manchester School, 2013, 81, 16-42 Downloads View citations (1)
    See also Working Paper (2010)
  3. Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (5), 483-498 Downloads View citations (1)
    See also Working Paper (2012)

2012

  1. The Asymmetric Business Cycle
    The Review of Economics and Statistics, 2012, 94, (1), 208-221 Downloads View citations (64)

2009

  1. Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach
    Journal of Money, Credit and Banking, 2009, 41, (1), 35-55 Downloads View citations (17)

2008

  1. A Comparison of the Real-Time Performance of Business Cycle Dating Methods
    Journal of Business & Economic Statistics, 2008, 26, 42-49 Downloads View citations (90)
    See also Working Paper (2005)
  2. A state-level analysis of the Great Moderation
    Regional Science and Urban Economics, 2008, 38, (6), 578-589 Downloads View citations (22)
    See also Working Paper (2007)
  3. Bayesian counterfactual analysis of the sources of the great moderation
    Journal of Applied Econometrics, 2008, 23, (2), 173-191 Downloads View citations (11)
  4. Estimation of Markov regime-switching regression models with endogenous switching
    Journal of Econometrics, 2008, 143, (2), 263-273 Downloads View citations (57)
    See also Working Paper (2004)
  5. Inflation: Do Expectations Trump the Gap?
    International Journal of Central Banking, 2008, 4, (4), 85-116 Downloads View citations (2)
    See also Working Paper (2006)
  6. The economic performance of cities: A Markov-switching approach
    Journal of Urban Economics, 2008, 64, (3), 538-550 Downloads View citations (21)
    See also Working Paper (2007)
  7. Trend/cycle decomposition of regime-switching processes
    Journal of Econometrics, 2008, 146, (2), 220-226 Downloads View citations (9)

2007

  1. The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles
    Journal of Money, Credit and Banking, 2007, 39, (1), 187-204 Downloads View citations (3)
    See also Working Paper (2005)

2006

  1. Is all that talk just noise?
    Monetary Trends, 2006, (Aug) Downloads

2005

  1. Are inflation expectations rising from the ashes?
    Monetary Trends, 2005, (Nov) Downloads
  2. Business Cycle Phases in U.S. States
    The Review of Economics and Statistics, 2005, 87, (4), 604-616 Downloads View citations (74)
    See also Working Paper (2004)
  3. International perspectives on the "Great Moderation"
    International Economic Trends, 2005, (Aug) Downloads
  4. Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model
    Journal of Money, Credit and Banking, 2005, 37, (5), 865-86 View citations (58)
    See also Working Paper (2003)
  5. Is the business cycle still an inventory cycle?
    National Economic Trends, 2005, (Jan) Downloads
  6. Nonlinearity and the permanent effects of recessions
    Journal of Applied Econometrics, 2005, 20, (2), 291-309 Downloads View citations (51)
    See also Working Paper (2003)
  7. The 2001 recession and the states of the Eighth Federal Reserve District
    Regional Economic Development, 2005, (Nov), 3-16 Downloads
    See also Working Paper (2005)

2004

  1. Does inflation targeting make a difference?
    Monetary Trends, 2004, (Apr) Downloads
  2. The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations
    Journal of Business & Economic Statistics, 2004, 22, (1), 80-93 View citations (60)
    See also Working Paper (2003)
  3. The macroeconomic effects of inflation targeting
    Review, 2004, (Jul), 51-80 Downloads View citations (147)

2003

  1. A national recession
    National Economic Trends, 2003, (Apr) Downloads
  2. Consumer confidence surveys: do they boost forecasters' confidence?
    The Regional Economist, 2003, (Apr), 10-11 Downloads
  3. Identifying business cycle turning points in real time
    Review, 2003, (Mar), 47-61 Downloads View citations (48)
    See also Working Paper (2002)
  4. Pushing on a string
    Monetary Trends, 2003, (Mar) Downloads View citations (1)
  5. The Use and Abuse of Real-Time Data in Economic Forecasting
    The Review of Economics and Statistics, 2003, 85, (3), 618-628 Downloads View citations (109)
    See also Working Paper (2002)

2002

  1. Common stochastic trends, common cycles, and asymmetry in economic fluctuations
    Journal of Monetary Economics, 2002, 49, (6), 1189-1211 Downloads View citations (28)
    See also Working Paper (2001)
  2. Getting “real” about monetary policy
    Monetary Trends, 2002, (Jan) Downloads
  3. Was the recent economic downturn a recession?
    National Economic Trends, 2002, (Aug) Downloads

2001

  1. Markov Regime Switching and Unit-Root Tests
    Journal of Business & Economic Statistics, 2001, 19, (4), 404-15 View citations (37)
    See also Working Paper (2001)
 
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