Details about Jeremy Piger

Access statistics for papers by Jeremy Piger.

Last updated 2009-09-11. Update your information in the RePEc Author Service.

Short-id: ppi14

Working Papers

2009

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

2007

2. A state-level analysis of the Great Moderation
   Working Papers, Federal Reserve Bank of St. Louis View citations
   Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations
   See also Journal Article in Regional Science and Urban Economics (2008)
3. Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach
   Working Papers, Federal Reserve Bank of St. Louis
4. The economic performance of cities: a Markov-switching approach
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in Journal of Urban Economics (2008)

2006

5. 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) View citations
6. Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases
   Working Papers, Federal Reserve Bank of St. Louis View citations
7. Inflation: do expectations trump the gap?
   Working Papers, Federal Reserve Bank of St. Louis View citations

2005

8. A comparison of the real-time performance of business cycle dating methods
   Working Papers, Federal Reserve Bank of St. Louis View citations
   See also Journal Article in Journal of Business & Economic Statistics (2008)
9. A steady-state approach to trend/cycle decomposition of regime-switching processes
   Working Papers, Federal Reserve Bank of St. Louis
10. The 2001 recession and the states of the Eighth Federal Reserve District
    Working Papers, Federal Reserve Bank of St. Louis
    See also Journal Article in Regional Economic Development (2005)
11. The dynamic relationship between permanent and transitory components of U.S. business cycles
    Working Papers, Federal Reserve Bank of St. Louis View citations
    Also in Working Papers, University of Washington, Department of Economics (2003) View citations
    See also Journal Article in Journal of Money, Credit and Banking (2007)
12. The importance of nonlinearity in reproducing business cycle features
    Working Papers, Federal Reserve Bank of St. Louis View citations

2004

13. A Steady State Approach to Trend / Cycle Decomposition
    Computing in Economics and Finance 2004, Society for Computational Economics
14. Business cycle phases in U.S. states
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in The Review of Economics and Statistics (2005)
15. Estimation of Markov regime-switching regression models with endogenous switching
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in Journal of Econometrics (2008)
16. Explicit inflation objectives and macroeconomic outcomes
    Working Paper Series, European Central Bank View citations
17. Is inflation persistence intrinsic in industrial economies?
    Working Paper Series, European Central Bank View citations
    Also in Working Papers, Federal Reserve Bank of St. Louis (2003) View citations
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations

2003

18. Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in Journal of Money, Credit and Banking (2005)
19. Nonlinearity and the permanent effects of recessions
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in Journal of Applied Econometrics (2005)
20. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations
    Working Papers, Federal Reserve Bank of St. Louis View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations
    See also Journal Article in Journal of Business & Economic Statistics (2004)

2002

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

2001

24. Common stochastic trends, common cycles, and asymmetry in economic fluctuations
    Working Papers, Federal Reserve Bank of St. Louis
    Also in Working Papers, University of Washington, Department of Economics (2000) View citations
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (2000)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000)
    See also Journal Article in Journal of Monetary Economics (2002)
25. Markov regime switching and unit root tests
    Working Papers, Federal Reserve Bank of St. Louis View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000) View citations
    See also Journal Article in Journal of Business & Economic Statistics (2001)
26. 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.) View citations

1999

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

Journal Articles

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

2008

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

2007

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

2006

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

2005

10. Are inflation expectations rising from the ashes?
    Monetary Trends, 2005, (Nov)
11. Business Cycle Phases in U.S. States
    The Review of Economics and Statistics, 2005, 87, (4), 604-616 View citations
    See also Working Paper (2004)
12. International perspectives on the "Great Moderation"
    International Economic Trends, 2005, (Aug)
13. 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
    See also Working Paper (2003)
14. Is the business cycle still an inventory cycle?
    National Economic Trends, 2005, (Jan)
15. Nonlinearity and the permanent effects of recessions
    Journal of Applied Econometrics, 2005, 20, (2), 291-309 View citations
    See also Working Paper (2003)
16. The 2001 recession and the states of the Eighth Federal Reserve District
    Regional Economic Development, 2005, (Nov), 3-16
    See also Working Paper (2005)

2004

17. Does inflation targeting make a difference?
    Monetary Trends, 2004, (Apr)
18. 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
    See also Working Paper (2003)
19. The macroeconomic effects of inflation targeting
    Review, 2004, (Jul), 51-80 View citations

2003

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

2002

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

2001

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