This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Jeremy M. Piger

Personal Details | Affiliation | Works
This is information that was supplied by Jeremy Piger in registering through RePEc. If you are Jeremy M. Piger , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jeremy
Middle Name: M.
Last Name: Piger
Suffix:

RePEc Short-ID: ppi14

Email:
Homepage: http://www.uoregon.edu/~jpiger
Postal Address: Department of Economics 1285 University of Oregon Eugene, OR 97403
Phone: 541-346-6075

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. Number of Registered Citing Authors
  4. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  5. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. James Morley & Jeremy Piger & Pao-Lin Tien, 2009. "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers 2009-003, Wesleyan University, Department of Economics. [Downloadable!]

  2. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers 2006-056, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  3. Michelle T. Armesto & Rubén Hernández-Murillo & Michael T. Owyang & Jeremy M. Piger, 2007. "Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach," Working Papers 2007-010, Federal Reserve Bank of St. Louis. [Downloadable!]

  4. Angela K. Davis & Jeremy M. Piger & Lisa M. Sedor, 2006. "Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases," Working Papers 2006-005, Federal Reserve Bank of St. Louis. [Downloadable!]

  5. Jeremy M. Piger & Robert H. Rasche, 2006. "Inflation: do expectations trump the gap?," Working Papers 2006-013, Federal Reserve Bank of St. Louis. [Downloadable!]

  6. Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis, 2006. "A State-Level Analysis of the Great Moderation," Computing in Economics and Finance 2006 131, Society for Computational Economics. [Downloadable!]
    Other versions:
    Published as:

  7. Chang-Jin Kim & James Morley & Jeremy M. Piger, 2006. "A Bayesian approach to counterfactual analysis of structural change," Working Papers 2004-014, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:

  8. James Morley & Jeremy M. Piger, 2005. "A steady-state approach to trend/cycle decomposition of regime-switching processes," Working Papers 2004-006, Federal Reserve Bank of St. Louis. [Downloadable!]

  9. Marcelle Chauvet & Jeremy M. Piger, 2005. "A comparison of the real-time performance of business cycle dating methods," Working Papers 2005-021, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  10. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers 2001-017, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
    Published as:

  11. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005. "The 2001 recession and the states of the Eighth Federal Reserve District," Working Papers 2005-053, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  12. James Morley & Jeremy M. Piger, 2005. "The importance of nonlinearity in reproducing business cycle features," Working Papers 2004-032, Federal Reserve Bank of St. Louis. [Downloadable!]

  13. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2004. "Estimation of Markov regime-switching regression models with endogenous switching," Working Papers 2003-015, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  14. Jeremy Piger & James Morley, 2004. "A Steady State Approach to Trend / Cycle Decomposition," Computing in Economics and Finance 2004 22, Society for Computational Economics.

  15. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2004. "Business cycle phases in U.S. states," Working Papers 2003-011, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  16. Andrew T. Levin & Fabio M. Natalucci & Jeremy M. Piger, 2004. "Explicit inflation objectives and macroeconomic outcomes," Working Paper Series 383, European Central Bank. [Downloadable!]

  17. Andrew Levin & Jeremy Piger, 2003. "Is Inflation Persistence Intrinsic in Industrial Economies?," Computing in Economics and Finance 2003 298, Society for Computational Economics.
    Other versions:

  18. Chang-Jin Kim & James Morley & Jeremy Piger, 2003. "Nonlinearity and the permanent effects of recessions," Working Papers 2002-014, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  19. Ming Chien Lo & Jeremy Piger, 2003. "Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model," Working Papers 2001-022, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  20. Marcelle Chauvet & Jeremy Piger, 2002. "Identifying business cycle turning points in real time," Working Paper 2002-27, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  21. Andrew T. Levin & Jeremy M. Piger, 2002. "Is Inflation Persistence Inherent in Industrial Economies?," Computing in Economics and Finance 2002 344, Society for Computational Economics.

  22. Chang-Jin Kim & Charles Nelson & Jeremy Piger, 2001. "The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations," International Finance Discussion Papers 707, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  23. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  24. Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Econometric Society World Congress 2000 Contributed Papers 1465, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  25. Charles R. Nelson & Jeremy Piger & Eric Zivot, 2000. "Markov regime-switching and unit root tests," International Finance Discussion Papers 683, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  26. Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2000. "The use and abuse of "real-time" data in economic forecasting," Working Papers 00-04, Federal Reserve Bank of Dallas. [Downloadable!]
    Other versions:
    Published as:

  27. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Discussion Papers in Economics at the University of Washington 0040, Department of Economics at the University of Washington. [Downloadable!]
    Other versions:

Articles

  1. Michelle T. Armesto & Rubén Hernández-Murillo & Michael T. Owyang & Jeremy Piger, 2009. "Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 35-55, 02. [Downloadable!] (restricted)

  2. Kim, Chang-Jin & Piger, Jeremy & Startz, Richard, 2008. "Estimation of Markov regime-switching regression models with endogenous switching," Journal of Econometrics, Elsevier, vol. 143(2), pages 263-273, April. [Downloadable!] (restricted)
    Other versions:

  3. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008. "A state-level analysis of the Great Moderation," Regional Science and Urban Economics, Elsevier, vol. 38(6), pages 578-589, November. [Downloadable!] (restricted)
    Other versions:

  4. Chang-Jin Kim & James Morley & Jeremy Piger, 2008. "Bayesian counterfactual analysis of the sources of the great moderation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 173-191. [Downloadable!]

  5. Morley, James & Piger, Jeremy, 2008. "Trend/cycle decomposition of regime-switching processes," Journal of Econometrics, Elsevier, vol. 146(2), pages 220-226, October. [Downloadable!] (restricted)

  6. Chauvet, Marcelle & Piger, Jeremy, 2008. "A Comparison of the Real-Time Performance of Business Cycle Dating Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 42-49, January. [Downloadable!] (restricted)
    Other versions:

  7. Owyang, Michael T. & Piger, Jeremy M. & Wall, Howard J. & Wheeler, Christopher H., 2008. "The economic performance of cities: A Markov-switching approach," Journal of Urban Economics, Elsevier, vol. 64(3), pages 538-550, November. [Downloadable!] (restricted)
    Other versions:

  8. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2007. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, 02. [Downloadable!] (restricted)
    Other versions:

  9. Jeremy M. Piger, 2006. "Is all that talk just noise?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug. [Downloadable!]

  10. Jeremy Piger & James Morley & Chang-Jin Kim, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309. [Downloadable!]
    Other versions:

  11. Michelle T. Armesto & Jeremy M. Piger, 2005. "International perspectives on the "Great Moderation"," International Economic Trends, Federal Reserve Bank of St. Louis, issue Aug. [Downloadable!]

  12. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2005. "Business Cycle Phases in U.S. States," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 604-616, 01. [Downloadable!] (restricted)
    Other versions:

  13. Lo, Ming Chien & Piger, Jeremy, 2005. "Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 865-86, October.
    Other versions:

  14. Jeremy M. Piger, 2005. "Are inflation expectations rising from the ashes?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov. [Downloadable!]

  15. Jeremy M. Piger, 2005. "Is the business cycle still an inventory cycle?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jan. [Downloadable!]

  16. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005. "The 2001 recession and the states of the Eighth Federal Reserve District," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 3-16. [Downloadable!]
    Other versions:

  17. Jeremy Piger, 2004. "Does inflation targeting make a difference?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr. [Downloadable!]

  18. Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy, 2004. "The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations," Journal of Business & Economic Statistics, American Statistical Association, vol. 22(1), pages 80-93, January.
    Other versions:

  19. Andrew T. Levin & Fabio M. Natalucci & Jeremy M. Piger, 2004. "The macroeconomic effects of inflation targeting," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 51-80. [Downloadable!]

  20. Jeremy Piger, 2003. "Consumer confidence surveys: do they boost forecasters' confidence?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11. [Downloadable!]

  21. Jeremy Piger, 2003. "Pushing on a string," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar. [Downloadable!]

  22. Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003. "The Use and Abuse of Real-Time Data in Economic Forecasting," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 618-628, 07. [Downloadable!] (restricted)
    Other versions:

  23. Jeremy Piger, 2003. "A national recession," National Economic Trends, Federal Reserve Bank of St. Louis, issue Apr. [Downloadable!]

  24. Marcelle Chauvet & Jeremy M. Piger, 2003. "Identifying business cycle turning points in real time," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 47-61. [Downloadable!]
    Other versions:

  25. Kim, Chang-Jin & Piger, Jeremy, 2002. "Common stochastic trends, common cycles, and asymmetry in economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1189-1211, September. [Downloadable!] (restricted)
    Other versions:

  26. Jeremy M. Piger, 2002. "Getting “real” about monetary policy," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jan. [Downloadable!]

  27. Jeremy Piger, 2002. "Was the recent economic downturn a recession?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug. [Downloadable!]

  28. Nelson, Charles R & Piger, Jeremy & Zivot, Eric, 2001. "Markov Regime Switching and Unit-Root Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 404-15, October.
    Other versions:

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2007-06-23 2009-06-10
  2. NEP-CBA: Central Banking (4) 2005-10-04 2006-04-01 2006-07-15 2009-06-10
  3. NEP-CMP: Computational Economics (1) 2005-05-23
  4. NEP-DGE: Dynamic General Equilibrium (1) 2001-08-15
  5. NEP-ECM: Econometrics (5) 2000-10-31 2003-02-10 2003-09-24 2004-05-16 2009-06-10 Author is listed
  6. NEP-ETS: Econometric Time Series (10) 2000-10-31 2000-10-31 2001-04-11 2001-08-15 2001-09-10 2002-10-18 2003-01-27 2003-09-24 2004-05-16 2005-06-14 Author is listed
  7. NEP-EVO: Evolutionary Economics (1) 2003-09-24
  8. NEP-FOR: Forecasting (3) 2005-10-04 2006-04-01 2007-03-31
  9. NEP-GEO: Economic Geography (1) 2006-11-25
  10. NEP-MAC: Macroeconomics (9) 2005-05-23 2005-06-14 2005-09-29 2005-10-04 2005-10-04 2006-04-01 2006-07-15 2007-06-23 2009-06-10 Author is listed
  11. NEP-MON: Monetary Economics (4) 2002-12-09 2005-10-04 2005-10-04 2006-04-01
  12. NEP-URE: Urban & Real Estate Economics (1) 2006-11-25
Did you know? RePEc encourages publishers to make their bibliographic data freely available to the public.

This page was last updated on 2009-11-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.