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Jeremy Piger

Personal Details

First Name:Jeremy
Middle Name:M.
Last Name:Piger
Suffix:
RePEc Short-ID:ppi14
[This author has chosen not to make the email address public]
https://pages.uoregon.edu/jpiger/
Department of Economics 1285 University of Oregon Eugene, OR 97403
541-346-6075

Affiliation

Department of Economics
University of Oregon

Eugene, Oregon (United States)
http://economics.uoregon.edu/
RePEc:edi:deuorus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Editorship

Working papers

  1. Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019. "Contagious Switching," Working Papers 2019-014, Federal Reserve Bank of St. Louis, revised 28 Feb 2021.
  2. Andrea Giusto & Jeremy Piger, 2013. "Nowcasting U.S. Business Cycle Turning Points with Vector Quantization," Working Papers daleconwp2013-02, Dalhousie University, Department of Economics.
  3. Bruce A. Blonigen & Jeremy Piger & Nicholas Sly, 2012. "Comovement in GDP Trends and Cycles Among Trading Partners," NBER Working Papers 18032, National Bureau of Economic Research, Inc.
  4. James Morley & Jeremy Piger & Pao-Lin Tien, 2012. "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers 2012-23, School of Economics, The University of New South Wales.
  5. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
  6. Bruce A. Blonigen & Jeremy Piger, 2011. "Determinants of Foreign Direct Investment," NBER Working Papers 16704, National Bureau of Economic Research, Inc.
  7. James Morley & Jeremy M. Piger & Robert H. Rasche, 2011. "Inflation in the G7: mind the gap(s)?," Working Papers 2011-011, Federal Reserve Bank of St. Louis.
  8. Marcelle, Chauvet & Jeremy, Piger, 2010. "Employment and the business cycle," MPRA Paper 34103, University Library of Munich, Germany.
  9. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2010. "Discordant city employment cycles," Working Papers 2010-019, Federal Reserve Bank of St. Louis.
  10. 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.
  11. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007. "A state-level analysis of the Great Moderation," Working Papers 2007-003, Federal Reserve Bank of St. Louis.
  12. Michelle T. Armesto & Ruben Hernandez-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.
  13. 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.
  14. 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.
  15. Jeremy M. Piger & Robert H. Rasche, 2006. "Inflation: do expectations trump the gap?," Working Papers 2006-013, Federal Reserve Bank of St. Louis.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Chang-Jin Kim & Jeremy M. 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.
  21. 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.
  22. Levin, Andrew T. & Piger, Jeremy M. & Natalucci, Fabio M., 2004. "Explicit inflation objectives and macroeconomic outcomes," Working Paper Series 383, European Central Bank.
  23. Levin, Andrew T. & Piger, Jeremy M., 2004. "Is inflation persistence intrinsic in industrial economies?," Working Paper Series 334, European Central Bank.
  24. 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.
  25. Jeremy Piger & James Morley, 2004. "A Steady State Approach to Trend / Cycle Decomposition," Computing in Economics and Finance 2004 22, Society for Computational Economics.
  26. 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.
  27. Ming Chien Lo & Jeremy M. 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.
  28. Chang-Jin Kim & James Morley & Jeremy M. Piger, 2003. "Nonlinearity and the permanent effects of recessions," Working Papers 2002-014, Federal Reserve Bank of St. Louis.
  29. Marcelle Chauvet & Jeremy M. Piger, 2002. "Identifying business cycle turning points in real time," FRB Atlanta Working Paper 2002-27, Federal Reserve Bank of Atlanta.
  30. 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.
  31. Chang-Jin Kim & Charles R. Nelson & Jeremy M. 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.).
  32. Chang-Jin Kim & Jeremy M. 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.).
  33. 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.
  34. Charles R. Nelson & Jeremy M. 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.).
  35. Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
  36. 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.

Articles

  1. Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022. "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 415-432, March.
  2. Adam Check & Jeremy Piger, 2021. "Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 1999-2036, December.
  3. Hwu, Shih-Tang & Kim, Chang-Jin & Piger, Jeremy, 2021. "An N-State Endogenous Markov-Switching Model With Applications In Macroeconomics And Finance," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 1937-1965, December.
  4. Giusto, Andrea & Piger, Jeremy, 2017. "Identifying business cycle turning points in real time with vector quantization," International Journal of Forecasting, Elsevier, vol. 33(1), pages 174-184.
  5. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015. "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 847-866, August.
  6. Morley, James & Piger, Jeremy & Rasche, Robert, 2015. "Inflation In The G7: Mind The Gap(S)?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 883-912, June.
  7. Kim, Chang-Jin & Morley, James & Piger, Jeremy, 2015. "Introduction To “Special Issue On The Empirical Analysis Of Business Cycles, Financial Markets, And Inflation: Essays In Honor Of Charles Nelson”," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 723-727, June.
  8. Bruce A. Blonigen & Jeremy Piger, 2014. "Determinants of foreign direct investment," Canadian Journal of Economics, Canadian Economics Association, vol. 47(3), pages 775-812, August.
  9. Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas, 2014. "Comovement in GDP trends and cycles among trading partners," Journal of International Economics, Elsevier, vol. 94(2), pages 239-247.
  10. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2013. "Discordant city employment cycles," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 367-384.
  11. Morley James & Piger Jeremy & Tien Pao-Lin, 2013. "Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 483-498, December.
  12. Angela K. Davis & Jeremy M. Piger & Lisa M. Sedor, 2012. "Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language," Contemporary Accounting Research, John Wiley & Sons, vol. 29(3), pages 845-868, September.
  13. James Morley & Jeremy Piger, 2012. "The Asymmetric Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 208-221, February.
  14. Michelle T. Armesto & Rub…N Hern¡Ndez-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, February.
  15. 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.
  16. 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.
  17. Jeremy M. Piger & Robert H. Rasche, 2008. "Inflation: Do Expectations Trump the Gap?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 85-116, December.
  18. 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.
  19. Morley, James & Piger, Jeremy, 2008. "Trend/cycle decomposition of regime-switching processes," Journal of Econometrics, Elsevier, vol. 146(2), pages 220-226, October.
  20. 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.
  21. 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.
  22. 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, February.
  23. Jeremy M. Piger, 2006. "Is all that talk just noise?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
  24. Michelle T. Armesto & Jeremy M. Piger, 2005. "International perspectives on the \"Great Moderation\"," International Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  25. 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, November.
  26. Jeremy M. Piger, 2005. "Are inflation expectations rising from the ashes?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov.
  27. Jeremy M. Piger, 2005. "Is the business cycle still an inventory cycle?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jan.
  28. 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.
  29. 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 865-886, October.
  30. 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.
  31. 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.
  32. Andrew T. Levin & Fabio M. Natalucci & Jeremy M. Piger, 2004. "The macroeconomic effects of inflation targeting," Review, Federal Reserve Bank of St. Louis, vol. 86(Jul), pages 51-80.
  33. Jeremy M. Piger, 2004. "Does inflation targeting make a difference?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr.
  34. Jeremy M. Piger, 2003. "Pushing on a string," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar.
  35. Jeremy M. Piger, 2003. "A national recession," National Economic Trends, Federal Reserve Bank of St. Louis, issue Apr.
  36. Jeremy M. Piger, 2003. "Consumer confidence surveys: do they boost forecasters' confidence?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  37. 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, August.
  38. Marcelle Chauvet & Jeremy M. Piger, 2003. "Identifying business cycle turning points in real time," Review, Federal Reserve Bank of St. Louis, vol. 85(Mar), pages 47-61.
  39. 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.
  40. Jeremy M. Piger, 2002. "Getting real about monetary policy," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jan.
  41. Jeremy M. Piger, 2002. "Was the recent economic downturn a recession?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  42. 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 404-415, October.

    RePEc:bla:manchs:v:81:y:2013:i:s2:p:16-42 is not listed on IDEAS

Chapters

  1. Bruce A. Blonigen & Jeremy Piger, 2019. "Determinants of Foreign Direct Investment," World Scientific Book Chapters, in: Foreign Direct Investment, chapter 1, pages 3-54, World Scientific Publishing Co. Pte. Ltd..
  2. James Morley & Jeremy Piger, 2006. "The Importance of Nonlinearity in Reproducing Business Cycle Features," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 75-95, Emerald Group Publishing Limited.

Editorship

  1. Studies in Nonlinear Dynamics & Econometrics, De Gruyter.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
  17. Number of Registered Citing Authors
  18. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  19. Euclidian citation score
  20. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (17) 2000-10-31 2000-10-31 2001-04-11 2001-08-15 2001-09-10 2002-02-15 2002-04-15 2002-04-15 2002-04-15 2002-04-15 2002-10-18 2003-01-27 2003-09-24 2004-05-16 2005-06-14 2012-05-02 2019-05-27. Author is listed
  2. NEP-MAC: Macroeconomics (15) 2005-05-23 2005-06-14 2005-09-29 2006-04-01 2006-07-15 2007-06-23 2009-06-10 2010-07-24 2011-05-14 2011-05-30 2011-10-22 2011-11-14 2012-05-02 2012-05-15 2019-05-27. Author is listed
  3. NEP-BEC: Business Economics (7) 2007-06-23 2009-06-10 2010-07-24 2011-10-22 2012-05-02 2012-05-15 2012-06-13. Author is listed
  4. NEP-ECM: Econometrics (7) 2000-10-31 2002-02-22 2002-02-22 2003-02-10 2003-09-24 2004-05-16 2009-06-10. Author is listed
  5. NEP-CBA: Central Banking (6) 2002-02-15 2006-04-01 2006-07-15 2009-06-10 2011-05-30 2011-10-22. Author is listed
  6. NEP-FOR: Forecasting (4) 2006-04-01 2007-03-31 2012-05-15 2012-06-13
  7. NEP-MON: Monetary Economics (4) 2002-02-15 2002-12-09 2006-04-01 2011-05-30
  8. NEP-PKE: Post Keynesian Economics (4) 2002-02-15 2002-02-15 2002-02-15 2002-02-15
  9. NEP-URE: Urban and Real Estate Economics (4) 2006-11-25 2010-07-24 2011-05-14 2011-11-14
  10. NEP-GEO: Economic Geography (3) 2006-11-25 2010-07-24 2011-05-14
  11. NEP-INT: International Trade (2) 2011-01-30 2012-05-15
  12. NEP-LAB: Labour Economics (2) 2011-05-14 2011-10-22
  13. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  14. NEP-CMP: Computational Economics (1) 2005-05-23
  15. NEP-DGE: Dynamic General Equilibrium (1) 2001-08-15
  16. NEP-EEC: European Economics (1) 2011-05-30
  17. NEP-EVO: Evolutionary Economics (1) 2003-09-24
  18. NEP-IFN: International Finance (1) 2011-01-30
  19. NEP-ORE: Operations Research (1) 2012-05-02

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