Jeremy Piger

University of Oregon - Department of Economics

Professor

Eugene, OR 97403

United States

  • University of Oregon - Department of Economics

SCHOLARLY PAPERS

32

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in Total Papers Downloads

6,858

SSRN CITATIONS
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SSRN RANKINGS

Top 3,499

in Total Papers Citations

372

CROSSREF CITATIONS

101

Scholarly Papers (32)

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1.

Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language

AAA 2008 Financial Accounting and Reporting Section (FARS) Paper
Number of pages: 31 Posted: 16 Jan 2006 Last Revised: 20 Jun 2011
Angela K. Davis, Jeremy Piger and Lisa M. Sedor
University of Oregon, University of Oregon - Department of Economics and DePaul University
Downloads 2,112 (12,904)
Citation 53

Abstract:

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disclosure, earnings press release, language, tone

2.

Identifying Business Cycle Turning Points in Real Time

FRB of Atlanta Working Paper No. 2002-27
Number of pages: 35 Posted: 19 Feb 2003
Marcelle Chauvet and Jeremy Piger
University of California Riverside and University of Oregon - Department of Economics
Downloads 653 (70,362)
Citation 9

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Business cycles, real time forecasting, Markov switching, turning points

3.

Is Inflation Persistence Intrinsic in Industrial Economies?

Number of pages: 61 Posted: 29 Jul 2004
Andrew T. Levin and Jeremy Piger
affiliation not provided to SSRN and University of Oregon - Department of Economics
Downloads 486 (101,545)
Citation 1

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Inflation dynamics, Bayesian econometrics, largest autoregressive root

4.

Explicit Inflation Objectives and Macroeconomic Outcomes

Number of pages: 64 Posted: 09 Dec 2004
Andrew T. Levin, Fabio M. Natalucci and Jeremy Piger
affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and University of Oregon - Department of Economics
Downloads 312 (167,317)

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Inflation expectations, Consensus Forecasts, inflation persistence

5.

Markov Regime-Switching and Unit Root Tests

Number of pages: 33 Posted: 12 Dec 2000
Charles R. Nelson, Jeremy Piger and Eric Zivot
Dept of Economics, University of Oregon - Department of Economics and University of Washington - Department of Economics
Downloads 296 (176,736)
Citation 4

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stochastic trends, deterministic trends, structural change, heteroskedasticity, unit root tests, and markov switching

6.

Bayesian Model Selection for Structural Break Models

Number of pages: 46 Posted: 15 May 2008
Andrew T. Levin and Jeremy Piger
affiliation not provided to SSRN and University of Oregon - Department of Economics
Downloads 209 (248,779)
Citation 8

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Posterior Model Probability, Markov Chain Monte Carlo, Inflation Persistence

7.

A Comparison of the Real-Time Performance of Business Cycle Dating Methods

FRB St. Louis Working Paper No. 2005-021A
Number of pages: 32 Posted: 28 Jul 2005
Marcelle Chauvet and Jeremy Piger
University of California Riverside and University of Oregon - Department of Economics
Downloads 198 (261,277)
Citation 52

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Turning Point, Markov-Switching, Dynamic-Factor Model, Vintage Data

8.

Business Cycle Phases in U.S. States

FRB of St. Louis Working Paper No. 2003-011
Number of pages: 35 Posted: 17 Jun 2003
Howard J. Wall, Michael Owyang and Jeremy Piger
Lindenwood University - Center for Applied Economics, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 187 (274,969)
Citation 25

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9.

A Bayesian Approach to Counterfactual Analysis of Structural Change

FRB St. Louis Working Paper No. 2004-014C
Number of pages: 38 Posted: 28 Jul 2005
Chang-Jin Kim, James Morley and Jeremy Piger
Dept. of Economics, University of Washington, University of Sydney - School of Economics and University of Oregon - Department of Economics
Downloads 179 (287,070)

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bayesian, counterfactual, structural change, volatility reduction

10.

Permanent and Transitory Components of Business Cycles: Their Relative Importance and Dynamic Relationship

Number of pages: 45 Posted: 22 Jun 2001
Chang-Jin Kim, Jeremy Piger and Richard Startz
Dept. of Economics, University of Washington, University of Oregon - Department of Economics and UCSB
Downloads 178 (287,070)
Citation 7

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asymmetry, economic fluctuations, Markov-switching

11.

The Use and Abuse of 'Real-Time' Data in Economic Forecasting

Number of pages: 33 Posted: 08 Nov 2000
Evan F. Koenig, Sheila Dolmas and Jeremy Piger
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Oregon - Department of Economics
Downloads 165 (306,378)
Citation 20

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12.

Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations

Number of pages: 39 Posted: 07 Dec 2000
Chang-Jin Kim and Jeremy Piger
Dept. of Economics, University of Washington and University of Oregon - Department of Economics
Downloads 155 (323,058)
Citation 8

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asymmetry, business cycles, common shocks, Markov-switching, productivity slowdown

13.

Inflation in the G7: Mind the Gap(s)?

Federal Reserve Bank of St. Louis Bank Working Paper No. 2011-011A
Number of pages: 42 Posted: 23 Apr 2011
James Morley, Jeremy Piger and Robert Rasche
University of Sydney - School of Economics, University of Oregon - Department of Economics and Michigan State University
Downloads 144 (342,995)
Citation 2

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inflation gap, inflation persistence, natural rate, Phillips Curve, trend inflation

14.

Determinants of Foreign Direct Investment

NBER Working Paper No. w16704
Number of pages: 49 Posted: 19 Jan 2011 Last Revised: 22 Feb 2023
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Downloads 141 (348,814)
Citation 26

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15.

Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?

UNSW Australian School of Business Research Paper No. 2012ECON23
Number of pages: 37 Posted: 27 Mar 2012
James Morley, Jeremy Piger and Pao-Lin Tien
University of Sydney - School of Economics, University of Oregon - Department of Economics and affiliation not provided to SSRN
Downloads 131 (369,096)
Citation 22

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Business cycle features, nonlinear dynamics, multivariate models

16.

Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model

FRB of St. Louis Working Paper No. 2001-022A
Number of pages: 33 Posted: 13 Mar 2002
Jeremy Piger and Ming Chien Lo
University of Oregon - Department of Economics and Saint Cloud State University - Department of Economics
Downloads 128 (375,614)
Citation 18

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Asymmetry, Business Cycles, Regime Switching, Monetary Policy

17.

The Less Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth and Potential Explanations

Number of pages: 48 Posted: 27 Aug 2001
Chang-Jin Kim, Charles R. Nelson and Jeremy Piger
Dept. of Economics, University of Washington, Dept of Economics and University of Oregon - Department of Economics
Downloads 128 (375,614)
Citation 20

Abstract:

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volatility reduction, stabilization, structural break, Bayesian

18.

Turning Points and Classification

Number of pages: 40 Posted: 22 Apr 2019
Jeremy Piger
University of Oregon - Department of Economics
Downloads 110 (419,962)
Citation 1

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machine learning, nowcasting, business cycles, recession

19.

Inflation: Do Expectations Trump the Gap?

FRB of St. Louis Working Paper No. 2006-013B
Number of pages: 49 Posted: 16 Apr 2006
Jeremy Piger and Robert Rasche
University of Oregon - Department of Economics and Michigan State University
Downloads 107 (428,398)
Citation 3

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Inflation persistence, Inflation forecast, Phillips Curve

20.

A Steady-State Approach to Trend/Cycle Decomposition of Regime-Switching Processes

FRB St. Louis Working Paper No. 2004-006D
Number of pages: 50 Posted: 28 Jul 2005
James Morley and Jeremy Piger
University of Sydney - School of Economics and University of Oregon - Department of Economics
Downloads 104 (437,148)
Citation 4

Abstract:

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steady state, trend/cycle decomposition, nonlinear, regime switching

21.

Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach

Number of pages: 62 Posted: 08 Dec 2018
Adam Check and Jeremy Piger
University of St. Thomas and University of Oregon - Department of Economics
Downloads 101 (446,311)
Citation 2

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posterior model probability, model selection, model uncertainty, changepoint, inflation persistence, Great Moderation

22.

The Importance of Nonlinearity in Reproducing Business Cycle Features

FRB St. Louis Working Paper No. 2004-032B
Number of pages: 27 Posted: 28 Jul 2005
James Morley and Jeremy Piger
University of Sydney - School of Economics and University of Oregon - Department of Economics
Downloads 98 (455,344)

Abstract:

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business cycle, nonlinear, regime switching

23.

Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach

Number of pages: 30 Posted: 12 May 2008
Michelle T. Armesto, Ruben Hernandez-Murillo, Michael Owyang and Jeremy Piger
Federal Reserve Bank of St. Louis - Research Division, KeyBank, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 97 (458,383)
Citation 7

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data sampling frequency, textual analysis, DICTION, Beige Book

24.

Forecasting National Recessions Using State Level Data

Federal Reserve Bank of St. Louis Working Paper No. 2012-013B
Number of pages: 33 Posted: 13 Jun 2012 Last Revised: 16 Nov 2013
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Applied Economics
Downloads 65 (579,327)
Citation 5

Abstract:

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turning points, probit, covariate selection

25.

A State-Level Analysis of the Great Moderation

Federal Reserve Bank of St. Louis Working Paper No. 2007-003D
Number of pages: 32 Posted: 06 Feb 2007
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Applied Economics
Downloads 63 (588,426)

Abstract:

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volatility reduction, state business cycles

26.

Contagious Switching

Downloads 32 (602,836)

Contagious Switching

FRB St. Louis Working Paper No. 2019-14
Number of pages: 36 Posted: 15 May 2019
Michael Owyang, Jeremy Piger and Daniel Soques
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and University of North Carolina (UNC) at Wilmington
Downloads 32 (798,431)

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time varying transition probabilities, NAFTA, business cycle synchronization

27.

The Economic Performance of Cities: A Markov-Switching Approach

FRB of St. Louis Working Paper No. 2006-056A
Number of pages: 41 Posted: 25 Oct 2006
Michael Owyang, Jeremy Piger, Howard J. Wall and Christopher H. Wheeler
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics, Lindenwood University - Center for Applied Economics and Federal Reserve Bank of St. Louis - Research Division
Downloads 60 (602,836)
Citation 9

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Growth in cities, business cycle phases

28.

Identifying Asymmetry in the Language of the Beige Book: A Mixed Data Sampling Approach

FRB of St. Louis Working Paper No. 2007-010A
Number of pages: 31 Posted: 09 Mar 2007
Michelle T. Armesto, Ruben Hernandez-Murillo, Michael Owyang and Jeremy Piger
Federal Reserve Bank of St. Louis - Research Division, KeyBank, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 58 (613,026)

Abstract:

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data sampling frequency, textual analysis, diction, Beige Book

29.

Differences from Differencing: Should Local Projections with Observed Shocks be Estimated in Levels or Differences?

Number of pages: 40 Posted: 15 Aug 2023
Jeremy Piger and Thomas Stockwell
University of Oregon - Department of Economics and The University of Tampa
Downloads 49 (661,773)

Abstract:

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impulse response function, vector autoregression, monetary policy

30.

The 2001 Recession and the States of the 8th District

FRB St. Louis Working Paper No. 2005-053A
Number of pages: 27 Posted: 28 Jul 2005
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Applied Economics
Downloads 49 (661,773)

Abstract:

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Markov-switching, business cycles

31.

Discordant City Employment Cycles

FRB of St. Louis Working Paper No. 2010-019B
Number of pages: 45 Posted: 14 Jul 2010 Last Revised: 20 Sep 2012
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Applied Economics
Downloads 37 (739,313)
Citation 2

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City Employment Cycles

32.

Comovement in GDP Trends and Cycles Among Trading Partners

NBER Working Paper No. w18032
Number of pages: 30 Posted: 16 May 2012 Last Revised: 10 Apr 2022
Bruce A. Blonigen, Jeremy Piger and Nicholas Sly
University of Oregon - Department of Economics, University of Oregon - Department of Economics and University of Oregon - Department of Economics
Downloads 26 (825,060)
Citation 2

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