Jeremy Piger

University of Oregon - Department of Economics

Assistant Professor

Eugene, OR 97403

United States

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 8,222

SSRN RANKINGS

Top 8,222

in Total Papers Downloads

5,497

SSRN CITATIONS
Rank 4,410

SSRN RANKINGS

Top 4,410

in Total Papers Citations

101

CROSSREF CITATIONS

129

Scholarly Papers (32)

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 1,922 (7,720)
Citation 20

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 553 (48,776)
Citation 6

Abstract:

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

3.

Is Inflation Persistence Intrinsic in Industrial Economies?

FRB of St. Louis Working Paper No. 2002-023A, ECB Working Paper No. 334
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 390 (74,943)
Citation 1

Abstract:

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Inflation dynamics, Bayesian econometrics, largest autoregressive root

4.

Markov Regime-Switching and Unit Root Tests

FRB International Finance Discussion Paper No. 683
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 262 (116,401)
Citation 1

Abstract:

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

5.

Explicit Inflation Objectives and Macroeconomic Outcomes

ECB Working Paper No. 383
Number of pages: 64 Posted: 09 Dec 2004
affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and University of Oregon - Department of Economics
Downloads 204 (148,982)

Abstract:

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Inflation expectations, Consensus Forecasts, inflation persistence

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 163 (182,259)
Citation 5

Abstract:

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Posterior Model Probability, Markov Chain Monte Carlo, Inflation Persistence

7.

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

International Finance Div. Discussion Paper No. 703
Number of pages: 45 Posted: 22 Jun 2001
Chang-Jin Kim, Jeremy Piger and Richard Startz
Korea University, University of Oregon - Department of Economics and UCSB
Downloads 155 (190,207)
Citation 2

Abstract:

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asymmetry, economic fluctuations, Markov-switching

8.

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

FRB International Finance Discussion Paper No. 684
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 152 (193,402)
Citation 7

Abstract:

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9.

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 Economics and the Environment, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 147 (198,700)
Citation 18

Abstract:

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10.

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

FEDS Discussion Paper No. 681
Number of pages: 39 Posted: 07 Dec 2000
Chang-Jin Kim and Jeremy Piger
Korea University and University of Oregon - Department of Economics
Downloads 139 (207,915)
Citation 2

Abstract:

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

11.

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 137 (210,405)
Citation 8

Abstract:

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

12.

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
Korea University, University of Sydney and University of Oregon - Department of Economics
Downloads 132 (216,818)

Abstract:

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bayesian, counterfactual, structural change, volatility reduction

13.

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, University of Oregon - Department of Economics and affiliation not provided to SSRN
Downloads 115 (240,429)
Citation 3

Abstract:

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Business cycle features, nonlinear dynamics, multivariate models

14.

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, University of Oregon - Department of Economics and Michigan State University
Downloads 114 (241,976)

Abstract:

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

15.

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

FRB International Finance Discussion Paper No. 707
Number of pages: 48 Posted: 27 Aug 2001
Chang-Jin Kim, Charles R. Nelson and Jeremy Piger
Korea University, Dept of Economics and University of Oregon - Department of Economics
Downloads 102 (261,586)
Citation 17

Abstract:

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volatility reduction, stabilization, structural break, Bayesian

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 100 (265,098)
Citation 13

Abstract:

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Asymmetry, Business Cycles, Regime Switching, Monetary Policy

17.
Downloads 88 (287,842)
Citation 31

Determinants of Foreign Direct Investment

NBER Working Paper No. w16704
Number of pages: 49 Posted: 19 Jan 2011 Last Revised: 15 May 2014
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Downloads 87 (292,413)

Abstract:

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Determinants of Foreign Direct Investment

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 3, pp. 775-812, 2014
Number of pages: 38 Posted: 09 Dec 2014
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Downloads 1 (684,722)
Citation 2
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Abstract:

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18.

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 84 (296,311)
Citation 3

Abstract:

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Inflation persistence, Inflation forecast, Phillips Curve

19.

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 and University of Oregon - Department of Economics
Downloads 84 (296,311)

Abstract:

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

20.

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 and University of Oregon - Department of Economics
Downloads 77 (312,060)

Abstract:

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business cycle, nonlinear, regime switching

21.

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

Number of pages: 30 Posted: 12 May 2008
Federal Reserve Bank of St. Louis - Research Division, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 59 (359,651)
Citation 1

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data sampling frequency, textual analysis, DICTION, Beige Book

22.

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 Economics and the Environment
Downloads 47 (398,632)

Abstract:

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volatility reduction, state business cycles

23.

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 Economics and the Environment
Downloads 46 (402,173)

Abstract:

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turning points, probit, covariate selection

24.

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
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics, Lindenwood University - Center for Economics and the Environment and Federal Reserve Bank of St. Louis - Research Division
Downloads 45 (405,739)
Citation 5

Abstract:

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Growth in cities, business cycle phases

25.

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 40 (424,469)

Abstract:

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

26.

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
Federal Reserve Bank of St. Louis - Research Division, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 35 (444,942)

Abstract:

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data sampling frequency, textual analysis, diction, Beige Book

27.

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 Economics and the Environment
Downloads 34 (449,219)

Abstract:

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Markov-switching, business cycles

28.

Turning Points and Classification

Number of pages: 40 Posted: 22 Apr 2019
Jeremy Piger
University of Oregon - Department of Economics
Downloads 32 (458,083)

Abstract:

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machine learning, nowcasting, business cycles, recession

29.

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 Economics and the Environment
Downloads 21 (516,292)
Citation 2

Abstract:

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City Employment Cycles

30.

Comovement in GDP Trends and Cycles Among Trading Partners

NBER Working Paper No. w18032
Number of pages: 30 Posted: 16 May 2012
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 15 (551,540)

Abstract:

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31.

Contagious Switching

FRB St. Louis Working Paper No. 2019-14
Number of pages: 36 Posted: 15 May 2019
Michael T. Owyang, Jeremy Piger and Daniel Soques
Federal Reserve Banks - Federal Reserve Bank of St. Louis, University of Oregon - Department of Economics and University of North Carolina (UNC) at Wilmington
Downloads 3 (630,133)

Abstract:

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time varying transition probabilities, NAFTA, business cycle synchronization

32.

Employment and the Business Cycle

The Manchester School, Vol. 81, pp. 16-42, 2013
Number of pages: 27 Posted: 31 Oct 2013
Marcelle Chauvet and Jeremy Piger
University of California Riverside and University of Oregon - Department of Economics
Downloads 0 (669,923)
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