Jeremy Piger

University of Oregon - Department of Economics

Professor

Eugene, OR 97403

United States

SCHOLARLY PAPERS

33

DOWNLOADS
Rank 12,727

SSRN RANKINGS

Top 12,727

in Total Papers Downloads

7,841

TOTAL CITATIONS
Rank 3,439

SSRN RANKINGS

Top 3,439

in Total Papers Citations

339

Scholarly Papers (33)

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 2,273 (13,822)
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 728 (73,259)
Citation 11

Abstract:

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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 516 (113,239)
Citation 1

Abstract:

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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
affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and University of Oregon - Department of Economics
Downloads 329 (189,782)

Abstract:

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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 309 (202,850)
Citation 4

Abstract:

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

6.

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

Number of pages: 72 Posted: 15 Aug 2023 Last Revised: 15 Feb 2025
Jeremy Piger and Thomas Stockwell
University of Oregon - Department of Economics and The University of Tampa
Downloads 234 (269,076)
Citation 1

Abstract:

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impulse response function, vector autoregression, monetary policy

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 227 (277,199)
Citation 52

Abstract:

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

8.

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 222 (283,199)
Citation 8

Abstract:

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Posterior Model Probability, Markov Chain Monte Carlo, Inflation Persistence

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
University of Tennessee, Chattanooga - Department of Finance, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 207 (302,434)
Citation 25

Abstract:

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10.

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 191 (325,843)

Abstract:

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bayesian, counterfactual, structural change, volatility reduction

11.

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 188 (330,567)
Citation 9

Abstract:

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asymmetry, economic fluctuations, Markov-switching

12.

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 184 (337,168)
Citation 28

Abstract:

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13.

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 180 (343,993)
Citation 20

Abstract:

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volatility reduction, stabilization, structural break, Bayesian

14.

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 162 (376,919)
Citation 10

Abstract:

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

15.

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 158 (385,081)
Citation 37

Abstract:

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16.

Turning Points and Classification

Number of pages: 40 Posted: 22 Apr 2019
Jeremy Piger
University of Oregon - Department of Economics
Downloads 154 (393,547)
Citation 1

Abstract:

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machine learning, nowcasting, business cycles, recession

17.

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 153 (395,722)
Citation 2

Abstract:

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

18.

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, KeyBank, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 152 (397,890)
Citation 8

Abstract:

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data sampling frequency, textual analysis, DICTION, Beige Book

19.

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 145 (413,308)
Citation 18

Abstract:

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Asymmetry, Business Cycles, Regime Switching, Monetary Policy

20.

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 140 (424,913)
Citation 22

Abstract:

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Business cycle features, nonlinear dynamics, multivariate models

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 131 (447,837)
Citation 2

Abstract:

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

22.

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 121 (476,375)
Citation 3

Abstract:

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Inflation persistence, Inflation forecast, Phillips Curve

23.

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 117 (488,764)

Abstract:

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business cycle, nonlinear, regime switching

24.

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 115 (495,108)
Citation 4

Abstract:

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

25.
Downloads 37 (636,514)

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 37 (917,204)

Abstract:

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time varying transition probabilities, NAFTA, business cycle synchronization

26.

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, University of Tennessee, Chattanooga - Department of Finance and Federal Reserve Bank of St. Louis - Research Division
Downloads 75 (650,227)
Citation 10

Abstract:

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Growth in cities, business cycle phases

27.

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 University of Tennessee, Chattanooga - Department of Finance
Downloads 73 (659,755)
Citation 5

Abstract:

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turning points, probit, covariate selection

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
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 69 (679,300)

Abstract:

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data sampling frequency, textual analysis, diction, Beige Book

29.

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 University of Tennessee, Chattanooga - Department of Finance
Downloads 68 (684,437)

Abstract:

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volatility reduction, state business cycles

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 University of Tennessee, Chattanooga - Department of Finance
Downloads 57 (746,062)

Abstract:

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Markov-switching, business cycles

31.

Are the Effects of Monetary Policy Larger in Recessions? A Reconciliation of the Evidence

Number of pages: 30 Posted: 17 Jan 2024
Jeremy Piger and Thomas Stockwell
University of Oregon - Department of Economics and The University of Tampa - John H. Sykes College of Business
Downloads 44 (835,445)

Abstract:

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asymmetry, business cycles, local projections, monetary policy shocks

32.

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 University of Tennessee, Chattanooga - Department of Finance
Downloads 44 (835,445)
Citation 2

Abstract:

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City Employment Cycles

33.

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 38 (884,471)
Citation 3

Abstract:

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