Jeremy Piger : Citation Profile


Are you Jeremy Piger?

University of Oregon

19

H index

25

i10 index

1670

Citations

RESEARCH PRODUCTION:

40

Articles

54

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 83
   Journals where Jeremy Piger has often published
   Relations with other researchers
   Recent citing documents: 254.    Total self citations: 38 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi14
   Updated: 2020-05-16    RAS profile: 2019-05-15    
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Relations with other researchers


Works with:

Morley, James (3)

Owyang, Michael (2)

Blonigen, Bruce (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jeremy Piger.

Is cited by:

Owyang, Michael (42)

Ferrara, Laurent (33)

Bec, Frédérique (32)

Wall, Howard (25)

Clements, Michael (23)

Morley, James (22)

van Dijk, Dick (21)

Camacho, Maximo (20)

Ravazzolo, Francesco (19)

Galvão, Ana (17)

Darné, Olivier (15)

Cites to:

Kim, Chang-Jin (46)

Nelson, Charles (46)

Watson, Mark (30)

Hamilton, James (28)

Stock, James (27)

Chauvet, Marcelle (20)

Plosser, Charles (18)

Balke, Nathan (16)

Startz, Richard (16)

Perez Quiros, Gabriel (15)

King, Robert (14)

Main data


Where Jeremy Piger has published?


Journals with more than one article published# docs
Monetary Trends5
The Review of Economics and Statistics3
Journal of Money, Credit and Banking3
National Economic Trends3
Journal of Business & Economic Statistics3
Review2
Journal of Applied Econometrics2
Macroeconomic Dynamics2
Journal of Econometrics2
Regional Science and Urban Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis24
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)5
MPRA Paper / University Library of Munich, Germany4
Working Papers / University of Washington, Department of Economics3
Working Paper Series / European Central Bank2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Jeremy Piger (2019 and 2018)


YearTitle of citing document
2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2017Working Paper 271 - Facteurs déterminants des IDE en Afrique. (2017). Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2388.

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2019Dynamics of business cycle and long-term economic growth of Pakistan. (2019). Jawed, Syed Monis ; Khan, Usama Ehsan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:173-184.

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2018Monetary Policy Shocks and Industrial Output in Nigeria: A Dynamic Effect. (2018). Dada, James ; Temitope, Dada James ; Olanrewaju, Akanbi Michael. In: African Journal of Economic Review. RePEc:ags:afjecr:274744.

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2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2018Effects of the Determinants of Foreign Direct Investment in Nigeria: Error Correction Mechanism. (2018). Ebire, Kolawole ; Inim, Ekemini V ; Onmonya, Lucky O. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:155-164.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Bandres, Eduardo. In: Occasional Papers. RePEc:bde:opaper:1702.

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2019A new approach to dating the reference cycle. (2019). Gómez-Loscos, Ana ; Gadea, María ; Camacho, Maximo ; Gomezloscos, Ana. In: Working Papers. RePEc:bde:wpaper:1914.

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2019Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:726.

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2019The Phillips Multiplier. (2019). Mesters, Geert ; Barnichon, Régis. In: Working Papers. RePEc:bge:wpaper:1070.

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2019Identification of Sign-Dependency of Impulse Responses. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1907.

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2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Sundaresan, Suresh ; Klingler, Sven. In: BIS Working Papers. RePEc:bis:biswps:705.

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2018Optimistic Disclosure Tone and Conservative Debt Policy. (2018). Ataullah, Ali ; Xu, Bin ; Vivian, Andrew. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:445-484.

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2018Effects of Monetary Policy during Financial Market Crises and Regime Changes: An Empirical Evaluation Using a Nonlinear Vector Autoregression Model. (2018). Kim, Seewon. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:105-123.

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2018Has Abenomics Succeeded in Raising Japans Inward Foreign Direct Investment?. (2018). Hoshi, Takeo. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:13:y:2018:i:1:p:149-168.

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2017EXTERNAL MACROECONOMIC IMBALANCES AND FOREIGN DIRECT INVESTMENT INFLOWS TO DEVELOPING COUNTRIES. (2017). Ojede, Andrew ; Kishan, Ruby . In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:3:p:484-504.

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2017INTERNATIONAL DEAL EXPERIENCE AND CROSS-BORDER ACQUISITIONS. (2017). Stroup, Caleb. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:73-97.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance. (2018). Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:306:p:338-340.

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2019Does Noninformative Text Affect Investor Behavior?. (2019). Larkin, Yelena ; Anderson, Alyssa G. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:257-289.

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2019Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics. (2019). Boudt, Kris ; Thewissen, James. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:77-115.

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2018Managerial Compensation and Stock Price Manipulation. (2018). Schroth, Josef. In: Journal of Accounting Research. RePEc:bla:joares:v:56:y:2018:i:5:p:1335-1381.

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2018Spline‐based nonparametric inference in general state‐switching models. (2018). Langrock, Roland ; Papastamatiou, Yannis P ; Miller, David L ; Mews, Sina ; Leosbarajas, Vianey ; Adam, Timo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:179-200.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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2018State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Maih, Junior ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0067.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2019Sanctions and counter-sanctions : What did they do?. (2019). Barseghyan, Gayane. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_024.

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2018The enduring link between demography and inflation. (2018). Takats, Elod ; Juselius, John. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_008.

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2019State dependence of monetary policy across business, credit and interest rate cycles. (2019). Zubairy, Sarah ; Granziera, Eleonora ; Alpanda, Sami. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_016.

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2018Financial development and FDI flows: evidence from advanced economies. (2018). Dellis, Konstantinos. In: Working Papers. RePEc:bog:wpaper:254.

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2019Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1905.

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2019High-Frequency Credit Spread Information and Macroeconomic Forecast Revision. (2019). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: Working Papers. RePEc:bok:wpaper:1917.

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2017Intellectual Property Rights, Foreign Direct Investment and Economic Freedom. (2017). Rios-Avila, Fernando ; Canavire-Bacarreza, Gustavo ; Canavire Bacarreza, Gustavo ; Fernando, Rios-Avila ; Gustavo, Canavire-Bacarreza ; Antonio, Saravia . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:13:n:8.

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2018Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2018State-Dependent Transmission of Monetary Policy in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias ; Burgard, Jan Pablo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7074.

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2019Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto ; Gurkaynak, Refet S ; Carlo Altavilla , . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7699.

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2019Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7956.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2018Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile. (2018). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:825.

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2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

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2019Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13759.

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2019Revisiting the Economic Crisis after a Decade: Statistical and Machine Learning Perspectives. (2019). Kong, Jooan ; Shin, Hee Eun ; Zhang, Jingqian ; Yu, Jiayan. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2019:i:2:p:14-19.

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2019Forecasting GDP Growth using Disaggregated GDP Revisions. (2019). Schipper, Tyler ; Nolan, Anna K ; Check, Adam J. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00865.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2017The Determinants of Foreign Direct Investment in Somalia. (2017). Ibrahim, Mohamed Isse ; Omar, Zahir Mohamed . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-91.

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2018Determinants of FDI for Spanish regions: Evidence using stock data. (2018). Tamarit, Cecilio ; Camarero, Mariam ; Montolio, Laura. In: Working Papers. RePEc:eec:wpaper:1809.

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2019The foreign direct investment-institution nexus in oil-abundant countries. (2019). Paniagua, Jordi ; Milgram Baleix, Juliette ; Carril-Caccia, Federico. In: Working Papers. RePEc:eec:wpaper:1903.

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2019Determinants of German outward FDI: variable selection using Bayesian statistical. (2019). Tamarit, Cecilio ; Montolio, Laura ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1906.

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2019ALTERNATIVE ESTIMATORS FOR THE FDI GRAVITY MODEL: AN APPLICATION TO GERMAN OUTWARD FDI. (2019). Tamarit, Cecilio ; Montolio, Laura ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1907.

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2019External imbalances and recoveries. (2019). Tamarit, Cecilio ; Gómez-Loscos, Ana ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1912.

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2019SEARCHING THE US FDI DETERMINANTS IN THE EU: IS THERE A EURO EFFECT?. (2019). Tamarit, Cecilio ; Moliner, Sergi ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1916.

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2018Do features that associate managers with a message magnify investors’ reactions to narrative disclosures?. (2018). Asay, Scott H ; Rennekamp, Kristina M ; Libby, Robert. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:1-14.

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2018Linguistic tone and the small trader. (2018). Baginski, Stephen P ; Yu, Yingri Julia ; Kausar, Asad ; Demers, Elizabeth. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:21-37.

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2019Multi-method evidence on investors’ reactions to managers’ self-inclusive language. (2019). Loftus, Serena ; Chen, Zhenhua. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:79:y:2019:i:c:s0361368219300662.

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2019Pushing on a string: State-owned enterprises and monetary policy transmission in China. (2019). Tillmann, Peter ; PeterTillmann, ; Li, Ran ; Chen, Hongyi. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:26-40.

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2019Memories of colonial law: The inheritance of human capital and the location of joint ventures in early-reform China. (2019). Murrell, Peter ; Yang, LI ; Long, Cheryl. In: China Economic Review. RePEc:eee:chieco:v:58:y:2019:i:c:s1043951x1930029x.

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2017The effects of financial development on foreign direct investment. (2017). Wei, Shang-Jin ; Desbordes, Rodolphe. In: Journal of Development Economics. RePEc:eee:deveco:v:127:y:2017:i:c:p:153-168.

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2019The quantitative effects of tax foresight: Not all states are equal. (2019). Herrera, Ana María ; Rangaraju, Sandeep Kumar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:6.

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2018Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154.

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2017Impacts of globalization on the informal sector: Empirical evidence from developing countries. (2017). Hanh, Thi Hong. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:207-218.

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2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

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2018Identifying the nonlinear correlation between business cycle and monetary policy rule: Evidence from China and the U.S.. (2018). Liu, Dayu ; Song, Yang ; Zhao, Tingting ; Xu, Ning. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:45-54.

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2019Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

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2019Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325.

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2019What drives German foreign direct investment? New evidence using Bayesian statistical techniques. (2019). Tamarit, Cecilio ; Camarero, Mariam ; Montolio, Laura. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:326-345.

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2019Regime switching panel data models with interactive fixed effects. (2019). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2018Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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2019Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:442-467.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2018Identifying asymmetric effects of labor market reforms. (2018). Gehrke, Britta ; Weber, Enzo. In: European Economic Review. RePEc:eee:eecrev:v:110:y:2018:i:c:p:18-40.

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2019Trade and investment in the global economy: A multi-country dynamic analysis. (2019). Yotov, Yoto ; Anderson, James ; Larch, Mario. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301631.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2018How renewable production depresses electricity prices: Evidence from the German market. (2018). de Lagarde, Cyril Martin ; Lantz, Frederic. In: Energy Policy. RePEc:eee:enepol:v:117:y:2018:i:c:p:263-277.

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2019The effects of petroleum product price regulation on macroeconomic stability in China. (2019). Luo, Junwen ; Wei, Wei ; Wang, Zanxin ; Calderon, Margaret. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:96-105.

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2017Shocks affecting electricity prices in Kenya, a fractional integration study. (2017). Gil-Alana, Luis ; Carcel, Hector ; Mudida, Robert. In: Energy. RePEc:eee:energy:v:124:y:2017:i:c:p:521-530.

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2019Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:900-916.

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2019Socioemotional wealth in family firms: A longitudinal content analysis of corporate disclosures. (2019). Moreno, Alonso ; Quinn, Martin ; Cleary, Peter . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:10:y:2019:i:2:p:119-132.

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2018Acquisitions, disclosed goals and firm characteristics: A content analysis of family and nonfamily firms. (2018). Worek, Maija ; Veider, Viktoria ; Wright, Mike ; de Massis, Alfredo. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:9:y:2018:i:4:p:250-267.

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2019Discretionary tone, annual earnings and market returns: Evidence from UK Interim Management Statements. (2019). Rahman, Sheehan . In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918302308.

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2019Modeling local trends with regime shifting models with time-varying probabilities. (2019). Mazza, Davide ; Fabozzi, Frank J ; Focardi, Sergio M. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830752x.

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2018Do all oil price shocks have the same impact? Evidence from the euro area. (2018). Evgenidis, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:150-155.

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2018Determinants of capital flows to emerging economies - Evidence from Vietnam. (2018). Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:23-27.

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2017Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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2019The complementarity of human capital and language capital in foreign direct investment. (2019). Wei, Yingqi ; Konara, Palitha. In: International Business Review. RePEc:eee:iburev:v:28:y:2019:i:2:p:391-404.

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2020The characteristics of intellectual property rights regimes: How formal and informal institutions affect outward FDI location. (2020). Konara, Palitha ; Wang, Chengang ; McDonald, Frank ; Papageorgiadis, Nikolaos. In: International Business Review. RePEc:eee:iburev:v:29:y:2020:i:1:s0969593118304955.

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2018Institutions and information flows, and their effect on capital flows. (2018). Pinar, Mehmet ; Volkan, Engin. In: Information Economics and Policy. RePEc:eee:iepoli:v:43:y:2018:i:c:p:34-47.

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2020Global factors and trend inflation. (2020). Wong, Benjamin ; Kamber, Gunes. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s002219961930087x.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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More than 100 citations found, this list is not complete...

Works by Jeremy Piger:


YearTitleTypeCited
2001Markov Regime Switching and Unit-Root Tests. In: Journal of Business & Economic Statistics.
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2000Markov regime-switching and unit root tests.(2000) In: International Finance Discussion Papers.
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2001Markov regime switching and unit root tests.(2001) In: Working Papers.
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2004The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations. In: Journal of Business & Economic Statistics.
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2001The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2001) In: International Finance Discussion Papers.
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2008A Comparison of the Real-Time Performance of Business Cycle Dating Methods In: Journal of Business & Economic Statistics.
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2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
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2010Employment and the business cycle.(2010) In: MPRA Paper.
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2010Employment and the business cycle.(2010) In: MPRA Paper.
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2012Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers.
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2015INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics.
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2011Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers.
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2003Is inflation persistence intrinsic in industrial economies?.(2003) In: Working Papers.
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2003Is Inflation Persistence Intrinsic in Industrial Economies?.(2003) In: Computing in Economics and Finance 2003.
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2004Explicit inflation objectives and macroeconomic outcomes In: Working Paper Series.
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2000Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations In: Econometric Society World Congress 2000 Contributed Papers.
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2002Common stochastic trends, common cycles, and asymmetry in economic fluctuations.(2002) In: Journal of Monetary Economics.
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2000Common stochastic trends, common cycles, and asymmetry in economic fluctuations.(2000) In: International Finance Discussion Papers.
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2001Common stochastic trends, common cycles, and asymmetry in economic fluctuations.(2001) In: Working Papers.
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2000Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations.(2000) In: Discussion Papers in Economics at the University of Washington.
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2000Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations.(2000) In: Working Papers.
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2008Estimation of Markov regime-switching regression models with endogenous switching In: Journal of Econometrics.
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2004Estimation of Markov regime-switching regression models with endogenous switching.(2004) In: Working Papers.
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2008Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics.
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2012Comovement in GDP Trends and Cycles Among Trading Partners.(2012) In: NBER Working Papers.
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2017Identifying business cycle turning points in real time with vector quantization In: International Journal of Forecasting.
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2008The economic performance of cities: A Markov-switching approach In: Journal of Urban Economics.
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2008A state-level analysis of the Great Moderation In: Regional Science and Urban Economics.
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2006A State-Level Analysis of the Great Moderation.(2006) In: Computing in Economics and Finance 2006.
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2013Discordant city employment cycles In: Regional Science and Urban Economics.
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2011Discordant City Employment Cycles.(2011) In: ERSA conference papers.
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2002Identifying business cycle turning points in real time In: FRB Atlanta Working Paper.
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2000The use and abuse of \\real-time\\ data in economic forecasting In: Working Papers.
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2000The use and abuse of \\real-time\\ data in economic forecasting.(2000) In: International Finance Discussion Papers.
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2001Permanent and transitory components of business cycles: their relative importance and dynamic relationship In: International Finance Discussion Papers.
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2002Was the recent economic downturn a recession? In: National Economic Trends.
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2005The 2001 recession and the states of the Eighth Federal Reserve District In: Regional Economic Development.
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2005The 2001 recession and the states of the Eighth Federal Reserve District.(2005) In: Working Papers.
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2003Consumer confidence surveys: do they boost forecasters confidence? In: The Regional Economist.
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2005The dynamic relationship between permanent and transitory components of U.S. business cycles In: Working Papers.
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2007The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles.(2007) In: Journal of Money, Credit and Banking.
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2003The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle.(2003) In: Working Papers.
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2003Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model In: Working Papers.
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2005Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model..(2005) In: Journal of Money, Credit and Banking.
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2003Nonlinearity and the permanent effects of recessions In: Working Papers.
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2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
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2004Business cycle phases in U.S. states In: Working Papers.
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2005Business Cycle Phases in U.S. States.(2005) In: The Review of Economics and Statistics.
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2006A Bayesian approach to counterfactual analysis of structural change In: Working Papers.
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2005The importance of nonlinearity in reproducing business cycle features In: Working Papers.
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2006Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases In: Working Papers.
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2006Inflation: do expectations trump the gap? In: Working Papers.
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2008Inflation: Do Expectations Trump the Gap?.(2008) In: International Journal of Central Banking.
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2007Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach In: Working Papers.
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2012Forecasting national recessions using state level data In: Working Papers.
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2012Forecasting national recessions using state-level data.(2012) In: MPRA Paper.
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2015Forecasting National Recessions Using State‐Level Data.(2015) In: Journal of Money, Credit and Banking.
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2019Contagious Switching In: Working Papers.
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1999Unit Root Tests in the Presence of Markov Regime-Switching In: Discussion Papers in Economics at the University of Washington.
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1999Unit Root Tests in the Presence of Markov Regime-Switching.(1999) In: Working Papers.
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2008Bayesian counterfactual analysis of the sources of the great moderation In: Journal of Applied Econometrics.
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2009Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach In: Journal of Money, Credit and Banking.
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2002Is Inflation Persistence Inherent in Industrial Economies? In: Computing in Economics and Finance 2002.
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2004A Steady State Approach to Trend / Cycle Decomposition In: Computing in Economics and Finance 2004.
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2012The Asymmetric Business Cycle In: The Review of Economics and Statistics.
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2009Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers.
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