Jeremy Piger : Citation Profile

University of Oregon

21

H index

29

i10 index

2895

Citations

RESEARCH PRODUCTION:

47

Articles

54

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 125
   Journals where Jeremy Piger has often published
   Relations with other researchers
   Recent citing documents: 182.    Total self citations: 40 (1.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi14
   Updated: 2025-11-01    RAS profile: 2023-12-06    
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Relations with other researchers

Works with:

Owyang, Michael (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 (54)

Ferrara, Laurent (45)

Bec, Frédérique (42)

Morley, James (40)

Wall, Howard (37)

Ravazzolo, Francesco (30)

Casarin, Roberto (27)

Billio, Monica (26)

Clements, Michael (25)

van Dijk, Dick (25)

Camacho, Maximo (23)

Cites to:

Nelson, Charles (49)

Kim, Chang-Jin (48)

Watson, Mark (37)

Hamilton, James (32)

Stock, James (29)

Chauvet, Marcelle (25)

Startz, Richard (20)

Perron, Pierre (19)

Plosser, Charles (18)

Perez Quiros, Gabriel (17)

Owyang, Michael (14)

Main data

Where Jeremy Piger has published?

Journals with more than one article published# docs
Monetary Trends5
Journal of Money, Credit and Banking4
Journal of Money, Credit and Banking3
Journal of Business & Economic Statistics3
The Review of Economics and Statistics3
Macroeconomic Dynamics3
National Economic Trends3
Regional Science and Urban Economics2
Review2
Journal of Applied Econometrics2
Journal of Applied Econometrics2
Journal of Econometrics2

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
NBER Working Papers / National Bureau of Economic Research, Inc2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Working Paper Series / European Central Bank2

Recent works citing Jeremy Piger (2025 and 2024)

YearTitle of citing document
2024Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa. In: FEEM Working Papers. RePEc:ags:feemwp:344790.

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2025The E-Rule: A Novel Composite Indicator for Predicting Economic Recessions. (2025). Ebadi, Esmaeil. In: Papers. RePEc:arx:papers:2503.09839.

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2025Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422.

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2025Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods. (2025). Raffiee, Kambiz ; Kolay, Madhuparna ; Hatamerad, Saman ; Adrangi, Bahram. In: Papers. RePEc:arx:papers:2506.07476.

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2025Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664.

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2025A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors. (2025). Clark, Todd ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2508.13972.

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2024A Fresh Assessment of the Depth of the €œEuro Effect on US FDI. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Moliner, Sergi. In: Single Market Economics Papers. RePEc:bda:wpsmep:wp2024/18.

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2024Univariate Measures of Persistence: A Comparative Analysis. (2024). Orraca, Maria Jose ; Martinez-Ramirez, Francisco J ; Arango-Castillo, Lenin. In: Working Papers. RePEc:bdm:wpaper:2024-11.

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2024Asymmetric Tone in Management Discussion and Analysis and Its Impact: Evidence from the Chinese Stock Market. (2024). Yan, Sibei ; Lee, Joonil ; Jung, Hyung Rok ; Choi, Ahrum. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:578-606.

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2024Exploring the spatial pattern and influencing factors of intercity capital flows from 2005 to 2019: A case study of Yangtze River Delta region, China. (2024). Li, Zherui ; Liu, Wei ; Zhen, Feng. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12694.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024The Linder hypothesis for foreign direct investment revisited. (2024). Steinbach, Sandro ; Kim, Dongin. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1901-1928.

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2024Does foreign direct investment benefit local firms? Evidence from a natural experiment study. (2024). Tran, Tuyen ; Nguyen, Cuong ; van Vu, Huong. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:1191-1246.

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2024Hidden Threshold Models with applications to asymmetric cycles. (2024). Harvey, Andrew ; Simons, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2448.

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2024Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Lyu, Jingjing ; Sussmuth, Bernd. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970.

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2024Trading Places: How Trade Policy Is Reshaping Multinational Firms’ Location. (2024). Volpe Martincus, Christian ; Sztajerowska, Monika ; Graziano, Alejandro. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11514.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2024Impacto de la sincronización sub-nacional sobre el comportamiento de los ciclos nacionales en economías emergentes con inflación objetivo. (2024). Quintero, Jorge David ; de Jesus, Alcides. In: Documentos Departamento de Economía. RePEc:col:000383:000054.

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2024Climate Growth at Risk in the Global South. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021166.

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2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2024A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438.

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2024Detecting turning points in the inflation cycle. (2024). End, Jan Willem ; Hoeberichts, Marco ; van den End, Jan Willem. In: Working Papers. RePEc:dnb:dnbwpp:808.

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2024Smooth Diagnostic Expectations. (2024). Saijo, Hikaru ; Bianchi, Francesco ; Ilut, Cosmin. In: ISER Discussion Paper. RePEc:dpr:wpaper:1249.

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2025Preventing pollution havens? Environmental Provisions in Preferential Trade Agreements and Foreign Direct Investment. (2025). Carri-Caccia, Federico ; Brandi, Clara. In: Working Papers. RePEc:drx:wpaper:202513.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Monetary asymmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2025The Great Moderation at 40: learning from the cross section. (2025). Stracca, Livio. In: Working Paper Series. RePEc:ecb:ecbwps:20253124.

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2024Economic Gains and Losses for Sustainable Policy Development of Crude Oil Resources: A Historical Perspective of Indian Subcontinent. (2024). Zea, Reyna Esperanza ; Hossain, Md Billal ; Khokhar, Maryam ; Jlia, Fodor Zita ; Ejaz, Faisal ; Raza, Ali ; Jagirani, Tahir Saeed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-64.

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2024Manager sentiment, deal characteristics, and takeover performance. (2024). Wu, Kai ; Tan, Xiaofen ; Liu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001136.

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2024Strategic forward-looking nonearnings disclosure and overinvestment. (2024). Loi, Fai Lim ; Song, Peiyang ; Chen, Jean Jinghan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001951.

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2025Discretionary tone in reward-based crowdfunding: Do project owners talk their way to success?. (2025). Zhang, Junru ; Shan, Yuan George ; Cumming, Douglas ; Lan, Yihui. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001975.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2025Trend-cycle decomposition in the presence of large shocks. (2025). Wong, Benjamin ; Morley, James ; Kamber, Gne. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000326.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024Examining business cycles and optimal monetary policy in a regional DSGE model. (2024). Gelfer, Sacha. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001068.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Surname distance and interregional investments. (2024). Jiang, Weijie ; Chen, QI ; Yu, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002153.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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2024Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Su, Xianfang ; Chen, Meixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

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2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

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2025The impact of volatility regime dynamics on option pricing. (2025). Liu, Shican ; Fan, Siqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002778.

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2024How to interpret consumer confidence shocks? State-level evidence. (2024). Yoo, Donghoon ; Choi, Sangyup ; Jeong, Jaehun. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004695.

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2024Estimation and inference for high dimensional factor model with regime switching. (2024). Urga, Giovanni ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000988.

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2025Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024Financial technologies and the effectiveness of monetary policy transmission. (2024). HASAN, IFTEKHAR ; Li, Xiang ; Kwak, Boreum. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002787.

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2024Coupling and decoupling of ancestral linkages and current cross-border economic activities: Genetics and policy. (2024). Chakraborty, Suparna ; Wang, Miao Grace ; Sunny, M C. In: Economics & Human Biology. RePEc:eee:ehbiol:v:54:y:2024:i:c:s1570677x24000625.

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2024Industry-sensitive language modeling for business. (2024). Borchert, Philipp ; Coussement, Kristof ; de Weerdt, Jochen ; de Caigny, Arno. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:691-702.

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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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2024Untangling the finance-growth nexus: The dual role of financial development in the transmission of shocks. (2024). Ramos Francia, Manuel ; Ossandon Busch, Matias ; Montaez-Enrquez, Ricardo ; Ramos-Francia, Manuel. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000876.

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2025Does ESG rating disagreement affect management tone manipulation?. (2025). Chen, Hua ; Wang, Zhuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001267.

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2025Do narrative-related disclosures in the annual report enhance firm value? New evidence from an emerging market. (2025). Thi, Lien Phuong ; Mai, Anh Ngoc ; Nguyen, Thai Hoang ; Tran, Tuyen Quang. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001644.

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2025Opportunism in crisis: Big baths and COVID-19 disclosure. (2025). Guo, Meng ; Liu, Chen ; Luo, Danglun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002212.

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2024Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243.

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2024Monetary policy shocks and firm investment decisions: Evidence from China. (2024). Chen, Yinghui ; Jiang, Lunan ; Zhang, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003454.

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2024Strategic tone management in ESG reports and ESG risk. (2024). Li, Ruiqian ; Wu, Haiyun ; Zhong, MA ; Lan, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005507.

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2025YouTube view count, investor attention and stock returns. (2025). Jang, Jaehee ; Jun, Sang-Gyung. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007142.

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2024Digital transformation tone signal and the cost of equity: Evidence from Chinese listed companies. (2024). Huang, Xiaoxia ; Guo, Borui. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010929.

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2024Do Firms Strategically Use Non-Earnings Press Releases. (2024). Lee, Joonil ; Hyeon, Jiwon ; Cho, Hyunkwon. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002885.

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2024Management tone and corporate social responsibility: Evidence from Chinese listed companies involvement in rural revitalization. (2024). Yan, Siyao ; Zhang, Minyuan ; Wei, Fang ; Su, Daan. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324004914.

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2024Opportunistic behaviour behind corporate digitalization disclosure: The moderating role of economic policy uncertainty. (2024). Fu, Mengting ; Guan, Kaolei ; Zhu, Haining. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007347.

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2024Does central bank transparency converge across the world? Evidence from a club convergence perspective. (2024). Sharma, Ujjwal ; Sethi, Dinabandhu ; Meher, Alekha. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007621.

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2024The tone of earnings communication conferences and trade credit financing of listed companies. (2024). Luo, Shen ; Li, Yuanhui. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013837.

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2024Irrelevant answers in customers’ earnings communication conferences and suppliers’ cash holdings. (2024). Li, Luxi ; Wang, Xunxiao ; Bian, Shibo. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001311.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2024Distance is the spice, but not the whole enchilada: Country-pair psychic distance stimuli and country fixed effects in a deep learning implementation of the trade flow model. (2024). Messner, Wolfgang. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:1:s0969593123001014.

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2024Seeking new location advantages: Analysis of emerging digital cross-border M&As—Based on TIMG index. (2024). Wang, Zhe ; Zhang, Ming ; Jiang, Dianchun. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:2:s0969593123001439.

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2024AIS research opportunities utilizing Machine Learning: From a Meta-Theory of accounting literature. (2024). Chiu, Victoria ; Richardson, Vernon J ; Groff, Nathan ; Booker, Adam. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:52:y:2024:i:c:s1467089523000532.

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2024Common trade exposure and business cycle comovement. (2024). Avila-Montealegre, Oscar ; Mix, Carter. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001259.

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2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

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2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

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2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2025Tax havens and reputational costs. (2025). Depaul, Adrienne ; Murphy, Frank ; Vernon, Mary E. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:2:s0165410124000910.

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2025The anchoring of inflation expectations in Japan: A learning-approach perspective. (2025). Okuma, Ryoichi ; Hogen, Yoshihiko. In: Japan and the World Economy. RePEc:eee:japwor:v:73:y:2025:i:c:s0922142524000562.

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2025Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310.

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2025Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305.

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2025Inconsistency across short-term and long-term oriented signals: Effect on investor reactions. (2025). Sun, Maogang ; Li, Zhengyu ; Yang, LU. In: Journal of Business Research. RePEc:eee:jbrese:v:189:y:2025:i:c:s0148296324006799.

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2024The impact of energy prices on industrial investment location: Evidence from global firm level data. (2024). Sato, Misato ; Saussay, Aurelien. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:127:y:2024:i:c:s0095069624000664.

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2024What do we know about tax treaties and how can accounting research contribute?. (2024). Wilkinson, Brett ; West, Ashley. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:54:y:2024:i:c:s1061951824000107.

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2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2025Downward wage rigidity and asymmetric effects of monetary policy. (2025). Kurt, Ezgi ; Jackson Young, Laura. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000594.

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2024MD&A tone and stock returns. (2024). Wang, Feifei ; Xue, Wenjun ; He, Zhongzhi. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:20:y:2024:i:3:s1815566924000407.

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2024Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

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2025Are the effects of monetary policy larger in recessions? A reconciliation of the evidence. (2025). Stockwell, Thomas ; Piger, Jeremy. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000434.

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2025Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives. (2025). Rzepczynski, Mark S ; Malliaris, Mary. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000155.

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2025The sustainability challenge and social benefits of industrialisation in NICs. (2025). Azam, Irsa ; Guo, Yongsheng ; Naseer, Mirza Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000832.

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2024The key role of digital governance, natural resource depletion, and industrialization in social well-being: A case study of China. (2024). Li, Yuqing ; Zhou, Yasong ; Chen, Chen. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724003362.

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2024Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152.

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2024Abrupt monetary policy change and unanchoring of inflation expectations. (2024). Carvalho, Carlos ; Bonomo, Marco ; Eusepi, Stefano ; Matos, Silvia ; Perrupato, Marina ; Ayres, Joo ; Abib, Daniel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000291.

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2024When they say ‘not affected’, what do they mean? Evidence from trade disputes. (2024). Pang, Xin ; Zhou, Lin ; Wang, Kemin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000519.

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2024Social forecasting: Online social opinion and the cross-section of stock returns. (2024). Liang, Yuheng ; Zhu, Mengnan ; Yuan, Kaibin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001525.

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

Jeremy Piger is editor of

Journal
Studies in Nonlinear Dynamics & Econometrics

Works by Jeremy Piger:

YearTitleTypeCited
2001Markov Regime Switching and Unit-Root Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]		article78
2000Markov regime-switching and unit root tests.(2000) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 78		paper
2001Markov regime switching and unit root tests.(2001) In: Working Papers.
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This paper has nother version. Agregated cites: 78		paper
2004The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations. In: Journal of Business & Economic Statistics.
[Citation analysis]		article130
2001The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2001) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		paper
2003The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		paper
2008A Comparison of the Real-Time Performance of Business Cycle Dating Methods In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article222
2005A comparison of the real-time performance of business cycle dating methods.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222		paper
2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
[Full Text][Citation analysis]		article5
2013Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article10
2012Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014Determinants of foreign direct investment In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article348
2011Determinants of Foreign Direct Investment.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 348		paper
2014Determinants of foreign direct investment.(2014) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 348		article
2019Determinants of Foreign Direct Investment.(2019) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 348		chapter
2015INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article2
2015INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article12
2011Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021AN N-STATE ENDOGENOUS MARKOV-SWITCHING MODEL WITH APPLICATIONS IN MACROECONOMICS AND FINANCE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article2
2013Nowcasting U.S. Business Cycle Turning Points with Vector Quantization In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Is inflation persistence intrinsic in industrial economies? In: Working Paper Series.
[Full Text][Citation analysis]		paper276
2003Is inflation persistence intrinsic in industrial economies?.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 276		paper
2003Is Inflation Persistence Intrinsic in Industrial Economies?.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has nother version. Agregated cites: 276		paper
2004Explicit inflation objectives and macroeconomic outcomes In: Working Paper Series.
[Full Text][Citation analysis]		paper52
2000Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper58
2002Common stochastic trends, common cycles, and asymmetry in economic fluctuations.(2002) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		article
2000Common stochastic trends, common cycles, and asymmetry in economic fluctuations.(2000) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2001Common stochastic trends, common cycles, and asymmetry in economic fluctuations.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2000Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations.(2000) In: Discussion Papers in Economics at the University of Washington.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2000Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2008Estimation of Markov regime-switching regression models with endogenous switching In: Journal of Econometrics.
[Full Text][Citation analysis]		article156
2004Estimation of Markov regime-switching regression models with endogenous switching.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2008Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2014Comovement in GDP trends and cycles among trading partners In: Journal of International Economics.
[Full Text][Citation analysis]		article26
2012Comovement in GDP Trends and Cycles Among Trading Partners.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2017Identifying business cycle turning points in real time with vector quantization In: International Journal of Forecasting.
[Full Text][Citation analysis]		article30
2008The economic performance of cities: A Markov-switching approach In: Journal of Urban Economics.
[Full Text][Citation analysis]		article34
2007The economic performance of cities: a Markov-switching approach.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2008A state-level analysis of the Great Moderation In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article40
2007A state-level analysis of the Great Moderation.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2006A State-Level Analysis of the Great Moderation.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2013Discordant city employment cycles In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article7
2010Discordant city employment cycles.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2010Discordant city employment cycles.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011Discordant City Employment Cycles.(2011) In: ERSA conference papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2006The Importance of Nonlinearity in Reproducing Business Cycle Features In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter13
2005The importance of nonlinearity in reproducing business cycle features.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2002Identifying business cycle turning points in real time In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper54
2003Identifying business cycle turning points in real time.(2003) In: Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		article
2000The use and abuse of \real-time\ data in economic forecasting In: Working Papers.
[Full Text][Citation analysis]		paper162
2000The use and abuse of \real-time\ data in economic forecasting.(2000) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2002The use and abuse of real-time data in economic forecasting.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2003The Use and Abuse of Real-Time Data in Economic Forecasting.(2003) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		article
2001Permanent and transitory components of business cycles: their relative importance and dynamic relationship In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2005International perspectives on the \Great Moderation\ In: International Economic Trends.
[Full Text][Citation analysis]		article0
2002Getting real about monetary policy In: Monetary Trends.
[Full Text][Citation analysis]		article0
2003Pushing on a string In: Monetary Trends.
[Full Text][Citation analysis]		article1
2004Does inflation targeting make a difference? In: Monetary Trends.
[Full Text][Citation analysis]		article1
2005Are inflation expectations rising from the ashes? In: Monetary Trends.
[Full Text][Citation analysis]		article0
2006Is all that talk just noise? In: Monetary Trends.
[Full Text][Citation analysis]		article0
2002Was the recent economic downturn a recession? In: National Economic Trends.
[Full Text][Citation analysis]		article0
2003A national recession In: National Economic Trends.
[Full Text][Citation analysis]		article0
2005Is the business cycle still an inventory cycle? In: National Economic Trends.
[Full Text][Citation analysis]		article0
2005The 2001 recession and the states of the Eighth Federal Reserve District In: Regional Economic Development.
[Full Text][Citation analysis]		article0
2005The 2001 recession and the states of the Eighth Federal Reserve District.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2003Consumer confidence surveys: do they boost forecasters confidence? In: The Regional Economist.
[Full Text][Citation analysis]		article0
2004The macroeconomic effects of inflation targeting In: Review.
[Full Text][Citation analysis]		article240
2005The dynamic relationship between permanent and transitory components of U.S. business cycles In: Working Papers.
[Full Text][Citation analysis]		paper13
2007The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles.(2007) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 13		article
2003The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2007The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles.(2007) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2003Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model In: Working Papers.
[Full Text][Citation analysis]		paper187
2005Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 187		article
2003Nonlinearity and the permanent effects of recessions In: Working Papers.
[Full Text][Citation analysis]		paper122
2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		article
2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		article
2004Business cycle phases in U.S. states In: Working Papers.
[Full Text][Citation analysis]		paper125
2005Business Cycle Phases in U.S. States.(2005) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 125		article
2005A steady-state approach to trend/cycle decomposition of regime-switching processes In: Working Papers.
[Full Text][Citation analysis]		paper0
2006A Bayesian approach to counterfactual analysis of structural change In: Working Papers.
[Full Text][Citation analysis]		paper1
2006A Bayesian Approach to Counterfactual Analysis of Structural Change.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2006Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases In: Working Papers.
[Full Text][Citation analysis]		paper7
2006Inflation: do expectations trump the gap? In: Working Papers.
[Full Text][Citation analysis]		paper21
2008Inflation: Do Expectations Trump the Gap?.(2008) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2007Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Forecasting national recessions using state level data In: Working Papers.
[Full Text][Citation analysis]		paper20
2012Forecasting national recessions using state-level data.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015Forecasting National Recessions Using State‐Level Data.(2015) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2021Contagious Switching In: Working Papers.
[Full Text][Citation analysis]		paper4
2022Contagious switching.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1999Unit Root Tests in the Presence of Markov Regime-Switching In: Discussion Papers in Economics at the University of Washington.
[Full Text][Citation analysis]		paper0
1999Unit Root Tests in the Presence of Markov Regime-Switching.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2008Bayesian counterfactual analysis of the sources of the great moderation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article14
2009Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach In: Journal of Money, Credit and Banking.
[Citation analysis]		article40
2009Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2010Employment and the business cycle In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2010Employment and the business cycle.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2002Is Inflation Persistence Inherent in Industrial Economies? In: Computing in Economics and Finance 2002.
[Citation analysis]		paper1
2004A Steady State Approach to Trend / Cycle Decomposition In: Computing in Economics and Finance 2004.
[Citation analysis]		paper0
2012The Asymmetric Business Cycle In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article160
2009Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers.
[Full Text][Citation analysis]		paper2
2012Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article185
2021Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article5

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