Jeremy Piger : Citation Profile

Are you Jeremy Piger?

University of Oregon

21

H index

27

i10 index

2743

Citations

RESEARCH PRODUCTION:

45

Articles

54

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 119
   Journals where Jeremy Piger has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 40 (1.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi14
   Updated: 2024-12-03    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 (53)

Ferrara, Laurent (45)

Bec, Frédérique (42)

Morley, James (39)

Wall, Howard (35)

Ravazzolo, Francesco (30)

Casarin, Roberto (27)

Billio, Monica (26)

Clements, Michael (26)

van Dijk, Dick (25)

Galvão, Ana (24)

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)

Morley, James (14)

Main data

Where Jeremy Piger has published?

Journals with more than one article published# docs
Monetary Trends5
The Review of Economics and Statistics3
National Economic Trends3
Journal of Money, Credit and Banking3
Journal of Money, Credit and Banking3
Journal of Business & Economic Statistics3
Journal of Applied Econometrics2
Review2
Journal of Applied Econometrics2
Regional Science and Urban Economics2
Macroeconomic Dynamics2
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
Computing in Economics and Finance 2006 / Society for Computational Economics2
Working Paper Series / European Central Bank2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Jeremy Piger (2024 and 2023)

YearTitle of citing document
2023The Great, Greater, and Greatest Recessions of US States. (2023). Wall, Howard. In: Journal of Regional Analysis and Policy. RePEc:ags:jrapmc:339973.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). 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. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2023FDI Flows and the Effects of the Shadow Economy: Evidence from Gravity Modelling. (2023). Zander, Tobias. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev9i4-3.

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2023.

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2024.

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2023Do banks practice what they preach? Brown lending and environmental disclosure in the euro area. (2023). Reghezza, Alessio ; Gambacorta, Leonardo ; Scannella, Enzo ; Polizzi, Salvatore. In: BIS Working Papers. RePEc:bis:biswps:1143.

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2023From natural language to accounting entries using a natural language processing method. (2023). Wu, Zhuojun ; Huang, Xian ; Chen, Yasheng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3781-3795.

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2023Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998.

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2023The synchronization between Koreas and Japans business cycles. (2023). Lee, Keun Yeong. In: Asian Economic Journal. RePEc:bla:asiaec:v:37:y:2023:i:4:p:435-465.

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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). Liu, Wei ; Zhen, Feng. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12694.

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2023The informativeness of investor communication with corporate insiders: Evidence from China. (2023). Wang, Song ; Huang, Qinghua ; Ju, Congyi ; Meng, Qingbin. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:189-207.

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2023Does agricultural official development assistance facilitate foreign direct investment in agriculture: Evidence from 63 developing countries. (2023). Tian, Junyan. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:702-718.

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2023Institutional ownership and the informativeness of disclosure tone. (2023). Sunder, Shyam V ; Manchiraju, Hariom ; Jain, Ankit. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:61-90.

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2023Regional inequality in the U.S.: Evidence from city‐level purchasing power. (2020). Chudik, Alexander ; Choi, Horag. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:4:p:738-774.

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2023Customers’ managerial expectations and suppliers’ asymmetric cost management. (2023). Hu, Nan ; Cavusoglu, Hasan ; Liang, Peng. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:6:p:1975-1993.

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2023A joint spatial econometric model for regional FDI and output growth. (2023). Krisztin, Tamás ; Piribauer, Philipp. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:87-106.

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2023Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252.

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2023Institutional difference and foreign direct investment location choice: Evidence from China. (2023). Tao, Zhigang ; Lu, YI ; Du, Julan ; Che, YI. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:3:p:1934-1956.

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2023Epidemic outbreak and foreign direct investment fluctuation. (2023). Zhao, Jing ; Li, Yuankun ; Yu, Zhen. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:4:p:1051-1081.

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2023Service trade restrictiveness and foreign direct investment—Evidence from greenfield FDI in business services. (2023). Marschinski, Robert ; Jungmittag, Andre. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1711-1758.

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2023Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data. (2023). Noeller, Marvin ; Balleer, Almut. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10261.

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2023Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751.

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

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2023.

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

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

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2023Do banks practice what they preach? Brown lending and environmental disclosure in the euro area. (2023). Reghezza, Alessio ; Gambacorta, Leonardo ; Scannella, Enzo ; Polizzi, Salvatore. In: Working Paper Series. RePEc:ecb:ecbwps:20232872.

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

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2023You have been forewarned! The effects of risk management disclosures and disclosure tone on investors’ judgments. (2023). Yeo, Feng ; Tan, Hun-Tong. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:105:y:2023:i:c:s0361368222000678.

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2023FDI commitments increase when uncertainty is resolved: Evidence from Asia. (2023). Naknoi, Kanda ; Hornstein, Abigail S. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000490.

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2023Tone emphasis and insider trading. (2023). Ma, Hui ; Jin, Qinglu ; Cheng, Lin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000688.

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2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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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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2023Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058.

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2023Uncertainty in firm innovation scheme and impact of green fiscal policy; Economic recovery of Chinese firms in the post-Covid-19 era. (2023). Nazar, Raima ; Nasir, Muhammad Hamid ; Anser, Muhammad Khalid ; Fan, Weina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1424-1439.

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2023Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523.

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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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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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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). Chen, Meixia ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

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2023Effects of home country tax reform on FDI inflows to South Korea: A synthetic control method approach. (2023). Kang, Youngho ; Yang, Jinhyuk. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000769.

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2023Does the Survey of Professional Forecasters help predict the shape of recessions in real time?. (2023). Morley, James ; Eo, Yunjong. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004457.

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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). Li, Xiang ; Kwak, Boreum ; Hasan, Iftekhar. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002787.

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

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

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2023The annual report tone and return Comovement—Evidence from Chinas stock market. (2023). Xue, Wenjun ; Wang, Feifei ; Liu, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001266.

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2023Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts follow-up behavior. (2023). Zhou, Xiaofeng ; Han, Dongmei ; Chen, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300220x.

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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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2023Financial development gap, institutional distance and international cooperation on production capacity. (2023). Yin, Hongying ; Jiao, Jingyi ; Yu, Xuewei. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004294.

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2023Stock market reaction to news: Do tense and horizon matter?. (2023). Laudy, Olav ; Huynh, Karen ; Briere, Marie ; Pouget, Sebastien. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010024.

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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 ; Cho, Hyunkwon ; Hyeon, Jiwon. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002885.

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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). Zhang, Ming ; Jiang, Dianchun ; Wang, Zhe. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:2:s0969593123001439.

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2023Feasibility analysis of machine learning for performance-related attributional statements. (2023). van Caneghem, Tom ; Aerts, Walter ; Berkin, Anil. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:48:y:2023:i:c:s1467089522000495.

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2023The application of text mining in accounting. (2023). Srivastava, Rajendra P ; Jans, Mieke J ; Senave, Elseline. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:50:y:2023:i:c:s1467089523000167.

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

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2023Foreign direct investment, legal uncertainty and corporate income taxation. (2023). Zagler, Martin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:19-28.

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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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2023Managing disclosure of political risk: The case of socially responsible firms. (2023). Kim, Ho Young ; Harjoto, Maretno A ; Laksmana, Indrarini. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008311.

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2023Does effective democracy explain MNE location choice?: Attractiveness to FDI and cross-border M&As. (2023). Purohit, Archana ; Mitra, Shabana ; Basu, Debarati. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005477.

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2023Regulatory enforcement, foreignness, and language negativity: Evidence from SEC comment letters. (2023). Leventis, Stergios ; Dedoulis, Emmanouil ; Chantziaras, Antonios ; Koulikidou, Kleopatra. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:51:y:2023:i:c:s1061951823000265.

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2023Narrative tone and earnings persistence. (2023). Rahman, Sheehan. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:52:y:2023:i:c:s1061951823000411.

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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 ; Louhichi, Wael ; ben Ameur, Hachmi ; Ftiti, Zied. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2023Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners. (2023). Biolsi, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000891.

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2023Uncertain tone, asset volatility and credit default swap spreads. (2023). Ramani, Srikanth ; Patel, Saurin ; Doshi, Hitesh ; Sooy, Matthew. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000309.

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2023The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099.

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2023Should models of monetary policy asymmetry include interaction terms?. (2023). Stockwell, Thomas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000129.

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2023Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach. (2023). Shahbaz, Muhammad ; Napari, Ayuba ; Ul, Asad. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003124.

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2023Diplomatic relations and cross-border investments in the European Union. (2023). Gregori, Wildmer Daniel ; Damioli, Giacomo. In: European Journal of Political Economy. RePEc:eee:poleco:v:76:y:2023:i:c:s0176268022000659.

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2023Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395.

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2024Media sentiment and stock returns. (2024). Ostling, Andreas ; Forsberg, Lars ; Bask, Mikael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:303-311.

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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]		article76
2000Markov regime-switching and unit root tests.(2000) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2001Markov regime switching and unit root tests.(2001) In: Working Papers.
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This paper has nother version. Agregated cites: 76		paper
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1999Unit Root Tests in the Presence of Markov Regime-Switching.(1999) In: Working Papers.
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2009Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach.(2009) In: Journal of Money, Credit and Banking.
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