Jeremy Piger : Citation Profile

Are you Jeremy Piger?

University of Oregon

21

H index

27

i10 index

2729

Citations

RESEARCH PRODUCTION:

45

Articles

54

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 118
   Journals where Jeremy Piger has often published
   Relations with other researchers
   Recent citing documents: 158.    Total self citations: 40 (1.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi14
   Updated: 2024-11-04    RAS profile: 2023-12-06    
   Missing citations? Add them    Incorrect content? Let us know

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)

Clements, Michael (26)

Billio, Monica (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
Journal of Money, Credit and Banking3
National Economic Trends3
Journal of Business & Economic Statistics3
The Review of Economics and Statistics3
Journal of Money, Credit and Banking3
Journal of Applied Econometrics2
Journal of Econometrics2
Macroeconomic Dynamics2
Journal of Applied Econometrics2
Review2
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
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Paper Series / European Central Bank2
Computing in Economics and Finance 2006 / Society for Computational Economics2

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

Full description at Econpapers || Download paper

2024Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023DOES INVESTOR PROTECTION INCREASE FOREIGN DIRECT INVESTMENT? A META?ANALYSIS. (2021). Iwasaki, Ichiro ; Brada, Josef ; Drabek, Zdenek. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:34-70.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The effects of restrictive measures on cross?border investment: Evidence from OECD and emerging countries. (2022). Zongo, Amara. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:8:p:2428-2477.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90.

Full description at Econpapers || Download paper

2024The effects of foreign entry on local innovation by entry mode. (2024). Marin, Giovanni ; Damioli, Giacomo. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:3:s0048733324000064.

Full description at Econpapers || Download paper

2023Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331.

Full description at Econpapers || Download paper

2023Industrial linkage and clustered regional business cycles in China. (2023). Peng, Bin ; Sun, Yanlin ; Wang, Xiaoyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:59-72.

Full description at Econpapers || Download paper

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]		article75
2000Markov regime-switching and unit root tests.(2000) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2001Markov regime switching and unit root tests.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		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]		article207
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: 207		paper
2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
[Full Text][Citation analysis]		article4
2013Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article9
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: 9		paper
2014Determinants of foreign direct investment In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article312
2011Determinants of Foreign Direct Investment.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 312		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: 312		article
2019Determinants of Foreign Direct Investment.(2019) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 312		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]		article11
2011Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
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]		paper273
2003Is inflation persistence intrinsic in industrial economies?.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 273		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: 273		paper
2004Explicit inflation objectives and macroeconomic outcomes In: Working Paper Series.
[Full Text][Citation analysis]		paper51
2000Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper57
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: 57		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: 57		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: 57		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: 57		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: 57		paper
2008Estimation of Markov regime-switching regression models with endogenous switching In: Journal of Econometrics.
[Full Text][Citation analysis]		article147
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: 147		paper
2008Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2014Comovement in GDP trends and cycles among trading partners In: Journal of International Economics.
[Full Text][Citation analysis]		article24
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: 24		paper
2017Identifying business cycle turning points in real time with vector quantization In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
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
In: .
[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]		paper159
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: 159		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: 159		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: 159		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]		article238
2005The dynamic relationship between permanent and transitory components of U.S. business cycles In: Working Papers.
[Full Text][Citation analysis]		paper12
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: 12		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: 12		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: 12		article
2003Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model In: Working Papers.
[Full Text][Citation analysis]		paper174
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: 174		article
2003Nonlinearity and the permanent effects of recessions In: Working Papers.
[Full Text][Citation analysis]		paper117
2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		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: 117		article
2004Business cycle phases in U.S. states In: Working Papers.
[Full Text][Citation analysis]		paper120
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: 120		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]		paper4
2012Forecasting national recessions using state-level data.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Contagious Switching In: Working Papers.
[Full Text][Citation analysis]		paper3
2022Contagious switching.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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]		article39
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: 39		article
2010Employment and the business cycle In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2010Employment and the business cycle.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		article152
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]		article157
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team