Jeremy Piger

University of Oregon - Department of Economics

Assistant Professor

Eugene, OR 97403

United States

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 11,115

SSRN RANKINGS

Top 11,115

in Total Papers Downloads

6,041

SSRN CITATIONS
Rank 3,210

SSRN RANKINGS

Top 3,210

in Total Papers Citations

285

CROSSREF CITATIONS

129

Scholarly Papers (32)

1.

Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language

AAA 2008 Financial Accounting and Reporting Section (FARS) Paper
Number of pages: 31 Posted: 16 Jan 2006 Last Revised: 20 Jun 2011
Angela K. Davis, Jeremy Piger and Lisa M. Sedor
University of Oregon, University of Oregon - Department of Economics and DePaul University
Downloads 2,035 (10,688)
Citation 53

Abstract:

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disclosure, earnings press release, language, tone

2.

Identifying Business Cycle Turning Points in Real Time

FRB of Atlanta Working Paper No. 2002-27
Number of pages: 35 Posted: 19 Feb 2003
Marcelle Chauvet and Jeremy Piger
University of California Riverside and University of Oregon - Department of Economics
Downloads 579 (65,178)
Citation 7

Abstract:

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Business cycles, real time forecasting, Markov switching, turning points

3.

Is Inflation Persistence Intrinsic in Industrial Economies?

Number of pages: 61 Posted: 29 Jul 2004
Andrew T. Levin and Jeremy Piger
affiliation not provided to SSRN and University of Oregon - Department of Economics
Downloads 439 (91,385)
Citation 1

Abstract:

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Inflation dynamics, Bayesian econometrics, largest autoregressive root

4.

Explicit Inflation Objectives and Macroeconomic Outcomes

Number of pages: 64 Posted: 09 Dec 2004
affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and University of Oregon - Department of Economics
Downloads 281 (149,215)

Abstract:

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Inflation expectations, Consensus Forecasts, inflation persistence

5.

Markov Regime-Switching and Unit Root Tests

Number of pages: 33 Posted: 12 Dec 2000
Charles R. Nelson, Jeremy Piger and Eric Zivot
Dept of Economics, University of Oregon - Department of Economics and University of Washington - Department of Economics
Downloads 272 (154,190)
Citation 4

Abstract:

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

6.

Bayesian Model Selection for Structural Break Models

Number of pages: 46 Posted: 15 May 2008
Andrew T. Levin and Jeremy Piger
affiliation not provided to SSRN and University of Oregon - Department of Economics
Downloads 188 (218,749)
Citation 8

Abstract:

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Posterior Model Probability, Markov Chain Monte Carlo, Inflation Persistence

7.

Business Cycle Phases in U.S. States

FRB of St. Louis Working Paper No. 2003-011
Number of pages: 35 Posted: 17 Jun 2003
Howard J. Wall, Michael Owyang and Jeremy Piger
Lindenwood University - Center for Economics and the Environment, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 163 (246,937)
Citation 25

Abstract:

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8.

Permanent and Transitory Components of Business Cycles: Their Relative Importance and Dynamic Relationship

Number of pages: 45 Posted: 22 Jun 2001
Chang-Jin Kim, Jeremy Piger and Richard Startz
Dept. of Economics, University of Washington, University of Oregon - Department of Economics and UCSB
Downloads 161 (249,588)
Citation 5

Abstract:

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asymmetry, economic fluctuations, Markov-switching

9.

A Bayesian Approach to Counterfactual Analysis of Structural Change

FRB St. Louis Working Paper No. 2004-014C
Number of pages: 38 Posted: 28 Jul 2005
Chang-Jin Kim, James Morley and Jeremy Piger
Dept. of Economics, University of Washington, University of Sydney - School of Economics and University of Oregon - Department of Economics
Downloads 156 (256,295)

Abstract:

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bayesian, counterfactual, structural change, volatility reduction

10.

The Use and Abuse of 'Real-Time' Data in Economic Forecasting

Number of pages: 33 Posted: 08 Nov 2000
Evan F. Koenig, Sheila Dolmas and Jeremy Piger
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Oregon - Department of Economics
Downloads 155 (257,629)
Citation 17

Abstract:

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11.

A Comparison of the Real-Time Performance of Business Cycle Dating Methods

FRB St. Louis Working Paper No. 2005-021A
Number of pages: 32 Posted: 28 Jul 2005
Marcelle Chauvet and Jeremy Piger
University of California Riverside and University of Oregon - Department of Economics
Downloads 147 (268,865)
Citation 52

Abstract:

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

12.

Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations

Number of pages: 39 Posted: 07 Dec 2000
Chang-Jin Kim and Jeremy Piger
Dept. of Economics, University of Washington and University of Oregon - Department of Economics
Downloads 143 (274,804)
Citation 6

Abstract:

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

13.

Inflation in the G7: Mind the Gap(s)?

Federal Reserve Bank of St. Louis Bank Working Paper No. 2011-011A
Number of pages: 42 Posted: 23 Apr 2011
James Morley, Jeremy Piger and Robert Rasche
University of Sydney - School of Economics, University of Oregon - Department of Economics and Michigan State University
Downloads 123 (307,927)
Citation 2

Abstract:

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

14.

Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?

UNSW Australian School of Business Research Paper No. 2012ECON23
Number of pages: 37 Posted: 27 Mar 2012
James Morley, Jeremy Piger and Pao-Lin Tien
University of Sydney - School of Economics, University of Oregon - Department of Economics and affiliation not provided to SSRN
Downloads 117 (319,272)
Citation 22

Abstract:

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Business cycle features, nonlinear dynamics, multivariate models

15.

Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model

FRB of St. Louis Working Paper No. 2001-022A
Number of pages: 33 Posted: 13 Mar 2002
Jeremy Piger and Ming Chien Lo
University of Oregon - Department of Economics and Saint Cloud State University - Department of Economics
Downloads 108 (337,508)
Citation 18

Abstract:

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Asymmetry, Business Cycles, Regime Switching, Monetary Policy

16.
Downloads 104 (346,123)
Citation 52

Determinants of Foreign Direct Investment

NBER Working Paper No. w16704
Number of pages: 49 Posted: 19 Jan 2011 Last Revised: 21 Feb 2022
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Downloads 101 (355,530)
Citation 1

Abstract:

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Determinants of Foreign Direct Investment

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 3, pp. 775-812, 2014
Number of pages: 38 Posted: 09 Dec 2014
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Downloads 3 (869,630)
Citation 19

Abstract:

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17.

The Less Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth and Potential Explanations

Number of pages: 48 Posted: 27 Aug 2001
Chang-Jin Kim, Charles R. Nelson and Jeremy Piger
Dept. of Economics, University of Washington, Dept of Economics and University of Oregon - Department of Economics
Downloads 103 (348,312)
Citation 20

Abstract:

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volatility reduction, stabilization, structural break, Bayesian

18.

Inflation: Do Expectations Trump the Gap?

FRB of St. Louis Working Paper No. 2006-013B
Number of pages: 49 Posted: 16 Apr 2006
Jeremy Piger and Robert Rasche
University of Oregon - Department of Economics and Michigan State University
Downloads 89 (382,104)
Citation 3

Abstract:

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Inflation persistence, Inflation forecast, Phillips Curve

19.

A Steady-State Approach to Trend/Cycle Decomposition of Regime-Switching Processes

FRB St. Louis Working Paper No. 2004-006D
Number of pages: 50 Posted: 28 Jul 2005
James Morley and Jeremy Piger
University of Sydney - School of Economics and University of Oregon - Department of Economics
Downloads 88 (384,765)
Citation 4

Abstract:

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

20.

Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach

Number of pages: 62 Posted: 08 Dec 2018
Adam Check and Jeremy Piger
University of St. Thomas and University of Oregon - Department of Economics
Downloads 81 (404,140)
Citation 2

Abstract:

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

21.

The Importance of Nonlinearity in Reproducing Business Cycle Features

FRB St. Louis Working Paper No. 2004-032B
Number of pages: 27 Posted: 28 Jul 2005
James Morley and Jeremy Piger
University of Sydney - School of Economics and University of Oregon - Department of Economics
Downloads 80 (407,031)

Abstract:

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business cycle, nonlinear, regime switching

22.

Turning Points and Classification

Number of pages: 40 Posted: 22 Apr 2019
Jeremy Piger
University of Oregon - Department of Economics
Downloads 73 (428,499)
Citation 1

Abstract:

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machine learning, nowcasting, business cycles, recession

23.

Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach

Number of pages: 30 Posted: 12 May 2008
Federal Reserve Bank of St. Louis - Research Division, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 67 (448,538)
Citation 3

Abstract:

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data sampling frequency, textual analysis, DICTION, Beige Book

24.

Forecasting National Recessions Using State Level Data

Federal Reserve Bank of St. Louis Working Paper No. 2012-013B
Number of pages: 33 Posted: 13 Jun 2012 Last Revised: 16 Nov 2013
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Economics and the Environment
Downloads 52 (505,678)
Citation 3

Abstract:

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turning points, probit, covariate selection

25.

A State-Level Analysis of the Great Moderation

Federal Reserve Bank of St. Louis Working Paper No. 2007-003D
Number of pages: 32 Posted: 06 Feb 2007
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Economics and the Environment
Downloads 52 (505,678)

Abstract:

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volatility reduction, state business cycles

26.

The Economic Performance of Cities: A Markov-Switching Approach

FRB of St. Louis Working Paper No. 2006-056A
Number of pages: 41 Posted: 25 Oct 2006
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics, Lindenwood University - Center for Economics and the Environment and Federal Reserve Bank of St. Louis - Research Division
Downloads 49 (518,628)
Citation 7

Abstract:

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Growth in cities, business cycle phases

27.

Identifying Asymmetry in the Language of the Beige Book: A Mixed Data Sampling Approach

FRB of St. Louis Working Paper No. 2007-010A
Number of pages: 31 Posted: 09 Mar 2007
Federal Reserve Bank of St. Louis - Research Division, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis - Research Division and University of Oregon - Department of Economics
Downloads 41 (556,251)

Abstract:

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data sampling frequency, textual analysis, diction, Beige Book

28.

The 2001 Recession and the States of the 8th District

FRB St. Louis Working Paper No. 2005-053A
Number of pages: 27 Posted: 28 Jul 2005
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Economics and the Environment
Downloads 38 (571,502)

Abstract:

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Markov-switching, business cycles

29.
Downloads 17 (598,910)

Contagious Switching

FRB St. Louis Working Paper No. 2019-14
Number of pages: 36 Posted: 15 May 2019
Michael Owyang, Jeremy Piger and Daniel Soques
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and University of North Carolina (UNC) at Wilmington
Downloads 17 (733,745)

Abstract:

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time varying transition probabilities, NAFTA, business cycle synchronization

30.

Discordant City Employment Cycles

FRB of St. Louis Working Paper No. 2010-019B
Number of pages: 45 Posted: 14 Jul 2010 Last Revised: 20 Sep 2012
Michael Owyang, Jeremy Piger and Howard J. Wall
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and Lindenwood University - Center for Economics and the Environment
Downloads 25 (649,548)
Citation 2

Abstract:

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City Employment Cycles

31.

Comovement in GDP Trends and Cycles Among Trading Partners

NBER Working Paper No. w18032
Number of pages: 30 Posted: 16 May 2012 Last Revised: 10 Apr 2022
Bruce A. Blonigen, Jeremy Piger and Nicholas Sly
University of Oregon - Department of Economics, University of Oregon - Department of Economics and University of Oregon - Department of Economics
Downloads 15 (725,165)
Citation 2

Abstract:

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32.

Employment and the Business Cycle

The Manchester School, Vol. 81, pp. 16-42, 2013
Number of pages: 27 Posted: 31 Oct 2013
Marcelle Chauvet and Jeremy Piger
University of California Riverside and University of Oregon - Department of Economics
Downloads 0 (878,334)

Abstract:

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