Jeremy Piger

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Affiliations

• University of Oregon / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Markov Regime Switching and Unit-Root Tests (repec:bes:jnlbes:v:19:y:2001:i:4:p:404-15)
  by Nelson, Charles R & Piger, Jeremy & Zivot, Eric
• The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations (repec:bes:jnlbes:v:22:y:2004:i:1:p:80-93)
  by Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy
• A Comparison of the Real-Time Performance of Business Cycle Dating Methods (repec:bes:jnlbes:v:26:y:2008:p:42-49)
  by Chauvet, Marcelle & Piger, Jeremy
• Employment And The Business Cycle (repec:bla:manchs:v:81:y:2013:i::p:16-42)
  by Marcelle Chauvet & Jeremy Piger
• Unknown
• First Discussant Comment on “The Statistical Behavior of GDP after Financial Crises and Severe Recessions” (repec:bpj:bejmac:v:12:y:2012:i:3:p:10:n:1003)
  by Piger Jeremy
• Studies in Nonlinear Dynamics & Econometrics, De Gruyter (RePEc:bpj:sndecm)
  edited by
• Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? (repec:bpj:sndecm:v:17:y:2013:i:5:p:483-498:n:4)
  by Morley James & Piger Jeremy & Tien Pao-Lin
• Determinants of foreign direct investment (repec:cje:issued:v:47:y:2014:i:3:p:775-812)
  by Bruce A. Blonigen & Jeremy Piger
• Introduction To “Special Issue On The Empirical Analysis Of Business Cycles, Financial Markets, And Inflation: Essays In Honor Of Charles Nelson” (repec:cup:macdyn:v:19:y:2015:i:04:p:723-727_00)
  by Kim, Chang-Jin & Morley, James & Piger, Jeremy
• Inflation In The G7: Mind The Gap(S)? (repec:cup:macdyn:v:19:y:2015:i:04:p:883-912_00)
  by Morley, James & Piger, Jeremy & Rasche, Robert
• An N-State Endogenous Markov-Switching Model With Applications In Macroeconomics And Finance (repec:cup:macdyn:v:25:y:2021:i:8:p:1937-1965_1)
  by Hwu, Shih-Tang & Kim, Chang-Jin & Piger, Jeremy
• Nowcasting U.S. Business Cycle Turning Points with Vector Quantization (repec:dal:wpaper:daleconwp2013-02)
  by Andrea Giusto & Jeremy Piger
• Is inflation persistence intrinsic in industrial economies? (repec:ecb:ecbwps:2004334)
  by Levin, Andrew T. & Piger, Jeremy M.
• Explicit inflation objectives and macroeconomic outcomes (repec:ecb:ecbwps:2004383)
  by Levin, Andrew T. & Piger, Jeremy M. & Natalucci, Fabio M.
• Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations (repec:ecm:wc2000:1465)
  by Chang-Jin Kim & Jeremy Piger
• Estimation of Markov regime-switching regression models with endogenous switching (repec:eee:econom:v:143:y:2008:i:2:p:263-273)
  by Kim, Chang-Jin & Piger, Jeremy & Startz, Richard
• Trend/cycle decomposition of regime-switching processes (repec:eee:econom:v:146:y:2008:i:2:p:220-226)
  by Morley, James & Piger, Jeremy
• Comovement in GDP trends and cycles among trading partners (repec:eee:inecon:v:94:y:2014:i:2:p:239-247)
  by Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas
• Identifying business cycle turning points in real time with vector quantization (repec:eee:intfor:v:33:y:2017:i:1:p:174-184)
  by Giusto, Andrea & Piger, Jeremy
• Are the effects of monetary policy larger in recessions? A reconciliation of the evidence (repec:eee:joecas:v:31:y:2025:i:c:s1703494924000434)
  by Piger, Jeremy & Stockwell, Thomas
• The economic performance of cities: A Markov-switching approach (repec:eee:juecon:v:64:y:2008:i:3:p:538-550)
  by Owyang, Michael T. & Piger, Jeremy M. & Wall, Howard J. & Wheeler, Christopher H.
• Common stochastic trends, common cycles, and asymmetry in economic fluctuations (repec:eee:moneco:v:49:y:2002:i:6:p:1189-1211)
  by Kim, Chang-Jin & Piger, Jeremy
• A state-level analysis of the Great Moderation (repec:eee:regeco:v:38:y:2008:i:6:p:578-589)
  by Owyang, Michael T. & Piger, Jeremy & Wall, Howard J.
• Discordant city employment cycles (repec:eee:regeco:v:43:y:2013:i:2:p:367-384)
  by Owyang, Michael T. & Piger, Jeremy & Wall, Howard J.
• The Importance of Nonlinearity in Reproducing Business Cycle Features (repec:eme:ceazzz:s0573-8555(05)76003-x)
  by James Morley & Jeremy Piger
• Identifying business cycle turning points in real time (repec:fip:fedawp:2002-27)
  by Marcelle Chauvet & Jeremy M. Piger
• The use and abuse of \"real-time\" data in economic forecasting (repec:fip:feddwp:00-04)
  by Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger
• Common stochastic trends, common cycles, and asymmetry in economic fluctuations (repec:fip:fedgif:681)
  by Chang-Jin Kim & Jeremy M. Piger
• Markov regime-switching and unit root tests (repec:fip:fedgif:683)
  by Charles R. Nelson & Jeremy M. Piger & Eric Zivot
• The use and abuse of \"real-time\" data in economic forecasting (repec:fip:fedgif:684)
  by Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger
• Permanent and transitory components of business cycles: their relative importance and dynamic relationship (repec:fip:fedgif:703)
  by Chang-Jin Kim & Jeremy M. Piger & Richard Startz
• The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations (repec:fip:fedgif:707)
  by Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger
• International perspectives on the \"Great Moderation\" (repec:fip:fedlie:y:2005:i:aug)
  by Michelle T. Armesto & Jeremy M. Piger
• Getting real about monetary policy (repec:fip:fedlmt:y:2002:i:jan)
  by Jeremy M. Piger
• Pushing on a string (repec:fip:fedlmt:y:2003:i:mar)
  by Jeremy M. Piger
• Does inflation targeting make a difference? (repec:fip:fedlmt:y:2004:i:apr)
  by Jeremy M. Piger
• Are inflation expectations rising from the ashes? (repec:fip:fedlmt:y:2005:i:nov)
  by Jeremy M. Piger
• Is all that talk just noise? (repec:fip:fedlmt:y:2006:i:aug)
  by Jeremy M. Piger
• Was the recent economic downturn a recession? (repec:fip:fedlne:y:2002:i:aug)
  by Jeremy M. Piger
• A national recession (repec:fip:fedlne:y:2003:i:apr)
  by Jeremy M. Piger
• Is the business cycle still an inventory cycle? (repec:fip:fedlne:y:2005:i:jan)
  by Jeremy M. Piger
• The 2001 recession and the states of the Eighth Federal Reserve District (repec:fip:fedlrd:y:2005:i:nov:p:3-16:n:v.1no.1)
  by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall
• Consumer confidence surveys: do they boost forecasters' confidence? (repec:fip:fedlre:y:2003:i:apr:p:10-11)
  by Jeremy M. Piger
• Identifying business cycle turning points in real time (repec:fip:fedlrv:y:2003:i:mar:p:47-61:n:v.85no.2)
  by Marcelle Chauvet & Jeremy M. Piger
• The macroeconomic effects of inflation targeting (repec:fip:fedlrv:y:2004:i:jul:p:51-80:n:v.86no.4)
  by Andrew T. Levin & Fabio M. Natalucci & Jeremy M. Piger
• Markov regime switching and unit root tests (repec:fip:fedlwp:2001-013)
  by Charles R. Nelson & Jeremy M. Piger & Eric Zivot
• Common stochastic trends, common cycles, and asymmetry in economic fluctuations (repec:fip:fedlwp:2001-014)
  by Chang-Jin Kim & Jeremy M. Piger
• The use and abuse of 'real-time' data in economic forecasting (repec:fip:fedlwp:2001-015)
  by Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger
• The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations (repec:fip:fedlwp:2001-016)
  by Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger
• The dynamic relationship between permanent and transitory components of U.S. business cycles (repec:fip:fedlwp:2001-017)
  by Chang-Jin Kim & Jeremy M. Piger & Richard Startz
• Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model (repec:fip:fedlwp:2001-022)
  by Ming Chien Lo & Jeremy M. Piger
• Nonlinearity and the permanent effects of recessions (repec:fip:fedlwp:2002-014)
  by Chang-Jin Kim & James Morley & Jeremy M. Piger
• Is inflation persistence intrinsic in industrial economies? (repec:fip:fedlwp:2002-023)
  by Andrew T. Levin & Jeremy M. Piger
• Business cycle phases in U.S. states (repec:fip:fedlwp:2003-011)
  by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall
• Estimation of Markov regime-switching regression models with endogenous switching (repec:fip:fedlwp:2003-015)
  by Chang-Jin Kim & Jeremy M. Piger & Richard Startz
• A steady-state approach to trend/cycle decomposition of regime-switching processes (repec:fip:fedlwp:2004-006)
  by James Morley & Jeremy M. Piger
• A Bayesian approach to counterfactual analysis of structural change (repec:fip:fedlwp:2004-014)
  by Chang-Jin Kim & James Morley & Jeremy M. Piger
• The importance of nonlinearity in reproducing business cycle features (repec:fip:fedlwp:2004-032)
  by James Morley & Jeremy M. Piger
• A comparison of the real-time performance of business cycle dating methods (repec:fip:fedlwp:2005-021)
  by Marcelle Chauvet & Jeremy M. Piger
• The 2001 recession and the states of the Eighth Federal Reserve District (repec:fip:fedlwp:2005-053)
  by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall
• Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases (repec:fip:fedlwp:2006-005)
  by Angela K. Davis & Jeremy M. Piger & Lisa M. Sedor
• Inflation: do expectations trump the gap? (repec:fip:fedlwp:2006-013)
  by Jeremy M. Piger & Robert H. Rasche
• The economic performance of cities: a Markov-switching approach (repec:fip:fedlwp:2006-056)
  by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler
• A state-level analysis of the Great Moderation (repec:fip:fedlwp:2007-003)
  by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall
• Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach (repec:fip:fedlwp:2007-010)
  by Michelle T. Armesto & Ruben Hernandez-Murillo & Michael T. Owyang & Jeremy M. Piger
• Discordant city employment cycles (repec:fip:fedlwp:2010-019)
  by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall
• Inflation in the G7: mind the gap(s)? (repec:fip:fedlwp:2011-011)
  by James Morley & Jeremy M. Piger & Robert H. Rasche
• Forecasting national recessions using state level data (repec:fip:fedlwp:2012-013)
  by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall
• Contagious Switching (repec:fip:fedlwp:2019-014)
  by Michael T. Owyang & Jeremy M. Piger & Daniel Soques
• Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations (repec:fth:washer:0021)
  by Chang-Jin Kim & Jeremy Piger
• Unit Root Tests in the Presence of Markov Regime-Switching (repec:fth:washer:0040)
  by Charles Nelson & Jeremy Piger & Eric Zivot
• Inflation: Do Expectations Trump the Gap? (repec:ijc:ijcjou:y:2008:q:4:a:3)
  by Jeremy M. Piger & Robert H. Rasche
• Nonlinearity and the permanent effects of recessions (repec:jae:japmet:v:20:y:2005:i:2:p:291-309)
  by Jeremy Piger & James Morley & Chang-Jin Kim
• Bayesian counterfactual analysis of the sources of the great moderation (repec:jae:japmet:v:23:y:2008:i:2:p:173-191)
  by Chang-Jin Kim & James Morley & Jeremy Piger
• Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model (repec:mcb:jmoncb:v:37:y:2005:i:5:p:865-86)
  by Lo, Ming Chien & Piger, Jeremy
• The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles (repec:mcb:jmoncb:v:39:y:2007:i:1:p:187-204)
  by Chang-Jin Kim & Jeremy M. Piger & Richard Startz
• Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach (repec:mcb:jmoncb:v:41:y:2009:i:1:p:35-55)
  by Michelle T. Armesto & Rub…N Hern¡Ndez-Murillo & Michael T. Owyang & Jeremy Piger
• Determinants of Foreign Direct Investment (repec:nbr:nberwo:16704)
  by Bruce A. Blonigen & Jeremy Piger
• Comovement in GDP Trends and Cycles Among Trading Partners (repec:nbr:nberwo:18032)
  by Bruce A. Blonigen & Jeremy Piger & Nicholas Sly
• Discordant city employment cycles (repec:pra:mprapa:30757)
  by Owyang, Michael T. & Piger, Jeremy & Wall, Howard J.
• Employment and the business cycle (repec:pra:mprapa:34103)
  by Marcelle, Chauvet & Jeremy, Piger
• Forecasting national recessions using state-level data (repec:pra:mprapa:39168)
  by Owyang, Michael T. & Piger, Jeremy & Wall, Howard J.
• Employment and the business cycle (repec:pra:mprapa:46642)
  by Marcelle, Chauvet & Jeremy, Piger
• Is Inflation Persistence Inherent in Industrial Economies? (repec:sce:scecf2:344)
  by Andrew T. Levin & Jeremy M. Piger
• Is Inflation Persistence Intrinsic in Industrial Economies? (repec:sce:scecf3:298)
  by Andrew Levin & Jeremy Piger
• A Steady State Approach to Trend / Cycle Decomposition (repec:sce:scecf4:22)
  by Jeremy Piger & James Morley
• A State-Level Analysis of the Great Moderation (repec:sce:scecfa:131)
  by Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis
• A Bayesian Approach to Counterfactual Analysis of Structural Change (repec:sce:scecfa:259)
  by Chang-Jin Kim University of Washington,, ,Jeremy Piger, Federal Reserve Bank of St. Louis & James Morley & Jeremy Piger
• Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? (repec:swe:wpaper:2012-23)
  by James Morley & Jeremy Piger & Pao-Lin Tien
• The Use and Abuse of Real-Time Data in Economic Forecasting (repec:tpr:restat:v:85:y:2003:i:3:p:618-628)
  by Evan F. Koenig & Sheila Dolmas & Jeremy Piger
• Business Cycle Phases in U.S. States (repec:tpr:restat:v:87:y:2005:i:4:p:604-616)
  by Michael T. Owyang & Jeremy Piger & Howard J. Wall
• The Asymmetric Business Cycle (repec:tpr:restat:v:94:y:2012:i:1:p:208-221)
  by James Morley & Jeremy Piger
• Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations (repec:udb:wpaper:0021)
  by Chang-Jin Kim & Jeremy Piger
• Unit Root Tests in the Presence of Markov Regime-Switching (repec:udb:wpaper:0040)
  by Charles Nelson & Jeremy Piger & Eric Zivot
• The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle (repec:udb:wpaper:uwec-2003-36)
  by Chang-Jin Kim & Jeremy Piger & Richard Startz
• Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? (repec:wes:weswpa:2009-003)
  by James Morley & Jeremy Piger & Pao-Lin Tien
• Discordant City Employment Cycles (repec:wiw:wiwrsa:ersa11p1525)
  by Michael Owyang & Jeremy Piger & Howard Wall
• Determinants of foreign direct investment (repec:wly:canjec:v:47:y:2014:i:3:p:775-812)
  by Bruce A. Blonigen & Jeremy Piger
• Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language (repec:wly:coacre:v:29:y:2012:i:3:p:845-868)
  by Angela K. Davis & Jeremy M. Piger & Lisa M. Sedor
• Nonlinearity and the permanent effects of recessions (repec:wly:japmet:v:20:y:2005:i:2:p:291-309)
  by Chang‐Jin Kim & James Morley & Jeremy Piger
• Contagious switching (repec:wly:japmet:v:37:y:2022:i:2:p:415-432)
  by Michael T. Owyang & Jeremy Piger & Daniel Soques
• Differences From Differencing: Should Local Projections With Observed Shocks Be Estimated in Levels or Differences? (repec:wly:japmet:v:40:y:2025:i:7:p:759-787)
  by Jeremy Piger & Thomas Stockwell
• The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles (repec:wly:jmoncb:v:39:y:2007:i:1:p:187-204)
  by Chang‐Jin Kim & Jeremy M. Piger & Richard Startz
• Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach (repec:wly:jmoncb:v:41:y:2009:i:1:p:35-55)
  by Michelle T. Armesto & Rubén Hernández‐Murillo & Michael T. Owyang & Jeremy Piger
• Forecasting National Recessions Using State‐Level Data (repec:wly:jmoncb:v:47:y:2015:i:5:p:847-866)
  by Michael T. Owyang & Jeremy Piger & Howard J. Wall
• Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach (repec:wly:jmoncb:v:53:y:2021:i:8:p:1999-2036)
  by Adam Check & Jeremy Piger
• Determinants of Foreign Direct Investment (repec:wsi:wschap:9789813277014_0001)
  by Bruce A. Blonigen & Jeremy Piger