Jeremy
Piger
On this
page you will find links to my published and forthcoming articles and
discussions. For links to my working papers, click here.
1.
Reproducing Business Cycle Features: Are Nonlinear
Dynamics a Proxy for Multivariate Information?
with James Morley
and Pao-Lin Tien, Studies in
Nonlinear Dynamics and Econometrics, forthcoming.
2.
Employment and the Business Cycle, with Marcelle Chauvet, The Manchester School, forthcoming.
3. Discordant City Employment Cycles
with Michael Owyang
and Howard Wall, Regional
Science and Urban Economics, 2013, 43, 367-384.
4. Discussion of ÒThe Statistical Behavior of GDP after
Financial Crises and Severe Recessions,Ó by Papell
and Prodan, B.E. Journal of Macroeconomics, 2012, 12.
5.
Beyond the
Numbers: Measuring the Information Content of Earnings Press Release
Language, with Angela Davis and Lisa Sedor, Contemporary
Accounting Research, 2012, 29, 845-868.
6. The Asymmetric Business Cycle, with James Morley, Review of
Economics and Statistics, 2012, 94, 208-221.
7. Measuring the Information Content of the Beige Book:
A Mixed Data Sampling Approach, with Michelle Armesto,
Ruben Hernandez-Murillo, and Michael Owyang, Journal of Money,
Credit and Banking, 2009, 41, 35-55.
8.
Models of Regime Changes, Encyclopedia of
Complexity and System Science, 2009, Springer, New York.
9.
Inflation: Do
Expectations Trump the Gap?, with Robert Rasche, International
Journal of Central Banking, 2008, 4, 85-116.
10. Trend/Cycle Decomposition of Regime-Switching Processes,
with James Morley, Journal of Econometrics, 2008, 146, 220-226.
11.
The Economic Performance of Cities: A Markov-Switching Approach, with
Michael Owyang, Howard Wall and Christopher Wheeler, Journal of Urban
Economics, 2008, 64, 538-550.
12. A State-Level
Analysis of the Great Moderation, with Michael Owyang
and Howard Wall, Regional
Science and Urban Economics, 2008, 38, 578-589.
13.
Estimation
of Markov Regime-Switching Regression Models with Endogenous Switching,
with Chang-Jin Kim and Richard Startz, Journal of
Econometrics, 2008, 143, 263-273.
Note: The unpublished appendix for this paper
can be found here.
14. Bayesian Counterfactual Analysis of the Sources of the Great
Moderation, with Chang-Jin Kim and James Morley, Journal of Applied Econometrics, 2008,
23, 173-191.
15. A Comparison of the
Real-Time Performance of Business Cycle Dating Methods, with Marcelle Chauvet, Journal of
Business and Economic Statistics, 2008, 26, 42-49.
16. The Dynamic Relationship Between
Permanent and Transitory Components of U.S. Business Cycles, with Chang-Jin
Kim and Richard Startz, Journal of Money, Credit and Banking,
2007, 39, 187-204.
17. The Importance of
Nonlinearity in Reproducing Business Cycle Features, with James Morley, in
C. Milas, P. Rothman, and D. van Dijk
(eds.), Nonlinear
Time Series Analysis of Business Cycles, Elsevier Science, Amsterdam,
2006.
18.
Business Cycle Phases in
U.S. States, with Michael Owyang and Howard Wall,
Review of
Economics and Statistics, 2005, 87, 604-616.
19. The
2001 Recession and the States of the 8th District, with Michael Owyang and Howard Wall, Federal Reserve Bank of St. Louis Regional Economic
Development, 2005, 1, 3-16.
20.
Is the Response of Output to Monetary Policy
Asymmetric? Evidence from a Regime-Switching Coefficients Model, with Ming
Lo, Journal of
Money, Credit and Banking, 2005, 37, 865-887.
21.
Nonlinearity and the Permanent Effects of
Recessions, with Chang-Jin Kim and James Morley, Journal of Applied Econometrics, 2005,
20, 291-309.
22.
The
Macroeconomic Effects of Inflation Targeting, with Andrew Levin and Fabio Natalucci, Federal Reserve Bank of St. Louis Review, 2004,
86, 51-80.
23. The Less Volatile
U.S. Economy: A Bayesian
Investigation of Timing, Breadth, and Potential Explanations, with
Chang-Jin Kim and Charles Nelson, Journal of Business and Economic Statistics, 2004,
22, 80-93.
24. The Use and Abuse of ÒReal-TimeÓ
Data in Economic Forecasting, with Evan Koenig and Sheila Dolmas, Review of Economics and Statistics, 2003, 85, 618-628.
25.
Identifying
Business Cycle Turning Points in Real Time, with Marcelle
Chauvet, Federal Reserve Bank of St. Louis Review, 2003,
85, 47-61.
26. Common Stochastic Trends, Common Cycles, and
Asymmetry in Economic Fluctuations, with Chang-Jin Kim, Journal of
Monetary Economics, 2002, 49, 1189-1211.
27.
Markov Regime
Switching and Unit Root Tests, with Charles Nelson and Eric Zivot, Journal of Business and Economic Statistics, 2001, 19, 404-415.