Published Papers

Inflation in the G7: Mind the Gap(s)? (with James Morley and Robert Rasche)

Macroeconomic Dynamics, forthcoming.


Determinants of Foreign Direct Investment (with Bruce Blonigen)

Canadian Journal of Economics, forthcoming.


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.

 

Employment and the Business Cycle (with Marcelle Chauvet)

The Manchester School, 2013, 81, 16-42.


Discordant City Employment Cycles (with Michael Owyang and Howard Wall)

Regional Science and Urban Economics, 2013, 43, 367-384.


Discussion of “The Statistical Behavior of GDP after Financial Crises and Severe Recessions,” by David Papell and Ruxandra Prodan

B.E. Journal of Macroeconomics, 2012, 12.


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. 


The Asymmetric Business Cycle (with James Morley)

Review of Economics and Statistics, 2012, 94, 208-221.

[Data and Gauss Code]

 

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.


Models of Regime Changes

Encyclopedia of Complexity and System Science, 2009, Springer, New York.


Inflation: Do Expectations Trump the Gap? (with Robert Rasche)

International Journal of Central Banking, 2008, 4, 85-116.


Trend/Cycle Decomposition of Regime-Switching Processes (with James Morley)

Journal of Econometrics, 2008, 146, 220-226.


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.


A State-Level Analysis of the Great Moderation (with Michael Owyang and Howard WallRegional Science and Urban Economics, 2008, 38, 578-589.


Estimation of Markov Regime-Switching Regression Models with Endogenous Switching (with Chang-Jin Kim and Richard Startz)

Journal of Econometrics, 2008, 143, 263-273.

[Unpublished Appendix]


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.


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.


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.


The Importance of Nonlinearity in Reproducing Business Cycle Features (with James Morley)

in Nonlinear Time Series Analysis of Business Cycles, C. Milas, P. Rothman, and D. van Dijk (eds.), Elsevier Science, Amsterdam, 2006. 


Business Cycle Phases in U.S. States (with Michael Owyang and Howard Wall)

Review of Economics and Statistics, 2005, 87, 604-616.


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.


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.


Nonlinearity and the Permanent Effects of Recessions (with Chang-Jin Kim and James Morley)

Journal of Applied Econometrics, 2005, 20, 291-309.


The Macroeconomic Effects of Inflation Targeting (with Andrew Levin and Fabio Natalucci)

Federal Reserve Bank of St. Louis Review, 2004, 86, 51-80.


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.


The Use and Abuse of “Real-Time” Data in Economic Forecasting (with Evan Koenig and Sheila Dolmas)

Review of Economics and Statistics, 2003, 85, 618-628.


Identifying Business Cycle Turning Points in Real Time (with Marcelle Chauvet)

Federal Reserve Bank of St. Louis Review, 2003, 85, 47-61. 


Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations (with Chang-Jin Kim)

Journal of Monetary Economics, 2002, 49, 1189-1211.


Markov Regime Switching and Unit Root Tests (with Charles Nelson and Eric Zivot)

Journal of Business and Economic Statistics, 2001, 19, 404-415.


© Jeremy Piger 2013