Working Papers

Newer Papers

Turning Points and Classification

Prepared for the book Macroeconomic Forecasting in the Era of Big Data (edited by Peter Fuleky)


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

with Adam Check


An N-State Endogenous Markov-Switching Model with Applications in Macroeconomics and Finance

with Chang-Jin Kim and Shih-Tang Hwu


Older Papers

Bayesian Model Selection for Structural Break Models

with Andrew Levin


Is Inflation Persistence Intrinsic in Industrial Economies? 

with Andrew Levin

© Jeremy Piger 2013