Jeremy Piger

 

Published Papers

 

On this page you will find links to my published papers.  For links to my working papers, click here.

 

 

1. “The Economic Performance of Cities:  A Markov-Switching Approach,” with Michael Owyang, Howard Wall and Christopher Wheeler, forthcoming in Journal of Urban Economics

 

 

2. “A State-Level Analysis of the Great Moderation,” with Michael Owyang and Howard Wall, forthcoming in Regional Science and Urban Economics

 

 

3. “Trend/Cycle Decomposition of Regime-Switching Processes,” with James Morley, forthcoming in Journal of Econometrics

 

 

4. “Models of Regime Changes,” forthcoming in Springer Encyclopedia of Complexity and System Science.

 

 

5. “Estimation of Markov Regime-Switching Regression Models with Endogenous Switching,” with Chang-Jin Kim and Richard Startz, Journal of Econometrics, 143, 263-273.

 

            Note:  The unpublished appendix for this paper can be found here.

 

 

6. “Bayesian Counterfactual Analysis of the Sources of the Great Moderation,” with Chang-Jin Kim and James Morley, Journal of Applied Econometrics, 23, 173-191.

 

 

7. “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.

 

 

8. “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.

 

 

9. “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. 

 

 

10. “Business Cycle Phases in U.S. States,” with Michael Owyang and Howard Wall, Review of Economics and Statistics, 2005, 87, 604-616.

 

 

11. “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.

 

 

12. “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.

 

 

13. “Nonlinearity and the Permanent Effects of Recessions,” with Chang-Jin Kim and James Morley, Journal of Applied Econometrics, 2005, 20, 291-309.

 

 

14. “The Macroeconomic Effects of Inflation Targeting,” with Andrew Levin and Fabio Natalucci, Federal Reserve Bank of St. Louis Review, 2004, 86, 51-80.

 

 

15. “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.

 

 

16. “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.

 

 

17. “Identifying Business Cycle Turning Points in Real Time,” with Marcelle Chauvet, Federal Reserve Bank of St. Louis Review, 2003, 85, 47-61.

 

 

18. “Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations,” with Chang-Jin Kim, Journal of Monetary Economics, 2002, 49, 1189-1211.

 

 

19. “Markov Regime Switching and Unit Root Tests,” with Charles Nelson and Eric Zivot, Journal of Business and Economic Statistics, 2001, 19, 404-415.