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Jeremy Max Piger · Study

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Jeremy Max Piger

49 works· latest 2025· 9 institutionscluster: provisionalORCID 0000-0001-6592-9986

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Citations5,714

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Most cited in this library

Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language*2011 · 699 citations
Determinants of foreign direct investment2014 · 464 citations
The Macroeconomic Effects of Inflation Targeting2004 · 416 citations
Determinants of Foreign Direct Investment2011 · 355 citations
A Comparison of the Real-Time Performance of Business Cycle Dating Methods2007 · 334 citations

Works

49 shown

Differences From Differencing: Should Local Projections With Observed Shocks Be Estimated in Levels or Differences?

Journal of Applied Econometrics·2025·2 authors·Open access

17citations

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

Journal of money credit and banking·2021·2 authors·Open access

16citations

Determinants of Foreign Direct Investment

World Scientific Studies in International Economics·2019·2 authors·chapter

64citations

Identifying business cycle turning points in real time with vector quantization

International Journal of Forecasting·2016·2 authors

52citations

Determinants of foreign direct investment

Canadian Journal of Economics/Revue canadienne d économique·2014·2 authors·Open access

464citations

Comovement in GDP trends and cycles among trading partners

Journal of International Economics

·2014

·3 authors

34citations

INFLATION IN THE G7: MIND THE GAP(S)?

Macroeconomic Dynamics·2013·3 authors

26citations

Econometrics: Models of Regime Changes

Encyclopedia of Complexity and Systems Science·2013·1 author·other

24citations

Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language*

Contemporary Accounting Research·2011·3 authors

699citations

Determinants of Foreign Direct Investment

National Bureau of Economic Research·2011·2 authors·report·Open access

355citations

The Asymmetric Business Cycle

The Review of Economics and Statistics·2010·2 authors

270citations

Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach

Journal of money credit and banking·2009·4 authors·Open access

71citations

Econometrics: Models of Regime Changes

Encyclopedia of Complexity and Systems Science·2009·1 author·other

20citations

Trend/cycle decomposition of regime-switching processes

Journal of Econometrics·2008·2 authors

37citations

A state-level analysis of the Great Moderation

Regional Science and Urban Economics·2008·3 authors

54citations

Estimation of Markov regime-switching regression models with endogenous switching

Journal of Econometrics·2007·3 authors

230citations

A Comparison of the Real-Time Performance of Business Cycle Dating Methods

Journal of Business and Economic Statistics·2007·2 authors

334citations

Bayesian counterfactual analysis of the sources of the great moderation

Journal of Applied Econometrics·2007·3 authors

33citations

The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles

Journal of money credit and banking·2007·3 authors

30citations

Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language

SSRN Electronic Journal·2006·3 authors·preprint·Open access

177citations

Beyond the Numbers: An Analysis of Optimistic and Pessimistic Language in Earnings Press Releases

·2006·3 authors·report·Open access

147citations

Inflation: Do Expectations Trump the Gap?

·2006·2 authors·report·Open access

27citations

Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features

Contributions to economic analysis·2006·2 authors·chapter

24citations

Is All That Talk Just Noise?

Economic Synopses·2006·1 author·Open access

21citations

Business Cycle Phases in U.S. States

The Review of Economics and Statistics·2005·3 authors

216citations

Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model

Journal of money credit and banking·2005·2 authors

179citations

Nonlinearity and the permanent effects of recessions

Journal of Applied Econometrics·2005·3 authors

150citations

A Comparison of the Real-Time Performance of Business Cycle Dating Methods

SSRN Electronic Journal·2005·2 authors·preprint·Open access

20citations

The Macroeconomic Effects of Inflation Targeting

·2004·3 authors·Open access

416citations

Is Inflation Persistence Intrinsic in Industrial Economies?

SSRN Electronic Journal·2004·2 authors·preprint·Open access

218citations

The Less-Volatile U.S. Economy

Journal of Business and Economic Statistics·2004·3 authors

158citations

Explicit Inflation Objectives and Macroeconomic Outcomes

SSRN Electronic Journal·2004·3 authors·preprint·Open access

59citations

Does Inflation Targeting Make a Difference?

Economic Synopses·2004·1 author·Open access

30citations

The Use and Abuse of Real-Time Data in Economic Forecasting

The Review of Economics and Statistics·2003·3 authors

233citations

Identifying Business Cycle Turning Points in Real Time

ICPSR Data Holdings·2003·2 authors·dataset·Open access

23citations

Identifying Business Cycle Turning Points in Real Time

·2003·2 authors

73citations

Business Cycle Phases in U.S. States

SSRN Electronic Journal·2003·3 authors·preprint·Open access

44citations

Pushing on a String

Economic Synopses·2003·1 author·Open access

43citations

Identifying Business Cycle Turning Points in Real Time

SSRN Electronic Journal·2003·2 authors·preprint·Open access

28citations

Business Cycle Phases in U.S. States

·2003·3 authors·report·Open access

20citations

Common stochastic trends, common cycles, and asymmetry in economic fluctuations

Journal of Monetary Economics·2002·2 authors

96citations

Is Inflation Persistence Intrinsic In Industrial Economies?

·2002·2 authors·report·Open access

149citations

Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model

SSRN Electronic Journal·2002·2 authors·preprint·Open access

16citations

Markov Regime Switching and Unit-Root Tests

Journal of Business and Economic Statistics·2001·3 authors

134citations

The Less Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth and Potential Explanations

International Finance Discussion Paper·2001·2 authors·Open access

20citations

Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model

·2001·2 authors·report·Open access

85citations

The Less Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth and Potential Explanations

SSRN Electronic Journal·2001·3 authors·preprint·Open access

38citations

The Less Volatile US Economy: A Bayesian Investigation of Timing, Breadth,and Potential Explanations.

·2001·2 authors·report·Open access

23citations

Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations

·2001·2 authors·report·Open access

17citations