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Owyang, Michael T.; Piger, Jeremy Max; Wall, Howard J. - In: The review of economics and statistics 87 (2005) 4, pp. 604-616

Persistent link: https://www.econbiz.de/10003235270

Business cycle phases in U.S. states

Owyang, Michael T. (contributor); … - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979872

Persistence, excess volatility, and volatility clusters in inflation

Owyang, Michael T. - In: Review / Federal Reserve Bank of St. Louis 83 (2001) 6, pp. 41-49

Persistent link: https://www.econbiz.de/10001624187

Trend/cycle decomposition of regime-switching processes

Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226

Persistent link: https://www.econbiz.de/10003782912

The importance of nonlinearity in reproducing business cycle features

Morley, James C.; Piger, Jeremy Max - In: Nonlinear time series analysis of business cycles, (pp. 75-95). 2006

This paper considers the ability of simulated data from linear and nonlinear time-series models to reproduce features in U.S. real GDP data related to business cycle phases. We focus our analysis on a number of linear ARIMA models and nonlinear Markov-switching models. To determine the timing of...

Persistent link: https://www.econbiz.de/10003309160

The dynamic relationship between permanent and transitory components of US business cycles

JKim, Chang-jin; Piger, Jeremy Max; Startz, Richard - In: Journal of money, credit and banking : JMCB 39 (2007) 1, pp. 187-204

Persistent link: https://www.econbiz.de/10003429973

Bayesian counterfactual analysis of the sources of the great moderation

Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Journal of applied econometrics 23 (2008) 2, pp. 173-191

Persistent link: https://www.econbiz.de/10003704875

Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"

Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Macroeconomic dynamics 19 (2015) 4, pp. 723-727

Persistent link: https://www.econbiz.de/10011309220

Reproducing business cycle features : are nonlinear dynamics a proxy for multivariate information?

Morley, James C.; Piger, Jeremy Max; Tien, Pao-lin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 483-498

Persistent link: https://www.econbiz.de/10010228565

The asymmetric business cycle

Morley, James C.; Piger, Jeremy Max - In: The review of economics and statistics 94 (2012) 1, pp. 208-221

Persistent link: https://www.econbiz.de/10009565361