Zobrazeno 1 - 10
of 86
pro vyhledávání: '"Jeremy M. Piger"'
Publikováno v:
Macroeconomic Dynamics. 25:1937-1965
We develop an N-regime Markov-switching model in which the latent state variable driving the regime switching is endogenously determined with the model disturbance term. The models structure captures a wide variety of patterns of endogeneity and yiel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85f85f90de51c01784dc76c9f985f4fd
https://doi.org/10.1017/s1365100519000920
https://doi.org/10.1017/s1365100519000920
Autor:
Jeremy M. Piger, Andrea Giusto
Publikováno v:
International Journal of Forecasting. 33:174-184
We propose a simple machine-learning algorithm known as Learning Vector Quantization (LVQ) for the purpose of identifying new U.S. business cycle turning points quickly in real time. LVQ is used widely for real-time statistical classification in many
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c643f69b0c669ed814e856af6123ce5
https://doi.org/10.1016/j.ijforecast.2016.04.006
https://doi.org/10.1016/j.ijforecast.2016.04.006
Autor:
Jeremy M. Piger
Publikováno v:
Macroeconomic Forecasting in the Era of Big Data ISBN: 9783030311490
Economic time-series data is commonly categorized into a discrete number of persistent regimes. I survey a variety of approaches for real-time prediction of these regimes and the turning points between them, where these predictions are formed in a da
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e0df1d480cbf32cd50c171345562989
https://doi.org/10.1007/978-3-030-31150-6_18
https://doi.org/10.1007/978-3-030-31150-6_18
Autor:
Jeremy M. Piger
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1afb0539fb053761b51f591b1c64a9ef
https://doi.org/10.2139/ssrn.3358631
https://doi.org/10.2139/ssrn.3358631
Autor:
Jeremy M. Piger, Adam Check
Publikováno v:
SSRN Electronic Journal.
We investigate the evidence for structural breaks in the parameters of autoregressive models of U.S. post-war macroeconomic time series. There is substantial model uncertainty associated with such models, including uncertainty related to lag selectio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3638cbd5dd347548090606cd4fbf6e0d
https://doi.org/10.2139/ssrn.3284018
https://doi.org/10.2139/ssrn.3284018
Publikováno v:
Journal of Money, Credit and Banking. 47:847-866
A large literature studies the information contained in national-level economic indicators, such as nancial and aggregate economic activity variables, for forecasting U.S. business cycle phases (expansions and recessions.) In this paper, we investiga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e6810cefb1c77891efcc98432f1e339
https://doi.org/10.1111/jmcb.12228
https://doi.org/10.1111/jmcb.12228
Publikováno v:
Journal of International Economics. 94:239-247
It has long been recognized that business cycle comovement is greater between countries that trade intensively with one another. Surprisingly, no one has previously examined the relationship between trade intensity and comovement of shocks to the tre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4fa217ab9365e1dcf4a112aaf99747ed
https://doi.org/10.1016/j.jinteco.2014.06.008
https://doi.org/10.1016/j.jinteco.2014.06.008
Autor:
Bruce A. Blonigen, Jeremy M. Piger
Publikováno v:
Canadian Journal of Economics/Revue canadienne d'économique. 47:775-812
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f99f5a12fdd618e14e6fdebba4120e83
https://doi.org/10.1111/caje.12091
https://doi.org/10.1111/caje.12091
Autor:
Marcelle Chauvet, Jeremy M. Piger
Publikováno v:
The Manchester School. 81:16-42
The Great Recession of 2007-2009 has not only caused a large wealth loss, it was also followed by a sluggish subsequent recovery. Two years after officially emerging from the recession, the economy was still growing at a low pace and payroll employme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76e79f7359bac91d84d4d6bb18b0a899
https://doi.org/10.1111/manc.12026
https://doi.org/10.1111/manc.12026