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Giorgio Primiceri

Personal Details

First Name:Giorgio
Middle Name:E.
Last Name:Primiceri
Suffix:
RePEc Short-ID:ppr18
[This author has chosen not to make the email address public]
http://faculty.wcas.northwestern.edu/~gep575
Department of Economics Northwestern University, 2001 Sheridan Road Evanston, IL 60208 USA
Terminal Degree:2004 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

(5%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

(90%) Department of Economics
Northwestern University

Evanston, Illinois (United States)
http://www.econ.northwestern.edu/
RePEc:edi:denwuus (more details at EDIRC)

(5%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Giannone, Domenico & Primiceri, Giorgio, 2024. "The drivers of post-pandemic inflation," CEPR Discussion Papers 19377, C.E.P.R. Discussion Papers.
  2. Bilbiie, F. & Primiceri, G. E. & Tambalotti, A., 2022. "Inequality and Business Cycles," Cambridge Working Papers in Economics 2275, Faculty of Economics, University of Cambridge.
  3. Florin Bilbiie & Gauti B. Eggertsson & Giorgio E. Primiceri & Andrea Tambalotti, 2021. "“Excess Savings” Are Not Excessive," Liberty Street Economics 20210405a, Federal Reserve Bank of New York.
  4. Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
  5. Primiceri, Giorgio & Lenza, Michele, 2020. "How to Estimate a VAR after March 2020," CEPR Discussion Papers 15245, C.E.P.R. Discussion Papers.
  6. Primiceri, Giorgio & Justiniano, Alejandro & Tambalotti, Andrea, 2017. "The Mortgage Rate Conundrum," CEPR Discussion Papers 12265, C.E.P.R. Discussion Papers.
  7. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
  8. Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016. "Priors for the Long Run," CEPR Discussion Papers 11261, C.E.P.R. Discussion Papers.
  9. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2016. "A Simple Model of Subprime Borrowers and Credit Growth," CEPR Discussion Papers 11083, C.E.P.R. Discussion Papers.
  10. Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2015. "What Happened to Mortgage Interest Rates During the Boom?," 2015 Meeting Papers 707, Society for Economic Dynamics.
  11. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2015. "Credit Supply and the Housing Boom," CEPR Discussion Papers 10358, C.E.P.R. Discussion Papers.
  12. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "Household Leveraging and Deleveraging," CEPR Discussion Papers 9671, C.E.P.R. Discussion Papers.
  13. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
  14. Marco Del Negro & Giorgio E. Primiceri, 2013. "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports 619, Federal Reserve Bank of New York.
  15. Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2013. "Household Debt and Foreign Capital Flows," 2013 Meeting Papers 964, Society for Economic Dynamics.
  16. Giorgio Primiceri, 2012. "Deleveraging of the household sector," 2012 Meeting Papers 628, Society for Economic Dynamics.
  17. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
  18. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2011. "Is there a trade-off between inflation and output stabilization?," CEPR Discussion Papers 8407, C.E.P.R. Discussion Papers.
  19. Buera, Francisco & Primiceri, Giorgio & Monge-Naranjo, Alexander, 2010. "Learning the Wealth of Nations," CEPR Discussion Papers 8030, C.E.P.R. Discussion Papers.
  20. Michele Lenza & Giorgio Primiceri & Domenico Giannone, 2010. "Prior Selection for Bayesian VARs," 2010 Meeting Papers 508, Society for Economic Dynamics.
  21. Giorgio Primiceri & Alejandro Justiniano, 2009. "Potential and natural output," 2009 Meeting Papers 25, Society for Economic Dynamics.
  22. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2009. "Investment Shocks and the Relative Price of Investment," CEPR Discussion Papers 7598, C.E.P.R. Discussion Papers.
  23. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2008. "Investment Shocks and Business Cycles," CEPR Discussion Papers 6739, C.E.P.R. Discussion Papers.
  24. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008. "Inflation-Gap Persistence in the U.S," NBER Working Papers 13749, National Bureau of Economic Research, Inc.
  25. Alejandro Justiniano & Giorgio E. Primiceri, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers 12022, National Bureau of Economic Research, Inc.
  26. van Rens, Thijs & Primiceri, Giorgio, 2006. "Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality," CEPR Discussion Papers 5881, C.E.P.R. Discussion Papers.
  27. Giorgio E. Primiceri & Ernst Schaumburg & Andrea Tambalotti, 2006. "Intertemporal Disturbances," NBER Working Papers 12243, National Bureau of Economic Research, Inc.
  28. Andrea Tambalotti & Giorgio Primiceri, 2005. "Inefficient Shocks," 2005 Meeting Papers 694, Society for Economic Dynamics.
  29. Giorgio Primiceri & Alejandro Justiniano, 2005. "Stochastic Volatility in DSGE models," Computing in Economics and Finance 2005 367, Society for Computational Economics.
  30. Giorgio Primiceri, 2005. "Why Inflation Rose and Fell: Policymakers' Beliefs and US Postwar Stabilization Policy," NBER Working Papers 11147, National Bureau of Economic Research, Inc.
  31. Giorgio Primiceri & Thijs van Rens, 2002. "Inequality over the business cycle: Estimating income risk using micro-data on consumption," Economics Working Papers 943, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2004.
  32. Carlo A. Favero & Marco Aiolfi & Giorgio Primiceri, "undated". "Recursive `thick´ modeling of excess returns and portfolio allocation," Working Papers 197, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

Articles

  1. Michele Lenza & Giorgio E. Primiceri, 2022. "How to estimate a vector autoregression after March 2020," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 688-699, June.
  2. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2022. "The Mortgage Rate Conundrum," Journal of Political Economy, University of Chicago Press, vol. 130(1), pages 121-156.
  3. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  4. Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti, 2021. "Introduction to the Special Issue in Memory of Alejandro Justiniano," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 1-3, July.
  5. Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio & Tambalotti, Andrea, 2020. "Why has inflation in the United States been so stable since the 1990s?," Research Bulletin, European Central Bank, vol. 74.
  6. Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
  7. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2019. "Credit Supply and the Housing Boom," Journal of Political Economy, University of Chicago Press, vol. 127(3), pages 1317-1350.
  8. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019. "Priors for the Long Run," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 565-580, April.
  9. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2016. "A Simple Model of Subprime Borrowers and Credit Growth," American Economic Review, American Economic Association, vol. 106(5), pages 543-547, May.
  10. Marco Del Negro & Giorgio E. Primiceri, 2015. "Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1342-1345.
  11. Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2015. "Household leveraging and deleveraging," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 3-20, January.
  12. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
  13. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "Is There a Trade-Off between Inflation and Output Stabilization?," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(2), pages 1-31, April.
  14. Francisco J. Buera & Alexander Monge‐Naranjo & Giorgio E. Primiceri, 2011. "Learning the Wealth of Nations," Econometrica, Econometric Society, vol. 79(1), pages 1-45, January.
  15. Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2011. "Investment Shocks and the Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 101-121, January.
  16. Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea, 2010. "Investment shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 132-145, March.
  17. Alejandro Justiniano & Giorgio E. Primiceri, 2010. "Measuring the equilibrium real interest rate," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 34(Q I), pages 14-27.
  18. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2010. "Inflation-Gap Persistence in the US," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 43-69, January.
  19. Primiceri, Giorgio E. & van Rens, Thijs, 2009. "Heterogeneous life-cycle profiles, income risk and consumption inequality," Journal of Monetary Economics, Elsevier, vol. 56(1), pages 20-39, January.
  20. Alejandro Justiniano & Giorgio E. Primiceri, 2008. "The Time-Varying Volatility of Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 98(3), pages 604-641, June.
  21. Giorgio E. Primiceri, 2006. "Financial innovations and macroeconomic volatility - comments," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  22. Giorgio E. Primiceri, 2006. "Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(3), pages 867-901.
  23. Giorgio E. Primiceri, 2005. "Time Varying Structural Vector Autoregressions and Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 821-852.

Software components

  1. Alejandro Justiciano & Giorgio Primiceri & Andrea Tambalotti, 2014. "Code and data files for "Household Leveraging and Deleveraging"," Computer Codes 14-24, Review of Economic Dynamics.
  2. Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2010. "Code and data files for "Investment Shocks and the Relative Price of Investment"," Computer Codes 09-248, Review of Economic Dynamics.

Chapters

  1. Giorgio E. Primiceri, 2013. "Comment on "Understanding Noninflationary Demand Driven Business Cycles"," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 131-143, National Bureau of Economic Research, Inc.
  2. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67, National Bureau of Economic Research, Inc.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Number of Abstract Views in RePEc Services over the past 12 months
  26. Number of Downloads through RePEc Services over the past 12 months
  27. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  28. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  29. Euclidian citation score
  30. Breadth of citations across fields
  31. Wu-Index
  32. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 65 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (43) 2005-02-27 2006-02-26 2006-03-05 2006-03-05 2006-05-20 2006-11-04 2007-01-13 2007-01-13 2008-01-12 2008-01-26 2008-04-12 2008-04-12 2009-01-10 2009-12-11 2009-12-19 2010-01-16 2011-05-30 2011-06-11 2013-04-13 2013-05-24 2013-11-09 2013-11-22 2014-06-02 2014-06-02 2015-01-19 2015-02-05 2015-02-05 2015-02-16 2016-02-12 2016-02-12 2016-03-23 2017-09-10 2017-09-24 2017-11-26 2017-12-03 2020-02-10 2020-05-04 2020-06-29 2020-08-24 2020-09-28 2020-10-05 2021-04-12 2021-05-24. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (27) 2006-02-26 2006-03-05 2006-03-05 2006-05-20 2007-01-13 2007-01-13 2008-01-12 2008-04-12 2008-04-12 2009-01-10 2009-12-19 2011-05-30 2013-03-23 2013-05-11 2013-11-09 2013-11-22 2014-06-02 2014-06-02 2015-01-19 2015-01-31 2015-02-05 2015-02-16 2020-05-04 2020-06-29 2020-08-24 2023-01-16 2023-10-30. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (17) 2013-03-23 2013-04-13 2014-06-02 2014-06-02 2015-01-19 2015-01-31 2015-02-05 2015-02-05 2015-02-16 2015-09-26 2016-02-12 2017-08-27 2017-09-10 2017-09-24 2017-11-12 2017-11-26 2020-02-10. Author is listed
  4. NEP-BAN: Banking (12) 2013-11-22 2015-01-19 2015-01-31 2015-02-05 2015-02-05 2015-02-16 2016-02-12 2016-03-23 2016-09-18 2017-09-24 2017-11-12 2017-11-26. Author is listed
  5. NEP-CBA: Central Banking (11) 2007-01-13 2008-01-26 2008-04-12 2008-04-12 2009-01-03 2009-01-10 2009-12-11 2011-05-30 2011-06-11 2020-08-24 2024-09-23. Author is listed
  6. NEP-ETS: Econometric Time Series (9) 2006-02-26 2012-01-25 2012-03-28 2012-10-27 2013-01-07 2013-05-24 2016-05-14 2020-09-07 2021-05-10. Author is listed
  7. NEP-MON: Monetary Economics (6) 2005-02-27 2008-01-26 2020-05-04 2020-08-24 2020-10-05 2024-09-23. Author is listed
  8. NEP-BEC: Business Economics (5) 2008-04-12 2009-01-10 2009-12-11 2009-12-19 2010-01-16. Author is listed
  9. NEP-ECM: Econometrics (5) 2012-01-25 2013-05-24 2017-12-03 2018-04-30 2020-09-07. Author is listed
  10. NEP-FOR: Forecasting (5) 2012-03-28 2012-10-27 2013-01-07 2017-12-03 2020-09-28. Author is listed
  11. NEP-BIG: Big Data (3) 2017-09-10 2018-04-30 2020-02-10
  12. NEP-ORE: Operations Research (3) 2013-05-24 2017-12-03 2018-04-30
  13. NEP-DEV: Development (2) 2009-01-03 2010-10-09
  14. NEP-OPM: Open Economy Macroeconomics (2) 2013-11-22 2014-06-02
  15. NEP-PAY: Payment Systems and Financial Technology (2) 2017-09-10 2018-04-30
  16. NEP-CTA: Contract Theory and Applications (1) 2015-01-31
  17. NEP-EEC: European Economics (1) 2024-09-23
  18. NEP-FDG: Financial Development and Growth (1) 2023-10-30
  19. NEP-PKE: Post Keynesian Economics (1) 2021-04-12
  20. NEP-SOG: Sociology of Economics (1) 2016-09-18

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