Giorgio Primiceri
Names
| first: |
Giorgio |
| middle: |
E. |
| last: |
Primiceri |
Identifer
Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 5%)
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Northwestern University
/ Department of Economics (weight: 90%)
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National Bureau of Economic Research (NBER) (weight: 5%)
Research profile
author of:
- A Simple Model of Subprime Borrowers and Credit Growth (RePEc:aea:aecrev:v:106:y:2016:i:5:p:543-47)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - The Time-Varying Volatility of Macroeconomic Fluctuations (RePEc:aea:aecrev:v:98:y:2008:i:3:p:604-41)
by Alejandro Justiniano & Giorgio E. Primiceri - Inflation-Gap Persistence in the US (RePEc:aea:aejmac:v:2:y:2010:i:1:p:43-69)
by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent - Is There a Trade-Off between Inflation and Output Stabilization? (RePEc:aea:aejmac:v:5:y:2013:i:2:p:1-31)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - What's Up with the Phillips Curve? (RePEc:bin:bpeajo:v:51:y:2020:i:2020-01:p:301-373)
by Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti - Inequality and Business Cycles (RePEc:cam:camdae:2275)
by Bilbiie, F. & Primiceri, G. E. & Tambalotti, A. - Inequality and Business Cycles (RePEc:cam:camjip:2234)
by Bilbiie, F. & Primiceri, G. E. & Tambalotti, A. - Credit Supply and the Housing Boom (RePEc:cpr:ceprdp:10358)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro - A Simple Model of Subprime Borrowers and Credit Growth (RePEc:cpr:ceprdp:11083)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro - Priors for the Long Run (RePEc:cpr:ceprdp:11261)
by Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele - Economic Predictions with Big Data: The Illusion Of Sparsity (RePEc:cpr:ceprdp:12256)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio - The Mortgage Rate Conundrum (RePEc:cpr:ceprdp:12265)
by Primiceri, Giorgio & Justiniano, Alejandro & Tambalotti, Andrea - What's up with the Phillips Curve? (RePEc:cpr:ceprdp:14583)
by Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea - How to Estimate a VAR after March 2020 (RePEc:cpr:ceprdp:15245)
by Primiceri, Giorgio & Lenza, Michele - Inequality and Business Cycles (RePEc:cpr:ceprdp:18344)
by Bilbiie, Florin & Primiceri, Giorgio & Tambalotti, Andrea - The drivers of post-pandemic inflation (RePEc:cpr:ceprdp:19377)
by Giannone, Domenico & Primiceri, Giorgio - Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality (RePEc:cpr:ceprdp:5881)
by van Rens, Thijs & Primiceri, Giorgio - Investment Shocks and Business Cycles (RePEc:cpr:ceprdp:6739)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro - Investment Shocks and the Relative Price of Investment (RePEc:cpr:ceprdp:7598)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro - Learning the Wealth of Nations (RePEc:cpr:ceprdp:8030)
by Buera, Francisco & Primiceri, Giorgio & Monge-Naranjo, Alexander - Is there a trade-off between inflation and output stabilization? (RePEc:cpr:ceprdp:8407)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro - Prior Selection for Vector Autoregressions (RePEc:cpr:ceprdp:8755)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio - Household Leveraging and Deleveraging (RePEc:cpr:ceprdp:9671)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro - The Effects of the Saving and Banking Glut on the U.S. Economy (RePEc:cpr:ceprdp:9729)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro - Prior Selection for Vector Autoregressions (RePEc:eca:wpaper:2013/106648)
by Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri - Why has inflation in the United States been so stable since the 1990s? (RePEc:ecb:ecbrbu:2020:0074:)
by Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio & Tambalotti, Andrea - Prior selection for vector autoregressions (RePEc:ecb:ecbwps:20121494)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E. - Priors for the long run (RePEc:ecb:ecbwps:20182132)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E. - What’s up with the Phillips Curve? (RePEc:ecb:ecbwps:20202435)
by Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea - How to estimate a VAR after March 2020 (RePEc:ecb:ecbwps:20202461)
by Lenza, Michele & Primiceri, Giorgio E. - Economic predictions with big data: the illusion of sparsity (RePEc:ecb:ecbwps:20212542)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E. - Learning the Wealth of Nations (RePEc:ecm:emetrp:v:79:y:2011:i:1:p:1-45)
by Francisco J. Buera & Alexander Monge‐Naranjo & Giorgio E. Primiceri - Heterogeneous life-cycle profiles, income risk and consumption inequality (RePEc:eee:moneco:v:56:y:2009:i:1:p:20-39)
by Primiceri, Giorgio E. & van Rens, Thijs - Investment shocks and business cycles (RePEc:eee:moneco:v:57:y:2010:i:2:p:132-145)
by Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea - Financial innovations and macroeconomic volatility - comments (RePEc:fip:fedfpr:y:2006:i:nov:x:21)
by Giorgio E. Primiceri - Measuring the equilibrium real interest rate (RePEc:fip:fedhep:y:2010:i:qi:p:14-27:n:v.34no.1)
by Alejandro Justiniano & Giorgio E. Primiceri - Investment shocks and business cycles (RePEc:fip:fedhwp:wp-08-12)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - The Effects of the Saving and Banking Glut on the U.S. Economy (RePEc:fip:fedhwp:wp-2013-17)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Credit Supply and the Housing Boom (RePEc:fip:fedhwp:wp-2014-21)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - The Mortgage Rate Conundrum (RePEc:fip:fedhwp:wp-2017-23)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Credit Supply and the Housing Boom (RePEc:fip:fednls:87026)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Economic Predictions with Big Data: The Illusion of Sparsity (RePEc:fip:fednls:87258)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - What’s Up with the Phillips Curve? (RePEc:fip:fednls:88732)
by William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti - “Excess Savings” Are Not Excessive (RePEc:fip:fednls:90631)
by Florin Bilbiie & Gauti B. Eggertsson & Giorgio E. Primiceri & Andrea Tambalotti - Investment shocks and business cycles (RePEc:fip:fednsr:322)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Investment shocks and the relative price of investment (RePEc:fip:fednsr:411)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Household leveraging and deleveraging (RePEc:fip:fednsr:602)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum (RePEc:fip:fednsr:619)
by Marco Del Negro & Giorgio E. Primiceri - The Effects of the saving and banking glut on the U.S. economy (RePEc:fip:fednsr:648)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Credit supply and the housing boom (RePEc:fip:fednsr:709)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - A simple model of subprime borrowers and credit growth (RePEc:fip:fednsr:766)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - The mortgage rate conundrum (RePEc:fip:fednsr:829)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Priors for the long run (RePEc:fip:fednsr:832)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Economic predictions with big data: the illusion of sparsity (RePEc:fip:fednsr:847)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Recursive `thick´ modeling of excess returns and portfolio allocation (RePEc:igi:igierp:197)
by Carlo A. Favero & Marco Aiolfi & Giorgio Primiceri - Heterogeneous Life-Cycle Profiles, Income Risk and Consumption Inequality (RePEc:iza:izadps:dp3239)
by Primiceri, Giorgio E. & van Rens, Thijs - Comment on "Understanding Noninflationary Demand Driven Business Cycles" (RePEc:nbr:nberch:12930)
by Giorgio E. Primiceri - The Effects of the Saving and Banking Glut on the U.S. Economy (RePEc:nbr:nberch:13152)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Why Inflation Rose and Fell: Policymakers' Beliefs and US Postwar Stabilization Policy (RePEc:nbr:nberwo:11147)
by Giorgio Primiceri - The Time Varying Volatility of Macroeconomic Fluctuations (RePEc:nbr:nberwo:12022)
by Alejandro Justiniano & Giorgio E. Primiceri - Intertemporal Disturbances (RePEc:nbr:nberwo:12243)
by Giorgio E. Primiceri & Ernst Schaumburg & Andrea Tambalotti - Inflation-Gap Persistence in the U.S (RePEc:nbr:nberwo:13749)
by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent - Learning the Wealth of Nations (RePEc:nbr:nberwo:14595)
by Francisco J. Buera & Alexander Monge-Naranjo & Giorgio E. Primiceri - Investment Shocks and Business Cycles (RePEc:nbr:nberwo:15570)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Is there a trade-off between inflation and output stabilization? (RePEc:nbr:nberwo:17071)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Prior Selection for Vector Autoregressions (RePEc:nbr:nberwo:18467)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Household Leveraging and Deleveraging (RePEc:nbr:nberwo:18941)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - The Effects of the Saving and Banking Glut on the U.S. Economy (RePEc:nbr:nberwo:19635)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti - Credit Supply and the Housing Boom (RePEc:nbr:nberwo:20874)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - A Simple Model of Subprime Borrowers and Credit Growth (RePEc:nbr:nberwo:21942)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - The Mortgage Rate Conundrum (RePEc:nbr:nberwo:23784)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - What’s up with the Phillips Curve? (RePEc:nbr:nberwo:27003)
by Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti - How to Estimate a VAR after March 2020 (RePEc:nbr:nberwo:27771)
by Michele Lenza & Giorgio E. Primiceri - Inequality and Business Cycles (RePEc:nbr:nberwo:31729)
by Florin O. Bilbiie & Giorgio Primiceri & Andrea Tambalotti - The Drivers of Post-Pandemic Inflation (RePEc:nbr:nberwo:32859)
by Domenico Giannone & Giorgio Primiceri - Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy (RePEc:oup:qjecon:v:121:y:2006:i:3:p:867-901.)
by Giorgio E. Primiceri - Time Varying Structural Vector Autoregressions and Monetary Policy (RePEc:oup:restud:v:72:y:2005:i:3:p:821-852)
by Giorgio E. Primiceri - Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum (RePEc:oup:restud:v:82:y:2015:i:4:p:1342-1345.)
by Marco Del Negro & Giorgio E. Primiceri - Code and data files for "Investment Shocks and the Relative Price of Investment" (RePEc:red:ccodes:09-248)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti - Code and data files for "Household Leveraging and Deleveraging" (RePEc:red:ccodes:14-24)
by Alejandro Justiciano & Giorgio Primiceri & Andrea Tambalotti - Investment Shocks and the Relative Price of Investment (RePEc:red:issued:09-248)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti - Household leveraging and deleveraging (RePEc:red:issued:14-24)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti - Introduction to the Special Issue in Memory of Alejandro Justiniano (RePEc:red:issued:21-0)
by Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti - Inefficient Shocks (RePEc:red:sed005:694)
by Andrea Tambalotti & Giorgio Primiceri - The Time Varying Volatility of Macroeconomic Fluctuations (RePEc:red:sed006:353)
by Giorgio Primiceri & Alejandro Justiniano - Intertemporal disturbances (RePEc:red:sed006:355)
by Giorgio Primiceri & Ernst Schaumburg & Andrea Tambalotti - Learning the Wealth of Nations (RePEc:red:sed008:179)
by Giorgio Primiceri & Alexander Monge-Naranjo & Francisco Buera - Potential and natural output (RePEc:red:sed009:25)
by Giorgio Primiceri & Alejandro Justiniano - Investment Shocks and the Relative Price of Investment (RePEc:red:sed009:686)
by Giorgio E. Primiceri & Andrea Tambalotti & Alejandro Justiniano - Prior Selection for Bayesian VARs (RePEc:red:sed010:508)
by Michele Lenza & Giorgio Primiceri & Domenico Giannone - Is there a trade-off between inflation and output stabilization? (RePEc:red:sed011:280)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano - Deleveraging of the household sector (RePEc:red:sed012:628)
by Giorgio Primiceri - Household Debt and Foreign Capital Flows (RePEc:red:sed013:964)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano - Credit Supply and the Housing Boom (RePEc:red:sed014:766)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano - What Happened to Mortgage Interest Rates During the Boom? (RePEc:red:sed015:707)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano - A simple model of subprime borrowers and credit growth (RePEc:red:sed016:704)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano - The Mortgage Rate Conundrum (RePEc:red:sed017:471)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano - Stochastic Volatility in DSGE models (RePEc:sce:scecf5:367)
by Giorgio Primiceri & Alejandro Justiniano - Priors for the Long Run (RePEc:taf:jnlasa:v:114:y:2019:i:526:p:565-580)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Prior Selection for Vector Autoregressions (RePEc:tpr:restat:v:97:y:2015:i:2:p:436-451)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Credit Supply and the Housing Boom (RePEc:ucp:jpolec:doi:10.1086/701440)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - The Mortgage Rate Conundrum (RePEc:ucp:jpolec:doi:10.1086/717043)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - Inequality over the business cycle: Estimating income risk using micro-data on consumption (RePEc:upf:upfgen:943)
by Giorgio Primiceri & Thijs van Rens - Heterogeneous life-cycle profiles, income risk and consumption inequality (RePEc:upf:upfgen:945)
by Giorgio E. Primiceri & Thijs van Rens - Economic Predictions With Big Data: The Illusion of Sparsity (RePEc:wly:emetrp:v:89:y:2021:i:5:p:2409-2437)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - How to estimate a vector autoregression after March 2020 (RePEc:wly:japmet:v:37:y:2022:i:4:p:688-699)
by Michele Lenza & Giorgio E. Primiceri - Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption (RePEc:wpa:wuwpma:0212003)
by Giorgio Primiceri & Thijs van Rens