Giorgio Primiceri
Names
first: |
Giorgio |
middle: |
E. |
last: |
Primiceri |
Identifer
Contact
Affiliations
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Northwestern University
/ Department of Economics (weight: 90%)
-
Centre for Economic Policy Research (CEPR) (weight: 5%)
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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
American Economic Review, American Economic Association (2016)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-article, aea:aecrev:v:106:y:2016:i:5:p:543-47) - The Time-Varying Volatility of Macroeconomic Fluctuations
American Economic Review, American Economic Association (2008)
by Alejandro Justiniano & Giorgio E. Primiceri
(ReDIF-article, aea:aecrev:v:98:y:2008:i:3:p:604-41) - Inflation-Gap Persistence in the US
American Economic Journal: Macroeconomics, American Economic Association (2010)
by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent
(ReDIF-article, aea:aejmac:v:2:y:2010:i:1:p:43-69) - Is There a Trade-Off between Inflation and Output Stabilization?
American Economic Journal: Macroeconomics, American Economic Association (2013)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-article, aea:aejmac:v:5:y:2013:i:2:p:1-31) - Credit Supply and the Housing Boom
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro
(ReDIF-paper, cpr:ceprdp:10358) - A Simple Model of Subprime Borrowers and Credit Growth
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro
(ReDIF-paper, cpr:ceprdp:11083) - Priors for the Long Run
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:11261) - Economic Predictions with Big Data: The Illusion Of Sparsity
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio
(ReDIF-paper, cpr:ceprdp:12256) - The Mortgage Rate Conundrum
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Primiceri, Giorgio & Justiniano, Alejandro & Tambalotti, Andrea
(ReDIF-paper, cpr:ceprdp:12265) - What's up with the Phillips Curve?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea
(ReDIF-paper, cpr:ceprdp:14583) - How to Estimate a VAR after March 2020
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Primiceri, Giorgio & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:15245) - Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by van Rens, Thijs & Primiceri, Giorgio
(ReDIF-paper, cpr:ceprdp:5881) - Investment Shocks and Business Cycles
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro
(ReDIF-paper, cpr:ceprdp:6739) - Investment Shocks and the Relative Price of Investment
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro
(ReDIF-paper, cpr:ceprdp:7598) - Learning the Wealth of Nations
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Buera, Francisco & Primiceri, Giorgio & Monge-Naranjo, Alexander
(ReDIF-paper, cpr:ceprdp:8030) - Is there a trade-off between inflation and output stabilization?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro
(ReDIF-paper, cpr:ceprdp:8407) - Prior Selection for Vector Autoregressions
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio
(ReDIF-paper, cpr:ceprdp:8755) - Household Leveraging and Deleveraging
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro
(ReDIF-paper, cpr:ceprdp:9671) - The Effects of the Saving and Banking Glut on the U.S. Economy
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro
(ReDIF-paper, cpr:ceprdp:9729) - Prior Selection for Vector Autoregressions
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
by Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri
(ReDIF-paper, eca:wpaper:2013/106648) - Why has inflation in the United States been so stable since the 1990s?
Research Bulletin, European Central Bank (2020)
by Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio & Tambalotti, Andrea
(ReDIF-article, ecb:ecbrbu:2020:0074:) - Prior selection for vector autoregressions
Working Paper Series, European Central Bank (2012)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.
(ReDIF-paper, ecb:ecbwps:20121494) - Priors for the long run
Working Paper Series, European Central Bank (2018)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.
(ReDIF-paper, ecb:ecbwps:20182132) - What’s up with the Phillips Curve?
Working Paper Series, European Central Bank (2020)
by Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea
(ReDIF-paper, ecb:ecbwps:20202435) - How to estimate a VAR after March 2020
Working Paper Series, European Central Bank (2020)
by Lenza, Michele & Primiceri, Giorgio E.
(ReDIF-paper, ecb:ecbwps:20202461) - Economic predictions with big data: the illusion of sparsity
Working Paper Series, European Central Bank (2021)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.
(ReDIF-paper, ecb:ecbwps:20212542) - Learning the Wealth of Nations
Econometrica, Econometric Society (2011)
by Francisco J. Buera & Alexander Monge‐Naranjo & Giorgio E. Primiceri
(ReDIF-article, ecm:emetrp:v:79:y:2011:i:1:p:1-45) - Heterogeneous life-cycle profiles, income risk and consumption inequality
Journal of Monetary Economics, Elsevier (2009)
by Primiceri, Giorgio E. & van Rens, Thijs
(ReDIF-article, eee:moneco:v:56:y:2009:i:1:p:20-39) - Investment shocks and business cycles
Journal of Monetary Economics, Elsevier (2010)
by Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea
(ReDIF-article, eee:moneco:v:57:y:2010:i:2:p:132-145) - Financial innovations and macroeconomic volatility - comments
Proceedings, Federal Reserve Bank of San Francisco (2006)
by Giorgio E. Primiceri
(ReDIF-article, fip:fedfpr:y:2006:i:nov:x:21) - Measuring the equilibrium real interest rate
Economic Perspectives, Federal Reserve Bank of Chicago (2010)
by Alejandro Justiniano & Giorgio E. Primiceri
(ReDIF-article, fip:fedhep:y:2010:i:qi:p:14-27:n:v.34no.1) - Investment shocks and business cycles
Working Paper Series, Federal Reserve Bank of Chicago (2008)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fedhwp:wp-08-12) - The Effects of the Saving and Banking Glut on the U.S. Economy
Working Paper Series, Federal Reserve Bank of Chicago (2013)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fedhwp:wp-2013-17) - Credit Supply and the Housing Boom
Working Paper Series, Federal Reserve Bank of Chicago (2014)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fedhwp:wp-2014-21) - The Mortgage Rate Conundrum
Working Paper Series, Federal Reserve Bank of Chicago (2017)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fedhwp:wp-2017-23) - Credit Supply and the Housing Boom
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednls:87026) - Economic Predictions with Big Data: The Illusion of Sparsity
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, fip:fednls:87258) - What’s Up with the Phillips Curve?
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednls:88732) - “Excess Savings” Are Not Excessive
Liberty Street Economics, Federal Reserve Bank of New York (2021)
by Florin Bilbiie & Gauti B. Eggertsson & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednls:90631) - Investment shocks and business cycles
Staff Reports, Federal Reserve Bank of New York (2008)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:322) - Investment shocks and the relative price of investment
Staff Reports, Federal Reserve Bank of New York (2009)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:411) - Household leveraging and deleveraging
Staff Reports, Federal Reserve Bank of New York (2013)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:602) - Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum
Staff Reports, Federal Reserve Bank of New York (2013)
by Marco Del Negro & Giorgio E. Primiceri
(ReDIF-paper, fip:fednsr:619) - The Effects of the saving and banking glut on the U.S. economy
Staff Reports, Federal Reserve Bank of New York (2013)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:648) - Credit supply and the housing boom
Staff Reports, Federal Reserve Bank of New York (2015)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:709) - A simple model of subprime borrowers and credit growth
Staff Reports, Federal Reserve Bank of New York (2016)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:766) - The mortgage rate conundrum
Staff Reports, Federal Reserve Bank of New York (2017)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:829) - Priors for the long run
Staff Reports, Federal Reserve Bank of New York (2017)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, fip:fednsr:832) - Economic predictions with big data: the illusion of sparsity
Staff Reports, Federal Reserve Bank of New York (2018)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, fip:fednsr:847) - Recursive `thick´ modeling of excess returns and portfolio allocation
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University ()
by Carlo A. Favero & Marco Aiolfi & Giorgio Primiceri
(ReDIF-paper, igi:igierp:197) - Heterogeneous Life-Cycle Profiles, Income Risk and Consumption Inequality
IZA Discussion Papers, Institute of Labor Economics (IZA) (2007)
by Primiceri, Giorgio E. & van Rens, Thijs
(ReDIF-paper, iza:izadps:dp3239) - Comment on "Understanding Noninflationary Demand Driven Business Cycles"
NBER Chapters, National Bureau of Economic Research, Inc (2013)
by Giorgio E. Primiceri
(ReDIF-chapter, nbr:nberch:12930) - The Effects of the Saving and Banking Glut on the U.S. Economy
NBER Chapters, National Bureau of Economic Research, Inc (2013)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-chapter, nbr:nberch:13152) - Why Inflation Rose and Fell: Policymakers' Beliefs and US Postwar Stabilization Policy
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Giorgio Primiceri
(ReDIF-paper, nbr:nberwo:11147) - The Time Varying Volatility of Macroeconomic Fluctuations
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Alejandro Justiniano & Giorgio E. Primiceri
(ReDIF-paper, nbr:nberwo:12022) - Intertemporal Disturbances
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Giorgio E. Primiceri & Ernst Schaumburg & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:12243) - Inflation-Gap Persistence in the U.S
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent
(ReDIF-paper, nbr:nberwo:13749) - Learning the Wealth of Nations
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Francisco J. Buera & Alexander Monge-Naranjo & Giorgio E. Primiceri
(ReDIF-paper, nbr:nberwo:14595) - Investment Shocks and Business Cycles
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:15570) - Is there a trade-off between inflation and output stabilization?
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:17071) - Prior Selection for Vector Autoregressions
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, nbr:nberwo:18467) - Household Leveraging and Deleveraging
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:18941) - The Effects of the Saving and Banking Glut on the U.S. Economy
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:19635) - Credit Supply and the Housing Boom
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:20874) - A Simple Model of Subprime Borrowers and Credit Growth
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:21942) - The Mortgage Rate Conundrum
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:23784) - What’s up with the Phillips Curve?
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:27003) - How to Estimate a VAR after March 2020
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, nbr:nberwo:27771) - Inequality and Business Cycles
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Florin O. Bilbiie & Giorgio Primiceri & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:31729) - Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy
The Quarterly Journal of Economics, Oxford University Press (2006)
by Giorgio E. Primiceri
(ReDIF-article, oup:qjecon:v:121:y:2006:i:3:p:867-901.) - Time Varying Structural Vector Autoregressions and Monetary Policy
Review of Economic Studies, Oxford University Press (2005)
by Giorgio E. Primiceri
(ReDIF-article, oup:restud:v:72:y:2005:i:3:p:821-852) - Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
Review of Economic Studies, Oxford University Press (2015)
by Marco Del Negro & Giorgio E. Primiceri
(ReDIF-article, oup:restud:v:82:y:2015:i:4:p:1342-1345.) - Code and data files for "Investment Shocks and the Relative Price of Investment"
Computer Codes, Review of Economic Dynamics (2010)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti
(ReDIF-software, red:ccodes:09-248) - Code and data files for "Household Leveraging and Deleveraging"
Computer Codes, Review of Economic Dynamics (2014)
by Alejandro Justiciano & Giorgio Primiceri & Andrea Tambalotti
(ReDIF-software, red:ccodes:14-24) - Investment Shocks and the Relative Price of Investment
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti
(ReDIF-article, red:issued:09-248) - Household leveraging and deleveraging
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015)
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti
(ReDIF-article, red:issued:14-24) - Introduction to the Special Issue in Memory of Alejandro Justiniano
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021)
by Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti
(ReDIF-article, red:issued:21-0) - Inefficient Shocks
2005 Meeting Papers, Society for Economic Dynamics (2005)
by Andrea Tambalotti & Giorgio Primiceri
(ReDIF-paper, red:sed005:694) - The Time Varying Volatility of Macroeconomic Fluctuations
2006 Meeting Papers, Society for Economic Dynamics (2006)
by Giorgio Primiceri & Alejandro Justiniano
(ReDIF-paper, red:sed006:353) - Intertemporal disturbances
2006 Meeting Papers, Society for Economic Dynamics (2006)
by Giorgio Primiceri & Ernst Schaumburg & Andrea Tambalotti
(ReDIF-paper, red:sed006:355) - Learning the Wealth of Nations
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Giorgio Primiceri & Alexander Monge-Naranjo & Francisco Buera
(ReDIF-paper, red:sed008:179) - Potential and natural output
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Giorgio Primiceri & Alejandro Justiniano
(ReDIF-paper, red:sed009:25) - Investment Shocks and the Relative Price of Investment
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Giorgio E. Primiceri & Andrea Tambalotti & Alejandro Justiniano
(ReDIF-paper, red:sed009:686) - Prior Selection for Bayesian VARs
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Michele Lenza & Giorgio Primiceri & Domenico Giannone
(ReDIF-paper, red:sed010:508) - Is there a trade-off between inflation and output stabilization?
2011 Meeting Papers, Society for Economic Dynamics (2011)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano
(ReDIF-paper, red:sed011:280) - Deleveraging of the household sector
2012 Meeting Papers, Society for Economic Dynamics (2012)
by Giorgio Primiceri
(ReDIF-paper, red:sed012:628) - Household Debt and Foreign Capital Flows
2013 Meeting Papers, Society for Economic Dynamics (2013)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano
(ReDIF-paper, red:sed013:964) - Credit Supply and the Housing Boom
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano
(ReDIF-paper, red:sed014:766) - What Happened to Mortgage Interest Rates During the Boom?
2015 Meeting Papers, Society for Economic Dynamics (2015)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano
(ReDIF-paper, red:sed015:707) - A simple model of subprime borrowers and credit growth
2016 Meeting Papers, Society for Economic Dynamics (2016)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano
(ReDIF-paper, red:sed016:704) - The Mortgage Rate Conundrum
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano
(ReDIF-paper, red:sed017:471) - Stochastic Volatility in DSGE models
Computing in Economics and Finance 2005, Society for Computational Economics (2005)
by Giorgio Primiceri & Alejandro Justiniano
(ReDIF-paper, sce:scecf5:367) - Priors for the Long Run
Journal of the American Statistical Association, Taylor & Francis Journals (2019)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-article, taf:jnlasa:v:114:y:2019:i:526:p:565-580) - Prior Selection for Vector Autoregressions
The Review of Economics and Statistics, MIT Press (2015)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-article, tpr:restat:v:97:y:2015:i:2:p:436-451) - Credit Supply and the Housing Boom
Journal of Political Economy, University of Chicago Press (2019)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-article, ucp:jpolec:doi:10.1086/701440) - The Mortgage Rate Conundrum
Journal of Political Economy, University of Chicago Press (2022)
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
(ReDIF-article, ucp:jpolec:doi:10.1086/717043) - Inequality over the business cycle: Estimating income risk using micro-data on consumption
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2002)
by Giorgio Primiceri & Thijs van Rens
(ReDIF-paper, upf:upfgen:943) - Heterogeneous life-cycle profiles, income risk and consumption inequality
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006)
by Giorgio E. Primiceri & Thijs van Rens
(ReDIF-paper, upf:upfgen:945) - Economic Predictions With Big Data: The Illusion of Sparsity
Econometrica, Econometric Society (2021)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-article, wly:emetrp:v:89:y:2021:i:5:p:2409-2437) - How to estimate a vector autoregression after March 2020
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022)
by Michele Lenza & Giorgio E. Primiceri
(ReDIF-article, wly:japmet:v:37:y:2022:i:4:p:688-699) - Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption
Macroeconomics, University Library of Munich, Germany (2002)
by Giorgio Primiceri & Thijs van Rens
(ReDIF-paper, wpa:wuwpma:0212003)