Giorgio Primiceri : Citation Profile

Are you Giorgio Primiceri?

Northwestern University (90% share)
Centre for Economic Policy Research (CEPR) (5% share)
National Bureau of Economic Research (NBER) (5% share)

20

H index

23

i10 index

5982

Citations

RESEARCH PRODUCTION:

22

Articles

75

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 284
   Journals where Giorgio Primiceri has often published
   Relations with other researchers
   Recent citing documents: 341.    Total self citations: 42 (0.7 %)

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   Permalink: http://citec.repec.org/ppr18
   Updated: 2024-01-16    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Lenza, Michele (12)

Tambalotti, Andrea (10)

Del Negro, Marco (5)

Giannone, Domenico (3)

bilbiie, florin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giorgio Primiceri.

Is cited by:

Koop, Gary (114)

Clark, Todd (93)

Marcellino, Massimiliano (92)

Huber, Florian (85)

GUPTA, RANGAN (80)

Korobilis, Dimitris (77)

mumtaz, haroon (72)

Bianchi, Francesco (68)

Chan, Joshua (67)

Giannone, Domenico (62)

Ricco, Giovanni (61)

Cites to:

Wouters, Raf (40)

Smets, Frank (39)

Giannone, Domenico (21)

Christiano, Lawrence (19)

Galí, Jordi (19)

Gertler, Mark (18)

Schorfheide, Frank (16)

Del Negro, Marco (15)

Murphy, Anthony (15)

muellbauer, john (15)

Duca, John (15)

Main data

Where Giorgio Primiceri has published?

Journals with more than one article published# docs
Review of Economic Dynamics3
Journal of Political Economy2
Journal of Monetary Economics2
American Economic Journal: Macroeconomics2
American Economic Review2
Review of Economic Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc16
CEPR Discussion Papers / C.E.P.R. Discussion Papers15
Staff Reports / Federal Reserve Bank of New York10
Working Paper Series / European Central Bank5
Liberty Street Economics / Federal Reserve Bank of New York4
Working Paper Series / Federal Reserve Bank of Chicago4
2006 Meeting Papers / Society for Economic Dynamics2
2009 Meeting Papers / Society for Economic Dynamics2

Recent works citing Giorgio Primiceri (2024 and 2023)

YearTitle of citing document
2023Credit, housing prices, expectations, and the macroeconomy. Evidence from developed and developing countries. (2023). Dastidar, Ananya Ghosh ; Kapur, Hema ; Arora, Priti Mendiratta. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:165-182.

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2023Re-visiting exchange rate volatility – risk perception relation. New evidence from Fourier tests. (2023). Bayat, Tayfur ; Kayhan, Selim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:323-332.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2023Analyzing Linear DSGE models: the Method of Undetermined Markov States. (2022). Roulleau-Pasdeloup, Jordan. In: Papers. RePEc:arx:papers:2209.05081.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023ddml: Double/debiased machine learning in Stata. (2023). Schaffer, Mark ; Wiemann, Thomas ; Hansen, Christian B ; Ahrens, Achim. In: Papers. RePEc:arx:papers:2301.09397.

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2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920.

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2023Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2306.09287.

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2023Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2023Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2023). Zhang, Boyuan ; Schorfheide, Frank ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2310.13785.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2023Economic Forecasts Using Many Noises. (2023). Shi, Zhentao ; Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan. In: Papers. RePEc:arx:papers:2312.05593.

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2023Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123.

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2023Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity. (2023). de Carvalho, Fabia A. In: Working Papers Series. RePEc:bcb:wpaper:585.

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2023Inflation persistence, noisy information and the Phillips curve. (2023). Gallegos, Jose-Elias. In: Working Papers. RePEc:bde:wpaper:2309.

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2023Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint. (2023). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; Corneli, Flavia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_772_23.

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2023Tin the thick of it: an interim assessment of monetary policy transmission to credit conditions. (2023). Conti, Antonio M ; Bottero, Margherita. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_810_23.

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2023The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

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2023Inflation is not equal for all: the heterogenous effects of energy shocks. (2023). Riggi, Marianna ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1429_23.

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2023House Prices and the Distribution of Wealth Around the Great Recession. (2023). Rodolfo, Oviedo Moguel ; Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2023-04.

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2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

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2023The Anatomy of Small Open Economy Productivity Trends. (2023). Thoenissen, Christoph ; Theodoridis, Konstantinos ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:23-05.

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2023gingado: a machine learning library focused on economics and finance. (2023). Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1122.

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2023Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP?VAR with stochastic volatility. (2023). Sala, Hector ; Pham, Binh Thai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:214-235.

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2023House price volatility in China: Demand versus supply. (2023). Germaschewski, Yin. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:1:p:199-220.

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2023The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376.

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2023A Demand Systems Approach to Understanding Medium?Term Post?Pandemic Consumption Trends. (2023). Smith, Brett ; Martinus, Kirsten ; Vo, Long Hai. In: Economic Papers. RePEc:bla:econpa:v:42:y:2023:i:2:p:183-199.

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2023The stock market and NO2 emissions effects of COVID?19 around the world. (2023). Klose, Jens ; Tillmann, Peter. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:2:p:556-594.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023The impact of capital goods prices on Africas economic performance. (2023). Zoglat, A ; Ezzahid, E ; ben Moummad, B. In: South African Journal of Economics. RePEc:bla:sajeco:v:91:y:2023:i:1:p:68-84.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2023Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629.

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2023Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758.

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2023Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp759.

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2023Quantitative Easing in the Euro Area: Implications for Income and Wealth Inequality. (2023). Stojanovic, Dusan. In: CERGE-EI Working Papers. RePEc:cer:papers:wp760.

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2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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2023Government Purchases, the Labor Earnings Gap, andConsumption Dynamics. (2023). Giarda, Mario. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:972.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:crs:wpaper:2023-04.

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2023The COVID-19 recession on both sides of the Atlantic: A model-based comparison. (2023). Vogel, Lukas ; Ratto, Marco ; Pfeiffer, Philipp ; Cardani, Roberta. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023014.

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2023Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057.

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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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2023The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840.

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2023Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849.

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2023Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851.

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2023Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models. (2023). Yang, Wen-Hsi ; Holan, Scott H ; Sui, Yuelei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947323000014.

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2023The global savings glut and the housing boom. (2023). Jorgensen, Peter Lihn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002664.

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2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates. (2023). Song, Dongho ; Bianchi, Giada. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002846.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Symbolic stationarization of dynamic equilibrium models. (2023). Paulsen, Kenneth Saterhagen ; Canova, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001161.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352.

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2023Digital innovation and financial access for small and medium-sized enterprises in a currency union. (2023). Kame, Thierry U. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004199.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366.

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2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141.

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2023The impact of public consumption and investment in the euro area during periods of high and normal uncertainty. (2023). Goemans, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001827.

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2023Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304.

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2023A time-varying Phillips curve with global factors: Are global factors important?. (2023). Poon, Aubrey ; Kabundi, Alain ; Wu, Ping. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002353.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2023Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645.

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2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

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More than 100 citations found, this list is not complete...

Works by Giorgio Primiceri:

YearTitleTypeCited
2016A Simple Model of Subprime Borrowers and Credit Growth In: American Economic Review.
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2016A Simple Model of Subprime Borrowers and Credit Growth.(2016) In: CEPR Discussion Papers.
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2016A simple model of subprime borrowers and credit growth.(2016) In: Staff Reports.
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2016A Simple Model of Subprime Borrowers and Credit Growth.(2016) In: NBER Working Papers.
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2016A simple model of subprime borrowers and credit growth.(2016) In: 2016 Meeting Papers.
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This paper has nother version. Agregated cites: 14		paper
2008The Time-Varying Volatility of Macroeconomic Fluctuations In: American Economic Review.
[Full Text][Citation analysis]		article656
2006The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: NBER Working Papers.
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2006The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: 2006 Meeting Papers.
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This paper has nother version. Agregated cites: 656		paper
2010Inflation-Gap Persistence in the US In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article347
2008Inflation-Gap Persistence in the U.S..(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 347		paper
2013Is There a Trade-Off between Inflation and Output Stabilization? In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article154
2011Is there a trade-off between inflation and output stabilization?.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 154		paper
2011Is there a trade-off between inflation and output stabilization?.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 154		paper
2011Is there a trade-off between inflation and output stabilization?.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 154		paper
2015Credit Supply and the Housing Boom In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper164
2014Credit Supply and the Housing Boom.(2014) In: Working Paper Series.
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2015Credit Supply and the Housing Boom.(2015) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 164		paper
2015Credit supply and the housing boom.(2015) In: Staff Reports.
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This paper has nother version. Agregated cites: 164		paper
2015Credit Supply and the Housing Boom.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 164		paper
2014Credit Supply and the Housing Boom.(2014) In: 2014 Meeting Papers.
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2019Credit Supply and the Housing Boom.(2019) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 164		article
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper65
2018Priors for the long run.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 65		paper
2017Priors for the long run.(2017) In: Staff Reports.
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This paper has nother version. Agregated cites: 65		paper
2019Priors for the Long Run.(2019) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 65		article
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper90
2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 90		paper
2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 90		paper
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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This paper has nother version. Agregated cites: 90		paper
2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
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This paper has nother version. Agregated cites: 90		article
2017The Mortgage Rate Conundrum In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper27
2017The Mortgage Rate Conundrum.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 27		paper
2017The mortgage rate conundrum.(2017) In: Staff Reports.
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This paper has nother version. Agregated cites: 27		paper
2017The Mortgage Rate Conundrum.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 27		paper
2017The Mortgage Rate Conundrum.(2017) In: 2017 Meeting Papers.
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2022The Mortgage Rate Conundrum.(2022) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 27		article
2020Whats up with the Phillips Curve? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2020What’s up with the Phillips Curve?.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 14		paper
2020What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 14		paper
2020What’s up with the Phillips Curve?.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2020How to Estimate a VAR after March 2020 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper144
2020How to estimate a VAR after March 2020.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 144		paper
2020How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 144		paper
2006Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper70
2009Heterogeneous life-cycle profiles, income risk and consumption inequality.(2009) In: Journal of Monetary Economics.
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2007Heterogeneous Life-Cycle Profiles, Income Risk and Consumption Inequality.(2007) In: IZA Discussion Papers.
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2008Heterogeneous life-cycle profiles, income risk and consumption inequality.(2008) In: Economics Working Papers.
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2008Investment Shocks and Business Cycles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper646
2010Investment shocks and business cycles.(2010) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 646		article
2008Investment shocks and business cycles.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 646		paper
2008Investment shocks and business cycles.(2008) In: Staff Reports.
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2009Investment Shocks and Business Cycles.(2009) In: NBER Working Papers.
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2009Investment Shocks and the Relative Price of Investment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper437
2009Investment shocks and the relative price of investment.(2009) In: Staff Reports.
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This paper has nother version. Agregated cites: 437		paper
2011Investment Shocks and the Relative Price of Investment.(2011) In: Review of Economic Dynamics.
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2009Investment Shocks and the Relative Price of Investment.(2009) In: 2009 Meeting Papers.
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This paper has nother version. Agregated cites: 437		paper
2010Learning the Wealth of Nations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2011Learning the Wealth of Nations.(2011) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 84		article
2008Learning the Wealth of Nations.(2008) In: NBER Working Papers.
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2008Learning the Wealth of Nations.(2008) In: 2008 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 84		paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper525
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 525		paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 525		article
2013Household Leveraging and Deleveraging In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper180
2013Household leveraging and deleveraging.(2013) In: Staff Reports.
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2013Household Leveraging and Deleveraging.(2013) In: NBER Working Papers.
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2015Household leveraging and deleveraging.(2015) In: Review of Economic Dynamics.
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2013The Effects of the Saving and Banking Glut on the U.S. Economy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2013The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: Working Paper Series.
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2013The Effects of the saving and banking glut on the U.S. economy.(2013) In: Staff Reports.
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2013The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: NBER Chapters.
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2013The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: NBER Working Papers.
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2020Why has inflation in the United States been so stable since the 1990s? In: Research Bulletin.
[Full Text][Citation analysis]		article0
2006Financial innovations and macroeconomic volatility - comments In: Proceedings.
[Full Text][Citation analysis]		article1
2010Measuring the equilibrium real interest rate In: Economic Perspectives.
[Full Text][Citation analysis]		article21
2021“Excess Savings” Are Not Excessive In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum In: Staff Reports.
[Full Text][Citation analysis]		paper226
2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum.(2015) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 226		article
Recursive `thick´ modeling of excess returns and portfolio allocation In: Working Papers.
[Full Text][Citation analysis]		paper10
2013Comment on Understanding Noninflationary Demand Driven Business Cycles In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2005Why Inflation Rose and Fell: Policymakers Beliefs and US Postwar Stabilization Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper169
2006Why Inflation Rose and Fell: Policy-Makers Beliefs and U. S. Postwar Stabilization Policy.(2006) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 169		article
2006Intertemporal Disturbances In: NBER Working Papers.
[Full Text][Citation analysis]		paper46
2006Intertemporal disturbances.(2006) In: 2006 Meeting Papers.
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This paper has nother version. Agregated cites: 46		paper
2023Inequality and Business Cycles In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2005Time Varying Structural Vector Autoregressions and Monetary Policy In: Review of Economic Studies.
[Full Text][Citation analysis]		article1844
2021Introduction to the Special Issue in Memory of Alejandro Justiniano In: Review of Economic Dynamics.
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2005Inefficient Shocks In: 2005 Meeting Papers.
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2009Potential and natural output In: 2009 Meeting Papers.
[Citation analysis]		paper7
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper1
2012Deleveraging of the household sector In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper0
2013Household Debt and Foreign Capital Flows In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
2015What Happened to Mortgage Interest Rates During the Boom? In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0
2005Stochastic Volatility in DSGE models In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
2004Inequality over the business cycle: Estimating income risk using micro-data on consumption In: Economics Working Papers.
[Full Text][Citation analysis]		paper5
2002Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption.(2002) In: Macroeconomics.
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This paper has nother version. Agregated cites: 5		paper
2022How to estimate a vector autoregression after March 2020 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article29

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