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)

14

H index

16

i10 index

2865

Citations

RESEARCH PRODUCTION:

17

Articles

63

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 168
   Journals where Giorgio Primiceri has often published
   Relations with other researchers
   Recent citing documents: 496.    Total self citations: 29 (1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr18
   Updated: 2019-09-14    RAS profile: 2019-08-12    
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Relations with other researchers


Works with:

Tambalotti, Andrea (19)

Justiniano, Alejandro (14)

Giannone, Domenico (7)

Lenza, Michele (6)

Del Negro, Marco (2)

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

Is cited by:

mumtaz, haroon (52)

Koop, Gary (50)

Clark, Todd (48)

Bianchi, Francesco (45)

Korobilis, Dimitris (41)

GUPTA, RANGAN (39)

Marcellino, Massimiliano (37)

Castelnuovo, Efrem (32)

Theodoridis, Konstantinos (30)

Peersman, Gert (30)

Matthes, Christian (29)

Cites to:

Wouters, Raf (21)

Smets, Frank (20)

Duca, John (14)

muellbauer, john (14)

Murphy, Anthony (14)

Gertler, Mark (12)

Gourinchas, Pierre-Olivier (11)

Giannone, Domenico (11)

Christiano, Lawrence (10)

Parker, Jonathan (10)

Gali, Jordi (10)

Main data


Where Giorgio Primiceri has published?


Journals with more than one article published# docs
Journal of Monetary Economics2
American Economic Review2
American Economic Journal: Macroeconomics2
Review of Economic Studies2
Review of Economic Dynamics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York10
Working Paper Series / Federal Reserve Bank of Chicago4
Working Paper Series / European Central Bank2
2006 Meeting Papers / Society for Economic Dynamics2
2009 Meeting Papers / Society for Economic Dynamics2

Recent works citing Giorgio Primiceri (2019 and 2018)


YearTitle of citing document
2018Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2018). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-03.

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2019Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2019). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas. In: School of Economics Working Papers. RePEc:adl:wpaper:2019-06.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2018What Happened: Financial Factors in the Great Recession. (2018). Gilchrist, Simon ; Gertler, Mark. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:3-30.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018The distributional impacts of fiscal consolidation in Uganda. (2018). Lakuma, Corti Paul ; Munyambonera, Ezra ; Lwanga, Musa Mayanja ; Mawejje, Joseph. In: Research Series. RePEc:ags:eprcrs:275660.

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2018Mortgage Credit: Lending and Borrowing Constraints in a DSGE Model. (2018). Leon, Elmer Sanchez. In: Working Papers. RePEc:apc:wpaper:125.

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2017Measuring the Stance of Monetary Policy in a Time-Varying. (2017). Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2017-102.

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2018Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science. (2018). Gnabo, Jean-Yves ; Geraci, Marco Valerio ; Gandica, Y'Erali . In: Papers. RePEc:arx:papers:1707.00296.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197.

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2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Lutkepohl, Helmut ; Wo, Tomasz. In: Papers. RePEc:arx:papers:1811.08167.

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2019A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

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2018How Does Unconventional Monetary Policy Influence the Economy in Japan?. (2018). Otsubo, Kansho Piotr. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:308-330.

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2019Financial Frictions, Durable Goods and Monetary Policy. (2019). Emenogu, Ugochi ; Michelis, Leo. In: Staff Working Papers. RePEc:bca:bocawp:19-31.

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2018Monetary Policy Volatility Shocks in Brazil. (2018). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:480.

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2019Shadow banking and the Great Recession: Evidence from an estimated DSGE model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp125.

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2018Monetary policy and the asset risk-taking channel. (2018). Thaler, Dominik ; Abbate, Angela. In: Working Papers. RePEc:bde:wpaper:1805.

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2018A large central bank balance sheet? floor vs corridor systems in a new keynesian environment. (2018). Arce, Oscar ; Thomas, Carlos ; Thaler, Dominik ; Nuo, Galo. In: Working Papers. RePEc:bde:wpaper:1851.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Labor market and financial shocks: a time varying analysis. (2018). Nispi Landi, Valerio ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1179_18.

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2018Fiscal buffers, private debt and recession: the good, the bad and the ugly. (2018). Villa, Stefania ; Batini, Nicoletta ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1186_18.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2018What Determines the Neutral Rate of Interest in an Emerging Economy?. (2018). Julio, Carrillo ; Jessica, Roldan-Pea ; Alonso, Rodriguez-Perez Cid ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2018-22.

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2017An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2018Perceived FOMC: The Making of Hawks, Doves and Swingers. (2018). Istrefi, Klodiana ; Michael, Klodiana Istrefi. In: Working papers. RePEc:bfr:banfra:683.

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2019Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

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2019In Fed Watchers’ Eyes: Hawks, Doves and Monetary Policy. (2019). Istrefi, Klodiana . In: Working papers. RePEc:bfr:banfra:725.

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2018On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint. (2018). Debortoli, Davide ; Gambetti, Luca ; Gali, Jordi. In: Working Papers. RePEc:bge:wpaper:1013.

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2017Countercyclical Elasticity of Substitution. (2017). Santaeulalia-Llopis, Raul ; Koh, Dongya. In: Working Papers. RePEc:bge:wpaper:946.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Endogenous wage indexation and aggregate shocks. (2017). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio. In: BIS Working Papers. RePEc:bis:biswps:604.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

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2018Forecasting for the Russian Economy Using Small-Scale DSGE Models. (2018). Kreptsev, Dmitry ; Seleznev, Sergei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:51-67.

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2018Forecasting the implications of foreign exchange reserve accumulation with an agent-based model. (2018). Ponomarenko, Alexey ; Seleznev, Sergei ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps37.

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2018LEANING AGAINST WINDY BANK LENDING. (2018). Villa, Stefania ; Melina, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:460-482.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2018THE SWINGS OF U.S. INFLATION AND THE GIBSON PARADOX. (2018). Vázquez, Jesús ; Casares, Miguel ; Vzquez, Jess ; Vazquez, Jesus. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:799-820.

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2019HYSTERESIS IN A NEW KEYNESIAN MODEL. (2019). Craighead, William D. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1082-1097.

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2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL. (2019). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:3:p:1302-1323.

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2019Inflation Targets and the Zero Lower Bound in a Behavioural Macroeconomic Model. (2019). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: Economica. RePEc:bla:econom:v:86:y:2019:i:342:p:262-299.

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2018Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2018Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: Working Papers. RePEc:bny:wpaper:0068.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie L ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2019News-driven inflation expectations and information rigidities. (2019). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Working Papers. RePEc:bny:wpaper:0075.

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2018Monetary Policy Lessons from the Greenbook. (2018). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:955.

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2017International credit supply shocks. (2017). Rebucci, Alessandro ; Ferrero, Andrea ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0680.

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2018Concerted efforts? Monetary policy and macro-prudential tools. (2018). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0727.

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2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Hacioglu Hoke, Sinem ; Bluwstein, Kristina ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0788.

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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Pestova, Anna ; Mamonov, Mikhail. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2018Measuring the effects of conventional and unconventional monetary policy in the euro area. (2018). Anttila, Juho. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_012.

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2018Democratic development and credit : “Democracy doesn`t come Cheap” But at least credit to its corporations will be. (2018). Delis, Manthos D ; Ongena, Steven ; Hasan, Iftekhar. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_018.

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2018The Labor Share, Capital-Labor Substitution, and Factor Augmenting Technologies. (2018). Hirakata, Naohisa ; Koike, Yasutaka. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e20.

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2018Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.

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2019What cycles? Data detrending in DSGE models. (2019). Ping, Tsang Kwok ; Xiaojin, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:23:n:3.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Carvalho, Carlos ; Pettenuzzo, Davide ; Fisher, Jared D. In: Working Papers. RePEc:brd:wpaper:123.

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2019Carbon Emissions and Business Cycles. (2019). Knittel, Christopher ; Khan, Hashmat ; Papineau, Maya M ; Metaxoglou, Konstantinos. In: Carleton Economic Papers. RePEc:car:carecp:15-07.

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2019Charge-offs, Defaults and U.S. Business Cycles. (2019). Johri, Alok ; Letendre, Marc-Andre ; Gunn, Christopher M. In: Carleton Economic Papers. RePEc:car:carecp:19-04.

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2018The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/1.

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2018Fiscal Policy Shocks and Stock Prices in the United State. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/20.

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2018The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6928.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6968.

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2018Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model. (2018). Castelnuovo, Efrem ; Branzoli, Nicola ; Ascari, Guido ; Arias, Jonas E. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7122.

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2018Great Volatility and Great Moderation. (2018). Grazzini, Jakob ; Massaro, Domenico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7272.

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2017ifo Konjunkturprognose 2017/2018: Deutsche Wirtschaft stark und stabil. (2017). Zeiner, Christoph ; Wohlrabe, Klaus ; Wollmershäuser, Timo ; Stöckli, Marc ; Wolf, Anna ; Schuler, Tobias ; Schröter, Felix ; Reif, Magnus ; Peichl, Andreas ; Nierhaus, Wolfgang ; Meister, Wolfgang ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Boumans, Dorine ; Lauterbacher, S ; Gottert, M ; Hristov, N ; Wollmershauser, T ; Stockli, M ; Schroter, F. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:12:p:30-83.

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Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

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2017Housing Wealth Reallocation Between Subprime and Prime Borrowers During Recessions. (2017). Sapci, Ayse ; Vu, Nam . In: Working Papers. RePEc:cgt:wpaper:2017-03.

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2018Política monetaria óptima bajo inestabilidad financiera en economías emergentes. (2018). Rojas Quiroz, Carlos. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:21:y:2018:i:1:p:068-117.

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2018Asymmetric monetary policy responses and the effects of a rise in the inflation target. (2018). Garcia, Benjamin. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:819.

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2018Uncertainty Shocks and Firm Creation: Search and Monitoring in the Credit Market. (2018). Tripier, Fabien ; Isoré, Marlène ; Brand, Thomas. In: Working Papers. RePEc:cii:cepidt:2018-19.

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2019Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2019The Czech Exchange Rate Floor: Depreciation without Inflation?. (2019). Sestorad, Tomas ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2019/1.

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2018Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-Sánchez, Sebastián ; Sanchez, Sebastian Cadavid. In: DOCUMENTOS CEDE. RePEc:col:000089:016970.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2018A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12564.

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2018A Trendy Approach to UK Inflation Dynamics. (2018). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12652.

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2018Monetary Policy and Asset Valuation. (2018). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12671.

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2018On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint. (2018). Debortoli, Davide ; Gambetti, Luca ; Gali, Jordi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12691.

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2018Complementarity, Income, and Substitution: A U(C,N) Utility for Macro. (2018). bilbiie, florin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12812.

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2018Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different. (2018). Ricco, Giovanni ; Caruso, Alberto ; Reichlin, Lucrezia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13016.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13245.

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2018The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13349.

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2018Pigouvian Cycles. (2018). Faccini, Renato ; Melosi, Leonardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13370.

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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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This paper has another version. Agregated cites: 7
paper
2016A simple model of subprime borrowers and credit growth.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 7
paper
2008The Time-Varying Volatility of Macroeconomic Fluctuations In: American Economic Review.
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article395
2006The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 395
paper
2006The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 395
paper
2010Inflation-Gap Persistence in the US In: American Economic Journal: Macroeconomics.
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article217
2008Inflation-Gap Persistence in the U.S..(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 217
paper
2013Is There a Trade-Off between Inflation and Output Stabilization? In: American Economic Journal: Macroeconomics.
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article78
2011Is there a trade-off between inflation and output stabilization?.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 78
paper
2011Is there a trade-off between inflation and output stabilization?.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 78
paper
2011Is there a trade-off between inflation and output stabilization?.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 78
paper
2015Credit Supply and the Housing Boom In: CEPR Discussion Papers.
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paper42
2014Credit Supply and the Housing Boom.(2014) In: Working Paper Series.
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This paper has another version. Agregated cites: 42
paper
2015Credit supply and the housing boom.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 42
paper
2015Credit Supply and the Housing Boom.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42
paper
2014Credit Supply and the Housing Boom.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 42
paper
2019Credit Supply and the Housing Boom.(2019) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 42
article
2016Priors for the Long Run In: CEPR Discussion Papers.
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paper9
2018Priors for the long run.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2017Priors for the long run.(2017) In: Staff Reports.
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This paper has another version. Agregated cites: 9
paper
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
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paper5
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 5
paper
2017The Mortgage Rate Conundrum In: CEPR Discussion Papers.
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paper5
2016The Mortgage Rate Conundrum.(2016) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2017The mortgage rate conundrum.(2017) In: Staff Reports.
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This paper has another version. Agregated cites: 5
paper
2017The Mortgage Rate Conundrum.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2017The Mortgage Rate Conundrum.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 5
paper
2006Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality In: CEPR Discussion Papers.
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paper35
2009Heterogeneous life-cycle profiles, income risk and consumption inequality.(2009) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 35
article
2007Heterogeneous Life-Cycle Profiles, Income Risk and Consumption Inequality.(2007) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 35
paper
2008Heterogeneous life-cycle profiles, income risk and consumption inequality.(2008) In: Economics Working Papers.
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This paper has another version. Agregated cites: 35
paper
2008Investment Shocks and Business Cycles In: CEPR Discussion Papers.
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paper393
2010Investment shocks and business cycles.(2010) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 393
article
2008Investment shocks and business cycles.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 393
paper
2008Investment shocks and business cycles.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 393
paper
2009Investment Shocks and Business Cycles.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 393
paper
2009Investment Shocks and the Relative Price of Investment In: CEPR Discussion Papers.
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paper223
2009Investment shocks and the relative price of investment.(2009) In: Staff Reports.
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This paper has another version. Agregated cites: 223
paper
2011Investment Shocks and the Relative Price of Investment.(2011) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 223
article
2009Investment Shocks and the Relative Price of Investment.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 223
paper
2010Learning the Wealth of Nations In: CEPR Discussion Papers.
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paper36
2011Learning the Wealth of Nations.(2011) In: Econometrica.
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This paper has another version. Agregated cites: 36
article
2008Learning the Wealth of Nations.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 36
paper
2008Learning the Wealth of Nations.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 36
paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
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paper229
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 229
paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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paper
2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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article
2013Household Leveraging and Deleveraging In: CEPR Discussion Papers.
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paper87
2013Household leveraging and deleveraging.(2013) In: Staff Reports.
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paper
2013Household Leveraging and Deleveraging.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 87
paper
2015Household leveraging and deleveraging.(2015) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 87
article
2013The Effects of the Saving and Banking Glut on the U.S. Economy In: CEPR Discussion Papers.
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paper5
2013The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2013The Effects of the saving and banking glut on the U.S. economy.(2013) In: Staff Reports.
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paper
2013The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: NBER Chapters.
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chapter
2013The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2006Financial innovations and macroeconomic volatility - comments In: Proceedings.
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article1
2010Measuring the equilibrium real interest rate In: Economic Perspectives.
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article14
2014Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum In: Staff Reports.
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paper48
2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum.(2015) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 48
article
Recursive `thick´ modeling of excess returns and portfolio allocation In: Working Papers.
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paper10
2013Comment on Understanding Noninflationary Demand Driven Business Cycles In: NBER Chapters.
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chapter0
2005Why Inflation Rose and Fell: Policymakers Beliefs and US Postwar Stabilization Policy In: NBER Working Papers.
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paper120
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 another version. Agregated cites: 120
article
2006Intertemporal Disturbances In: NBER Working Papers.
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paper39
2006Intertemporal disturbances.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 39
paper
2005Time Varying Structural Vector Autoregressions and Monetary Policy In: Review of Economic Studies.
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article863
2005Inefficient Shocks In: 2005 Meeting Papers.
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paper0
2009Potential and natural output In: 2009 Meeting Papers.
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paper0
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
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paper0
2012Deleveraging of the household sector In: 2012 Meeting Papers.
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paper0
2013Household Debt and Foreign Capital Flows In: 2013 Meeting Papers.
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paper0
2015What Happened to Mortgage Interest Rates During the Boom? In: 2015 Meeting Papers.
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paper0
2005Stochastic Volatility in DSGE models In: Computing in Economics and Finance 2005.
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paper0
2019Priors for the Long Run In: Journal of the American Statistical Association.
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article0
2004Inequality over the business cycle: Estimating income risk using micro-data on consumption In: Economics Working Papers.
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paper4
2002Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption.(2002) In: Macroeconomics.
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This paper has another version. Agregated cites: 4
paper

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