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

5890

Citations

RESEARCH PRODUCTION:

22

Articles

74

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 294
   Journals where Giorgio Primiceri has often published
   Relations with other researchers
   Recent citing documents: 631.    Total self citations: 42 (0.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr18
   Updated: 2023-11-04    RAS profile: 2022-08-15    
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Relations with other researchers

Works with:

Lenza, Michele (15)

Tambalotti, Andrea (9)

Giannone, Domenico (6)

Del Negro, Marco (5)

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)

Giannone, Domenico (62)

Ricco, Giovanni (61)

Chan, Joshua (61)

Cites to:

Wouters, Raf (40)

Smets, Frank (39)

Giannone, Domenico (21)

Christiano, Lawrence (19)

Galí, Jordi (19)

Gertler, Mark (18)

Schorfheide, Frank (16)

muellbauer, john (15)

Murphy, Anthony (15)

Del Negro, Marco (15)

Duca, John (15)

Main data

Where Giorgio Primiceri has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc15
CEPR Discussion Papers / C.E.P.R. Discussion Papers15
Staff Reports / Federal Reserve Bank of New York10
Working Paper Series / European Central Bank5
Working Paper Series / Federal Reserve Bank of Chicago4
Liberty Street Economics / Federal Reserve Bank of New York4
2009 Meeting Papers / Society for Economic Dynamics2
2006 Meeting Papers / Society for Economic Dynamics2

Recent works citing Giorgio Primiceri (2023 and 2022)

YearTitle of citing document
2022Collateral Shocks. (2022). Gauthier, David ; Becard, Yvan. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:1:p:83-103.

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2022The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98.

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2022The importance of demand, uncertainty and monetary policy shocks from the euro area for the Romanian economy. (2022). Anton, George. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:25-38.

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2022The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022008.

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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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2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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2022Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

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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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2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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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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2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

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2022Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117.

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2022Chinas Easily Overlooked Monetary Transmission Mechanism:Real Estate Monetary Reservoir. (2021). Xinglin, Lai ; Shuguang, Xiao. In: Papers. RePEc:arx:papers:2111.15327.

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2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

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2022Shock Symmetry and Business Cycle Synchronization: Is Monetary Unification Feasible among CAPADR Countries?. (2021). Baca, Jafet. In: Papers. RePEc:arx:papers:2112.02063.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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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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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438.

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2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

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2022Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147.

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2022A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972.

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2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

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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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2022Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis. In: Papers. RePEc:arx:papers:2210.07154.

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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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2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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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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2022.

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2022Clean Energy, Australian Electricity Markets, and Information Transmission. (2022). Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:63.

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2022.

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2022.

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2022.

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2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9.

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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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2022.

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2022Mortgage securitization and information frictions in general equilibrium. (2022). Garcia, Salomon . In: Working Papers. RePEc:bde:wpaper:2221.

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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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2022An Epidemic Model for SARS-CoV-2 with Self-Adaptive Containment Measures. (2022). Poletti, Piero ; Guzzetta, Giorgio ; Ilardi, Giuseppe ; Conteduca, Francesco Paolo ; Brusaferro, Silvio ; Borin, Alessandro ; Brandolini, Andrea ; Marchetti, Sabina ; Merler, Stefano ; Riccardo, Flavia ; Stefanelli, Paola ; Bella, Antonino ; Pezzotti, Patrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_681_22.

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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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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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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2022When Could Macroprudential and Monetary Policies Be in Conflict?. (2022). Levieuge, Gregory ; Revelo, Jose Garcia. In: Working papers. RePEc:bfr:banfra:871.

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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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2022Assessing public debt sustainability under COVID?19 uncertainty: Evidence from Côte dIvoire. (2022). Napo, Sassire. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:s1:p:s141-s160.

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2022Impact of outward foreign direct investment on employment volatility: Evidence from China. (2022). Dong, Nannan ; Cen, Yuting. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:4:p:385-410.

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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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2022How structural is unemployment in the United States?. (2022). Liu, Yuelin. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1258-1276.

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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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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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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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2022Reviewing demand regimes in open economies with Penn World Table data. (2022). Marques, Andre M. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:730-751.

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2022Episodic incidence of Harrodian instability and the Kaleckian growth model: A Markov?switching approach. (2022). Hartley, Brian. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:268-290.

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2022Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

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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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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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2022Second?home buying and the housing boom and bust. (2022). Garcia, Daniel I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:33-58.

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2022Lending competition, regulation, and nontraditional mortgages. (2022). Wachter, Susan M ; An, Xudong ; Acolin, Arthur. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:2:p:340-365.

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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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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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This paper has another version. Agregated cites: 14		paper
2016A simple model of subprime borrowers and credit growth.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 14		paper
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: 14		paper
2016A simple model of subprime borrowers and credit growth.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2008The Time-Varying Volatility of Macroeconomic Fluctuations In: American Economic Review.
[Full Text][Citation analysis]		article654
2006The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 654		paper
2006The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 654		paper
2010Inflation-Gap Persistence in the US In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article340
2008Inflation-Gap Persistence in the U.S..(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 340		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		paper
2011Is there a trade-off between inflation and output stabilization?.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		paper
2011Is there a trade-off between inflation and output stabilization?.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		paper
2015Credit Supply and the Housing Boom In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper159
2014Credit Supply and the Housing Boom.(2014) In: Working Paper Series.
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2015Credit supply and the housing boom.(2015) In: Staff Reports.
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2015Credit Supply and the Housing Boom.(2015) In: NBER Working Papers.
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2019Credit Supply and the Housing Boom.(2019) In: Journal of Political Economy.
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2016Priors for the Long Run In: CEPR Discussion Papers.
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2017Priors for the long run.(2017) In: Staff Reports.
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2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
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2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
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2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
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2017The Mortgage Rate Conundrum In: CEPR Discussion Papers.
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2017The Mortgage Rate Conundrum.(2017) In: Working Paper Series.
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2017The mortgage rate conundrum.(2017) In: Staff Reports.
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2017The Mortgage Rate Conundrum.(2017) In: NBER Working Papers.
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2017The Mortgage Rate Conundrum.(2017) In: 2017 Meeting Papers.
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2020How to estimate a VAR after March 2020.(2020) In: Working Paper Series.
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2020How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers.
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2006Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality In: CEPR Discussion Papers.
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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.
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2010Investment shocks and business cycles.(2010) In: Journal of Monetary Economics.
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2008Investment shocks and business cycles.(2008) In: Working Paper Series.
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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.
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2009Investment shocks and the relative price of investment.(2009) In: Staff Reports.
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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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2010Learning the Wealth of Nations In: CEPR Discussion Papers.
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2011Learning the Wealth of Nations.(2011) In: Econometrica.
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2008Learning the Wealth of Nations.(2008) In: NBER Working Papers.
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2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
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2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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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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2013Household Leveraging and Deleveraging In: CEPR Discussion Papers.
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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.(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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2010Measuring the equilibrium real interest rate In: Economic Perspectives.
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2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum.(2015) In: Review of Economic Studies.
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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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2006Intertemporal Disturbances In: NBER Working Papers.
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2006Intertemporal disturbances.(2006) In: 2006 Meeting Papers.
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2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
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2012Deleveraging of the household sector In: 2012 Meeting Papers.
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2013Household Debt and Foreign Capital Flows In: 2013 Meeting Papers.
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2015What Happened to Mortgage Interest Rates During the Boom? In: 2015 Meeting Papers.
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2004Inequality over the business cycle: Estimating income risk using micro-data on consumption In: Economics Working Papers.
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2002Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption.(2002) In: Macroeconomics.
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