Giorgio Primiceri : Citation Profile

Are you Giorgio Primiceri?

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

20

H index

23

i10 index

6321

Citations

RESEARCH PRODUCTION:

23

Articles

78

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 287
   Journals where Giorgio Primiceri has often published
   Relations with other researchers
   Recent citing documents: 627.    Total self citations: 42 (0.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr18
   Updated: 2024-12-03    RAS profile: 2024-08-29    
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Relations with other researchers

Works with:

Lenza, Michele (13)

Tambalotti, Andrea (12)

Del Negro, Marco (6)

Giannone, Domenico (4)

bilbiie, florin (3)

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 (126)

Marcellino, Massimiliano (93)

Clark, Todd (93)

Huber, Florian (92)

GUPTA, RANGAN (83)

Korobilis, Dimitris (77)

mumtaz, haroon (72)

Bianchi, Francesco (68)

Chan, Joshua (67)

Giannone, Domenico (63)

Ricco, Giovanni (61)

Cites to:

Wouters, Raf (40)

Smets, Frank (39)

Christiano, Lawrence (18)

Giannone, Domenico (17)

Galí, Jordi (17)

Schorfheide, Frank (17)

Gertler, Mark (16)

Duca, John (15)

muellbauer, john (15)

Murphy, Anthony (15)

Eichenbaum, Martin (14)

Main data

Where Giorgio Primiceri has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc17
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
2009 Meeting Papers / Society for Economic Dynamics2
2006 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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2024Army of Mortgagors: Long-Run Evidence on Credit Externalities and the Housing Market. (2024). Saidi, Farzad ; Kuhn, Moritz ; Herbst, Tobias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:293.

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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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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

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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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2024A 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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2024Forecasting 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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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Bayesian 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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2024ddml: 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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2024Factor-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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2024A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2024Bayesian 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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2024Time-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). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2024Testing Business Cycle Theories: Evidence from the Great Recession. (2024). Li, BO. In: Papers. RePEc:arx:papers:2403.04104.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986.

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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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2024Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil. (2024). Divino, Jose Angelo ; Kornelius, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:592.

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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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2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024Market perceptions, monetary policy, and credibility. (2024). Cuciniello, Vincenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1449_24.

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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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2023The synchronization between Koreas and Japans business cycles. (2023). Lee, Keun Yeong. In: Asian Economic Journal. RePEc:bla:asiaec:v:37:y:2023:i:4:p:435-465.

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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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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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2023On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

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2023The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2023Time?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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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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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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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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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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2008The Time-Varying Volatility of Macroeconomic Fluctuations In: American Economic Review.
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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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2010Inflation-Gap Persistence in the US In: American Economic Journal: Macroeconomics.
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2008Inflation-Gap Persistence in the U.S..(2008) In: NBER Working Papers.
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2013Is There a Trade-Off between Inflation and Output Stabilization? In: American Economic Journal: Macroeconomics.
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2011Is there a trade-off between inflation and output stabilization?.(2011) In: CEPR Discussion Papers.
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2011Is there a trade-off between inflation and output stabilization?.(2011) In: NBER Working Papers.
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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: 156		paper
2020Whats Up with the Phillips Curve? In: Brookings Papers on Economic Activity.
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2020Whats up with the Phillips Curve?.(2020) In: CEPR Discussion Papers.
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2020What’s up with the Phillips Curve?.(2020) In: Working Paper Series.
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2020What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics.
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2020What’s up with the Phillips Curve?.(2020) In: NBER Working Papers.
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2022Inequality and Business Cycles In: Cambridge Working Papers in Economics.
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.() In: .
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2023Inequality and Business Cycles.(2023) In: NBER Working Papers.
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2015Credit Supply and the Housing Boom In: CEPR Discussion Papers.
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2014Credit Supply and the Housing Boom.(2014) In: Working Paper Series.
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This paper has nother version. Agregated cites: 183		paper
2015Credit Supply and the Housing Boom.(2015) In: Liberty Street Economics.
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2015Credit supply and the housing boom.(2015) In: Staff Reports.
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This paper has nother version. Agregated cites: 183		paper
2015Credit Supply and the Housing Boom.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 183		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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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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2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
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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: NBER Working Papers.
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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.(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.(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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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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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: NBER Chapters.
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2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum.(2015) In: The 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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