Details about Giorgio Primiceri

Access statistics for papers by Giorgio Primiceri.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: ppr18

Working Papers

2024

1. The Drivers of Post-Pandemic Inflation
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)

2023

2. Inequality and Business Cycles
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022) View citations (2)
   Janeway Institute Working Papers, Faculty of Economics, University of Cambridge (2022) View citations (2)

2021

3. Economic predictions with big data: the illusion of sparsity
   Working Paper Series, European Central Bank View citations (55)
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (21)
   Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (21)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (28)
   See also Journal Article Economic Predictions With Big Data: The Illusion of Sparsity, Econometrica, Econometric Society (2021) View citations (54) (2021)
4. “Excess Savings” Are Not Excessive
   Liberty Street Economics, Federal Reserve Bank of New York

2020

5. How to Estimate a VAR after March 2020
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (140)
   Also in Working Paper Series, European Central Bank (2020) View citations (135)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (156)
6. What's up with the Phillips Curve?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
   Also in Liberty Street Economics, Federal Reserve Bank of New York (2020) View citations (4)
   Working Paper Series, European Central Bank (2020) View citations (5)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (5)
   See also Journal Article What's Up with the Phillips Curve?, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2020) View citations (4) (2020)

2018

7. Priors for the long run
   Working Paper Series, European Central Bank View citations (13)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (12)
   Staff Reports, Federal Reserve Bank of New York (2017) View citations (4)
   See also Journal Article Priors for the Long Run, Journal of the American Statistical Association, Taylor & Francis Journals (2019) View citations (42) (2019)

2017

8. The Mortgage Rate Conundrum
   2017 Meeting Papers, Society for Economic Dynamics View citations (24)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (24)
   Working Paper Series, Federal Reserve Bank of Chicago (2017) View citations (5)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (24)
   Staff Reports, Federal Reserve Bank of New York (2017) View citations (11)
   See also Journal Article The Mortgage Rate Conundrum, Journal of Political Economy, University of Chicago Press (2022) View citations (5) (2022)

2016

9. A Simple Model of Subprime Borrowers and Credit Growth
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (14)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (14)
   Staff Reports, Federal Reserve Bank of New York (2016) View citations (13)
   See also Journal Article A Simple Model of Subprime Borrowers and Credit Growth, American Economic Review, American Economic Association (2016) View citations (14) (2016)

2015

10. Credit Supply and the Housing Boom
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (61)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2014) View citations (21)
    Staff Reports, Federal Reserve Bank of New York (2015) View citations (30)
    NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (61)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (35)
    Liberty Street Economics, Federal Reserve Bank of New York (2015) View citations (5)
    See also Journal Article Credit Supply and the Housing Boom, Journal of Political Economy, University of Chicago Press (2019) View citations (92) (2019)
11. What Happened to Mortgage Interest Rates During the Boom?
    2015 Meeting Papers, Society for Economic Dynamics

2013

12. Household Debt and Foreign Capital Flows
    2013 Meeting Papers, Society for Economic Dynamics
13. Household Leveraging and Deleveraging
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (45)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (55)
    Staff Reports, Federal Reserve Bank of New York (2013) View citations (25)
    See also Journal Article Household leveraging and deleveraging, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (133) (2015)
14. The Effects of the Saving and Banking Glut on the U.S. Economy
    Working Paper Series, Federal Reserve Bank of Chicago View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2013) View citations (2)
    See also Chapter The Effects of the Saving and Banking Glut on the U.S. Economy, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (2) (2013)
15. Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum
    Staff Reports, Federal Reserve Bank of New York View citations (13)
    See also Journal Article Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum, The Review of Economic Studies, Review of Economic Studies Ltd (2015) View citations (242) (2015)

2012

16. Deleveraging of the household sector
    2012 Meeting Papers, Society for Economic Dynamics
17. Prior Selection for Vector Autoregressions
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (93)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (86)
    Working Paper Series, European Central Bank (2012) View citations (85)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (106)
    See also Journal Article Prior Selection for Vector Autoregressions, The Review of Economics and Statistics, MIT Press (2015) View citations (477) (2015)

2011

18. Is there a trade-off between inflation and output stabilization?
    2011 Meeting Papers, Society for Economic Dynamics View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (12)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (24)
    See also Journal Article Is There a Trade-Off between Inflation and Output Stabilization?, American Economic Journal: Macroeconomics, American Economic Association (2013) View citations (138) (2013)

2010

19. Learning the Wealth of Nations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (9)
    2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (9)
    See also Journal Article Learning the Wealth of Nations, Econometrica, Econometric Society (2011) View citations (80) (2011)
20. Prior Selection for Bayesian VARs
    2010 Meeting Papers, Society for Economic Dynamics View citations (1)

2009

21. Investment Shocks and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (75)
    Staff Reports, Federal Reserve Bank of New York (2008) View citations (45)
    Working Paper Series, Federal Reserve Bank of Chicago (2008) View citations (44)
    See also Journal Article Investment shocks and business cycles, Journal of Monetary Economics, Elsevier (2010) View citations (579) (2010)
22. Investment Shocks and the Relative Price of Investment
    2009 Meeting Papers, Society for Economic Dynamics View citations (27)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (47)
    Staff Reports, Federal Reserve Bank of New York (2009) View citations (19)
    See also Journal Article Investment Shocks and the Relative Price of Investment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (423) (2011)
    Software Item Code and data files for "Investment Shocks and the Relative Price of Investment", Computer Codes, Review of Economic Dynamics (2010) (2010)
23. Potential and natural output
    2009 Meeting Papers, Society for Economic Dynamics View citations (7)

2008

24. Heterogeneous life-cycle profiles, income risk and consumption inequality
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (1)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (17)
    See also Journal Article Heterogeneous life-cycle profiles, income risk and consumption inequality, Journal of Monetary Economics, Elsevier (2009) View citations (61) (2009)
25. Inflation-Gap Persistence in the U.S
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    See also Journal Article Inflation-Gap Persistence in the US, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (329) (2010)

2006

26. Intertemporal Disturbances
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (30)
27. The Time Varying Volatility of Macroeconomic Fluctuations
    2006 Meeting Papers, Society for Economic Dynamics View citations (50)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (51)
    See also Journal Article The Time-Varying Volatility of Macroeconomic Fluctuations, American Economic Review, American Economic Association (2008) View citations (634) (2008)

2005

28. Inefficient Shocks
    2005 Meeting Papers, Society for Economic Dynamics
29. Stochastic Volatility in DSGE models
    Computing in Economics and Finance 2005, Society for Computational Economics
30. Why Inflation Rose and Fell: Policymakers' Beliefs and US Postwar Stabilization Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (95)
    See also Journal Article Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy, The Quarterly Journal of Economics, President and Fellows of Harvard College (2006) View citations (92) (2006)

2004

31. Inequality over the business cycle: Estimating income risk using micro-data on consumption
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (7)
    Also in Macroeconomics, University Library of Munich, Germany (2002) View citations (5)

Undated

32. Recursive `thick´ modeling of excess returns and portfolio allocation
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (10)

Journal Articles

2022

1. How to estimate a vector autoregression after March 2020
   Journal of Applied Econometrics, 2022, 37, (4), 688-699 View citations (63)
2. The Mortgage Rate Conundrum
   Journal of Political Economy, 2022, 130, (1), 121 - 156 View citations (5)
   See also Working Paper The Mortgage Rate Conundrum, 2017 Meeting Papers (2017) View citations (24) (2017)

2021

3. Economic Predictions With Big Data: The Illusion of Sparsity
   Econometrica, 2021, 89, (5), 2409-2437 View citations (54)
   See also Working Paper Economic predictions with big data: the illusion of sparsity, Working Paper Series (2021) View citations (55) (2021)
4. Introduction to the Special Issue in Memory of Alejandro Justiniano
   Review of Economic Dynamics, 2021, 41, 1-3

2020

5. What's Up with the Phillips Curve?
   Brookings Papers on Economic Activity, 2020, 51, (1 (Spring)), 301-373 View citations (4)
   See also Working Paper What's up with the Phillips Curve?, CEPR Discussion Papers (2020) View citations (14) (2020)
6. Why has inflation in the United States been so stable since the 1990s?
   Research Bulletin, 2020, 74

2019

7. Credit Supply and the Housing Boom
   Journal of Political Economy, 2019, 127, (3), 1317 - 1350 View citations (92)
   See also Working Paper Credit Supply and the Housing Boom, CEPR Discussion Papers (2015) View citations (61) (2015)
8. Priors for the Long Run
   Journal of the American Statistical Association, 2019, 114, (526), 565-580 View citations (42)
   See also Working Paper Priors for the long run, Working Paper Series (2018) View citations (13) (2018)

2016

9. A Simple Model of Subprime Borrowers and Credit Growth
   American Economic Review, 2016, 106, (5), 543-47 View citations (14)
   See also Working Paper A Simple Model of Subprime Borrowers and Credit Growth, NBER Working Papers (2016) View citations (14) (2016)

2015

10. Household leveraging and deleveraging
    Review of Economic Dynamics, 2015, 18, (1), 3-20 View citations (133)
    See also Software Item Code and data files for "Household Leveraging and Deleveraging", Computer Codes (2014) (2014)
    Working Paper Household Leveraging and Deleveraging, CEPR Discussion Papers (2013) View citations (45) (2013)
11. Prior Selection for Vector Autoregressions
    The Review of Economics and Statistics, 2015, 97, (2), 436-451 View citations (477)
    See also Working Paper Prior Selection for Vector Autoregressions, NBER Working Papers (2012) View citations (93) (2012)
12. Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
    The Review of Economic Studies, 2015, 82, (4), 1342-1345 View citations (242)
    See also Working Paper Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum, Staff Reports (2013) View citations (13) (2013)

2013

13. Is There a Trade-Off between Inflation and Output Stabilization?
    American Economic Journal: Macroeconomics, 2013, 5, (2), 1-31 View citations (138)
    See also Working Paper Is there a trade-off between inflation and output stabilization?, 2011 Meeting Papers (2011) View citations (11) (2011)

2011

14. Investment Shocks and the Relative Price of Investment
    Review of Economic Dynamics, 2011, 14, (1), 101-121 View citations (423)
    See also Working Paper Investment Shocks and the Relative Price of Investment, 2009 Meeting Papers (2009) View citations (27) (2009)
    Software Item Code and data files for "Investment Shocks and the Relative Price of Investment", Computer Codes (2010) (2010)
15. Learning the Wealth of Nations
    Econometrica, 2011, 79, (1), 1-45 View citations (80)
    See also Working Paper Learning the Wealth of Nations, CEPR Discussion Papers (2010) View citations (4) (2010)

2010

16. Inflation-Gap Persistence in the US
    American Economic Journal: Macroeconomics, 2010, 2, (1), 43-69 View citations (329)
    See also Working Paper Inflation-Gap Persistence in the U.S, NBER Working Papers (2008) View citations (31) (2008)
17. Investment shocks and business cycles
    Journal of Monetary Economics, 2010, 57, (2), 132-145 View citations (579)
    See also Working Paper Investment Shocks and Business Cycles, NBER Working Papers (2009) View citations (10) (2009)
18. Measuring the equilibrium real interest rate
    Economic Perspectives, 2010, 34, (Q I), 14-27 View citations (23)

2009

19. Heterogeneous life-cycle profiles, income risk and consumption inequality
    Journal of Monetary Economics, 2009, 56, (1), 20-39 View citations (61)
    See also Working Paper Heterogeneous life-cycle profiles, income risk and consumption inequality, Economics Working Papers (2008) View citations (11) (2008)

2008

20. The Time-Varying Volatility of Macroeconomic Fluctuations
    American Economic Review, 2008, 98, (3), 604-41 View citations (634)
    See also Working Paper The Time Varying Volatility of Macroeconomic Fluctuations, 2006 Meeting Papers (2006) View citations (50) (2006)

2006

21. Financial innovations and macroeconomic volatility - comments
    Proceedings, 2006, (Nov) View citations (1)
22. Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy
    The Quarterly Journal of Economics, 2006, 121, (3), 867-901 View citations (92)
    See also Working Paper Why Inflation Rose and Fell: Policymakers' Beliefs and US Postwar Stabilization Policy, NBER Working Papers (2005) View citations (95) (2005)

2005

23. Time Varying Structural Vector Autoregressions and Monetary Policy
    The Review of Economic Studies, 2005, 72, (3), 821-852 View citations (1988)

Chapters

2013

1. Comment on "Understanding Noninflationary Demand Driven Business Cycles"
   A chapter in NBER Macroeconomics Annual 2013, Volume 28, 2013, pp 131-143
2. The Effects of the Saving and Banking Glut on the U.S. Economy
   A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 52-67 View citations (2)
   See also Working Paper The Effects of the Saving and Banking Glut on the U.S. Economy, Federal Reserve Bank of Chicago (2013) View citations (2) (2013)

Software Items

2014

1. Code and data files for "Household Leveraging and Deleveraging"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Household leveraging and deleveraging, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (133) (2015)

2010

2. Code and data files for "Investment Shocks and the Relative Price of Investment"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Investment Shocks and the Relative Price of Investment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (423) (2011)
   Working Paper Investment Shocks and the Relative Price of Investment, 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (27) (2009)