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Details about Giorgio Primiceri

E-mail:
Homepage:http://faculty.wcas.northwestern.edu/~gep575
Postal address:Department of Economics Northwestern University, 2001 Sheridan Road Evanston, IL 60208 USA
Workplace:Department of Economics, Northwestern University, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Giorgio Primiceri.

Last updated 2016-12-01. Update your information in the RePEc Author Service.

Short-id: ppr18


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Working Papers

2016

  1. A Simple Model of Subprime Borrowers and Credit Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (1)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (1)

    See also Journal Article in American Economic Review (2016)
  2. Priors for the Long Run
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)

2015

  1. Credit Supply and the Housing Boom
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (3)
    Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (3)
    Working Paper Series, Federal Reserve Bank of Chicago (2014) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (3)
  2. What Happened to Mortgage Interest Rates During the Boom?
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

  1. Time-varying structural vector autoregressions and monetary policy: a corrigendum
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)

2013

  1. Household Debt and Foreign Capital Flows
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  2. Household Leveraging and Deleveraging
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (20)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (20)

    See also Journal Article in Review of Economic Dynamics (2015)
  3. The Effects of the Saving and Banking Glut on the U.S. Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2013) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads
    Working Paper Series, Federal Reserve Bank of Chicago (2013) Downloads

    See also Chapter (2013)

2012

  1. Deleveraging of the household sector
    2012 Meeting Papers, Society for Economic Dynamics Downloads
  2. Prior Selection for Vector Autoregressions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (57)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (35)
    Working Paper Series, European Central Bank (2012) Downloads View citations (33)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (50)

    See also Journal Article in The Review of Economics and Statistics (2015)

2011

  1. Is there a trade-off between inflation and output stabilization?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (4)
    2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (3)

    See also Journal Article in American Economic Journal: Macroeconomics (2013)

2010

  1. Learning the Wealth of Nations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (7)

    See also Journal Article in Econometrica (2011)
  2. Prior Selection for Bayesian VARs
    2010 Meeting Papers, Society for Economic Dynamics Downloads

2009

  1. Investment Shocks and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (37)
    Working Paper Series, Federal Reserve Bank of Chicago (2008) Downloads View citations (43)
    Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (44)

    See also Journal Article in Journal of Monetary Economics (2010)
  2. Investment Shocks and the Relative Price of Investment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    Also in Staff Reports, Federal Reserve Bank of New York (2009) Downloads View citations (14)
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (5)

    See also Software Item (2010)
    Journal Article in Review of Economic Dynamics (2011)
  3. Potential and natural output
    2009 Meeting Papers, Society for Economic Dynamics

2008

  1. Heterogeneous life-cycle profiles, income risk and consumption inequality
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (3)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2007) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads

    See also Journal Article in Journal of Monetary Economics (2009)
  2. Inflation-Gap Persistence in the U.S
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)

2006

  1. Intertemporal Disturbances
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (15)
  2. The Time Varying Volatility of Macroeconomic Fluctuations
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (36)

    See also Journal Article in American Economic Review (2008)

2005

  1. Inefficient Shocks
    2005 Meeting Papers, Society for Economic Dynamics
  2. Stochastic Volatility in DSGE models
    Computing in Economics and Finance 2005, Society for Computational Economics
  3. Why Inflation Rose and Fell: Policymakers' Beliefs and US Postwar Stabilization Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (86)
    See also Journal Article in The Quarterly Journal of Economics (2006)

2004

  1. Inequality over the business cycle: Estimating income risk using micro-data on consumption
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (6)
    Also in Macroeconomics, EconWPA (2002) Downloads View citations (4)

Undated

  1. Recursive `thick´ modeling of excess returns and portfolio allocation
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (9)

Journal Articles

2016

  1. A Simple Model of Subprime Borrowers and Credit Growth
    American Economic Review, 2016, 106, (5), 543-47 Downloads View citations (1)
    See also Working Paper (2016)

2015

  1. Household leveraging and deleveraging
    Review of Economic Dynamics, 2015, 18, (1), 3-20 Downloads View citations (15)
    See also Working Paper (2013)
    Software Item (2014)
  2. Prior Selection for Vector Autoregressions
    The Review of Economics and Statistics, 2015, 97, (2), 436-451 Downloads View citations (56)
    See also Working Paper (2012)

2013

  1. Is There a Trade-Off between Inflation and Output Stabilization?
    American Economic Journal: Macroeconomics, 2013, 5, (2), 1-31 Downloads View citations (37)
    See also Working Paper (2011)

2011

  1. Investment Shocks and the Relative Price of Investment
    Review of Economic Dynamics, 2011, 14, (1), 101-121 Downloads View citations (128)
    See also Working Paper (2009)
    Software Item (2010)
  2. Learning the Wealth of Nations
    Econometrica, 2011, 79, (1), 1-45 View citations (19)
    See also Working Paper (2010)

2010

  1. Inflation-Gap Persistence in the US
    American Economic Journal: Macroeconomics, 2010, 2, (1), 43-69 Downloads View citations (149)
    See also Working Paper (2008)
  2. Investment shocks and business cycles
    Journal of Monetary Economics, 2010, 57, (2), 132-145 Downloads View citations (201)
    See also Working Paper (2009)
  3. Measuring the equilibrium real interest rate
    Economic Perspectives, 2010, (Q I), 14-27 Downloads View citations (6)

2009

  1. Heterogeneous life-cycle profiles, income risk and consumption inequality
    Journal of Monetary Economics, 2009, 56, (1), 20-39 Downloads View citations (14)
    See also Working Paper (2008)

2008

  1. The Time-Varying Volatility of Macroeconomic Fluctuations
    American Economic Review, 2008, 98, (3), 604-41 Downloads View citations (283)
    See also Working Paper (2006)

2006

  1. Financial innovations and macroeconomic volatility - comments
    Proceedings, 2006, (Nov) Downloads View citations (1)
  2. Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy
    The Quarterly Journal of Economics, 2006, 121, (3), 867-901 Downloads View citations (20)
    See also Working Paper (2005)

2005

  1. Time Varying Structural Vector Autoregressions and Monetary Policy
    Review of Economic Studies, 2005, 72, (3), 821-852 Downloads View citations (564)

Chapters

2013

  1. Comment on "Understanding Noninflationary Demand Driven Business Cycles"
    A chapter in NBER Macroeconomics Annual 2013, Volume 28, 2013, pp 131-143 Downloads
  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
    See also Working Paper (2013)

Software Items

2014

  1. Code and data files for "Household Leveraging and Deleveraging"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2015)

2010

  1. Code and data files for "Investment Shocks and the Relative Price of Investment"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Working Paper (2009)
    Journal Article in Review of Economic Dynamics (2011)
 
Page updated 2017-03-28