Concepedia
Statistics
Publications
38
Citations
8.5K
H-Index
27
Active since
1999
Affiliations
Centre for Economic Policy Research(Current)
National Bureau of Economic Research
Federal Reserve Bank of Chicago
Federal Reserve Bank of New York
Northwestern University
Giorgio E. Primiceri is an author at Centre for Economic Policy Research specializing in economics, business, and macroeconomics.
Top concepts
BusinessEconomicsMacroeconomicsFinanceEconomic AnalysisEconometricsFinancial CrisisStatisticsEngineeringMonetary Policy
Publications per year
1999–2024
Time Varying Structural Vector Autoregressions and Monetary Policy
Giorgio E. Primiceri · The Review of Economic Studies · 2005 · 2.8K citations
Dynamic Economic Model, Monetary Policy, Economics +14
The Time-Varying Volatility of Macroeconomic Fluctuations
Alejandro Justiniano, Giorgio E. Primiceri · American Economic Review · 2008 · 873 citations
Economics, Volatility Modeling, Financial Economics +14
Prior Selection for Vector Autoregressions
Domenico Giannone, Michèle Lenza, Giorgio E. Primiceri · The Review of Economics and Statistics · 2014 · 677 citations
Forecasting Methodology, Engineering, Feature Selection +20
Giorgio E. Primiceri · SSRN Electronic Journal · 2003 · 580 citations · Full text
Inflation-Gap Persistence in the US
Timothy Cogley, Giorgio E. Primiceri, Thomas J. Sargent · American Economic Journal Macroeconomics · 2009 · 535 citations
Monetary Policy, Economics, Multivariate Stochastic Volatility +14
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