Concepedia

Giorgio E. Primiceri

GE

38

Publications

8.5K

Citations

27

H-Index

1999

Active since

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

38

Publications

38

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

Time Varying Structural Vector Autoregressions and Monetary Policy

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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