2026 Giorgio E. Primiceri: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	33	3164	2873	1719	1512	74	13478

Research.com Recognitions

2010 - Fellow of Alfred P. Sloan Foundation

Overview

Giorgio E. Primiceri is affiliated with Northwestern University in the United States and has contributed to the field of Economics, Econometrics, and Finance through a range of research topics and publications. Their work encompasses key subfields such as Economics and Econometrics, General Economics, Econometrics and Finance, Finance, and Management Science and Operations Research.

Their primary research interests focus on Monetary Policy and Economic Impact, Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Financial Markets and Investment Strategies, Economic Theory and Policy, Economic Theories and Models, and Stock Market Forecasting Methods.

Primiceri's recent notable papers include:

How to estimate a vector autoregression after March 2020 (2022), Journal of Applied Econometrics
Economic Predictions With Big Data: The Illusion of Sparsity (2021), Econometrica
What's Up with the Phillips Curve? (2020), Brookings Papers on Economic Activity
Economic Predictions with Big Data: The Illusion of Sparsity (2021), SSRN Electronic Journal
How to Estimate a VAR after March 2020 (2020), SSRN Electronic Journal

These papers have appeared in a variety of publication venues, predominantly in SSRN Electronic Journal, as well as Journals such as the Journal of Applied Econometrics, Econometrica, Brookings Papers on Economic Activity, and Review of Economic Dynamics.

Collaborations have been a feature of Primiceri's research output, with frequent co-authors including Michèle Lenza, Domenico Giannone, Andrea Tambalotti, Marco Del Negro, and Florin Bilbiie. These collaborative works contribute to the multidimensional aspects of macroeconomic modeling and prediction.

Among professional recognitions, Primiceri was named a Fellow of the Alfred P. Sloan Foundation in 2010.

Best Publications

Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri

3511
Citations
Prior selection for vector autoregressions

Domenico Giannone;Domenico Giannone;Michele Lenza;Giorgio E. Primiceri

1489
Citations
Investment shocks and business cycles

Alejandro Justiniano;Giorgio E. Primiceri;Andrea Tambalotti

1208
Citations
The Time-Varying Volatility of Macroeconomic Fluctuations

Alejandro Justiniano;Giorgio E. Primiceri

1098
Citations
Inflation-Gap Persistence in the US

Timothy Cogley;Giorgio E. Primiceri;Thomas J. Sargent

729
Citations
Investment shocks and the relative price of investment

Alejandro Justiniano;Giorgio E. Primiceri;Giorgio E. Primiceri;Andrea Tambalotti

710
Citations
Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum

Marco Del Negro;Giorgio E. Primiceri

502
Citations
Credit Supply and the Housing Boom

Alejandro Justiniano;Giorgio E. Primiceri;Andrea Tambalotti

422
Citations
Household leveraging and deleveraging

Alejandro Justiniano;Giorgio E. Primiceri;Giorgio E. Primiceri;Andrea Tambalotti

368
Citations
Economic Predictions With Big Data: The Illusion of Sparsity

Domenico Giannone;Domenico Giannone;Michele Lenza;Michele Lenza;Giorgio E. Primiceri;Giorgio E. Primiceri;Giorgio E. Primiceri

363
Citations
Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri;Giorgio E. Primiceri;Giorgio E. Primiceri

357
Citations
Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy

Giorgio E. Primiceri

317
Citations
Is There a Trade-Off between Inflation and Output Stabilization?

Alejandro Justiniano;Giorgio E. Primiceri;Andrea Tambalotti

211
Citations
LEARNING THE WEALTH OF NATIONS

Francisco J. Buera;Alexander Monge-Naranjo;Giorgio E. Primiceri

202
Citations
How to estimate a VAR after March 2020

Michele Lenza;Giorgio E. Primiceri

180
Citations
The Time Varying Volatility of Macroeconomic Fluctuations

Giorgio E. Primiceri;Giorgio E. Primiceri;Giorgio E. Primiceri;Alejandro Justiniano

169
Citations
Heterogeneous life-cycle profiles, income risk and consumption inequality ☆

Giorgio E. Primiceri;Thijs van Rens

150
Citations
Investment Shocks and Business Cycles

Alejandro Justiniano;Giorgio E. Primiceri;Giorgio E. Primiceri;Giorgio E. Primiceri;Andrea Tambalotti

119
Citations
Priors for the Long Run

Domenico Giannone;Domenico Giannone;Michele Lenza;Giorgio E. Primiceri;Giorgio E. Primiceri;Giorgio E. Primiceri

105
Citations
Inflation-Gap Persistence in the U.S

Timothy Cogley;Giorgio Primiceri;Thomas Sargent

95
Citations
Economic Predictions with Big Data: The Illusion of Sparsity

Domenico Giannone;Michele Lenza;Giorgio E. Primiceri;Giorgio E. Primiceri;Giorgio E. Primiceri

69
Citations

Frequent Co-Authors

Domenico Giannone International Monetary Fund

Marco Del Negro Federal Reserve Bank of New York

Thomas J. Sargent New York University

Timothy Cogley New York University

Gauti B. Eggertsson Brown University

Andrew T. Levin Dartmouth College

Carlo A. Favero Bocconi University

Harald Uhlig University of Chicago

Dirk Krueger University of Pennsylvania

Juan Francisco Rubio-Ramirez Emory University

External Links

Personal website of Giorgio E. Primiceri Google Scholar page

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