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Giorgio E. Primiceri

Giorgio E. Primiceri

Northwestern University
United States

Research.com Recognitions

Awards & Achievements

2010 - Fellow of Alfred P. Sloan Foundation

Overview

What is he best known for?

The fields of study he is best known for:

  • Macroeconomics
  • Inflation
  • Monetary policy

Econometrics, Investment, Inflation, Dynamic stochastic general equilibrium and Monetary economics are his primary areas of study. His study in Econometrics is interdisciplinary in nature, drawing from both Monetary policy and Benchmark. The Monetary policy study combines topics in areas such as Interest rate, Covariance matrix, Unemployment and Private sector.

His studies deal with areas such as Relative price, Consumption, Technology shock and Recession as well as Investment. His study looks at the relationship between Dynamic stochastic general equilibrium and fields such as Business cycle, as well as how they intersect with chemical problems. His biological study spans a wide range of topics, including Household debt, Debt, Credit cycle and General equilibrium theory.

His most cited work include:

  • Time Varying Structural Vector Autoregressions and Monetary Policy (1323 citations)
  • The Time-Varying Volatility of Macroeconomic Fluctuations (559 citations)
  • Investment shocks and business cycles (426 citations)

What are the main themes of his work throughout his whole career to date?

His scientific interests lie mostly in Econometrics, Monetary economics, Dynamic stochastic general equilibrium, Inflation and Household debt. The various areas that Giorgio E. Primiceri examines in his Econometrics study include Monetary policy, Consumption and Prior probability. His Monetary economics research includes themes of Macroeconomics and Investment.

He combines subjects such as Business cycle, Potential output and Volatility with his study of Dynamic stochastic general equilibrium. His Inflation study integrates concerns from other disciplines, such as Stabilization policy and Unemployment. Giorgio E. Primiceri has included themes like Private sector and Covariance matrix in his Unemployment study.

He most often published in these fields:

  • Econometrics (93.62%)
  • Monetary economics (55.32%)
  • Dynamic stochastic general equilibrium (43.26%)

What were the highlights of his more recent work (between 2016-2021)?

  • Econometrics (93.62%)
  • Monetary economics (55.32%)
  • Coronavirus disease 2019 (8.51%)

In recent papers he was focusing on the following fields of study:

Giorgio E. Primiceri mostly deals with Econometrics, Monetary economics, Coronavirus disease 2019, Inflation and Interest rate. He is studying Volatility, which is a component of Econometrics. Giorgio E. Primiceri interconnects Business cycle, Unemployment and Dynamic stochastic general equilibrium in the investigation of issues within Inflation.

His research in Unemployment intersects with topics in Monetary policy and European central bank. His Interest rate research incorporates elements of Loan and Securitization. His Keynesian economics research incorporates themes from Demand shock and Real economy.

Between 2016 and 2021, his most popular works were:

  • Credit Supply and the Housing Boom (28 citations)
  • Economic Predictions with Big Data: The Illusion of Sparsity (24 citations)
  • Economic Predictions with Big Data: The Illusion of Sparsity (24 citations)

In his most recent research, the most cited papers focused on:

  • Macroeconomics
  • Inflation
  • Monetary policy

Giorgio E. Primiceri spends much of his time researching Econometrics, Big data, Model selection, Clustering high-dimensional data and Feature selection. Giorgio E. Primiceri has researched Econometrics in several fields, including Estimation theory and Hierarchical database model. The concepts of his Big data study are interwoven with issues in Warrant and Economic data.

His work deals with themes such as Posterior probability and Dimension, which intersect with Feature selection.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri.
The Review of Economic Studies (2005)

2510 Citations

Investment shocks and business cycles

Alejandro Justiniano;Giorgio E. Primiceri;Andrea Tambalotti.
Journal of Monetary Economics (2010)

1069 Citations

The Time-Varying Volatility of Macroeconomic Fluctuations

Alejandro Justiniano;Giorgio E. Primiceri.
The American Economic Review (2008)

996 Citations

Inflation-Gap Persistence in the US

Timothy Cogley;Giorgio E. Primiceri;Thomas J. Sargent.
American Economic Journal: Macroeconomics (2010)

653 Citations

Prior selection for vector autoregressions

Domenico Giannone;Domenico Giannone;Michele Lenza;Giorgio E. Primiceri.
The Review of Economics and Statistics (2015)

604 Citations

Investment shocks and the relative price of investment

Alejandro Justiniano;Giorgio E. Primiceri;Giorgio E. Primiceri;Andrea Tambalotti.
Review of Economic Dynamics (2011)

602 Citations

Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum

Marco Del Negro;Giorgio E. Primiceri.
The Review of Economic Studies (2015)

333 Citations

Credit Supply and the Housing Boom

Alejandro Justiniano;Giorgio E. Primiceri;Andrea Tambalotti.
Journal of Political Economy (2019)

330 Citations

Household leveraging and deleveraging

Alejandro Justiniano;Giorgio E. Primiceri;Giorgio E. Primiceri;Andrea Tambalotti.
Review of Economic Dynamics (2015)

324 Citations

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

Giorgio E. Primiceri.
Quarterly Journal of Economics (2006)

279 Citations

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