Grants per year
Personal profile
Research Interests
Macroeconomics and applied time-series econometrics with focus on understanding the causes and propagation mechanisms of macroeconomic fluctuations, the effect of monetary policy on business cycles, and the role of household debt and house prices in macroeconomic dynamics.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Economics, PhD, Princeton University
… → 2004
Economics, MA, Princeton University
… → 2001
Economics, Laurea, Bocconi University
… → 1998
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Grants
- 1 Finished
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Sloan Research Fellowship: Significant Scientific Work and Immediate Research Plans
Primiceri, G. E. (PD/PI)
9/15/10 → 9/15/12
Project: Research project
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How to estimate a vector autoregression after March 2020
Lenza, M. & Primiceri, G. E., Jun 1 2022, In: Journal of Applied Econometrics. 37, 4, p. 688-699 12 p.Research output: Contribution to journal › Article › peer-review
97 Scopus citations -
The Mortgage Rate Conundrum
Justiniano, A., Primiceri, G. E. & Tambalotti, A., Jan 2022, In: Journal of Political Economy. 130, 1, p. 121-156 36 p.Research output: Contribution to journal › Article › peer-review
10 Scopus citations -
Economic Predictions With Big Data: The Illusion of Sparsity
Giannone, D., Lenza, M. & Primiceri, G. E., Sep 2021, In: Econometrica. 89, 5, p. 2409-2437 29 p.Research output: Contribution to journal › Article › peer-review
Open Access77 Scopus citations -
Introduction to the special issue in memory of Alejandro Justiniano
Melosi, L., Primiceri, G. E. & Tambalotti, A., Jul 2021, In: Review of Economic Dynamics. 41, p. 1-3 3 p.Research output: Contribution to journal › Editorial › peer-review
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What’s up with the Phillips curve?
Negro, M. D., Primiceri, G. E., Lenza, M. & Tambalotti, A., 2020, In: Brookings Papers on Economic Activity. 2020, Spring, p. 301-373 73 p.Research output: Contribution to journal › Article › peer-review
42 Scopus citations
Datasets
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Priors for the Long Run
Giannone, D. (Creator), Lenza, M. (Creator) & Primiceri, G. E. (Creator), Taylor & Francis, 2018
DOI: 10.6084/m9.figshare.6534170.v2, https://tandf.figshare.com/articles/Priors_for_the_Long_Run/6534170/2
Dataset
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Replication data for: Prior Selection for Vector Autoregressions
Lenza, M. (Creator), Primiceri, G. E. (Creator) & Giannone, D. (Creator), Harvard Dataverse, Sep 19 2014
DOI: 10.7910/dvn/27345, https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/27345
Dataset
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Replication data for: The Time-Varying Volatility of Macroeconomic Fluctuations
Justiniano, A. (Creator) & Primiceri, G. E. (Creator), ICPSR - Interuniversity Consortium for Political and Social Research, 2008
DOI: 10.3886/e113245v1, https://www.openicpsr.org/openicpsr/project/113245/version/V1/view
Dataset
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Replication data for: Is There a Trade-Off between Inflation and Output Stabilization?
Justiniano, A. (Creator), Primiceri, G. E. (Creator) & Tambalotti, A. (Creator), ICPSR - Interuniversity Consortium for Political and Social Research, 2013
DOI: 10.3886/e114268v1, https://www.openicpsr.org/openicpsr/project/114268/version/V1/view
Dataset
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Replication data for: Inflation-Gap Persistence in the US
Cogley, T. (Creator), Primiceri, G. E. (Creator) & Sargent, T. J. (Creator), ICPSR - Interuniversity Consortium for Political and Social Research, 2010
DOI: 10.3886/e114167v1, https://www.openicpsr.org/openicpsr/project/114167/version/V1/view
Dataset