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.
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
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Grants
- 1 Finished
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Sloan Research Fellowship: Significant Scientific Work and Immediate Research Plans
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
27 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
1 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 Access29 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
18 Scopus citations
Datasets
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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: A Simple Model of Subprime Borrowers and Credit Growth
Justiniano, A. (Creator), Primiceri, G. E. (Creator) & Tambalotti, A. (Creator), ICPSR - Interuniversity Consortium for Political and Social Research, 2016
DOI: 10.3886/e116314v1, https://www.openicpsr.org/openicpsr/project/116314/version/V1/view
Dataset
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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: 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: 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