G
Giorgio E. Primiceri
Researcher at Northwestern University
Publications - 68
Citations - 8326
Giorgio E. Primiceri is an academic researcher from Northwestern University. The author has contributed to research in topics: Inflation & Monetary policy. The author has an hindex of 31, co-authored 68 publications receiving 7086 citations. Previous affiliations of Giorgio E. Primiceri include European Central Bank & National Bureau of Economic Research.
Papers
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Time Varying Structural Vector Autoregressions and Monetary Policy
TL;DR: In this paper, monetary policy and the private sector behavior of the US economy are modeled as a time varying structural vector autoregression, where the sources of time variation are both the coefficients and the variance covariance matrix of the innovations.
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The Time-Varying Volatility of Macroeconomic Fluctuations
TL;DR: The authors investigated the sources of the important shifts in the volatility of US macroeconomic variables in the postwar period and proposed the esti- mation of DSGE models allowing for time variation in the variance of the structural innovations, and applied their estimation strategy to a large-scale model of the business cycle.
Journal ArticleDOI
Time Varying Structural Vector Autoregressions and Monetary Policy
TL;DR: In this paper, monetary policy and the private sector behavior of the US economy are modeled as a time varying structural vector autoregression, where the sources of time variation are both the coefficients and the variance covariance matrix of the innovations.
Journal ArticleDOI
Investment shocks and business cycles
TL;DR: This article studied the driving forces of fluctuations in an estimated new neoclassical synthesis model of the U.S. economy and found that most of the variability of output and hours at business cycle frequencies is due to shocks to the marginal efficiency of investment.
Posted Content
Inflation-Gap Persistence in the U.S
TL;DR: This paper used Bayesian methods to estimate two models of post WWII US inflation rates with drifting stochastic volatility and drifting coefficients, one univariate, the other a multivariate autoregression, to study changes over time in the persistence of the inflation gap measured in terms of short to medium-term predicability.