Warehouse / Authors

Giorgio E. Primiceri

Professor of Economics · Northwestern University

Professor of Economics at Northwestern University, working on macroeconomics and applied time-series econometrics. Received his Ph.D. from Princeton in 2004.

2 papers tracked 2 classics ⌁ Follow this author

Showing 2 papers

Published Classic Review of Economic Studies Published Jul 2005

Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri

This 2005 Review of Economic Studies paper by Giorgio Primiceri develops a Bayesian time-varying-parameter structural VAR (TVP-SVAR) with stochastic volatility — allowing not just the VAR coefficients …

Structural Var Monetary Policy Rules

Published Classic Review of Economic Studies Published Oct 2015

Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum

Marco Del Negro · Giorgio E. Primiceri

This 2015 Review of Economic Studies corrigendum identifies and fixes a flaw in the Gibbs-sampling algorithm that Primiceri (2005) used to estimate time-varying-parameter structural VARs with …

Structural Var Monetary Policy Rules

Find them online

Homepage

Career

2015 – present Professor of Economics, Northwestern University
2013 – 2014 Visiting Professor, Bocconi University
2011 – 2015 Associate Professor of Economics, Northwestern University
2004 – 2011 Assistant Professor of Economics, Northwestern University

Editorial roles

Co-Editor American Economic Journal: Macroeconomics2017–2022
Associate Editor Review of Economic Studies2016–2017
Associate Editor Econometrica2013–2017
Associate Editor Journal of Monetary Economics2010–2017
Associate Editor Journal of Applied Econometrics2011–2017
Associate Editor Journal of the European Economic Association2009–2014
Associate Editor Review of Economic Dynamics2009–2013

Research topics

Structural Var×2 Monetary Policy Rules×2

Co-authors in the warehouse

Marco Del Negro

Profile compiled from public sources, checked 2026-10-04: [1] · [2]