We consider associative algebras filtered by the additive monoid ℕp. We prove that, under quite general conditions, the study of Gelfand-Kirillov dimension of modules over a multi-filtered algebra R can be reduced to the associated ℕp-graded algebra G(R). As a consequence, we show the exactness of the Gelfand-Kirillov dimension when the multi-filtration is finite-dimensional and G(R) is a finitely generated noetherian algebra. Our methods apply to examples like iterated Ore extensions with arbitrary derivations and “homothetic” automorphisms (e.g. quantum matrices, quantum Weyl algebras) and the quantum enveloping algebra of sl(v + 1)