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Details about Monika Piazzesi

E-mail:
Homepage:http://www.stanford.edu/~piazzesi
Phone:(650) 4921049
Postal address:Monika Piazzesi Department of Economics Stanford University 579 Serra Mall Stanford, CA 94305-6072
Workplace:National Bureau of Economic Research (NBER), (more information at EDIRC)
Department of Economics, Stanford University, (more information at EDIRC)

Access statistics for papers by Monika Piazzesi.

Last updated 2009-05-21. Update your information in the RePEc Author Service.

Short-id: ppi37


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Working Papers

2016

  1. Housing and Macroeconomics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2015

  1. Banks' Risk Exposures
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Segmented Housing Search
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2012

  1. The Housing Market(s) of San Diego
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)

2009

  1. Inflation and the price of real assets
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (4)
  2. Momentum traders in the housing market: survey evidence and a search model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (90)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2009) Downloads View citations (88)

    See also Journal Article in American Economic Review (2009)
  3. Trend and cycle in bond premia
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (6)

2008

  1. Bond positions, expectations, and the yield curve
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)

2007

  1. Inflation Illusion, Credit, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  2. No-Arbitrage Taylor Rules
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (53)
    See also Journal Article in Proceedings (2005)

2006

  1. Equilibrium Yield Curves
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (71)
    See also Chapter (2007)
  2. Expectations and Asset Prices with Heterogeneous Households
    2006 Meeting Papers, Society for Economic Dynamics
  3. Futures prices as risk-adjusted forecasts of monetary policy
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (43)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (40)

    See also Journal Article in Journal of Monetary Economics (2008)
  4. Housing, Consumption, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (80)

    See also Journal Article in Journal of Financial Economics (2007)

2005

  1. Modeling Bond Yields in Finance and Macroeconomics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (79)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) Downloads View citations (81)
    Working Paper Series, Federal Reserve Bank of San Francisco (2005) Downloads View citations (76)

    See also Journal Article in American Economic Review (2005)

2004

  1. Accounting for the Growth and Financial Returns of Firms
    2004 Meeting Papers, Society for Economic Dynamics
  2. Housing v. Financial Wealth: a Cross-Country Comparison
    2004 Meeting Papers, Society for Economic Dynamics
  3. What Does the Yield Curve Tell us about GDP Growth?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article in Journal of Econometrics (2006)

2003

  1. Corporate Earnings and the Equity Premium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2004)

2002

  1. Bond Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
    See also Journal Article in American Economic Review (2005)
  2. The Fed and Interest Rates: A High-Frequency Identification
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (109)
    See also Journal Article in American Economic Review (2002)

2001

  1. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (122)
    See also Journal Article in Journal of Monetary Economics (2003)
  2. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)

Journal Articles

2009

  1. Momentum Traders in the Housing Market: Survey Evidence and a Search Model
    American Economic Review, 2009, 99, (2), 406-11 Downloads View citations (104)
    See also Working Paper (2009)

2008

  1. Futures prices as risk-adjusted forecasts of monetary policy
    Journal of Monetary Economics, 2008, 55, (4), 677-691 Downloads View citations (97)
    Also in Proceedings, 2004, (Mar) (2004) Downloads View citations (30)

    See also Working Paper (2006)

2007

  1. Asset Prices and Asset Quantities
    Journal of the European Economic Association, 2007, 5, (2-3), 380-389 Downloads View citations (5)
  2. Housing, consumption and asset pricing
    Journal of Financial Economics, 2007, 83, (3), 531-569 Downloads View citations (159)
    See also Working Paper (2006)

2006

  1. What does the yield curve tell us about GDP growth?
    Journal of Econometrics, 2006, 131, (1-2), 359-403 Downloads View citations (227)
    Also in Proceedings, 2003, (Mar) (2003) Downloads View citations (60)

    See also Working Paper (2004)

2005

  1. Bond Risk Premia
    American Economic Review, 2005, 95, (1), 138-160 Downloads View citations (321)
    See also Working Paper (2002)
  2. Bond Yields and the Federal Reserve
    Journal of Political Economy, 2005, 113, (2), 311-344 Downloads View citations (160)
  3. Modeling Bond Yields in Finance and Macroeconomics
    American Economic Review, 2005, 95, (2), 415-420 Downloads View citations (83)
    See also Working Paper (2005)
  4. No-arbitrage Taylor rules
    Proceedings, 2005 Downloads View citations (134)
    See also Working Paper (2007)

2004

  1. Commentary on The role of policy rules in inflation targeting
    Review, 2004, (Jul), 113-116 Downloads
  2. Corporate earnings and the equity premium
    Journal of Financial Economics, 2004, 74, (3), 401-421 Downloads View citations (40)
    See also Working Paper (2003)

2003

  1. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
    Journal of Monetary Economics, 2003, 50, (4), 745-787 Downloads View citations (573)
    See also Working Paper (2001)

2002

  1. The Fed and Interest Rates - A High-Frequency Identification
    American Economic Review, 2002, 92, (2), 90-95 Downloads View citations (104)
    See also Working Paper (2002)

Chapters

2015

  1. Comment on "Expectations and Investment"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 435-442 Downloads

2012

  1. Remapping the Flow of Funds
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2012, pp 57-64 Downloads

2008

  1. Inflation Illusion, Credit, and Asset Prices
    A chapter in Asset Prices and Monetary Policy, 2008, pp 147-189 Downloads View citations (4)

2007

  1. Equilibrium Yield Curves
    A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 389-472 Downloads View citations (37)
    See also Working Paper (2006)

Editor

  1. Journal of Political Economy
    University of Chicago Press
 
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