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Details about Monika Piazzesi

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 2023-03-11. Update your information in the RePEc Author Service.

Short-id: ppi37


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Working Papers

2024

  1. Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2022

  1. Housing Market Expectations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2021

  1. Learning about Housing Cost: Survey Evidence from the German House Price Boom
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)

2020

  1. Inflation and the Price of Real Assets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2009) Downloads View citations (8)

2019

  1. The Short Rate Disconnect in a Monetary Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)

2016

  1. Housing and Macroeconomics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (182)

2015

  1. Banks' Risk Exposures
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
  2. Segmented Housing Search
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (37)

2012

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

2009

  1. Momentum traders in the housing market: survey evidence and a search model
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (325)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (308)

    See also Journal Article Momentum Traders in the Housing Market: Survey Evidence and a Search Model, American Economic Review, American Economic Association (2009) Downloads View citations (345) (2009)
  2. Trend and cycle in bond premia
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (9)

2008

  1. Bond positions, expectations, and the yield curve
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (4)

2007

  1. Inflation Illusion, Credit, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  2. No-Arbitrage Taylor Rules
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (82)
    See also Journal Article No-arbitrage Taylor rules, Proceedings, Federal Reserve Bank of San Francisco (2005) Downloads View citations (142) (2005)

2006

  1. Equilibrium Yield Curves
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (227)
    See also Chapter Equilibrium Yield Curves, NBER Chapters, National Bureau of Economic Research, Inc (2007) Downloads View citations (129) (2007)
  2. Expectations and Asset Prices with Heterogeneous Households
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)
  3. Futures prices as risk-adjusted forecasts of monetary policy
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (45)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (45)

    See also Journal Article Futures prices as risk-adjusted forecasts of monetary policy, Journal of Monetary Economics, Elsevier (2008) Downloads View citations (205) (2008)
  4. Housing, Consumption, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (83)

    See also Journal Article Housing, consumption and asset pricing, Journal of Financial Economics, Elsevier (2007) Downloads View citations (349) (2007)

2005

  1. Modeling Bond Yields in Finance and Macroeconomics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (145)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) Downloads View citations (148)
    Working Paper Series, Federal Reserve Bank of San Francisco (2005) Downloads View citations (122)

    See also Journal Article Modeling Bond Yields in Finance and Macroeconomics, American Economic Review, American Economic Association (2005) Downloads View citations (146) (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 (28)
    See also Journal Article What does the yield curve tell us about GDP growth?, Journal of Econometrics, Elsevier (2006) Downloads View citations (415) (2006)

2003

  1. Corporate Earnings and the Equity Premium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article Corporate earnings and the equity premium, Journal of Financial Economics, Elsevier (2004) Downloads View citations (83) (2004)

2002

  1. Bond Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (72)
    See also Journal Article Bond Risk Premia, American Economic Review, American Economic Association (2005) Downloads View citations (604) (2005)
  2. The Fed and Interest Rates: A High-Frequency Identification
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (304)
    See also Journal Article The Fed and Interest Rates - A High-Frequency Identification, American Economic Review, American Economic Association (2002) Downloads View citations (311) (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 (123)
    See also Journal Article A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables, Journal of Monetary Economics, Elsevier (2003) Downloads View citations (1045) (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 (62)

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 (345)
    See also Working Paper Momentum traders in the housing market: survey evidence and a search model, Staff Report (2009) Downloads View citations (325) (2009)

2008

  1. Futures prices as risk-adjusted forecasts of monetary policy
    Journal of Monetary Economics, 2008, 55, (4), 677-691 Downloads View citations (205)
    Also in Proceedings, 2004, (Mar) (2004) Downloads View citations (29)

    See also Working Paper Futures prices as risk-adjusted forecasts of monetary policy, Working Paper Series (2006) Downloads View citations (45) (2006)

2007

  1. Asset Prices and Asset Quantities
    Journal of the European Economic Association, 2007, 5, (2-3), 380-389 Downloads View citations (8)
  2. Housing, consumption and asset pricing
    Journal of Financial Economics, 2007, 83, (3), 531-569 Downloads View citations (349)
    See also Working Paper Housing, Consumption, and Asset Pricing, NBER Working Papers (2006) Downloads View citations (13) (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 (415)
    Also in Proceedings, 2003, (Mar) (2003) Downloads View citations (61)

    See also Working Paper What Does the Yield Curve Tell us about GDP Growth?, NBER Working Papers (2004) Downloads View citations (28) (2004)

2005

  1. Bond Risk Premia
    American Economic Review, 2005, 95, (1), 138-160 Downloads View citations (604)
    See also Working Paper Bond Risk Premia, NBER Working Papers (2002) Downloads View citations (72) (2002)
  2. Bond Yields and the Federal Reserve
    Journal of Political Economy, 2005, 113, (2), 311-344 Downloads View citations (253)
  3. Modeling Bond Yields in Finance and Macroeconomics
    American Economic Review, 2005, 95, (2), 415-420 Downloads View citations (146)
    See also Working Paper Modeling Bond Yields in Finance and Macroeconomics, NBER Working Papers (2005) Downloads View citations (145) (2005)
  4. No-arbitrage Taylor rules
    Proceedings, 2005 Downloads View citations (142)
    See also Working Paper No-Arbitrage Taylor Rules, NBER Working Papers (2007) Downloads View citations (82) (2007)

2004

  1. Commentary on The role of policy rules in inflation targeting
    Review, 2004, 86, (Jul), 113-116 Downloads
  2. Corporate earnings and the equity premium
    Journal of Financial Economics, 2004, 74, (3), 401-421 Downloads View citations (83)
    See also Working Paper Corporate Earnings and the Equity Premium, NBER Working Papers (2003) Downloads View citations (3) (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 (1045)
    See also Working Paper A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables, NBER Working Papers (2001) Downloads View citations (123) (2001)

2002

  1. The Fed and Interest Rates - A High-Frequency Identification
    American Economic Review, 2002, 92, (2), 90-95 Downloads View citations (311)
    See also Working Paper The Fed and Interest Rates: A High-Frequency Identification, NBER Working Papers (2002) Downloads View citations (304) (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 (19)

2007

  1. Equilibrium Yield Curves
    A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 389-472 Downloads View citations (129)
    See also Working Paper Equilibrium Yield Curves, National Bureau of Economic Research, Inc (2006) Downloads View citations (227) (2006)

Editor

  1. Journal of Political Economy
    University of Chicago Press
 
Page updated 2024-11-09