Details about Monika Piazzesi
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
- Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2022
- Housing Market Expectations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
2021
- Learning about Housing Cost: Survey Evidence from the German House Price Boom
NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
2020
- Inflation and the Price of Real Assets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
Also in Staff Report, Federal Reserve Bank of Minneapolis (2009) View citations (8)
2019
- The Short Rate Disconnect in a Monetary Economy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
2016
- Housing and Macroeconomics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (182)
2015
- Banks' Risk Exposures
NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
- Segmented Housing Search
NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
2012
- The Housing Market(s) of San Diego
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
2009
- Momentum traders in the housing market: survey evidence and a search model
Staff Report, Federal Reserve Bank of Minneapolis View citations (325)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) 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) View citations (345) (2009)
- Trend and cycle in bond premia
Staff Report, Federal Reserve Bank of Minneapolis View citations (9)
2008
- Bond positions, expectations, and the yield curve
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
2007
- Inflation Illusion, Credit, and Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
- No-Arbitrage Taylor Rules
NBER Working Papers, National Bureau of Economic Research, Inc View citations (82)
See also Journal Article No-arbitrage Taylor rules, Proceedings, Federal Reserve Bank of San Francisco (2005) View citations (142) (2005)
2006
- Equilibrium Yield Curves
NBER Working Papers, National Bureau of Economic Research, Inc View citations (227)
See also Chapter Equilibrium Yield Curves, NBER Chapters, National Bureau of Economic Research, Inc (2007) View citations (129) (2007)
- Expectations and Asset Prices with Heterogeneous Households
2006 Meeting Papers, Society for Economic Dynamics View citations (1)
- Futures prices as risk-adjusted forecasts of monetary policy
Working Paper Series, Federal Reserve Bank of San Francisco View citations (45)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (45)
See also Journal Article Futures prices as risk-adjusted forecasts of monetary policy, Journal of Monetary Economics, Elsevier (2008) View citations (205) (2008)
- Housing, Consumption, and Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc 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) View citations (349) (2007)
2005
- Modeling Bond Yields in Finance and Macroeconomics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (145)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations (148) Working Paper Series, Federal Reserve Bank of San Francisco (2005) View citations (122)
See also Journal Article Modeling Bond Yields in Finance and Macroeconomics, American Economic Review, American Economic Association (2005) View citations (146) (2005)
2004
- Accounting for the Growth and Financial Returns of Firms
2004 Meeting Papers, Society for Economic Dynamics
- Housing v. Financial Wealth: a Cross-Country Comparison
2004 Meeting Papers, Society for Economic Dynamics
- What Does the Yield Curve Tell us about GDP Growth?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
See also Journal Article What does the yield curve tell us about GDP growth?, Journal of Econometrics, Elsevier (2006) View citations (415) (2006)
2003
- Corporate Earnings and the Equity Premium
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article Corporate earnings and the equity premium, Journal of Financial Economics, Elsevier (2004) View citations (83) (2004)
2002
- Bond Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc View citations (72)
See also Journal Article Bond Risk Premia, American Economic Review, American Economic Association (2005) View citations (604) (2005)
- The Fed and Interest Rates: A High-Frequency Identification
NBER Working Papers, National Bureau of Economic Research, Inc View citations (304)
See also Journal Article The Fed and Interest Rates - A High-Frequency Identification, American Economic Review, American Economic Association (2002) View citations (311) (2002)
2001
- A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
NBER Working Papers, National Bureau of Economic Research, Inc 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) View citations (1045) (2003)
- An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
NBER Working Papers, National Bureau of Economic Research, Inc View citations (62)
Journal Articles
2009
- Momentum Traders in the Housing Market: Survey Evidence and a Search Model
American Economic Review, 2009, 99, (2), 406-11 View citations (345)
See also Working Paper Momentum traders in the housing market: survey evidence and a search model, Staff Report (2009) View citations (325) (2009)
2008
- Futures prices as risk-adjusted forecasts of monetary policy
Journal of Monetary Economics, 2008, 55, (4), 677-691 View citations (205)
Also in Proceedings, 2004, (Mar) (2004) View citations (29)
See also Working Paper Futures prices as risk-adjusted forecasts of monetary policy, Working Paper Series (2006) View citations (45) (2006)
2007
- Asset Prices and Asset Quantities
Journal of the European Economic Association, 2007, 5, (2-3), 380-389 View citations (8)
- Housing, consumption and asset pricing
Journal of Financial Economics, 2007, 83, (3), 531-569 View citations (349)
See also Working Paper Housing, Consumption, and Asset Pricing, NBER Working Papers (2006) View citations (13) (2006)
2006
- What does the yield curve tell us about GDP growth?
Journal of Econometrics, 2006, 131, (1-2), 359-403 View citations (415)
Also in Proceedings, 2003, (Mar) (2003) View citations (61)
See also Working Paper What Does the Yield Curve Tell us about GDP Growth?, NBER Working Papers (2004) View citations (28) (2004)
2005
- Bond Risk Premia
American Economic Review, 2005, 95, (1), 138-160 View citations (604)
See also Working Paper Bond Risk Premia, NBER Working Papers (2002) View citations (72) (2002)
- Bond Yields and the Federal Reserve
Journal of Political Economy, 2005, 113, (2), 311-344 View citations (253)
- Modeling Bond Yields in Finance and Macroeconomics
American Economic Review, 2005, 95, (2), 415-420 View citations (146)
See also Working Paper Modeling Bond Yields in Finance and Macroeconomics, NBER Working Papers (2005) View citations (145) (2005)
- No-arbitrage Taylor rules
Proceedings, 2005 View citations (142)
See also Working Paper No-Arbitrage Taylor Rules, NBER Working Papers (2007) View citations (82) (2007)
2004
- Commentary on The role of policy rules in inflation targeting
Review, 2004, 86, (Jul), 113-116
- Corporate earnings and the equity premium
Journal of Financial Economics, 2004, 74, (3), 401-421 View citations (83)
See also Working Paper Corporate Earnings and the Equity Premium, NBER Working Papers (2003) View citations (3) (2003)
2003
- A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
Journal of Monetary Economics, 2003, 50, (4), 745-787 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) View citations (123) (2001)
2002
- The Fed and Interest Rates - A High-Frequency Identification
American Economic Review, 2002, 92, (2), 90-95 View citations (311)
See also Working Paper The Fed and Interest Rates: A High-Frequency Identification, NBER Working Papers (2002) View citations (304) (2002)
Chapters
2015
- Comment on "Expectations and Investment"
A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 435-442
2012
- Remapping the Flow of Funds
A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2012, pp 57-64
2008
- Inflation Illusion, Credit, and Asset Prices
A chapter in Asset Prices and Monetary Policy, 2008, pp 147-189 View citations (19)
2007
- Equilibrium Yield Curves
A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 389-472 View citations (129)
See also Working Paper Equilibrium Yield Curves, National Bureau of Economic Research, Inc (2006) View citations (227) (2006)
Editor
- Journal of Political Economy
University of Chicago Press
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