Monika Piazzesi

Names

Identifer

Contact

Affiliations

• National Bureau of Economic Research (NBER)
  • EDIRC entry
  • location:
• Stanford University / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• The Fed and Interest Rates - A High-Frequency Identification
  American Economic Review, American Economic Association (2002)
  by Monika Piazzesi
  (ReDIF-article, aea:aecrev:v:92:y:2002:i:2:p:90-95)
• Bond Risk Premia
  American Economic Review, American Economic Association (2005)
  by John H. Cochrane & Monika Piazzesi
  (ReDIF-article, aea:aecrev:v:95:y:2005:i:1:p:138-160)
• Modeling Bond Yields in Finance and Macroeconomics
  American Economic Review, American Economic Association (2005)
  by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
  (ReDIF-article, aea:aecrev:v:95:y:2005:i:2:p:415-420)
• Momentum Traders in the Housing Market: Survey Evidence and a Search Model
  American Economic Review, American Economic Association (2009)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-article, aea:aecrev:v:99:y:2009:i:2:p:406-11)
• What does the yield curve tell us about GDP growth?
  Journal of Econometrics, Elsevier (2006)
  by Ang, Andrew & Piazzesi, Monika & Wei, Min
  (ReDIF-article, eee:econom:v:131:y:2006:i:1-2:p:359-403)
• Corporate earnings and the equity premium
  Journal of Financial Economics, Elsevier (2004)
  by Longstaff, Francis A. & Piazzesi, Monika
  (ReDIF-article, eee:jfinec:v:74:y:2004:i:3:p:401-421)
• Housing, consumption and asset pricing
  Journal of Financial Economics, Elsevier (2007)
  by Piazzesi, Monika & Schneider, Martin & Tuzel, Selale
  (ReDIF-article, eee:jfinec:v:83:y:2007:i:3:p:531-569)
• A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
  Journal of Monetary Economics, Elsevier (2003)
  by Ang, Andrew & Piazzesi, Monika
  (ReDIF-article, eee:moneco:v:50:y:2003:i:4:p:745-787)
• Futures prices as risk-adjusted forecasts of monetary policy
  Journal of Monetary Economics, Elsevier (2008)
  by Piazzesi, Monika & Swanson, Eric T.
  (ReDIF-article, eee:moneco:v:55:y:2008:i:4:p:677-691)
• Bond positions, expectations, and the yield curve
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, fip:fedawp:2008-02)
• What does the yield curve tell us about GDP growth?
  Proceedings, Federal Reserve Bank of San Francisco (2003)
  by Andrew Ang & Monika Piazzesi & Min Wei
  (ReDIF-article, fip:fedfpr:y:2003:i:mar:x:4)
• Future prices as risk-adjusted forecasts of monetary policy
  Proceedings, Federal Reserve Bank of San Francisco (2004)
  by Monika Piazzesi & Eric T. Swanson
  (ReDIF-article, fip:fedfpr:y:2004:i:mar:x:1)
• No-arbitrage Taylor rules
  Proceedings, Federal Reserve Bank of San Francisco (2005)
  by Andrew Ang & Sen Dong & Monika Piazzesi
  (ReDIF-article, fip:fedfpr:y:2005:x:14)
• Modeling bond yields in finance and macroeconomics
  Working Paper Series, Federal Reserve Bank of San Francisco (2005)
  by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:2005-04)
• Futures prices as risk-adjusted forecasts of monetary policy
  Working Paper Series, Federal Reserve Bank of San Francisco (2006)
  by Monika Piazzesi & Eric T. Swanson
  (ReDIF-paper, fip:fedfwp:2006-23)
• Commentary on The role of policy rules in inflation targeting
  Review, Federal Reserve Bank of St. Louis (2004)
  by Monika Piazzesi
  (ReDIF-article, fip:fedlrv:y:2004:i:jul:p:113-116:n:v.86no.4)
• Momentum traders in the housing market: survey evidence and a search model
  Staff Report, Federal Reserve Bank of Minneapolis (2009)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, fip:fedmsr:422)
• Inflation and the price of real assets
  Staff Report, Federal Reserve Bank of Minneapolis (2009)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, fip:fedmsr:423)
• Trend and cycle in bond premia
  Staff Report, Federal Reserve Bank of Minneapolis (2009)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, fip:fedmsr:424)
• Equilibrium Yield Curves
  NBER Chapters, National Bureau of Economic Research, Inc (2007)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-chapter, nbr:nberch:11182)
• Remapping the Flow of Funds
  NBER Chapters, National Bureau of Economic Research, Inc (2012)
  by Juliane Begenau & Monika Piazzesi & Martin Schneider
  (ReDIF-chapter, nbr:nberch:12556)
• Comment on "Expectations and Investment"
  NBER Chapters, National Bureau of Economic Research, Inc (2015)
  by Monika Piazzesi
  (ReDIF-chapter, nbr:nberch:13591)
• Inflation Illusion, Credit, and Asset Prices
  NBER Chapters, National Bureau of Economic Research, Inc (2008)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-chapter, nbr:nberch:5371)
• Corporate Earnings and the Equity Premium
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Francis Longstaff & Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:10054)
• Futures Prices as Risk-adjusted Forecasts of Monetary Policy
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Monika Piazzesi & Eric Swanson
  (ReDIF-paper, nbr:nberwo:10547)
• What Does the Yield Curve Tell us about GDP Growth?
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Andrew Ang & Monika Piazzesi & Min Wei
  (ReDIF-paper, nbr:nberwo:10672)
• Modeling Bond Yields in Finance and Macroeconomics
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch
  (ReDIF-paper, nbr:nberwo:11089)
• Housing, Consumption, and Asset Pricing
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Monika Piazzesi & Martin Schneider & Selale Tuzel
  (ReDIF-paper, nbr:nberwo:12036)
• Equilibrium Yield Curves
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:12609)
• Inflation Illusion, Credit, and Asset Pricing
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:12957)
• No-Arbitrage Taylor Rules
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Andrew Ang & Sen Dong & Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:13448)
• Momentum traders in the housing market: survey evidence and a search model
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:14669)
• The Housing Market(s) of San Diego
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Tim Landvoigt & Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:17723)
• Segmented Housing Search
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Monika Piazzesi & Martin Schneider & Johannes Stroebel
  (ReDIF-paper, nbr:nberwo:20823)
• Banks' Risk Exposures
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Juliane Begenau & Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:21334)
• Housing and Macroeconomics
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:22354)
• The Short Rate Disconnect in a Monetary Economy
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Moritz Lenel & Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:26102)
• Inflation and the Price of Real Assets
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Matteo Leombroni & Monika Piazzesi & Martin Schneider & Ciaran Rogers
  (ReDIF-paper, nbr:nberwo:26740)
• Learning about Housing Cost: Survey Evidence from the German House Price Boom
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Fabian Kindermann & Julia Le Blanc & Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:28895)
• Housing Market Expectations
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Theresa Kuchler & Monika Piazzesi & Johannes Stroebel
  (ReDIF-paper, nbr:nberwo:29909)
• Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Shifrah Aron-Dine & Johannes Beutel & Monika Piazzesi & Martin Schneider
  (ReDIF-paper, nbr:nberwo:32615)
• An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:8246)
• A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Andrew Ang & Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:8363)
• The Fed and Interest Rates: A High-Frequency Identification
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by John H. Cochrane & Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:8839)
• Bond Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by John H. Cochrane & Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:9178)
• Modeling Bond Yields in Finance and Macroeconomics
  PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005)
  by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
  (ReDIF-paper, pen:papers:05-008)
• Housing, Consumption and Asset Pricing
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Monika Piazzesi & Martin Schneider & Selale Tuzel
  (ReDIF-paper, red:sed004:357c)
• Accounting for the Growth and Financial Returns of Firms
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Selale Tuzel & Ayse Imrohoroglu & Monika Piazzesi
  (ReDIF-paper, red:sed004:61)
• Housing v. Financial Wealth: a Cross-Country Comparison
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, red:sed004:825)
• Expectations and Asset Prices with Heterogeneous Households
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-paper, red:sed006:828)
• Asset Prices and Asset Quantities
  Journal of the European Economic Association, MIT Press (2007)
  by Monika Piazzesi & Martin Schneider
  (ReDIF-article, tpr:jeurec:v:5:y:2007:i:2-3:p:380-389)
• Journal of Political Economy (RePEc:repec:ucp:jpolec)
  from University of Chicago Press as editor
• Bond Yields and the Federal Reserve
  Journal of Political Economy, University of Chicago Press (2005)
  by Monika Piazzesi
  (ReDIF-article, ucp:jpolec:v:113:y:2005:i:2:p:311-344)