IDEAS home Printed from https://ideas.repec.org/e/ppi37.html
   My authors  Follow this author

Monika Piazzesi

Personal Details

First Name:Monika
Middle Name:
Last Name:Piazzesi
Suffix:
RePEc Short-ID:ppi37
[This author has chosen not to make the email address public]
http://www.stanford.edu/~piazzesi
Monika Piazzesi Department of Economics Stanford University 579 Serra Mall Stanford, CA 94305-6072
(650) 4921049
Terminal Degree:2000 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

(in no particular order)

National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

Department of Economics
Stanford University

Stanford, California (United States)
https://economics.stanford.edu/
RePEc:edi:destaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Editorship

Working papers

  1. Shifrah Aron-Dine & Johannes Beutel & Monika Piazzesi & Martin Schneider, 2024. "Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets," NBER Working Papers 32615, National Bureau of Economic Research, Inc.
  2. Theresa Kuchler & Monika Piazzesi & Johannes Stroebel, 2022. "Housing Market Expectations," NBER Working Papers 29909, National Bureau of Economic Research, Inc.
  3. Fabian Kindermann & Julia Le Blanc & Monika Piazzesi & Martin Schneider, 2021. "Learning about Housing Cost: Survey Evidence from the German House Price Boom," NBER Working Papers 28895, National Bureau of Economic Research, Inc.
  4. Moritz Lenel & Monika Piazzesi & Martin Schneider, 2019. "The Short Rate Disconnect in a Monetary Economy," NBER Working Papers 26102, National Bureau of Economic Research, Inc.
  5. Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
  6. Monika Piazzesi & Martin Schneider & Johannes Stroebel, 2015. "Segmented Housing Search," NBER Working Papers 20823, National Bureau of Economic Research, Inc.
  7. Juliane Begenau & Monika Piazzesi & Martin Schneider, 2015. "Banks' Risk Exposures," NBER Working Papers 21334, National Bureau of Economic Research, Inc.
  8. Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2012. "The Housing Market(s) of San Diego," NBER Working Papers 17723, National Bureau of Economic Research, Inc.
  9. Monika Piazzesi & Martin Schneider, 2009. "Momentum traders in the housing market: survey evidence and a search model," Staff Report 422, Federal Reserve Bank of Minneapolis.
  10. Monika Piazzesi & Martin Schneider, 2009. "Trend and cycle in bond premia," Staff Report 424, Federal Reserve Bank of Minneapolis.
  11. Monika Piazzesi & Martin Schneider, 2009. "Inflation and the price of real assets," Staff Report 423, Federal Reserve Bank of Minneapolis.
  12. Monika Piazzesi & Martin Schneider, 2008. "Bond positions, expectations, and the yield curve," FRB Atlanta Working Paper 2008-02, Federal Reserve Bank of Atlanta.
  13. Andrew Ang & Sen Dong & Monika Piazzesi, 2007. "No-Arbitrage Taylor Rules," NBER Working Papers 13448, National Bureau of Economic Research, Inc.
  14. Monika Piazzesi & Martin Schneider, 2007. "Inflation Illusion, Credit, and Asset Pricing," NBER Working Papers 12957, National Bureau of Economic Research, Inc.
  15. Monika Piazzesi & Martin Schneider, 2006. "Expectations and Asset Prices with Heterogeneous Households," 2006 Meeting Papers 828, Society for Economic Dynamics.
  16. Monika Piazzesi & Martin Schneider & Selale Tuzel, 2006. "Housing, Consumption, and Asset Pricing," NBER Working Papers 12036, National Bureau of Economic Research, Inc.
  17. Monika Piazzesi & Eric T. Swanson, 2006. "Futures prices as risk-adjusted forecasts of monetary policy," Working Paper Series 2006-23, Federal Reserve Bank of San Francisco.
  18. Monika Piazzesi & Martin Schneider, 2006. "Equilibrium Yield Curves," NBER Working Papers 12609, National Bureau of Economic Research, Inc.
  19. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling bond yields in finance and macroeconomics," Working Paper Series 2005-04, Federal Reserve Bank of San Francisco.
  20. Monika Piazzesi & Martin Schneider, 2004. "Housing v. Financial Wealth: a Cross-Country Comparison," 2004 Meeting Papers 825, Society for Economic Dynamics.
  21. Andrew Ang & Monika Piazzesi & Min Wei, 2004. "What Does the Yield Curve Tell us about GDP Growth?," NBER Working Papers 10672, National Bureau of Economic Research, Inc.
  22. Selale Tuzel & Ayse Imrohoroglu & Monika Piazzesi, 2004. "Accounting for the Growth and Financial Returns of Firms," 2004 Meeting Papers 61, Society for Economic Dynamics.
  23. Francis Longstaff & Monika Piazzesi, 2003. "Corporate Earnings and the Equity Premium," NBER Working Papers 10054, National Bureau of Economic Research, Inc.
  24. John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc.
  25. John H. Cochrane & Monika Piazzesi, 2002. "The Fed and Interest Rates: A High-Frequency Identification," NBER Working Papers 8839, National Bureau of Economic Research, Inc.
  26. Monika Piazzesi, 2001. "An Econometric Model of the Yield Curve with Macroeconomic Jump Effects," NBER Working Papers 8246, National Bureau of Economic Research, Inc.
  27. Andrew Ang & Monika Piazzesi, 2001. "A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables," NBER Working Papers 8363, National Bureau of Economic Research, Inc.

Articles

  1. Monika Piazzesi & Martin Schneider, 2009. "Momentum Traders in the Housing Market: Survey Evidence and a Search Model," American Economic Review, American Economic Association, vol. 99(2), pages 406-411, May.
  2. Piazzesi, Monika & Swanson, Eric T., 2008. "Futures prices as risk-adjusted forecasts of monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 677-691, May.
  3. Piazzesi, Monika & Schneider, Martin & Tuzel, Selale, 2007. "Housing, consumption and asset pricing," Journal of Financial Economics, Elsevier, vol. 83(3), pages 531-569, March.
  4. Monika Piazzesi & Martin Schneider, 2007. "Asset Prices and Asset Quantities," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 380-389, 04-05.
  5. Ang, Andrew & Piazzesi, Monika & Wei, Min, 2006. "What does the yield curve tell us about GDP growth?," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 359-403.
  6. Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
  7. John H. Cochrane & Monika Piazzesi, 2005. "Bond Risk Premia," American Economic Review, American Economic Association, vol. 95(1), pages 138-160, March.
  8. Monika Piazzesi, 2005. "Bond Yields and the Federal Reserve," Journal of Political Economy, University of Chicago Press, vol. 113(2), pages 311-344, April.
  9. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," American Economic Review, American Economic Association, vol. 95(2), pages 415-420, May.
  10. Monika Piazzesi, 2004. "Commentary on The role of policy rules in inflation targeting," Review, Federal Reserve Bank of St. Louis, vol. 86(Jul), pages 113-116.
  11. Longstaff, Francis A. & Piazzesi, Monika, 2004. "Corporate earnings and the equity premium," Journal of Financial Economics, Elsevier, vol. 74(3), pages 401-421, December.
  12. Ang, Andrew & Piazzesi, Monika, 2003. "A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 745-787, May.
  13. Monika Piazzesi, 2002. "The Fed and Interest Rates - A High-Frequency Identification," American Economic Review, American Economic Association, vol. 92(2), pages 90-95, May.

Chapters

  1. Monika Piazzesi, 2015. "Comment on "Expectations and Investment"," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 435-442, National Bureau of Economic Research, Inc.
  2. Juliane Begenau & Monika Piazzesi & Martin Schneider, 2012. "Remapping the Flow of Funds," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 57-64, National Bureau of Economic Research, Inc.
  3. Monika Piazzesi & Martin Schneider, 2008. "Inflation Illusion, Credit, and Asset Prices," NBER Chapters, in: Asset Prices and Monetary Policy, pages 147-189, National Bureau of Economic Research, Inc.
  4. Monika Piazzesi & Martin Schneider, 2007. "Equilibrium Yield Curves," NBER Chapters, in: NBER Macroeconomics Annual 2006, Volume 21, pages 389-472, National Bureau of Economic Research, Inc.

Editorship

  1. Journal of Political Economy, University of Chicago Press.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Euclidian citation score
  26. Breadth of citations across fields
  27. Wu-Index
  28. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (20) 2004-06-13 2004-08-31 2005-02-01 2005-02-01 2005-08-13 2006-09-16 2006-11-04 2007-03-17 2007-10-06 2009-01-31 2009-04-25 2009-04-25 2012-01-18 2015-01-31 2015-07-18 2016-07-02 2019-08-26 2020-03-09 2021-06-21 2024-08-12. Author is listed
  2. NEP-URE: Urban and Real Estate Economics (11) 2006-02-26 2007-03-17 2009-01-31 2009-04-18 2009-04-25 2012-01-18 2015-01-31 2016-07-02 2020-03-09 2021-06-21 2022-04-25. Author is listed
  3. NEP-MON: Monetary Economics (9) 2002-04-15 2005-02-01 2005-02-01 2005-08-13 2006-09-16 2006-11-04 2007-03-17 2007-10-06 2019-08-26. Author is listed
  4. NEP-CBA: Central Banking (6) 2006-09-16 2007-03-17 2007-10-06 2009-04-18 2009-04-25 2009-04-25. Author is listed
  5. NEP-FMK: Financial Markets (5) 2001-07-13 2002-09-21 2005-08-13 2006-09-16 2008-02-16. Author is listed
  6. NEP-DGE: Dynamic General Equilibrium (4) 2003-11-30 2006-02-26 2006-11-04 2020-03-09
  7. NEP-RMG: Risk Management (3) 2002-09-21 2008-02-16 2015-07-18
  8. NEP-BAN: Banking (2) 2015-07-18 2019-08-26
  9. NEP-CFN: Corporate Finance (2) 2003-11-30 2007-03-17
  10. NEP-FIN: Finance (2) 2003-11-30 2005-02-01
  11. NEP-BEC: Business Economics (1) 2005-08-13
  12. NEP-ENE: Energy Economics (1) 2024-08-12
  13. NEP-ENV: Environmental Economics (1) 2024-08-12
  14. NEP-EUR: Microeconomic European Issues (1) 2021-06-21
  15. NEP-FDG: Financial Development and Growth (1) 2024-08-12
  16. NEP-FOR: Forecasting (1) 2006-09-16
  17. NEP-GEO: Economic Geography (1) 2009-01-31
  18. NEP-UPT: Utility Models and Prospect Theory (1) 2006-11-04

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Monika Piazzesi should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.