Monika Piazzesi
Monika Piazzesi
Verified email at stanford.edu
Title
Cited by
Cited by
Year
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
A Ang, M Piazzesi
Journal of Monetary economics 50 (4), 745-787, 2003
18972003
Bond risk premia
JH Cochrane, M Piazzesi
American Economic Review 95 (1), 138-160, 2005
16332005
What does the yield curve tell us about GDP growth?
A Ang, M Piazzesi, M Wei
Journal of econometrics 131 (1-2), 359-403, 2006
9532006
Housing, consumption and asset pricing
M Piazzesi, M Schneider, S Tuzel
Journal of Financial Economics 83 (3), 531-569, 2007
7882007
Bond yields and the Federal Reserve
M Piazzesi
Journal of Political Economy 113 (2), 311-344, 2005
695*2005
Affine term structure models
M Piazzesi
Handbook of financial econometrics: Tools and Techniques, 691-766, 2010
5562010
Equilibrium yield curves [with comments and discussion]
M Piazzesi, M Schneider, P Benigno, JY Campbell
nBER macroeconomics Annual 21, 389-472, 2006
5412006
Momentum traders in the housing market: Survey evidence and a search model
M Piazzesi, M Schneider
American Economic Review 99 (2), 406-11, 2009
4362009
The Fed and Interest Rates-A High-Frequency Identification
M Piazzesi
American Economic Review 92 (2), 90-95, 2002
423*2002
Futures prices as risk-adjusted forecasts of monetary policy
M Piazzesi, ET Swanson
Journal of Monetary Economics 55 (4), 677-691, 2008
4002008
Decomposing the yield curve
JH Cochrane, M Piazzesi
AFA 2010 Atlanta Meetings Paper, 2009
3772009
Modeling bond yields in finance and macroeconomics
FX Diebold, M Piazzesi, GD Rudebusch
American Economic Review 95 (2), 415-420, 2005
3672005
No-arbitrage Taylor rules
A Ang, S Dong, M Piazzesi
National Bureau of Economic Research Working Paper Series, 2007
3602007
The housing market (s) of San Diego
T Landvoigt, M Piazzesi, M Schneider
American Economic Review 105 (4), 1371-1407, 2015
2632015
Corporate earnings and the equity premium
FA Longstaff, M Piazzesi
Journal of financial Economics 74 (3), 401-421, 2004
2032004
Housing and macroeconomics
M Piazzesi, M Schneider
Handbook of macroeconomics 2, 1547-1640, 2016
1652016
Banks' risk exposures
J Begenau, M Piazzesi, M Schneider
National Bureau of Economic Research Working Paper Series, 2015
1382015
Inflation and the price of real assets
M Piazzesi, M Schneider
Federal Reserve Bank of Minneapolis, Research Department, 2009
1162009
Monetary policy tick-by-tick
MJ Fleming, M Piazzesi
Unpublished paper, August, 2005
1082005
Segmented housing search
M Piazzesi, M Schneider, J Stroebel
National Bureau of Economic Research Working Paper Series, 2015
872015
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Articles 1–20