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Monika Piazzesi

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This is information that was supplied by Monika Piazzesi in registering through RePEc. If you are Monika Piazzesi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Monika
Middle Name:
Last Name: Piazzesi
Suffix:

RePEc Short-ID: ppi37

Email:
Homepage: http://www.stanford.edu/~piazzesi
Postal Address: Monika Piazzesi Department of Economics Stanford University 579 Serra Mall Stanford, CA 94305-6072
Phone: (650) 4921049

Affiliation

(in no particular order)

Works

as in new window

Working papers

  1. Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2012. "The Housing Market(s) of San Diego," NBER Working Papers 17723, National Bureau of Economic Research, Inc.
  2. Monika Piazzesi & Martin Schneider, 2009. "Inflation and the price of real assets," Staff Report, Federal Reserve Bank of Minneapolis 423, Federal Reserve Bank of Minneapolis.
  3. Monika Piazzesi & Martin Schneider, 2009. "Trend and cycle in bond premia," Staff Report, Federal Reserve Bank of Minneapolis 424, Federal Reserve Bank of Minneapolis.
  4. Monika Piazzesi & Martin Schneider, 2009. "Momentum traders in the housing market: survey evidence and a search model," NBER Working Papers 14669, National Bureau of Economic Research, Inc.
  5. Monika Piazzesi & Martin Schneider, 2008. "Bond positions, expectations, and the yield curve," Working Paper, Federal Reserve Bank of Atlanta 2008-02, Federal Reserve Bank of Atlanta.
  6. Monika Piazzesi & Martin Schneider, 2007. "Inflation Illusion, Credit, and Asset Pricing," NBER Working Papers 12957, National Bureau of Economic Research, Inc.
  7. Andrew Ang & Sen Dong & Monika Piazzesi, 2007. "No-Arbitrage Taylor Rules," NBER Working Papers 13448, National Bureau of Economic Research, Inc.
  8. Monika Piazzesi & Martin Schneider & Selale Tuzel, 2006. "Housing, Consumption, and Asset Pricing," NBER Working Papers 12036, National Bureau of Economic Research, Inc.
  9. 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.
  10. Monika Piazzesi & Martin Schneider, 2006. "Equilibrium Yield Curves," NBER Working Papers 12609, National Bureau of Economic Research, Inc.
    • 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.
  11. Monika Piazzesi & Martin Schneider, 2006. "Expectations and Asset Prices with Heterogeneous Households," 2006 Meeting Papers, Society for Economic Dynamics 828, Society for Economic Dynamics.
  12. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," PIER Working Paper Archive 05-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  13. Monika Piazzesi & Martin Schneider, 2004. "Housing v. Financial Wealth: a Cross-Country Comparison," 2004 Meeting Papers 825, Society for Economic Dynamics.
  14. 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.
  15. Selale Tuzel & Ayse Imrohoroglu & Monika Piazzesi, 2004. "Accounting for the Growth and Financial Returns of Firms," 2004 Meeting Papers 61, Society for Economic Dynamics.
  16. Francis Longstaff & Monika Piazzesi, 2003. "Corporate Earnings and the Equity Premium," NBER Working Papers 10054, National Bureau of Economic Research, Inc.
  17. 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.
  18. John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc.
  19. 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.
  20. Monika Piazzesi, 2001. "An Econometric Model of the Yield Curve with Macroeconomic Jump Effects," NBER Working Papers 8246, 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 406-11, May.
  2. Monika Piazzesi & Martin Schneider, 2007. "Asset Prices and Asset Quantities," Journal of the European Economic Association, MIT Press, MIT Press, vol. 5(2-3), pages 380-389, 04-05.
  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. 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.
  5. Monika Piazzesi, 2005. "Bond Yields and the Federal Reserve," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 113(2), pages 311-344, April.
  6. John H. Cochrane & Monika Piazzesi, 2005. "Bond Risk Premia," American Economic Review, American Economic Association, vol. 95(1), pages 138-160, March.
  7. Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco.
  8. Monika Piazzesi & Eric Swanson, 2004. "Future prices as risk-adjusted forecasts of monetary policy," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Mar.
  9. Monika Piazzesi, 2004. "Commentary on The role of policy rules in inflation targeting," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 113-116.
  10. Longstaff, Francis A. & Piazzesi, Monika, 2004. "Corporate earnings and the equity premium," Journal of Financial Economics, Elsevier, vol. 74(3), pages 401-421, December.
  11. 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.
  12. Andrew Ang & Monika Piazzesi & Min Wei, 2003. "What does the yield curve tell us about GDP growth?," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Mar.
  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. 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.
  2. 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.
  3. 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.

Editor

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

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-08-13
  2. 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
  3. NEP-CFN: Corporate Finance (2) 2003-11-30 2007-03-17
  4. NEP-DGE: Dynamic General Equilibrium (3) 2003-11-30 2006-02-26 2006-11-04
  5. NEP-FIN: Finance (2) 2003-11-30 2005-02-01
  6. NEP-FMK: Financial Markets (5) 2001-07-13 2002-09-21 2005-08-13 2006-09-16 2008-02-16. Author is listed
  7. NEP-FOR: Forecasting (1) 2006-09-16
  8. NEP-GEO: Economic Geography (1) 2009-01-31
  9. NEP-MAC: Macroeconomics (13) 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. Author is listed
  10. NEP-MON: Monetary Economics (8) 2002-04-15 2005-02-01 2005-02-01 2005-08-13 2006-09-16 2006-11-04 2007-03-17 2007-10-06. Author is listed
  11. NEP-RMG: Risk Management (2) 2002-09-21 2008-02-16
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-11-04
  13. NEP-URE: Urban & Real Estate Economics (6) 2006-02-26 2007-03-17 2009-01-31 2009-04-18 2009-04-25 2012-01-18. Author is listed

Statistics

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. Wu-Index
  22. Strength of students

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