16
H index
17
i10 index
3076
Citations
Monika Piazzesi : Citation Profile
National Bureau of Economic Research (NBER) | RESEARCH PRODUCTION: 15 Articles 29 Papers 4 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2001 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Monika Piazzesi. | Is cited by:
| Cites to:
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Main data
Where Monika Piazzesi has published?
| Journals with more than one article published | # docs |
|---|---|
| American Economic Review | 4 |
| Proceedings | 3 |
| Journal of Monetary Economics | 2 |
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| 2004 Meeting Papers / Society for Economic Dynamics | 3 |
| Staff Report / Federal Reserve Bank of Minneapolis | 3 |
| Working Paper Series / Federal Reserve Bank of San Francisco | 2 |
Recent works citing Monika Piazzesi (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22. Full description at Econpapers || Download paper | |
| 2018 | Investment Hangover and the Great Recession. (2018). Shleifer, Andrei ; Rognlie, Matthew ; Simsek, Alp. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:113-53. Full description at Econpapers || Download paper | |
| 2017 | Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86. Full description at Econpapers || Download paper | |
| 2017 | An Assessment of the Immigration Impact on the International Housing Price. (2017). Cioaca, Sorin Iulian ; Strachinaru, Adina Ionela ; Vua, Mariana ; Barbu, Teodora Cristina . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:682. Full description at Econpapers || Download paper | |
| 2017 | Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Ouazad, Amine ; Loayza, Norman ; Ranciere, Romain. In: Working Papers. RePEc:apc:wpaper:2017-114. Full description at Econpapers || Download paper | |
| 2018 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041. Full description at Econpapers || Download paper | |
| 2019 | On the existence of sure profits via flash strategies. (2018). Platen, Eckhard ; Pelger, Markus ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1708.03099. Full description at Econpapers || Download paper | |
| 2018 | Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647. Full description at Econpapers || Download paper | |
| 2019 | State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
| 2019 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
| 2019 | Co-jumping of Treasury Yield Curve Rates. (2019). BarunÃk, Jozef ; Fiser, Pavel. In: Papers. RePEc:arx:papers:1905.01541. Full description at Econpapers || Download paper | |
| 2019 | Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106. Full description at Econpapers || Download paper | |
| 2017 | Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions. (2017). Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:17-33. Full description at Econpapers || Download paper | |
| 2018 | The financial transmission of housing bubbles: evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Papers. RePEc:bde:wpaper:1823. Full description at Econpapers || Download paper | |
| 2018 | Financial markets effects of ECB unconventional monetary policy announcements. (2018). Delle Monache, Davide ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_424_18. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17. Full description at Econpapers || Download paper | |
| 2018 | Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1169_18. Full description at Econpapers || Download paper | |
| 2018 | ECB monetary policy and the euro exchange rate. (2018). Cecioni, Martina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1172_18. Full description at Econpapers || Download paper | |
| 2018 | Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models. (2018). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1189_18. Full description at Econpapers || Download paper | |
| 2019 | Monetary policy, firms’ inflation expectations and prices: causal evidence from firm-level data. (2019). Rosolia, Alfonso ; Bottone, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1218_19. Full description at Econpapers || Download paper | |
| 2018 | TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico. (2018). Garcia-Verdu, Santiago ; Manuel, Sanchez-Martinez ; Santiago, Garcia-Verdu . In: Working Papers. RePEc:bdm:wpaper:2018-16. Full description at Econpapers || Download paper | |
| 2019 | ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077. Full description at Econpapers || Download paper | |
| 2019 | Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708. Full description at Econpapers || Download paper | |
| 2018 | The Financial Transmission of Housing Bubbles: Evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1044. Full description at Econpapers || Download paper | |
| 2019 | The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1082. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2018 | Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
| 2018 | Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets.. (2018). Levy, Daniel ; Snir, Avichai. In: Working Papers. RePEc:biu:wpaper:2018-01. Full description at Econpapers || Download paper | |
| 2017 | Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173. Full description at Econpapers || Download paper | |
| 2018 | INTEREST RATE PROMINENCE IN CONSUMER DECISION‐MAKING. (2018). Binder, Carola. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:875-894. Full description at Econpapers || Download paper | |
| 2018 | A Rotated Dynamic Nelson†Siegel Model. (2018). Nyholm, Ken. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:113-124. Full description at Econpapers || Download paper | |
| 2018 | Interest Rates, Local Housing Markets and House Price Over†reactions. (2018). Tsiaplias, Sarantis ; Lim, Guay. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:33-48. Full description at Econpapers || Download paper | |
| 2017 | Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan. (2017). Koeda, Junko. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:4:p:443-457. Full description at Econpapers || Download paper | |
| 2017 | MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348. Full description at Econpapers || Download paper | |
| 2018 | Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Powell, Ben ; Winton, Joe ; Davies, Jennifer ; Mayhew, Matthew ; Elliott, Duncan ; Nason, Guy. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756. Full description at Econpapers || Download paper | |
| 2018 | Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers || Download paper | |
| 2017 | What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics. (2017). Mehrotra, Aaron ; Funke, Michael ; Chen, Yu-Fu. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:383-409. Full description at Econpapers || Download paper | |
| 2018 | Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338. Full description at Econpapers || Download paper | |
| 2017 | Central bank sentiment and policy expectations. (2017). Labondance, Fabien ; Hubert, Paul. In: Bank of England working papers. RePEc:boe:boeewp:0648. Full description at Econpapers || Download paper | |
| 2017 | Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655. Full description at Econpapers || Download paper | |
| 2017 | Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692. Full description at Econpapers || Download paper | |
| 2018 | Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0763. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014. Full description at Econpapers || Download paper | |
| 2019 | High-Frequency Credit Spread Information and Macroeconomic Forecast Revision. (2019). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: Working Papers. RePEc:bok:wpaper:1917. Full description at Econpapers || Download paper | |
| 2017 | A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1. Full description at Econpapers || Download paper | |
| 2017 | Multi-level factor analysis of bond risk premia. (2017). Kim, Yunjung ; Yuhyeon, Bak ; Yunjung, Kim. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:5:p:19:n:2. Full description at Econpapers || Download paper | |
| 2017 | Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1734. Full description at Econpapers || Download paper | |
| 2018 | One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816. Full description at Econpapers || Download paper | |
| 2019 | Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916. Full description at Econpapers || Download paper | |
| 2017 | The Cross-Section of Labor Leverage and Equity Returns*. (2017). Kehrig, Matthias ; Gourio, Francois ; Palacios, Miguel ; Donangelo, Andres. In: Working Papers. RePEc:cen:wpaper:17-70. Full description at Econpapers || Download paper | |
| 2017 | Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458. Full description at Econpapers || Download paper | |
| 2017 | House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6487. Full description at Econpapers || Download paper | |
| 2017 | Interest Rates Under Falling Stars. (2017). Rudebusch, Glenn ; Bauer, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6571. Full description at Econpapers || Download paper | |
| 2017 | Monetary Momentum. (2017). Weber, Michael ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6648. Full description at Econpapers || Download paper | |
| 2018 | Home Ownership and Monetary Policy Transmission. (2018). Koeniger, Winfried ; Ramelet, Marc-Antoine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7361. Full description at Econpapers || Download paper | |
| 2018 | Low Inflation: High Default Risk AND High Equity Valuations. (2018). Bhamra, Harjaat S ; Weber, Michael ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391. Full description at Econpapers || Download paper | |
| 2019 | Distributional effects of surging housing costs under Schwabes Law. (2019). Larin, Benjamin ; Grossmann, Volker ; Steger, Thomas ; Lofflad, Hans Torben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7684. Full description at Econpapers || Download paper | |
| 2019 | Exposure to Daily Price Changes and Inflation Expectations. (2019). Weber, Michael ; Ospina, Juan ; Malmendier, Ulrike M ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7798. Full description at Econpapers || Download paper | |
| 2019 | House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo. (2019). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki . In: CARF F-Series. RePEc:cfi:fseres:cf461. Full description at Econpapers || Download paper | |
| 2018 | One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805. Full description at Econpapers || Download paper | |
| 2017 | Nuevas estimaciones de la tasa real neutral de Chile. (2017). Fornero, Jorge ; Gatty, Andres ; Ceballos, Luis. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:20:y:2017:i:3:p:120-143. Full description at Econpapers || Download paper | |
| 2017 | Decomposition of the Czech government bond yield curve. (2017). Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:fsr1617/3. Full description at Econpapers || Download paper | |
| 2017 | Low-For-Long� Interest Rates and Banks Interest Margins and Profitability: Cross-Country Evidence. (2017). Coleman, Nicholas ; Claessens, Stijn ; Donnelly, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11842. Full description at Econpapers || Download paper | |
| 2017 | Amenities and the Social Structure of Cities. (2017). Thisse, Jacques ; MOIZEAU, Fabien ; Gaigne, Carl ; Koster, Hans . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11958. Full description at Econpapers || Download paper | |
| 2017 | Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024. Full description at Econpapers || Download paper | |
| 2017 | Overpersistence Bias in Individual Income Expectations and its Aggregate Implications. (2017). Schlafmann, Kathrin ; Rozsypal, Filip. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12028. Full description at Econpapers || Download paper | |
| 2017 | Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056. Full description at Econpapers || Download paper | |
| 2017 | Houses across time and across place. (2017). Miles, David ; Sefton, James . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12103. Full description at Econpapers || Download paper | |
| 2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692. Full description at Econpapers || Download paper | |
| 2018 | Financing Insurance. (2018). Viswanathan, S ; Rampini, Adriano A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12855. Full description at Econpapers || Download paper | |
| 2018 | Multihorizon Currency Returns and Purchasing Power Parity. (2018). Creal, Drew ; Chernov, Mikhail. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12893. Full description at Econpapers || Download paper | |
| 2018 | The Financial Transmission of Housing Bubbles: Evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12999. Full description at Econpapers || Download paper | |
| 2018 | The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913. (2018). Stuart, Rebecca ; Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13013. Full description at Econpapers || Download paper | |
| 2018 | Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches. (2018). Ilzetzki, Ethan ; Best, Michael ; Kleven, Henrik ; Cloyne, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13104. Full description at Econpapers || Download paper | |
| 2018 | Perception of House Price Risk and Homeownership. (2018). Adelino, Manuel ; Severino, Felipe ; Schoar, Antoinette S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13195. Full description at Econpapers || Download paper | |
| 2018 | The Half Life of Economic Injustice. (2018). Miles, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13342. Full description at Econpapers || Download paper | |
| 2019 | The Total Risk Premium Puzzle. (2019). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13595. Full description at Econpapers || Download paper | |
| 2019 | Five Facts About Beliefs and Portfolios. (2019). Maggiori, Matteo ; Utkus, Stephen ; Strobel, Johannes ; Giglio, Stefano W. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13657. Full description at Econpapers || Download paper | |
| 2019 | Peer Effects in Product Adoption. (2019). Wong, Arlene ; Strobel, Johannes ; Kuchler, Theresa ; Johnston, Drew ; Bailey, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13731. Full description at Econpapers || Download paper | |
| 2019 | Risk Management in Financial Institutions. (2019). Rampini, Adriano ; Vuillemey, Guillaume ; Viswanathan, S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13787. Full description at Econpapers || Download paper | |
| 2019 | Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields. (2000). Yamamoto, Yohei ; Hara, Naoko ; Fatum, Rasmus. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_006. Full description at Econpapers || Download paper | |
| 2017 | Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tong. Full description at Econpapers || Download paper | |
| 2017 | Continuous Workout Mortgages: Efficient Pricing and Systemic Implications. (2017). Shiller, Robert J ; Ebrahim, Shahid M ; Wojakowski, Rafal M. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2116. Full description at Econpapers || Download paper | |
| 2017 | Continuous Workout Mortgages: Efficient Pricing and Systemic Implications. (2017). Shiller, Robert J ; Shackleton, Mark B ; Ebrahim, Shahid M ; Wojakowski, Rafal M. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3016. Full description at Econpapers || Download paper | |
| 2018 | Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030. Full description at Econpapers || Download paper | |
| 2017 | Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181. Full description at Econpapers || Download paper | |
| 2018 | Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205. Full description at Econpapers || Do | |
| 2017 | Pricing of bonds and equity when the zero lower bound is relevant. (2017). Kick, Heinrich . In: Working Paper Series. RePEc:ecb:ecbwps:20171992. Full description at Econpapers || Download paper | |
| 2018 | Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131. Full description at Econpapers || Download paper | |
| 2018 | Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20182141. Full description at Econpapers || Download paper | |
| 2018 | From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149. Full description at Econpapers || Download paper | |
| 2018 | Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174. Full description at Econpapers || Download paper | |
| 2018 | A macro-financial analysis of the corporate bond market. (2018). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewachter, Hans. In: Working Paper Series. RePEc:ecb:ecbwps:20182214. Full description at Econpapers || Download paper | |
| 2019 | The financial transmission of housing bubbles: evidence from Spain. (2019). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Paper Series. RePEc:ecb:ecbwps:20192245. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Monika Piazzesi is editor of
| Journal | |
|---|---|
| Journal of Political Economy |
Works by Monika Piazzesi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review. [Full Text][Citation analysis] | article | 162 |
| 2002 | The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
| 2005 | Bond Risk Premia In: American Economic Review. [Full Text][Citation analysis] | article | 368 |
| 2002 | Bond Risk Premia.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 368 | paper | |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review. [Full Text][Citation analysis] | article | 112 |
| 2005 | Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
| 2009 | Momentum Traders in the Housing Market: Survey Evidence and a Search Model In: American Economic Review. [Full Text][Citation analysis] | article | 159 |
| 2009 | Momentum traders in the housing market: survey evidence and a search model.(2009) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
| 2009 | Momentum traders in the housing market: survey evidence and a search model.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
| 2006 | What does the yield curve tell us about GDP growth? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 341 |
| 2003 | What does the yield curve tell us about GDP growth?.(2003) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | article | |
| 2004 | What Does the Yield Curve Tell us about GDP Growth?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
| 2004 | Corporate earnings and the equity premium In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 57 |
| 2003 | Corporate Earnings and the Equity Premium.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2007 | Housing, consumption and asset pricing In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 255 |
| 2006 | Housing, Consumption, and Asset Pricing.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
| 2004 | Housing, Consumption and Asset Pricing.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
| 2003 | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 750 |
| 2001 | A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 750 | paper | |
| 2008 | Futures prices as risk-adjusted forecasts of monetary policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 208 |
| 2004 | Future prices as risk-adjusted forecasts of monetary policy.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | article | |
| 2006 | Futures prices as risk-adjusted forecasts of monetary policy.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | paper | |
| 2004 | Futures Prices as Risk-adjusted Forecasts of Monetary Policy.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | paper | |
| 2008 | Bond positions, expectations, and the yield curve In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 6 |
| 2005 | No-arbitrage Taylor rules In: Proceedings. [Full Text][Citation analysis] | article | 179 |
| 2007 | No-Arbitrage Taylor Rules.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 179 | paper | |
| 2004 | Commentary on The role of policy rules in inflation targeting In: Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Inflation and the price of real assets In: Staff Report. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Trend and cycle in bond premia In: Staff Report. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Equilibrium Yield Curves In: NBER Chapters. [Full Text][Citation analysis] | chapter | 130 |
| 2006 | Equilibrium Yield Curves.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
| 2012 | Remapping the Flow of Funds In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | Comment on Expectations and Investment In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Inflation Illusion, Credit, and Asset Prices In: NBER Chapters. [Full Text][Citation analysis] | chapter | 7 |
| 2007 | Inflation Illusion, Credit, and Asset Pricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | The Housing Market(s) of San Diego In: NBER Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2015 | Segmented Housing Search In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2015 | Banks Risk Exposures In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Housing and Macroeconomics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2019 | The Short Rate Disconnect in a Monetary Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | An Econometric Model of the Yield Curve with Macroeconomic Jump Effects In: NBER Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2004 | Accounting for the Growth and Financial Returns of Firms In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
| 2004 | Housing v. Financial Wealth: a Cross-Country Comparison In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
| 2006 | Expectations and Asset Prices with Heterogeneous Households In: 2006 Meeting Papers. [Citation analysis] | paper | 1 |
| 2007 | Asset Prices and Asset Quantities In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 6 |
| 2005 | Bond Yields and the Federal Reserve In: Journal of Political Economy. [Full Text][Citation analysis] | article | 176 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team