Monika Piazzesi : Citation Profile

Are you Monika Piazzesi?

National Bureau of Economic Research (NBER)
Stanford University

19

H index

24

i10 index

5018

Citations

RESEARCH PRODUCTION:

15

Articles

33

Papers

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 218
   Journals where Monika Piazzesi has often published
   Relations with other researchers
   Recent citing documents: 220.    Total self citations: 26 (0.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi37
   Updated: 2024-12-03    RAS profile: 2023-03-11    
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Relations with other researchers

Works with:

Schneider, Martin (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Monika Piazzesi.

Is cited by:

Rudebusch, Glenn (90)

Swanson, Eric (58)

Bauer, Michael (52)

Chernov, Mikhail (42)

GUPTA, RANGAN (40)

Van Nieuwerburgh, Stijn (39)

Bekaert, Geert (38)

Leung, Charles (36)

Weber, Michael (34)

Dewachter, Hans (33)

Diebold, Francis (31)

Cites to:

Campbell, John (53)

Shiller, Robert (24)

Cochrane, John (24)

Rudebusch, Glenn (16)

Ang, Andrew (16)

Evans, Charles (15)

Singleton, Kenneth (12)

Bekaert, Geert (12)

Schneider, Martin (12)

Eichenbaum, Martin (11)

Gertler, Mark (11)

Main data

Where Monika Piazzesi has published?

Journals with more than one article published# docs
American Economic Review4
Proceedings3
Journal of Monetary Economics2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc22
Staff Report / Federal Reserve Bank of Minneapolis3
2004 Meeting Papers / Society for Economic Dynamics3
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Monika Piazzesi (2024 and 2023)

YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2024Army of Mortgagors: Long-Run Evidence on Credit Externalities and the Housing Market. (2024). Saidi, Farzad ; Kuhn, Moritz ; Herbst, Tobias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:293.

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2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2024A Theory of Rational Housing Bubbles with Phase Transitions. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2303.11365.

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2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Reducing residential emissions: carbon pricing vs. subsidizing retrofits. (2023). Gaitan, Beatriz ; Blanz, Alkis. In: Papers. RePEc:arx:papers:2310.15687.

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2024Estimating granular house price distributions in the Australian market using Gaussian mixtures. (2024). Panagiotelis, Anastasios ; Sijp, Willem P. In: Papers. RePEc:arx:papers:2404.05178.

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2023Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns. (2023). Fernandez-Fuertes, Ruben ; Favero, Carlo A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23210.

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2023Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance. (2023). Enkhbold, Amina. In: Staff Working Papers. RePEc:bca:bocawp:23-35.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2023Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor. (2023). Equiza-Goñi, Juan ; Moreno, Antonio ; Gimeno, Ricardo ; Thomas, Carlos. In: Working Papers. RePEc:bde:wpaper:2303.

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2023Temperatures and search: evidence from the housing market. (2023). Natoli, Filippo ; Cascarano, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1419_23.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodríguez-Novoa, Daniela ; Sanchez-Quinto, Camilo Eduardo ; Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander. In: Borradores de Economia. RePEc:bdr:borrec:1255.

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2023The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128.

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2023Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266.

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2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

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2023Local Experiences, Search, and Spillovers in the Housing Market. (2023). Jarnecic, Elvis ; Giacoletti, Marco ; Gargano, Antonio. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:1015-1053.

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2023The Gender Gap in Housing Returns. (2023). Shue, Kelly ; Goldsmithpinkham, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:1097-1145.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2024Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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2023Households’ Response to the Wealth Effects of Inflation. (2023). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10648.

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2023Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

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2023Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2023The Role of Environmental Conditions and Purchasing Power Parity in Determining Quality of Life among Big Asian Cities. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-34.

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2023Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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2024Search frictions in rental markets: Evidence from urban China. (2024). Yang, Zan ; Fu, Yuqi ; Fan, Ying ; Chen, Ming. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001852.

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2023The global savings glut and the housing boom. (2023). Jorgensen, Peter Lihn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002664.

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2023Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2024The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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2024Target rate factors in short rate models. (2024). Harju, Antti J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001560.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024Monetary policy shocks and corporate cash holdings: New European evidence. (2024). Apergis, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001162.

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2023Are bond returns predictable with real-time macro data?. (2023). Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan ; Zhou, Guofu ; Tong, Guoshi. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001161.

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2024Optimal nonparametric range-based volatility estimation. (2024). Li, Qiyuan ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2023On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x.

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2024Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor. (2024). Gimeno, Ricardo ; Moreno, Antonio ; Equiza, Juan ; Thomas, Carlos. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000734.

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2023Maximum likelihood estimation of the Hull–White model. (2023). Rus, Toma ; Kladivko, Kamil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:227-247.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2023Classification of RBA monetary policy announcements using ChatGPT. (2023). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008863.

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2024“Thank me later”: Why is (macro)prudence desirable?. (2024). Roulund, Rasmus Pank ; Kuchler, Andreas ; Gerba, Eddie ; Cokayne, Graeme. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000123.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023The Role of Moving Shocks, Unemployment, and Policy in Understanding Housing Bust. (2023). Krivenko, Pavel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001395.

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2023When should retirees tap their home equity?. (2023). Meyer-Wehmann, Andre ; Kraft, Holger ; Hambel, Christoph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001656.

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2024When gambling for resurrection is too risky. (2024). Kirti, Divya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000451.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2024Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective. (2024). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000517.

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2024Beyond preferences: Beliefs in sustainable investing. (2024). Viehweger, Martin ; Schauer, Victor ; Luz, Valentin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:584-607.

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2023Foreseen risks. (2023). Wachter, Jessica A ; Grotteria, Marco ; Gomes, Joo F. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001023.

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2023Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2023). Houben, Aerdt ; Giuliodori, Massimo ; Bats, Joost V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000560.

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2023Stuck at home: Housing demand during the COVID-19 pandemic. (2023). Yadav, Anirudh ; Graham, James ; Gamber, William. In: Journal of Housing Economics. RePEc:eee:jhouse:v:59:y:2023:i:pb:s1051137722000808.

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2023Is bank resilience affected by unconventional monetary policy in the Euro area?. (2023). mamatzakis, emmanuel ; Avalos, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001656.

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2023Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending. (2023). Melecký, Martin ; Hodula, Martin ; Szabo, Milan ; Pfeifer, Luka. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000098.

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2023Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

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2024Borrower-based measures, house prices and household debt. (2024). Caloia, Francesco G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400038x.

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More than 100 citations found, this list is not complete...

Monika Piazzesi is editor of

Journal
Journal of Political Economy

Works by Monika Piazzesi:

YearTitleTypeCited
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]		article315
2002The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 315		paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]		article631
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 631		paper
2005Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review.
[Full Text][Citation analysis]		article153
2005Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 153		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 153		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 153		paper
2009Momentum Traders in the Housing Market: Survey Evidence and a Search Model In: American Economic Review.
[Full Text][Citation analysis]		article344
2009Momentum traders in the housing market: survey evidence and a search model.(2009) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 344		paper
2009Momentum traders in the housing market: survey evidence and a search model.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 344		paper
2006What does the yield curve tell us about GDP growth? In: Journal of Econometrics.
[Full Text][Citation analysis]		article476
2003What does the yield curve tell us about GDP growth?.(2003) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 476		article
2004What Does the Yield Curve Tell us about GDP Growth?.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 476		paper
2004Corporate earnings and the equity premium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article83
2003Corporate Earnings and the Equity Premium.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 83		paper
2007Housing, consumption and asset pricing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article396
2006Housing, Consumption, and Asset Pricing.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 396		paper
2004Housing, Consumption and Asset Pricing.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 396		paper
2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1064
2001A 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 nother version. Agregated cites: 1064		paper
2008Futures prices as risk-adjusted forecasts of monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article280
2004Future prices as risk-adjusted forecasts of monetary policy.(2004) In: Proceedings.
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This paper has nother version. Agregated cites: 280		article
2006Futures prices as risk-adjusted forecasts of monetary policy.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 280		paper
2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 280		paper
2008Bond positions, expectations, and the yield curve In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper14
2005No-arbitrage Taylor rules In: Proceedings.
[Full Text][Citation analysis]		article186
2007No-Arbitrage Taylor Rules.(2007) In: NBER Working Papers.
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2004Commentary on The role of policy rules in inflation targeting In: Review.
[Full Text][Citation analysis]		article0
2009Inflation and the price of real assets In: Staff Report.
[Full Text][Citation analysis]		paper43
2020Inflation and the Price of Real Assets.(2020) In: NBER Working Papers.
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2009Trend and cycle in bond premia In: Staff Report.
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2007Equilibrium Yield Curves In: NBER Chapters.
[Full Text][Citation analysis]		chapter260
2006Equilibrium Yield Curves.(2006) In: NBER Working Papers.
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2012Remapping the Flow of Funds In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2015Comment on Expectations and Investment In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2008Inflation Illusion, Credit, and Asset Prices In: NBER Chapters.
[Full Text][Citation analysis]		chapter19
2007Inflation Illusion, Credit, and Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2012The Housing Market(s) of San Diego In: NBER Working Papers.
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2015Segmented Housing Search In: NBER Working Papers.
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2015Banks Risk Exposures In: NBER Working Papers.
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2016Housing and Macroeconomics In: NBER Working Papers.
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2019The Short Rate Disconnect in a Monetary Economy In: NBER Working Papers.
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2021Learning about Housing Cost: Survey Evidence from the German House Price Boom In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2022Housing Market Expectations In: NBER Working Papers.
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2024Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2001An Econometric Model of the Yield Curve with Macroeconomic Jump Effects In: NBER Working Papers.
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2004Accounting for the Growth and Financial Returns of Firms In: 2004 Meeting Papers.
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2004Housing v. Financial Wealth: a Cross-Country Comparison In: 2004 Meeting Papers.
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2006Expectations and Asset Prices with Heterogeneous Households In: 2006 Meeting Papers.
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2007Asset Prices and Asset Quantities In: Journal of the European Economic Association.
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2005Bond Yields and the Federal Reserve In: Journal of Political Economy.
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