Monika Piazzesi : Citation Profile

National Bureau of Economic Research (NBER)
Stanford University

19

H index

24

i10 index

5100

Citations

RESEARCH PRODUCTION:

15

Articles

33

Papers

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 221
   Journals where Monika Piazzesi has often published
   Relations with other researchers
   Recent citing documents: 152.    Total self citations: 26 (0.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi37
   Updated: 2025-03-22    RAS profile: 2023-03-11    
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Relations with other researchers

Works with:

Schneider, Martin (3)

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 (92)

Swanson, Eric (58)

Bauer, Michael (58)

Chernov, Mikhail (44)

GUPTA, RANGAN (41)

Van Nieuwerburgh, Stijn (39)

Bekaert, Geert (38)

Leung, Charles (36)

Weber, Michael (34)

Dewachter, Hans (33)

Diebold, Francis (32)

Cites to:

Campbell, John (53)

Shiller, Robert (24)

Cochrane, John (24)

Rudebusch, Glenn (16)

Ang, Andrew (16)

Evans, Charles (15)

Bekaert, Geert (12)

Schneider, Martin (12)

Singleton, Kenneth (12)

Gertler, Mark (11)

Eichenbaum, Martin (11)

Main data

Production by document typearticlechapterpaper2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents12345678910111213141516171819202105001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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
2004 Meeting Papers / Society for Economic Dynamics3
Staff Report / Federal Reserve Bank of Minneapolis3
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Monika Piazzesi (2025 and 2024)

Year  ↓Title of citing document  ↓
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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2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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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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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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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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2024Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics. (2024). He, Peilun ; Kordzakhia, Nino ; Shevchenko, Pavel V ; Peters, Gareth W. In: Papers. RePEc:arx:papers:2412.05889.

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2024Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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2024.

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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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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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2025.

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2024House Prices and International Remittances: Evidence from Colombia. (2024). Ojeda-Joya, Jair ; Basco, Sergi. In: Borradores de Economia. RePEc:bdr:borrec:1273.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024Political Polarization Affects Households Financial Decisions: Evidence from Home Sales. (2024). Zhang, Calvin ; Orellanali, John ; ben McCartney, W. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:795-841.

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2024.

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2024What Drives House Prices in Europe?. (2024). Mistretta, Alessandro ; Ciocchetta, Federica ; Guglielminetti, Elisa. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1089-1121.

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2024Duration‐dependent transaction tax effects on sellers and their behaviors. (2024). Zhang, Yanjiang ; Tu, Yong ; Deng, Yongheng. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:140-183.

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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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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe. (2024). Rudebusch, Glenn D ; Offner, Eric A ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11552.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Inflation and Trading. (2024). Hackethal, Andreas ; Weber, Michael ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11580.

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2024Why Not Tax It? The Effects of Property Taxes on House Price and Homeownership. (2024). Chiocchio, Francesco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2404.

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2024Housing Bubbles with Phase Transitions. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-009e.

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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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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Housing wealth across countries: the role of expectations, institutions and preferences. (2025). Slacalek, Jiri ; le Blanc, Julia ; White, Matthew N. In: Working Paper Series. RePEc:ecb:ecbwps:20253021.

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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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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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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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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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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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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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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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2024Learning from Friends in a Pandemic: Social networks and the macroeconomic response of consumption. (2024). Wang, Tao ; Makridis, Christos A. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400165x.

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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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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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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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2024U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845.

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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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2024Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545.

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2025Credit supply and house prices: Evidence from mortgage market segmentation. (2025). Severino, Felipe ; Schoar, Antoinette ; Adelino, Manuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001818.

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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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2024Volatility in Home Sales and Prices: Supply or Demand?. (2024). Ringo, Daniel ; Anenberg, Elliot. In: Journal of Urban Economics. RePEc:eee:juecon:v:139:y:2024:i:c:s0094119023000803.

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2024Labour supply and the cost of house price booms and busts. (2024). Sanchez-Marcos, Virginia ; Low, Hamish. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000861.

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2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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2024What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138.

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2024Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497.

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2024Does space matter? The case of the housing expenditure cap. (2024). Leung, Charles ; Gong, Yifan ; Ka, Charles. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:104:y:2024:i:c:s0166046223001096.

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2024How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459.

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2024The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2024Mortgage Lock-in, Lifecycle Migration, and the Welfare Effects of Housing Market Liquidity. (2024). Gerardi, Kristopher ; Qian, Franklin ; Zhang, David Hao. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99197.

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2024Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply. (2024). Smallwood, Aaron ; Chudik, Alexander ; Choi, Chi-Young. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98241.

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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe. (2024). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric. In: Working Paper Series. RePEc:fip:fedfwp:99301.

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2024Inflation Disagreement Weakens the Power of Monetary Policy. (2024). Wei, Min ; Dong, Ding ; Wang, Pengfei ; Liu, Zheng. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-94.

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2025“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02.

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2024Was Chinas Housing Boom a Bubble?. (2024). Wang, Ping ; Tang, Yang ; Hedlund, Aaron ; Garriga, Carlos. In: Review. RePEc:fip:fedlrv:99418.

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2024Optimal Monetary and Fiscal Policies to Maximise Non-Parallel Risk Premia in Sovereign Bond Markets. (2024). Mar, Eben ; Hariparsad, Sanveer. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:510-:d:1521510.

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2024Perceived shocks and impulse responses. (2024). Smetanina, Katja ; Lu, Jason ; Giacomini, Raffaella. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/24.

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2024For-Sale-by-Owner Platforms and Intermediation Pricing: Evidence from a Natural Experiment. (2024). Wang, Qiyuan. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:2:p:346-359.

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2025Understanding Regressions with Observations Collected at High Frequency over Long Span. (2025). Lu, YE ; Chang, Yoosoon ; Park, Joon. In: CAEPR Working Papers. RePEc:inu:caeprp:2025001.

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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:

Year  ↓Title  ↓Type  ↓Cited  ↓
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]		article323
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: 323		paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]		article630
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 630		paper
2005Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review.
[Full Text][Citation analysis]		article155
2005Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 155		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 155		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 155		paper
2009Momentum Traders in the Housing Market: Survey Evidence and a Search Model In: American Economic Review.
[Full Text][Citation analysis]		article347
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: 347		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: 347		paper
2006What does the yield curve tell us about GDP growth? In: Journal of Econometrics.
[Full Text][Citation analysis]		article486
2003What does the yield curve tell us about GDP growth?.(2003) In: Proceedings.
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This paper has nother version. Agregated cites: 486		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: 486		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]		article397
2006Housing, Consumption, and Asset Pricing.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 397		paper
2004Housing, Consumption and Asset Pricing.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 397		paper
2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1084
2001A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables.(2001) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1084		paper
2008Futures prices as risk-adjusted forecasts of monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article283
2004Future prices as risk-adjusted forecasts of monetary policy.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 283		article
2006Futures prices as risk-adjusted forecasts of monetary policy.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 283		paper
2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 283		paper
2008Bond positions, expectations, and the yield curve In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper14
2005No-arbitrage Taylor rules In: Proceedings.
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2007No-Arbitrage Taylor Rules.(2007) In: NBER Working Papers.
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2009Inflation and the price of real assets In: Staff Report.
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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.
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2006Equilibrium Yield Curves.(2006) In: NBER Working Papers.
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2012Remapping the Flow of Funds In: NBER Chapters.
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2015Comment on Expectations and Investment In: NBER Chapters.
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2008Inflation Illusion, Credit, and Asset Prices In: NBER Chapters.
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2007Inflation Illusion, Credit, and Asset Pricing In: NBER Working Papers.
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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.
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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.
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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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