NBER Publications by Monika Piazzesi
Working Papers and Chapters
| January 2009 | Momentum traders in the housing market: survey evidence and a search model
with Martin Schneider: w14669
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| September 2007 | No-Arbitrage Taylor Rules
with Andrew Ang, Sen Dong: w13448
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| March 2007 | Inflation Illusion, Credit, and Asset Pricing
with Martin Schneider: w12957
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| October 2006 | Equilibrium Yield Curves
with Martin Schneider: w12609
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| February 2006 | Housing, Consumption, and Asset Pricing
with Martin Schneider, Selale Tuzel: w12036
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| January 2005 | Modeling Bond Yields in Finance and Macroeconomics
with Francis X. Diebold, Glenn Rudebusch: w11089
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| August 2004 | What Does the Yield Curve Tell us about GDP Growth?
with Andrew Ang, Min Wei: w10672
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| June 2004 | Futures Prices as Risk-adjusted Forecasts of Monetary Policy
with Eric Swanson: w10547
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| October 2003 | Corporate Earnings and the Equity Premium
with Francis Longstaff: w10054
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| September 2002 | Bond Risk Premia
with John H. Cochrane: w9178
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| March 2002 | The Fed and Interest Rates: A High-Frequency Identification
with John H. Cochrane: w8839
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| July 2001 | A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
with Andrew Ang: w8363
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| April 2001 | An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
w8246
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| September 2008 | Inflation Illusion, Credit, and Asset Prices
with Martin Schneider
in Asset Prices and Monetary Policy, John Y. Campbell, editor
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Additional information about this author |
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Meetings
Recent Meetings
Summer Institute
Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
(
2009 )
(
2008 )
(
2007 )
(
earlier ) (
Econometrics Lectures )
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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