NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Monika Piazzesi

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

May 2012Remapping the Flow of Funds
with Juliane Begenau, Martin Schneider
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
January 2012The Housing Market(s) of San Diego
with Tim Landvoigt, Martin Schneider: w17723
January 2009Momentum traders in the housing market: survey evidence and a search model
with Martin Schneider: w14669
September 2008Inflation Illusion, Credit, and Asset Prices
with Martin Schneider
in Asset Prices and Monetary Policy, John Y. Campbell, editor
September 2007No-Arbitrage Taylor Rules
with Andrew Ang, Sen Dong: w13448
May 2007Equilibrium Yield Curves
with Martin Schneider
in NBER Macroeconomics Annual 2006, Volume 21, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
March 2007Inflation Illusion, Credit, and Asset Pricing
with Martin Schneider: w12957
October 2006Equilibrium Yield Curves
with Martin Schneider: w12609
February 2006Housing, Consumption, and Asset Pricing
with Martin Schneider, Selale Tuzel: w12036
January 2005Modeling Bond Yields in Finance and Macroeconomics
with Francis X. Diebold, Glenn Rudebusch: w11089
August 2004What Does the Yield Curve Tell us about GDP Growth?
with Andrew Ang, Min Wei: w10672
June 2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy
with Eric Swanson: w10547
October 2003Corporate Earnings and the Equity Premium
with Francis Longstaff: w10054
September 2002Bond Risk Premia
with John H. Cochrane: w9178
March 2002The Fed and Interest Rates: A High-Frequency Identification
with John H. Cochrane: w8839
July 2001A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
with Andrew Ang: w8363
April 2001An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
w8246

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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