NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Monika Piazzesi

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Working Papers

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 2007No-Arbitrage Taylor Rules
with Andrew Ang, Sen Dong: w13448
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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