NBER Working Papers by Monika Piazzesi

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

June 2016Housing and Macroeconomics
with Martin Schneider: w22354
July 2015Banks' Risk Exposures
with Juliane Begenau, Martin Schneider: w21334
January 2015Segmented Housing Search
with Martin Schneider, Johannes Stroebel: w20823
January 2012The Housing Market(s) of San Diego
with Tim Landvoigt, Martin Schneider: w17723

Published: “The Housing Market(s) of San Diego” (with Tim Landvoigt and Martin Schneider) American Economic Review, vol. 105, no. 4, April 2015 (pp. 1371-1407)

January 2009Momentum traders in the housing market: survey evidence and a search model
with Martin Schneider: w14669

Published: Monika Piazzesi & Martin Schneider, 2009. "Momentum Traders in the Housing Market: Survey Evidence and a Search Model," American Economic Review, American Economic Association, vol. 99(2), pages 406-11, May. citation courtesy of

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

Published: Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco. citation courtesy of

March 2007Inflation Illusion, Credit, and Asset Pricing
with Martin Schneider: w12957

Published: “Inflation IlluCampbell, John (ed.) Asset Pricing and Monetary Policy. Chicago, IL: Chicago University Press, 2008.

October 2006Equilibrium Yield Curves
with Martin Schneider: w12609


February 2006Housing, Consumption, and Asset Pricing
with Martin Schneider, Selale Tuzel: w12036

Published: Piazzesi, Monika, Martin Schneider and Selale Tuzel. “Housing, Consumption, and Asset Pricing.” Journal of Financial Economics 83 (March 2007): 531-569. citation courtesy of

January 2005Modeling Bond Yields in Finance and Macroeconomics
with Francis X. Diebold, Glenn Rudebusch: w11089

Published: Diebold, Francis X., Monika Piazzesi and Glenn D. Rudebusch. "Modeling Bonds Yields In Finance And Macroeconomics," American Economic Review, 2005, v95(2,May), 415-420. citation courtesy of

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

Published: Longstaff, Francis A. and Monika Piazzesi. "Corporate Earnings And The Equity Premium," Journal of Financial Economics, 2004, v74(3,Dec), 401-421. citation courtesy of

September 2002Bond Risk Premia
with John H. Cochrane: w9178

Published: Cochrane, John H. and Monika Piazzesi. "Bond Risk Premia," American Economic Review, 2005, v95(1,Mar), 138-160. citation courtesy of

March 2002The Fed and Interest Rates: A High-Frequency Identification
with John H. Cochrane: w8839

Published: Cochrane, John H. and Monica Piazzesi. "The Fed And Interest Rates - A High-Frequency Identification," American Economic Review, 2002, v92(2,May), 90-91. citation courtesy of

July 2001A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
with Andrew Ang: w8363

Published: Ang, Andrew and Monika Piazzesi. "A No-Arbitrage Vector Autoregression Of Term Structure Dynamics With Macroeconomic And Latent Variables," Journal of Monetary Economics, 2003, v50(4,May), 745-787. citation courtesy of

April 2001An Econometric Model of the Yield Curve with Macroeconomic Jump Effects

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

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