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According to Wikipedia , Monika Piazzesi received her PhD in economics at Stanford University. She was a recipient of the Deutsche Studienstiftung ERP . She has been the Joan Kenney Professor of Economics at Stanford University since 2010. She is also a senior fellow at the Stanford Institute for Economic Policy Research. In 2005, when she was an assistant professor at the University of Chicago Business School, she received the Germán Bernácer Prize. She subsequently won the Elaine Bennett Research Prize. Her research focuses on asset pricing and time series econometrics, especially related to bond markets and the term structure of interest rates. She has published papers related to housing issues, asset prices and quantities, bond markets, interest rate and GDP. In 2023, she was elected to the National Academy of Sciences.
(See a Problem?) Monika Piazzesi's Published Works
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1970 1980 1990 2000 2010 2020 0 125 250 375 500 625 750 875 1000 1125 1250 1375 1500 1625 1750 Published Works A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (2000) What Does the Yield Curve Tell Us About GDP Growth? (2003) Housing, Consumption, and Asset Pricing (2006) Bond Yields and the Federal Reserve (2005) Momentum Traders in the Housing Market: Survey Evidence and a Search Model (2009) The Fed and Interest Rates: A High-Frequency Identification (2002) Futures Prices as Risk-Adjusted Forecasts of Monetary Policy (2004) Decomposing the Yield Curve (2009) Affine Term Structure Models (2010) The Housing Market(S) of San Diego (2012) Housing and Macroeconomics (2016) Trend and Cycle in Bond Premia (2009) Regional Redistribution through the US Mortgage Market (2016) (103)Segmented Housing Search (2014) Payments, Credit and Asset Prices (2015) (74)Inflation Illusion, Credit, and Asset Pricing (2007) Banks&Apos; Risk Exposures (2015) Banks’ Risk Exposures ∗ (2013) (56)Equilibrium Yield Curves [with Comments and Discussion] (2006) Inflation and the Price of Real Assets (2009) Money and banking in a New Keynesian model* (2019) (28)Bond Positions, Expectations, and the Yield Curve (2008) Managing pessimistic expectations and fiscal policy (2011) (24)Review Article: Perspectives on the Future of Asset Pricing (2021) The Short Rate Disconnect in a Monetary Economy (2019) How unconventional is green monetary policy?* (2021) (20)Interest Rate Risk in Credit Markets (2010) Credit lines, bank deposits or CBDC? Competition & efficiency in modern payment systems * (2020) (18)Recent Advances in Empirical Analysis of Financial Markets: Industrial Organization Meets Finance (2017) Asset Prices and Asset Quantities (2007) Learning About Housing Cost: Survey Evidence from the German House Price Boom (2021) A ffi ne term structure models (2003) (14)Recent Developments in Matching Theory and Their Practical Applications (2017) Houses as ATMs? Mortgage Renancing and Macroeconomic Uncertainty (2014) (9)Estimating Rational Expectations Models (2007) (7)Should the monetary policy rule be different in a financial crisis (2014) The Anatomy of a Credit Crisis: The Boom and Bust in Farm Land Prices in the United States in the 1920s (pp. 143977) (2015) (6)Advances in economics and econometrics : Eleventh World Congress (2017) Housing Market Expectations (2022) [The 6D Bias and the Equity-Premium Puzzle]: Comment (2001) Housing Assignment with Restrictions: Theory and Evidence from Stanford University's Campus (2014) Bond Supply, Expectations, and the Yield Curve (2007) (3)Momentum traders in a search model of the housing market (2009) (3)Remapping the Flow of Funds (2012) Real Effects of Inflation: The Role of Redistribution through Nominal Debt (2004) (2)4 Inflation Illusion , Credit , and Asset Prices (2010) (2)Housing v. Financial Wealth: a Cross-Country Comparison (2004) (1)Financial stability, monetary policy and the payment intermediary share (2018) (1)Expectations and Asset Prices with Heterogeneous Households (2006) (1)Is Big Data a Big Deal for Applied Microeconomics (2017) Networks in Economics: Remarks (2017) Comment (2016) UCLA Recent Work Title Corporate Earnings and the Equity Premium Permalink (2002) (0)The Annual Report of the Society for Financial Studies for 2019–2020 (2021) Comment on "Expectations and Investment" (2015) (0)Asset Pricing Program (2018) (0)Index to Volume 116 (2008) Federal Reserve Bank of St. Louis Review, Annual Index, 2004 (2004) (0)NBER WORKING PAPER SERIES INFLATION ILLUSION , CREDIT , AND ASSET PRICING (2007) (0)Accounting for the Growth and Financial Returns of Firms (2004) (0)What Drives Equity Market Non-participation? (2003) (0)CFS Working Paper No . 2005 / 03 Modeling Bond Yields in Finance and Macroeconomics (2005) (0)Comment on Gennaioli , Ma and Shleifer , “ Expectations and Investment ” (2015) (0)Advantages of Projection Data Practical Issues (2004) (0)DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES BY LARS (2012) (0)Paper 1: Payments, credit and asset prices (2017) Commentary on The role of policy rules in inflation targeting (2004) (0)Trading interest rate risk in derivatives markets (2011) (0)Sovereign Risk Premia Ni (2010) (0)DEMAND AND SUPPLY FOR GOVERNMENT BONDSf Interest Rate Risk in Credit Markets (2016) (0)More Papers This paper list is powered by the following services:
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