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Piazzesi, Monika's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,638 |
Total
Citations
1,252 |
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1.
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What Does the Yield Curve Tell Us About GDP Growth?
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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Posted:
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02 Sep 04
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Last Revised:
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15 Jun 11
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1,386
(5,426)
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142
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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107
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142
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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1,279
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142
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GDP Forecasting; Short Rate; Term Spread; Arbitrage-Free Term Structure Models; Out-of-Sample Forecast
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2.
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Cochrane, John H.
University of Chicago - Booth School of Business Piazzesi, Monika
University of Chicago - Booth School of Business
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26 Jan 09
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Last Revised:
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19 Mar 09
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946
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46
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affine model, term structure
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3.
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A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business
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Posted:
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22 Nov 99
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Last Revised:
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15 Jun 11
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800
(13,299)
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289
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business
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103
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289
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business
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697
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289
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4.
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No-Arbitrage Taylor Rules
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Ang, Andrew
Columbia Business School - Finance and Economics Dong, Sen
Columbia Business School - Economics Department Piazzesi, Monika
University of Chicago - Booth School of Business
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Posted:
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21 Nov 04
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Last Revised:
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11 Nov 11
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438
(30,667)
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74
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Ang, Andrew
Columbia Business School - Finance and Economics Dong, Sen
Columbia Business School - Economics Department Piazzesi, Monika
University of Chicago - Booth School of Business
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43
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74
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Ang, Andrew
Columbia Business School - Finance and Economics Dong, Sen
Columbia Business School - Economics Department Piazzesi, Monika
University of Chicago - Booth School of Business
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395
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74
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Affine term structure model, monetary policy, interest rate risk
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5.
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Modeling Bond Yields in Finance and Macroeconomics
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Piazzesi, Monika
University of Chicago - Booth School of Business Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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Posted:
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21 Jan 05
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Last Revised:
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23 Feb 05
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426
(31,794)
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53
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Piazzesi, Monika
University of Chicago - Booth School of Business Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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38
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53
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Piazzesi, Monika
University of Chicago - Booth School of Business Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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388
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53
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term structure, yield curve, Nelson-Siegel model, affine equilibrium model
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6.
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Futures Prices as Risk-adjusted Forecasts of Monetary Policy
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Piazzesi, Monika
University of Chicago - Booth School of Business Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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18 Jun 04
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Last Revised:
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28 Jul 07
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188
(80,299)
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79
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Piazzesi, Monika
University of Chicago - Booth School of Business Swanson, Eric T.
Federal Reserve Bank of San Francisco
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130
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79
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monetary policy
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Piazzesi, Monika
University of Chicago - Booth School of Business Swanson, Eric T.
Federal Reserve Bank of San Francisco
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58
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79
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7.
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Cochrane, John H.
University of Chicago - Booth School of Business Piazzesi, Monika
University of Chicago - Booth School of Business
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151
(98,353)
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236
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8.
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Piazzesi, Monika
University of Chicago - Booth School of Business
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74
(165,523)
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32
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9.
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Independent
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50
(202,373)
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66
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10.
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Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Piazzesi, Monika
University of Chicago - Booth School of Business
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43
(215,829)
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28
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11.
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Momentum Traders in the Housing Market: Survey Evidence and a Search Model
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Versions (2)
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Stanford University
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Posted:
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25 Jan 09
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Last Revised:
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04 Aug 10
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42
(217,881)
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9
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Stanford University
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0
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housing boom, inflation, interest rates
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Stanford University
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42
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9
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12.
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Independent
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34
(235,380)
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12
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13.
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Stanford University Schneider, Martin
Independent Tuzel, Selale
University of Southern California - Marshall School of Business - Finance and Business Economics Department
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33
(237,787)
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126
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14.
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Cochrane, John H.
University of Chicago - Booth School of Business Piazzesi, Monika
University of Chicago - Booth School of Business
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27
(254,247)
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58
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15.
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Stanford University
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Vertical integration, Outsourcing, Labor share, Unions, Capital intensity, Multiple equilibria
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16.
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Piazzesi, Monika
University of Chicago - Booth School of Business Schneider, Martin
Stanford University
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bond premia, asset pricing, risk premia
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17.
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Piazzesi, Monika
University of Chicago - Booth School of Business
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