Martin Schneider

Stanford University

Stanford, CA 94305

United States

SCHOLARLY PAPERS

22

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461

CROSSREF CITATIONS

387

Scholarly Papers (22)

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

Number of pages: 61 Posted: 10 Feb 2017 Last Revised: 27 Apr 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 326 (129,912)

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business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

CESifo Working Paper Series No. 6414
Number of pages: 65 Posted: 08 May 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 37 (601,594)
Citation 10

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business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

US Census Bureau Center for Economic Studies Paper No. CES-WP-15-02
Number of pages: 64 Posted: 04 Mar 2015 Last Revised: 21 Jan 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 26 (675,142)
Citation 1

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business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

NBER Working Paper No. w20473
Number of pages: 62 Posted: 15 Sep 2014 Last Revised: 11 Jun 2022
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 8 (840,400)
Citation 13

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2.
Downloads 221 (192,741)
Citation 20

Segmented Housing Search

Number of pages: 55 Posted: 28 Dec 2014 Last Revised: 29 Dec 2014
Monika Piazzesi, Martin Schneider and Johannes Stroebel
Stanford University, Stanford University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 196 (215,220)
Citation 2

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Search, Housing, Market Segmentation

Segmented Housing Search

NBER Working Paper No. w20823
Number of pages: 88 Posted: 12 Jan 2015 Last Revised: 26 May 2022
Monika Piazzesi, Martin Schneider and Johannes Stroebel
Stanford University, Stanford University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 25 (682,882)
Citation 19

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3.
Downloads 168 (245,756)
Citation 81

Ambiguous Business Cycles

Economic Research Initiatives at Duke (ERID) Working Paper No. 123
Number of pages: 54 Posted: 27 Jan 2012
Cosmin L. Ilut and Martin Schneider
Duke University and Stanford University
Downloads 149 (272,175)

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Ambiguous Business Cycles

NBER Working Paper No. w17900
Number of pages: 54 Posted: 10 Mar 2012 Last Revised: 30 May 2022
Cosmin L. Ilut and Martin Schneider
Duke University and Stanford University
Downloads 19 (732,754)
Citation 35

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Banks&Apos; Risk Exposures

NBER Working Paper No. w21334
Number of pages: 48 Posted: 13 Jul 2015 Last Revised: 18 Apr 2021
Juliane Begenau, Monika Piazzesi and Martin Schneider
Stanford University - Graduate School of Business, Stanford University and Stanford University
Downloads 129 (303,452)
Citation 1

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5.

Payments, Credit and Asset Prices

BIS Working Paper No. 734
Number of pages: 66 Posted: 16 Jul 2018
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University
Downloads 114 (331,656)
Citation 8

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Payments, monetary policy, liquidity trap, liquidity, asset prices, collateral premium, leverage, leverage costs, convenience yield, banking, scarce reserves, abundant reserves

6.

Ambiguity and Asset Markets

NBER Working Paper No. w16181
Number of pages: 52 Posted: 12 Jul 2010 Last Revised: 20 Mar 2022
Larry G. Epstein and Martin Schneider
University of Rochester - Department of Economics and Stanford University
Downloads 103 (355,319)
Citation 4

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7.

Bond Positions, Expectations, and the Yield Curve

FRB Atlanta Working Paper No. 2008-2
Number of pages: 49 Posted: 16 Mar 2015
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University
Downloads 90 (387,111)
Citation 10

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expectations, surveys, interest rates, portfolio choice, asset positions, term structure, yield curve

8.

Housing, Consumption, and Asset Pricing

NBER Working Paper No. w12036
Number of pages: 56 Posted: 04 May 2006 Last Revised: 23 May 2021
Stanford University, Stanford University, Independent and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 72 (440,248)
Citation 42

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Momentum Traders in the Housing Market: Survey Evidence and a Search Model

NBER Working Paper No. w14669
Number of pages: 20 Posted: 25 Jan 2009 Last Revised: 01 Aug 2022
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University
Downloads 64 (474,434)
Citation 82

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Momentum Traders in the Housing Market: Survey Evidence and a Search Model

Federal Reserve Bank of Minneapolis Staff Paper No. 422
Posted: 29 Jun 2009
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University

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housing boom, inflation, interest rates

10.
Downloads 56 (498,742)
Citation 39

Housing and Macroeconomics

NBER Working Paper No. w22354
Number of pages: 91 Posted: 20 Jun 2016 Last Revised: 30 Jan 2022
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University
Downloads 55 (510,955)
Citation 4

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Housing and Macroeconomics

CEPR Discussion Paper No. DP11519
Number of pages: 93 Posted: 26 Sep 2016
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University
Downloads 1 (930,046)
Citation 21
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11.

Asset Trading and Valuation with Uncertain Exposure

FRB Richmond Working Paper No. 14-05
Number of pages: 62 Posted: 07 Mar 2014
Juan Carlos Hatchondo, Per Krusell and Martin Schneider
Indiana University Bloomington, Princeton University - Department of Economics and Stanford University
Downloads 50 (524,283)
Citation 7

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Asset pricing, markets, risk, prices

12.

The Housing Market(S) of San Diego

NBER Working Paper No. w17723
Number of pages: 56 Posted: 06 Jan 2012 Last Revised: 06 Jun 2021
Tim Landvoigt, Monika Piazzesi and Martin Schneider
University of Pennsylvania - The Wharton School, Stanford University and Stanford University
Downloads 43 (557,023)
Citation 23

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13.
Downloads 34 (605,089)
Citation 9

Money as a Unit of Account

NBER Working Paper No. w19537
Number of pages: 63 Posted: 18 Oct 2013 Last Revised: 21 May 2022
Matthias Doepke and Martin Schneider
Northwestern University - Department of Economics and Stanford University
Downloads 33 (626,153)

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Money as a Unit of Account

CEPR Discussion Paper No. DP9700
Number of pages: 53 Posted: 28 Oct 2013
Matthias Doepke and Martin Schneider
Northwestern University - Department of Economics and Stanford University
Downloads 1 (930,046)
Citation 4
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balance-sheet risk, credit chains, optimal currency areas, unit of account

Uncertainty and Change: Survey Evidence of Firms' Subjective Beliefs

CESifo Working Paper No. 9394
Number of pages: 73 Posted: 12 Nov 2021
University of Notre Dame, University of Kiel - Institute of Statistics and Econometrics, Independent and Stanford University
Downloads 21 (715,694)

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expectation formation, firms, measurement, subjective uncertainty, survey data

Uncertainty and Change: Survey Evidence of Firms' Subjective Beliefs

CEPR Discussion Paper No. DP16689
Number of pages: 74 Posted: 09 Nov 2021
University of Notre Dame, University of Kiel - Institute of Statistics and Econometrics, Independent and Stanford University
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Expectation Formation, firms, Measurement, subjective uncertainty, survey data

Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

NBER Working Paper No. w20081
Number of pages: 63 Posted: 06 May 2014 Last Revised: 16 May 2021
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 21 (715,694)
Citation 11

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Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

CEPR Discussion Paper No. DP11950
Number of pages: 65 Posted: 04 Apr 2017
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 0
Citation 17
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Asset Pricing, Business cycle, DSGE, Markov-switching

16.
Downloads 12 (770,349)
Citation 1

Inflation and the Price of Real Assets

NBER Working Paper No. w26740
Number of pages: 51 Posted: 11 Feb 2020 Last Revised: 25 Jul 2022
Stanford University, Stanford University, Stanford University and Stanford University
Downloads 12 (798,774)

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Inflation and the Price of Real Assets

CEPR Discussion Paper No. DP14390
Number of pages: 53 Posted: 11 Feb 2020
Stanford University, Stanford University, Stanford University and Stanford University
Downloads 0
Citation 1
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Inflation and the Price of Real Assets

Federal Reserve Bank of Minneapolis Staff Report No. 423
Posted: 24 Jun 2009
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University

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Vertical integration, Outsourcing, Labor share, Unions, Capital intensity, Multiple equilibria

17.

Modeling Uncertainty as Ambiguity: A Review

NBER Working Paper No. w29915
Number of pages: 42 Posted: 11 Apr 2022 Last Revised: 16 Apr 2022
Cosmin Ilut and Martin Schneider
Duke University and Stanford University
Downloads 10 (789,321)
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18.
Downloads 8 (809,182)
Citation 10

The Short Rate Disconnect in a Monetary Economy

NBER Working Paper No. w26102
Number of pages: 43 Posted: 02 Aug 2019 Last Revised: 28 Apr 2022
Moritz Lenel, Monika Piazzesi and Martin Schneider
Princeton University - Bendheim Center for Finance, Stanford University and Stanford University
Downloads 7 (851,305)

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The Short Rate Disconnect in a Monetary Economy

CEPR Discussion Paper No. DP13947
Number of pages: 45 Posted: 07 Oct 2019
Moritz Lenel, Monika Piazzesi and Martin Schneider
Princeton University - Bendheim Center for Finance, Stanford University and Stanford University
Downloads 1 (930,046)
Citation 10
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19.

Uncertainty and Change: Survey Evidence of Firms' Subjective Beliefs

NBER Working Paper No. w29430
Number of pages: 72 Posted: 01 Nov 2021 Last Revised: 01 Jun 2022
University of Notre Dame, University of Kiel - Institute of Statistics and Econometrics, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Stanford University
Downloads 3 (862,736)
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Learning About Housing Cost: Survey Evidence from the German House Price Boom

NBER Working Paper No. w28895
Number of pages: 78 Posted: 07 Jun 2021 Last Revised: 15 Jun 2022
University of Regensburg, Stanford University, Stanford University and Joint Research Centre, Italy
Downloads 2 (913,434)
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Learning About Housing Cost: Survey Evidence from the German House Price Boom

CEPR Discussion Paper No. DP16223
Number of pages: 80 Posted: 14 Jul 2021
University of Regensburg, European Commission-Joint Research Centre, Stanford University and Stanford University
Downloads 0
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21.

Ambiguity and Asset Markets

Annual Review of Financial Economics, Vol. 2, pp. 315-346, 2010
Posted: 12 Nov 2010
Larry G. Epstein and Martin Schneider
Boston University - College of Arts and Sciences and Stanford University

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22.

Trend and Cycle in Bond Premia

Federal Reserve Bank of Minneapolis Staff Report No. 424
Posted: 18 Jun 2009
Monika Piazzesi and Martin Schneider
Stanford University and Stanford University

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bond premia, asset pricing, risk premia