Martin Schneider

Stanford University

Stanford, CA 94305

United States

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 35,723

SSRN RANKINGS

Top 35,723

in Total Papers Downloads

2,934

TOTAL CITATIONS
Rank 1,120

SSRN RANKINGS

Top 1,120

in Total Papers Citations

554

Scholarly Papers (25)

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 416 (144,558)

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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 122 (474,575)
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 113 (503,900)
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 2023
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 15 (1,166,148)
Citation 46

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2.
Downloads 336 (185,134)
Citation 21

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 251 (249,298)
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 2023
Monika Piazzesi, Martin Schneider and Johannes Stroebel
Stanford University, Stanford University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 85 (612,760)
Citation 19

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3.
Downloads 331 (188,813)
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 232 (269,426)
Citation 1

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Ambiguous Business Cycles

NBER Working Paper No. w17900
Number of pages: 54 Posted: 10 Mar 2012 Last Revised: 31 May 2023
Cosmin L. Ilut and Martin Schneider
Duke University and Stanford University
Downloads 99 (559,231)
Citation 80

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4.

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 230 (273,134)
Citation 9

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

5.

Banks' Risk Exposures

NBER Working Paper No. w21334
Number of pages: 48 Posted: 13 Jul 2015 Last Revised: 17 Apr 2023
Juliane Begenau, Monika Piazzesi and Martin Schneider
Stanford University - Graduate School of Business, Stanford University and Stanford University
Downloads 228 (275,442)
Citation 16

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6.

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 221 (283,857)
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

7.

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 148 (405,758)
Citation 4

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8.

Housing, Consumption, and Asset Pricing

NBER Working Paper No. w12036
Number of pages: 56 Posted: 04 May 2006 Last Revised: 21 Nov 2022
Stanford University, Stanford University, Independent and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 103 (535,404)
Citation 92

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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 100 (551,561)
Citation 139

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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 94 (568,892)
Citation 25

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 93 (578,919)
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 (1,333,823)
Citation 21
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11.

The Housing Market(S) of San Diego

NBER Working Paper No. w17723
Number of pages: 56 Posted: 06 Jan 2012 Last Revised: 05 Jun 2023
Tim Landvoigt, Monika Piazzesi and Martin Schneider
University of Pennsylvania - The Wharton School, Stanford University and Stanford University
Downloads 79 (630,959)
Citation 23

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12.

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 75 (649,008)
Citation 7

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Asset pricing, markets, risk, prices

13.
Downloads 59 (732,479)
Citation 4

Money as a Unit of Account

NBER Working Paper No. w19537
Number of pages: 63 Posted: 18 Oct 2013 Last Revised: 21 May 2023
Matthias Doepke and Martin Schneider
Northwestern University - Department of Economics and Stanford University
Downloads 58 (753,797)

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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 (1,333,823)
Citation 4
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balance-sheet risk, credit chains, optimal currency areas, unit of account

14.

Modeling Uncertainty as Ambiguity: A Review

NBER Working Paper No. w29915
Number of pages: 42 Posted: 11 Apr 2022 Last Revised: 14 Apr 2023
Cosmin Ilut and Martin Schneider
Duke University and Stanford University
Downloads 56 (750,663)
Citation 1

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15.
Downloads 46 (818,540)
Citation 5

Inflation and the Price of Real Assets

NBER Working Paper No. w26740
Number of pages: 51 Posted: 11 Feb 2020 Last Revised: 26 Jul 2023
Stanford University, Stanford University, Stanford University and Stanford University
Downloads 45 (846,312)
Citation 2

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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 1 (1,333,823)
Citation 3
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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

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 44 (854,285)

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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
Downloads 1 (1,333,823)
Citation 6
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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: 15 May 2023
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Johns Hopkins University, Duke University and Stanford University
Downloads 38 (905,656)
Citation 21

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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
Johns Hopkins University, Duke University and Stanford University
Downloads 0
Citation 18
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Asset Pricing, Business cycle, DSGE, Markov-switching

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 2023
University of Regensburg, Stanford University, Stanford University and Joint Research Centre, Italy
Downloads 23 (1,062,459)

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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 1 (1,333,823)
Citation 6
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19.
Downloads 23 (1,030,935)
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 2023
Moritz Lenel, Monika Piazzesi and Martin Schneider
Princeton University - Bendheim Center for Finance, Stanford University and Stanford University
Downloads 22 (1,074,677)

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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 (1,333,823)
Citation 10
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20.

Uncertainty or Frictions? A Quantitative Model of Scarce Safe Assets

NBER Working Paper No. w32198
Number of pages: 61 Posted: 05 Mar 2024
Cosmin Ilut, Pavel Krivenko and Martin Schneider
Duke University, Zicklin School of Business, Baruch College - The City University of New York and Stanford University
Downloads 10 (1,191,039)
Citation 1
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21.

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 2023
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 10 (1,191,039)

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22.

Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets

NBER Working Paper No. w32615
Number of pages: 76 Posted: 01 Jul 2024
Stanford University, Deutsche Bundesbank, Stanford University and Stanford University
Downloads 8 (1,214,454)
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23.

Hank's Response to Aggregate Uncertainty in an Estimated Business Cycle Model

NBER Working Paper No. w33331
Number of pages: 52 Posted: 03 Feb 2025
Cosmin Ilut, Ralph Luetticke and Martin Schneider
Duke University, University Tuebingen and Stanford University
Downloads 4 (1,252,976)
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24.

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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25.

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