Monika Piazzesi

Stanford University

Stanford, CA 94305

United States

University of Chicago - Booth School of Business

Assistant Professor of Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Stanford University

  • University of Chicago - Booth School of Business

    • Email
    • Tel: 773-834-3199
    • Fax: 773-702-0458

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

26

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1,441

Scholarly Papers (26)

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1.

Decomposing the Yield Curve

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 26 Jan 2009 Last Revised: 19 Mar 2009
John H. Cochrane and Monika Piazzesi
Hoover Institution and Stanford University
Downloads 3,300 (6,420)
Citation 256

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affine model, term structure

2.

What Does the Yield Curve Tell Us About GDP Growth?

Downloads 1,843 (16,114)
Citation 273

What Does the Yield Curve Tell Us About GDP Growth?

Number of pages: 40 Posted: 23 Jan 2005
Andrew Ang, Monika Piazzesi and Min Wei
BlackRock, Inc, Stanford University and Board of Governors of the Federal Reserve System
Downloads 1,530 (21,096)
Citation 22

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GDP Forecasting; Short Rate; Term Spread; Arbitrage-Free Term Structure Models; Out-of-Sample Forecast

What Does the Yield Curve Tell Us About GDP Growth?

NBER Working Paper No. w10672
Number of pages: 59 Posted: 02 Sep 2004 Last Revised: 31 Aug 2022
Andrew Ang, Monika Piazzesi and Min Wei
BlackRock, Inc, Stanford University and Board of Governors of the Federal Reserve System
Downloads 313 (166,727)
Citation 72

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3.

A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

Downloads 1,199 (30,798)
Citation 185

A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

Number of pages: 44 Posted: 22 Nov 1999
Andrew Ang and Monika Piazzesi
BlackRock, Inc and Stanford University
Downloads 854 (48,899)
Citation 122

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A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

NBER Working Paper No. w8363
Number of pages: 51 Posted: 28 Jun 2001 Last Revised: 09 Nov 2022
Andrew Ang and Monika Piazzesi
BlackRock, Inc and Stanford University
Downloads 345 (150,175)
Citation 1

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4.

No-Arbitrage Taylor Rules

Downloads 661 (69,743)
Citation 25

No-Arbitrage Taylor Rules

Number of pages: 56 Posted: 21 Nov 2004
Andrew Ang, Sen Dong and Monika Piazzesi
BlackRock, Inc, Columbia University - Columbia Business School, Economics and Stanford University
Downloads 529 (91,137)
Citation 18

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Affine term structure model, monetary policy, interest rate risk

No-Arbitrage Taylor Rules

NBER Working Paper No. w13448
Number of pages: 51 Posted: 28 Sep 2007 Last Revised: 01 Oct 2022
Andrew Ang, Sen Dong and Monika Piazzesi
BlackRock, Inc, Columbia University - Columbia Business School, Economics and Stanford University
Downloads 132 (370,550)
Citation 3

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5.

Modeling Bond Yields in Finance and Macroeconomics

Downloads 554 (86,944)
Citation 81

Modeling Bond Yields in Finance and Macroeconomics

Number of pages: 20 Posted: 21 Jan 2005
Francis X. Diebold, Monika Piazzesi and Glenn D. Rudebusch
University of Pennsylvania - Department of Economics, Stanford University and Federal Reserve Bank of San Francisco
Downloads 467 (106,024)

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term structure, yield curve, Nelson-Siegel model, affine equilibrium model

Modeling Bond Yields in Finance and Macroeconomics

NBER Working Paper No. w11089
Number of pages: 20 Posted: 23 Feb 2005 Last Revised: 26 Oct 2022
Francis X. Diebold, Monika Piazzesi and Glenn D. Rudebusch
University of Pennsylvania - Department of Economics, Stanford University and Federal Reserve Bank of San Francisco
Downloads 87 (499,408)
Citation 16

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6.

Bond Risk Premia

NBER Working Paper No. w9178
Number of pages: 45 Posted: 15 Sep 2002 Last Revised: 30 Jan 2022
John H. Cochrane and Monika Piazzesi
Hoover Institution and Stanford University
Downloads 414 (123,426)
Citation 65

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7.

Futures Prices as Risk-Adjusted Forecasts of Monetary Policy

Downloads 289 (182,441)
Citation 100

Futures Prices as Risk-Adjusted Forecasts of Monetary Policy

Federal Reserve Bank of San Francisco Working Paper No. 2006-23
Number of pages: 40 Posted: 28 Jul 2007
Monika Piazzesi and Eric T. Swanson
Stanford University and University of California, Irvine - Department of Economics
Downloads 182 (283,157)
Citation 20

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monetary policy

Futures Prices as Risk-Adjusted Forecasts of Monetary Policy

NBER Working Paper No. w10547
Number of pages: 32 Posted: 18 Jun 2004 Last Revised: 29 Oct 2022
Monika Piazzesi and Eric T. Swanson
Stanford University and University of California, Irvine - Department of Economics
Downloads 107 (434,003)
Citation 50

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8.

Segmented Housing Search

Downloads 274 (192,656)
Citation 52

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 218 (240,094)
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 56 (639,959)
Citation 19

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9.

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 191 (271,646)
Citation 8

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10.

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 178 (289,062)
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

11.

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 138 (357,083)
Citation 8

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

12.

An Econometric Model of the Yield Curve with Macroeconomic Jump Effects

NBER Working Paper No. w8246
Number of pages: 83 Posted: 20 Apr 2001 Last Revised: 15 Jul 2022
Monika Piazzesi
Stanford University
Downloads 104 (440,365)
Citation 8

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13.

Equilibrium Yield Curves

NBER Working Paper No. w12609
Number of pages: 54 Posted: 27 Oct 2006 Last Revised: 16 Dec 2022
Monika Piazzesi and Martin Schneider
Stanford University and Independent
Downloads 99 (455,542)
Citation 53

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14.

Housing, Consumption, and Asset Pricing

NBER Working Paper No. w12036
Number of pages: 56 Posted: 04 May 2006 Last Revised: 21 Nov 2022
Monika Piazzesi, Martin Schneider, Martin Schneider and Selale Tuzel
Stanford University, Stanford University, Independent and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 88 (491,315)
Citation 92

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15.

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

Downloads 82 (512,951)
Citation 117

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 82 (518,314)
Citation 117

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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

16.

Housing and Macroeconomics

Downloads 80 (520,470)
Citation 52

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 79 (530,196)
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 (1,096,342)
Citation 21
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17.

Corporate Earnings and the Equity Premium

NBER Working Paper No. w10054
Number of pages: 30 Posted: 28 Oct 2003 Last Revised: 23 Dec 2022
Francis A. Longstaff and Monika Piazzesi
University of California, Los Angeles (UCLA) - Finance Area and Stanford University
Downloads 78 (528,253)
Citation 23

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18.

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 70 (561,321)
Citation 23

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19.

The Fed and Interest Rates: A High-Frequency Identification

NBER Working Paper No. w8839
Number of pages: 17 Posted: 23 Mar 2002 Last Revised: 28 Aug 2022
John H. Cochrane and Monika Piazzesi
Hoover Institution and Stanford University
Downloads 66 (579,150)
Citation 93

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20.

Inflation Illusion, Credit, and Asset Pricing

NBER Working Paper No. w12957
Number of pages: 45 Posted: 15 Mar 2007 Last Revised: 29 May 2022
Monika Piazzesi and Martin Schneider
Stanford University and Independent
Downloads 64 (588,219)
Citation 1

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21.

Housing Market Expectations

Downloads 52 (649,906)
Citation 2

Housing Market Expectations

CESifo Working Paper No. 9665
Number of pages: 38 Posted: 12 Apr 2022
Theresa Kuchler, Monika Piazzesi and Johannes Stroebel
New York University (NYU), Stanford University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 39 (749,670)

Abstract:

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expectation formation, housing markets, mortgage choice, extrapolative expectations, peer effects, social learning

Housing Market Expectations

NBER Working Paper No. w29909
Number of pages: 37 Posted: 04 Apr 2022 Last Revised: 14 Apr 2023
Theresa Kuchler, Monika Piazzesi and Johannes Stroebel
New York University (NYU), Stanford University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 13 (987,367)
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Housing Market Expectations

CEPR Discussion Paper No. DP17158
Number of pages: 39 Posted: 27 May 2022
Theresa Kuchler, Monika Piazzesi and Johannes Stroebel
New York University (NYU), Stanford University and New York University (NYU)
Downloads 0
Citation 3
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Expectation Formation, Extrapolative Expectations, housing markets, Mortgage Choice, peer effects, Social learning

22.

Inflation and the Price of Real Assets

Downloads 32 (782,001)
Citation 4

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
Matteo Leombroni, Monika Piazzesi, Martin Schneider and Ciaran Rogers
Stanford University, Stanford University, Stanford University and Stanford University
Downloads 32 (804,335)
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
Matteo Leombroni, Monika Piazzesi, Ciaran Rogers and Martin Schneider
Stanford University, Stanford University, Stanford University and Stanford University
Downloads 0
Citation 2
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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

23.

The Short Rate Disconnect in a Monetary Economy

Downloads 15 (933,537)
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 14 (976,740)

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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 (1,096,342)
Citation 10
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24.

Learning About Housing Cost: Survey Evidence from the German House Price Boom

Downloads 10 (982,396)
Citation 6

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
Fabian Kindermann, Monika Piazzesi, Martin Schneider and Julia Le Blanc
University of Regensburg, Stanford University, Stanford University and Joint Research Centre, Italy
Downloads 10 (1,018,503)

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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
Fabian Kindermann, Julia Le Blanc, Monika Piazzesi and Martin Schneider
University of Regensburg, European Commission-Joint Research Centre, Stanford University and Stanford University
Downloads 0
Citation 6
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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

26.

Bond Yields and the Federal Reserve

Posted: 29 Mar 2005
Monika Piazzesi
Stanford University

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