Concepedia

Monika Piazzesi

MP

Statistics

Publications

48

Citations

10.3K

H-Index

35

Active since

1999

Affiliations

University of Chicago(Current)

Stanford University

National Bureau of Economic Research

Federal Reserve Bank of San Francisco

Federal Reserve Bank of Minneapolis

Monika Piazzesi is an author at University of Chicago specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceAsset PricingMacroeconomicsEconomic AnalysisFinancial EconomicsMonetary PolicyHousingEmpirical Finance

Publications per year

1999–2021

48

Publications

48

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Andrew Ang, Monika Piazzesi · Journal of Monetary Economics · 2003 · 1.7K citations

Economics, No-arbitrage Vector Autoregression, Term Structure Model +7

Bond Risk Premia

John H. Cochrane, Monika Piazzesi · American Economic Review · 2005 · 1.5K citations

Term Structure Model, Engineering, Financial Risk Management +16

What does the yield curve tell us about GDP growth?

Andrew Ang, Monika Piazzesi, Min Wei · Journal of Econometrics · 2005 · 841 citations

Economics, Macroeconomics, Economic Development +10

Housing, consumption and asset pricing

Monika Piazzesi, Martin Schneider, Şelale Tüzel · Journal of Financial Economics · 2006 · 741 citations

Housing, Economics, Asset Pricing +6

Bond Yields and the Federal Reserve

Monika Piazzesi · Journal of Political Economy · 2005 · 565 citations

Monetary Policy, Economics, Term Structure Model +9

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