Institution: National Bureau of Economic Research (NBER)
Primary Field: Macro (weighted toward more recent publications)
Homepage: http://www.stanford.edu/~piazzesi
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 6.70 | 4.36 | 0.00 | 0.00 | 35.53 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2009 | Momentum Traders in the Housing Market: Survey Evidence and a Search Model | American Economic Review | S | 2 |
| 2008 | Futures prices as risk-adjusted forecasts of monetary policy | Journal of Monetary Economics | A | 2 |
| 2007 | Housing, consumption and asset pricing | Journal of Financial Economics | A | 3 |
| 2006 | What does the yield curve tell us about GDP growth? | Journal of Econometrics | A | 3 |
| 2005 | Bond Risk Premia | American Economic Review | S | 2 |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics | American Economic Review | S | 3 |
| 2005 | Bond Yields and the Federal Reserve | Journal of Political Economy | S | 1 |
| 2004 | Corporate earnings and the equity premium | Journal of Financial Economics | A | 2 |
| 2003 | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables | Journal of Monetary Economics | A | 2 |
| 2002 | The Fed and Interest Rates - A High-Frequency Identification | American Economic Review | S | 1 |