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Monika Piazzesi

Global rank #2532 97%

Institution: National Bureau of Economic Research (NBER)

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://www.stanford.edu/~piazzesi

First Publication: 2002

Most Recent: 2009

RePEc ID: ppi37 ↗

Publication Scores

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

Publication Statistics

Raw Publications 10
Coauthorship-Adjusted Count 11.11

Publications (10)

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