Monika Piazzesi

Monika Piazzesi is the Joan Kenney Professor of Economics at Stanford University. In 2005, when she was Assistant Professor at the University of Chicago Business School, she won the Germán Bernácer Prize.[2] The following year, she won the Elaine Bennett Research Prize.[3] Her research focuses on asset pricing and time series econometrics, especially related to bond markets and the term structure of interest rates.

Monika Piazzesi
Alma materUniversity of Bonn
Stanford University
AwardsGermán Bernácer Prize, 2005
Elaine Bennett Research Prize, 2006
Scientific career
InstitutionsUniversity of California, Los Angeles
University of Chicago
Stanford University
Doctoral advisorDarrell Duffie[1]

Biography

Piazzesi first attended the University of Heidelberg in Germany where she studied Economics and received her Vordiplum in 1991, she then received an undergraduate degree in economics from the University of Bonn in 1994 and her Ph.D. in economics from Stanford University in 2000. She then took the position of Assistant Professor at the University of California at Los Angeles. She joined the University of Chicago Graduate School of Business faculty in 2003 as Assistant Professor and was promoted to Associate Professor in 2005 and became Professor of Finance in 2006. She served as the John Huizinga Faculty Fellow there from 2006 to 2008. She joined the Stanford faculty in 2008 as Professor of Economics, becoming the Joan Kenney Professor of Economics in 2010. She has been director of the NBER Asset Pricing Program since 2007.[4]

She has received numerous awards including the Faculty Teaching Prize, Department of Economics, Stanford University (2011) Fellow, Academy of Arts and Sciences (2011), Fellow, Econometric Society (2008), Elaine Bennett Research Prize, and the American Economic Association (2006).

Academic work

Her Bernácer Prize citation in 2005 cites her for having "developed a unified approach that improves our understanding of the connection between asset prices including bonds, equities and real estate and the institutional features of monetary policy and business cycles." [2]

She was co-editor of Journal of Political Economy from 2006 to 2014. From 2006-2008 she was Associate Editor of the American Economic Review,, and from 2005-2008, of the Economic Journal. From 2008 – 2011 she was an Affiliated Professor of the Ludwig-Maximilians-Universität München.

Selected works
  • Ang, Andrew; Piazzesi, Monika (2003). "A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables" (PDF). Journal of Monetary Economics. 50 (4): 745–787. doi:10.1016/S0304-3932(03)00032-1. S2CID 7229610.
  • Cochrane, John H.; Piazzesi, Monika (2005). "Bond Risk Premia" (PDF). American Economic Review. 95: 138–160. doi:10.1257/0002828053828581. S2CID 16757437.
  • Ang, Andrew; Piazzesi, Monika; Wei, Min (2006). "What does the yield curve tell us about GDP growth?" (PDF). Journal of Econometrics. 131 (1–2): 359–403. doi:10.1016/j.jeconom.2005.01.032. S2CID 3159052.
  • Piazzesi, Monika; Schneider, Martin; Tuzel, Selale (2007). "Housing, consumption and asset pricing" (PDF). Journal of Financial Economics. 83 (3): 531–569. doi:10.1016/j.jfineco.2006.01.006. S2CID 5139186.
  • Piazzesi, Monika (2010). "Affine Term Structure Models". Handbook of Financial Econometrics: Tools and Techniques. pp. 691–766. doi:10.1016/B978-0-444-50897-3.50015-8. ISBN 9780444508973.

References
  1. Essays in monetary policy and asset pricing
  2. "GSB finance professor wins 2005 Bernácer Prize". Chicago Maroon. May 9, 2006.
  3. "MONIKA PIAZZESI RECIPIENT OF THE 2006 ELAINE BENNETT RESEARCH PRIZE". www.AEAweb.org.
  4. CV at Stanford

5. https://profiles.stanford.edu/monika-piazzesi

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