| A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables A Ang, M Piazzesi Journal of Monetary economics 50 (4), 745-787, 2003 | 2346 | 2003 |
| Bond risk premia JH Cochrane, M Piazzesi American economic review 95 (1), 138-160, 2005 | 2088 | 2005 |
| What does the yield curve tell us about GDP growth? A Ang, M Piazzesi, M Wei Journal of econometrics 131 (1-2), 359-403, 2006 | 1217 | 2006 |
| Housing, consumption and asset pricing M Piazzesi, M Schneider, S Tuzel Journal of Financial economics 83 (3), 531-569, 2007 | 1039 | 2007 |
| Bond yields and the Federal Reserve M Piazzesi Journal of Political Economy 113 (2), 311-344, 2005 | 821* | 2005 |
| The Fed and Interest Rates-A High-Frequency Identification M Piazzesi American Economic Review 92 (2), 90-95, 2002 | 697* | 2002 |
| Affine term structure models M Piazzesi Handbook of financial econometrics: Tools and Techniques, 691-766, 2010 | 674 | 2010 |
| Equilibrium yield curves [with comments and discussion] M Piazzesi, M Schneider, P Benigno, JY Campbell NBER macroeconomics Annual 21, 389-472, 2006 | 654 | 2006 |
| Momentum traders in the housing market: Survey evidence and a search model M Piazzesi, M Schneider American Economic Review 99 (2), 406-411, 2009 | 611 | 2009 |
| Futures prices as risk-adjusted forecasts of monetary policy M Piazzesi, ET Swanson Journal of Monetary Economics 55 (4), 677-691, 2008 | 487 | 2008 |
| Decomposing the yield curve JH Cochrane, M Piazzesi AFA 2010 Atlanta Meetings Paper, 2009 | 480 | 2009 |
| The housing market (s) of San Diego T Landvoigt, M Piazzesi, M Schneider American Economic Review 105 (4), 1371-1407, 2015 | 433 | 2015 |
| Modeling bond yields in finance and macroeconomics FX Diebold, M Piazzesi, GD Rudebusch American Economic Review 95 (2), 415-420, 2005 | 424 | 2005 |
| Housing and macroeconomics M Piazzesi, M Schneider Handbook of macroeconomics 2, 1547-1640, 2016 | 415 | 2016 |
| No-arbitrage Taylor rules A Ang, S Dong, M Piazzesi National Bureau of Economic Research, 2007 | 390 | 2007 |
| Corporate earnings and the equity premium FA Longstaff, M Piazzesi Journal of financial Economics 74 (3), 401-421, 2004 | 263 | 2004 |
| Banks' risk exposures J Begenau, M Piazzesi, M Schneider National Bureau of Economic Research, 2015 | 253 | 2015 |
| Trend and cycle in bond premia M Piazzesi, M Schneider Federal Reserve Bank of Minneapolis, Research Department, 2009 | 238 | 2009 |
| Segmented housing search M Piazzesi, M Schneider, J Stroebel American Economic Review 110 (3), 720-759, 2020 | 180 | 2020 |
| Monetary policy tick-by-tick MJ Fleming, M Piazzesi Unpublished paper, August 3, 9, 2005 | 139 | 2005 |
