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Monika Piazzesi

Papers by Monika Piazzesi tracked in the Macro Paper Warehouse.

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Published Classic American Economic Review Published Apr 2002

The Fed and Interest Rates—A High-Frequency Identification

This 2002 American Economic Review Papers and Proceedings essay by John Cochrane and Monika Piazzesi proposes a high-frequency alternative to monthly-VAR identification of monetary policy shocks, …

High Frequency Identification Monetary Policy Shocks