After you've run through all the possibilities with Frank, visited the Minetta, and found out about Joe Gould --
What does Frank mean about the Minetta?
-- go back to see Monique. (It should be raining; if it's not, you need to get the bartender at the Minetta to tell you about Joe Gould.)
Monique says the studio rented an apartment to Frank, but she won't give you the key or even tell you where it is. We need to be sneaky here, which of course means Joey.
Now that it's raining, the cat Ilsa who was out on the window ledge is now inside the office, asleep on a sofa. Ask about the cat to find out that it was Frank's. Maybe it still has an ID tag on it?
The cat won't let Rosa come near -- but if you played the first game, you know that animals can see Joey and are pretty interested in him.
Joey can't grab the cat's ID tag and turn it over, but he can act as a distraction so Rosa can do this.
As Joey, interact with the cat. Quickly, as Rosa, interact with the cat (left click) to look at its tag while it's still playing with Joey's tie.