| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
790 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
1 |
2 |
15 |
2,160 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
0 |
7 |
808 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
0 |
1 |
15 |
161 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
2 |
2 |
31 |
752 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
0 |
77 |
1 |
2 |
10 |
749 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
1 |
27 |
1 |
1 |
11 |
168 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
82 |
0 |
5 |
15 |
524 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
55 |
2 |
9 |
20 |
492 |
| Alternative Prior Representations of Smoothness for Distributed Lag Estimation |
0 |
0 |
0 |
47 |
1 |
5 |
15 |
400 |
| Alternative Tests of Rational Expectations Models: The Case of the Term Structure |
0 |
0 |
0 |
150 |
0 |
1 |
18 |
550 |
| Arithmetic Repeat Sales Price Estimators |
0 |
0 |
1 |
644 |
0 |
5 |
26 |
2,079 |
| Asset prices, monetary policy, and bank regulation |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
52 |
| Behavioral Economics and Institutional Innovation |
0 |
0 |
0 |
754 |
0 |
2 |
9 |
1,615 |
| Biographical |
0 |
0 |
1 |
21 |
1 |
6 |
11 |
107 |
| Bubbles, Human Judgment, and Expert Opinion |
0 |
0 |
0 |
921 |
3 |
14 |
29 |
2,089 |
| Can the Fed Control Real Interest Rates? |
0 |
0 |
0 |
196 |
1 |
3 |
15 |
1,173 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
2 |
87 |
1 |
4 |
17 |
197 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
3 |
181 |
2 |
8 |
20 |
384 |
| Cointegration and Tests of Present Value Models |
1 |
1 |
3 |
131 |
3 |
15 |
43 |
582 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
606 |
0 |
11 |
21 |
1,577 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
858 |
3 |
12 |
24 |
2,329 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
1 |
1 |
254 |
0 |
7 |
16 |
619 |
| Comparing Wealth Effects: The Stock Market Versus the Housing Market |
0 |
0 |
1 |
777 |
5 |
35 |
115 |
2,301 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
3 |
937 |
1 |
15 |
32 |
2,841 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
2 |
5 |
211 |
2 |
15 |
30 |
606 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
1 |
40 |
3 |
18 |
54 |
370 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
0 |
4 |
65 |
4 |
17 |
27 |
389 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
0 |
3 |
1,262 |
3 |
25 |
41 |
3,407 |
| Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information |
0 |
0 |
1 |
204 |
2 |
4 |
25 |
579 |
| Consumption, Asset Markets, and Macroeconomic Fluctuations |
0 |
0 |
0 |
316 |
0 |
4 |
17 |
710 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
45 |
0 |
4 |
14 |
182 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
44 |
1 |
5 |
16 |
219 |
| Continuous Workout Mortgages: Efficient Pricing and Systemic Implications |
0 |
0 |
1 |
32 |
0 |
3 |
14 |
145 |
| Conventional Valuation and the Term Structure of Interest Rates |
0 |
0 |
0 |
105 |
0 |
1 |
10 |
375 |
| Conversation, Information, and Herd Behavior |
1 |
2 |
6 |
1,163 |
4 |
14 |
49 |
3,499 |
| Crash Beliefs From Investor Surveys |
0 |
0 |
2 |
100 |
2 |
8 |
27 |
354 |
| Crash Narratives |
2 |
3 |
7 |
93 |
4 |
17 |
41 |
215 |
| Defining Residual Risk-Sharing Opportunities: Pooling World Income Components |
0 |
0 |
0 |
39 |
0 |
2 |
7 |
360 |
| Derivatives Markets for Home Prices |
0 |
0 |
1 |
114 |
0 |
0 |
15 |
215 |
| Derivatives Markets for Home Prices |
0 |
0 |
1 |
248 |
0 |
3 |
14 |
529 |
| Derivatives Markets for Home Prices |
0 |
0 |
0 |
213 |
0 |
2 |
11 |
521 |
| Designing Indexed Units of Account |
0 |
0 |
0 |
39 |
0 |
1 |
11 |
381 |
| Designing Indexed Units of Account |
0 |
0 |
1 |
117 |
1 |
4 |
11 |
640 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
0 |
1 |
5 |
1,559 |
6 |
27 |
65 |
4,089 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
34 |
0 |
3 |
7 |
199 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
87 |
0 |
0 |
8 |
407 |
| Economists as Worldly Philosophers |
0 |
0 |
0 |
392 |
2 |
6 |
12 |
394 |
| Emotions and Subjective Crash Beliefs |
1 |
3 |
21 |
47 |
1 |
12 |
72 |
148 |
| Estimating the Continuous Time Consumption Based Asset Pricing Model |
0 |
0 |
0 |
248 |
0 |
3 |
11 |
961 |
| Estimation of the investment and price equations of a macroeconometric model |
0 |
0 |
0 |
3 |
1 |
2 |
10 |
257 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
1,833 |
| Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets |
0 |
0 |
0 |
45 |
1 |
2 |
5 |
625 |
| Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations |
0 |
0 |
0 |
256 |
0 |
3 |
11 |
1,160 |
| Forecasting Prices and Excess Returns in the Housing Market |
0 |
1 |
3 |
1,272 |
1 |
5 |
24 |
2,737 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
944 |
0 |
6 |
14 |
3,552 |
| From Efficient Market Theory to Behavioral Finance |
1 |
1 |
4 |
7,244 |
5 |
20 |
53 |
15,927 |
| Hedging inflation and income risks |
0 |
0 |
0 |
1 |
1 |
3 |
14 |
733 |
| Historic Turning Points in Real Estate |
1 |
1 |
1 |
248 |
1 |
4 |
9 |
538 |
| Home Equity Insurance |
0 |
0 |
0 |
304 |
1 |
6 |
11 |
1,960 |
| Home Equity Insurance |
0 |
0 |
0 |
289 |
0 |
5 |
18 |
1,550 |
| Home-buyers, Housing and the Macroeconomy |
0 |
0 |
0 |
22 |
0 |
5 |
9 |
123 |
| Household Reaction to Changes in Housing Wealth |
0 |
0 |
1 |
340 |
0 |
4 |
11 |
672 |
| Human Behavior and the Efficiency of the Financial System |
0 |
0 |
3 |
789 |
1 |
4 |
37 |
2,182 |
| Human Behavior and the Efficiency of the Financial System |
0 |
0 |
2 |
1,466 |
1 |
3 |
19 |
3,979 |
| Index-Based Futures and Options Markets in Real Estate |
0 |
1 |
3 |
982 |
0 |
10 |
25 |
3,274 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
2 |
114 |
0 |
5 |
15 |
899 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
4 |
86 |
4 |
10 |
30 |
550 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
2 |
163 |
1 |
5 |
26 |
1,062 |
| Initial Public Offerings: Investor Behavior and Underpricing |
0 |
0 |
1 |
377 |
0 |
5 |
20 |
1,101 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
1 |
3 |
10 |
97 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
1 |
1 |
5 |
828 |
| Interview with 2013 Laureate in Economic Sciences Robert J. Shiller |
0 |
0 |
0 |
52 |
0 |
2 |
9 |
146 |
| Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence |
0 |
0 |
1 |
412 |
0 |
4 |
16 |
1,576 |
| Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence |
0 |
0 |
1 |
1,726 |
5 |
18 |
60 |
6,057 |
| Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan |
0 |
0 |
1 |
243 |
1 |
2 |
10 |
1,258 |
| Irving Fisher, Debt Deflation and Crises |
0 |
0 |
1 |
278 |
1 |
6 |
17 |
359 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
226 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
63 |
1 |
3 |
10 |
445 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
60 |
0 |
0 |
24 |
519 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
195 |
1 |
4 |
10 |
408 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
62 |
1 |
2 |
11 |
203 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models |
0 |
0 |
1 |
246 |
1 |
3 |
20 |
626 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
2 |
3 |
9 |
162 |
6 |
9 |
27 |
703 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures |
3 |
4 |
20 |
151 |
7 |
15 |
67 |
549 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
1 |
3 |
746 |
2 |
3 |
22 |
1,541 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
1 |
5 |
692 |
7 |
14 |
33 |
2,253 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
327 |
0 |
1 |
6 |
1,583 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
157 |
1 |
3 |
14 |
1,225 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
0 |
0 |
1 |
401 |
2 |
6 |
14 |
1,202 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
0 |
0 |
1 |
586 |
1 |
2 |
9 |
2,334 |
| Narrative Economics |
3 |
5 |
18 |
481 |
6 |
32 |
82 |
824 |
| Narrative Economics |
0 |
1 |
8 |
287 |
2 |
11 |
37 |
529 |
| Narratives about Technology-Induced Job Degradations Then and Now |
0 |
0 |
1 |
141 |
0 |
4 |
21 |
210 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
253 |
0 |
2 |
16 |
821 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
422 |
0 |
4 |
6 |
1,022 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
176 |
2 |
4 |
7 |
716 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
197 |
1 |
1 |
14 |
1,407 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
1 |
48 |
1 |
1 |
10 |
287 |
| Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
0 |
48 |
2 |
7 |
15 |
124 |
| Popular Attitudes towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
0 |
55 |
1 |
5 |
16 |
127 |
| Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019 |
0 |
1 |
2 |
103 |
1 |
4 |
18 |
215 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
2 |
2 |
5 |
409 |
5 |
8 |
25 |
1,412 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
1 |
1 |
5 |
1,001 |
5 |
7 |
30 |
2,557 |
| Radical Financial Innovation |
0 |
0 |
4 |
493 |
0 |
3 |
18 |
1,047 |
| Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review |
0 |
0 |
0 |
394 |
0 |
2 |
9 |
1,078 |
| Reflections on Finance and the Good Society |
0 |
0 |
2 |
69 |
0 |
3 |
24 |
232 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
0 |
12 |
28 |
2,342 |
| Smoothness Priors and Nonlinear Regression |
0 |
0 |
0 |
70 |
0 |
1 |
9 |
462 |
| Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing |
0 |
0 |
0 |
317 |
1 |
2 |
10 |
718 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
75 |
0 |
1 |
6 |
492 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
111 |
0 |
0 |
10 |
667 |
| Speculative Asset Prices |
0 |
0 |
0 |
229 |
2 |
9 |
22 |
498 |
| Speculative Asset Prices (Nobel Prize Lecture) |
0 |
2 |
8 |
489 |
1 |
10 |
27 |
802 |
| Speculative Behavior in the Stock Markets: Evidence from the United States and Japan |
0 |
0 |
0 |
212 |
0 |
5 |
18 |
464 |
| Speculative Behavior of Institutional Investors |
0 |
0 |
0 |
173 |
0 |
4 |
13 |
425 |
| Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models? |
0 |
0 |
2 |
418 |
1 |
6 |
18 |
1,682 |
| Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models? |
0 |
0 |
1 |
388 |
0 |
4 |
13 |
1,331 |
| Stock Prices and Social Dynamics |
0 |
1 |
4 |
2,003 |
2 |
10 |
45 |
4,872 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
0 |
2,074 |
0 |
12 |
56 |
6,055 |
| Stock Prices, Earnings and Expected Dividends |
1 |
6 |
16 |
942 |
10 |
46 |
102 |
3,426 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
1 |
2 |
143 |
1 |
13 |
29 |
628 |
| Survey Evidence on Diffusion of Interest Among Institutional Investors |
0 |
0 |
0 |
412 |
2 |
5 |
12 |
1,006 |
| Survey Evidence on Diffusion of Investment Among Institutional Investors |
0 |
0 |
0 |
92 |
0 |
1 |
13 |
282 |
| Testing the Random Walk Hypothesis: Power Versus Frequency of Observation |
0 |
0 |
0 |
999 |
0 |
5 |
14 |
3,432 |
| Testing the Random Walk Hypothesis: Power versus Frequency of Observation |
0 |
0 |
1 |
645 |
1 |
1 |
14 |
2,725 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
0 |
803 |
0 |
5 |
18 |
1,803 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
3 |
642 |
1 |
5 |
15 |
1,459 |
| The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
1 |
168 |
0 |
1 |
13 |
643 |
| The Determinants of the Variability of Stock Market Price |
0 |
0 |
0 |
0 |
1 |
10 |
24 |
914 |
| The Determinants of the Variability of Stock Market Prices |
0 |
0 |
2 |
1,035 |
1 |
10 |
37 |
3,101 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
1 |
1 |
9 |
1,255 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
1 |
5 |
1,835 |
1 |
12 |
40 |
6,613 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
6 |
632 |
1 |
19 |
44 |
1,713 |
| The Efficiency of the Market for Single-Family Homes |
1 |
3 |
11 |
562 |
3 |
24 |
67 |
1,519 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
89 |
1 |
2 |
12 |
543 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
30 |
1 |
5 |
16 |
187 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
0 |
237 |
0 |
0 |
8 |
784 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
0 |
109 |
1 |
2 |
15 |
417 |
| The Life-Cycle Personal Accounts Proposal for Social Security: A Review |
0 |
0 |
0 |
85 |
1 |
7 |
11 |
377 |
| The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation |
0 |
0 |
0 |
158 |
0 |
3 |
10 |
586 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
355 |
1 |
2 |
13 |
2,456 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
177 |
0 |
0 |
13 |
786 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
87 |
1 |
2 |
11 |
476 |
| The Term Structure of Interest Rates |
0 |
0 |
6 |
956 |
5 |
11 |
32 |
1,995 |
| The Term Structure of Interest Rates. U.S. Government Term Structure Data |
0 |
0 |
0 |
368 |
0 |
2 |
23 |
1,529 |
| The Use of Volatility Measures in Assessing Market Efficiency |
0 |
0 |
1 |
602 |
1 |
7 |
29 |
1,569 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
43 |
0 |
1 |
6 |
295 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
17 |
0 |
4 |
10 |
170 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
2 |
319 |
1 |
10 |
29 |
716 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
0 |
2 |
18 |
998 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
1 |
4 |
24 |
106 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
1 |
426 |
1 |
9 |
26 |
1,306 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
329 |
0 |
6 |
26 |
759 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
73 |
2 |
9 |
16 |
266 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
0 |
5 |
1,072 |
2 |
18 |
59 |
3,478 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
1 |
2 |
3 |
1,486 |
3 |
10 |
35 |
3,985 |
| Wealth Effects Revisited 1975-2012 |
0 |
0 |
1 |
97 |
0 |
3 |
17 |
238 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
0 |
106 |
1 |
4 |
18 |
386 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
1 |
136 |
3 |
5 |
12 |
302 |
| Wealth Effects Revisited: 1975-2012 |
0 |
0 |
0 |
219 |
2 |
9 |
20 |
603 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
2 |
50 |
0 |
2 |
12 |
143 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update |
1 |
1 |
1 |
95 |
2 |
5 |
16 |
144 |
| What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
0 |
152 |
2 |
9 |
22 |
529 |
| Why Do People Dislike Inflation? |
0 |
2 |
3 |
529 |
0 |
5 |
22 |
2,800 |
| Why Do People Dislike Inflation? |
0 |
1 |
1 |
431 |
2 |
6 |
36 |
1,450 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage" |
0 |
0 |
1 |
97 |
0 |
2 |
8 |
178 |
| World Income Components: Measuring And Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
74 |
0 |
0 |
7 |
350 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
1 |
115 |
0 |
4 |
13 |
878 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
61 |
1 |
1 |
10 |
427 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
0 |
121 |
1 |
5 |
10 |
518 |
| World Income Components: Measuring and Exploting International Risk Sharing Opportunities |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
302 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
5 |
14 |
91 |
2 |
20 |
45 |
372 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
1 |
4 |
1,029 |
6 |
24 |
42 |
2,859 |
| Total Working Papers |
24 |
65 |
301 |
67,682 |
221 |
1,127 |
3,774 |
214,445 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Distributed Lag Estimator Derived from Smoothness Priors |
0 |
0 |
0 |
150 |
0 |
3 |
11 |
415 |
| A Pricing Framework for Real Estate Derivatives |
0 |
1 |
4 |
57 |
0 |
7 |
25 |
121 |
| A Scott-Type Regression Test of the Dividend Ratio Model |
0 |
0 |
0 |
53 |
0 |
0 |
6 |
264 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
0 |
2 |
8 |
726 |
| A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993 |
0 |
0 |
0 |
83 |
2 |
10 |
33 |
898 |
| Actual and Warranted Relations between Asset Prices |
0 |
0 |
1 |
40 |
0 |
3 |
18 |
262 |
| Aggregate income risks and hedging mechanisms |
0 |
0 |
0 |
39 |
0 |
3 |
13 |
274 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
1 |
11 |
175 |
| Alternative tests of rational expectations models: The case of the term structure |
0 |
0 |
3 |
200 |
0 |
2 |
33 |
968 |
| An Unbiased Reexamination of Stock Market Volatility: Discussion |
0 |
0 |
0 |
24 |
0 |
1 |
6 |
96 |
| Book Review |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
40 |
| Business cycles, financial crises, and stock volatility: A comment |
0 |
0 |
0 |
26 |
0 |
2 |
9 |
96 |
| Causes of changing financial market volatility |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
794 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
14 |
2,164 |
2 |
20 |
114 |
6,355 |
| Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?] |
0 |
0 |
1 |
105 |
0 |
1 |
4 |
315 |
| Comments on John Geanakoplos's “The Ideal Inflation‐Indexed Bond and Irving Fisher's Impatience Theory of Interest with Overlapping Generations” |
0 |
0 |
0 |
97 |
1 |
2 |
4 |
385 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
1 |
8 |
0 |
5 |
13 |
64 |
| Comparing Information in Forecasts from Econometric Models |
0 |
0 |
3 |
404 |
1 |
5 |
26 |
1,352 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
4 |
24 |
1,348 |
13 |
54 |
242 |
4,288 |
| Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information |
0 |
0 |
4 |
221 |
1 |
2 |
19 |
556 |
| Consumption, asset markets and macroeconomic fluctuations |
0 |
0 |
0 |
108 |
1 |
3 |
10 |
373 |
| Conversation, Information, and Herd Behavior |
3 |
4 |
10 |
563 |
8 |
15 |
37 |
1,560 |
| Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital |
0 |
0 |
0 |
62 |
0 |
2 |
5 |
238 |
| Defining residual risk-sharing opportunities: Pooling world income components |
0 |
0 |
0 |
12 |
0 |
2 |
18 |
157 |
| Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply |
0 |
0 |
0 |
264 |
0 |
1 |
7 |
806 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
0 |
6 |
25 |
3,589 |
20 |
75 |
295 |
9,858 |
| Economic risks associated with deep change in technology, and their mitigation |
0 |
0 |
0 |
27 |
0 |
2 |
5 |
98 |
| Economists as Worldly Philosophers |
0 |
0 |
0 |
45 |
0 |
3 |
8 |
201 |
| Estimating the Continuous-Time Consumption-Based Asset-Pricing Model |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
421 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
386 |
1 |
3 |
12 |
943 |
| Finance Contributing to the Good Society |
0 |
0 |
0 |
15 |
0 |
0 |
7 |
54 |
| Forecasting Prices and Excess Returns in the Housing Market |
0 |
1 |
15 |
270 |
0 |
14 |
88 |
875 |
| Foreword |
0 |
0 |
0 |
15 |
1 |
1 |
10 |
156 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
1 |
7 |
35 |
894 |
| From Efficient Markets Theory to Behavioral Finance |
0 |
0 |
16 |
2,438 |
23 |
43 |
191 |
6,610 |
| Hedging Inflation and Income Risks |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
298 |
| Historic Turning Points in Real Estate |
1 |
1 |
1 |
69 |
1 |
3 |
9 |
222 |
| Home Equity Insurance |
0 |
0 |
0 |
299 |
0 |
2 |
18 |
1,611 |
| How Should the Financial Crisis Change How We Teach Economics? |
1 |
1 |
2 |
36 |
1 |
3 |
12 |
164 |
| Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior |
0 |
0 |
1 |
86 |
0 |
3 |
12 |
360 |
| IRVING FISHER, DEBT DEFLATION, AND CRISES |
2 |
3 |
4 |
29 |
3 |
12 |
25 |
93 |
| Interpreting cointegrated models |
0 |
0 |
0 |
147 |
0 |
3 |
17 |
491 |
| Investor behavior in the october 1987 stock market crash: The case of Japan |
0 |
0 |
0 |
50 |
0 |
2 |
18 |
333 |
| Is There a Bubble in the Housing Market? |
3 |
15 |
57 |
1,156 |
18 |
80 |
274 |
3,726 |
| LABOR INCOME INDICES DESIGNED FOR USE IN CONTRACTS PROMOTING INCOME RISK MANAGEMENT |
0 |
0 |
0 |
3 |
0 |
4 |
20 |
35 |
| Life-Cycle Portfolios as Government Policy |
0 |
0 |
5 |
45 |
0 |
2 |
9 |
179 |
| Life-cycle personal accounts proposal for Social Security: An evaluation of President Bush's proposal |
0 |
0 |
0 |
19 |
0 |
1 |
10 |
94 |
| Long-Term Perspectives on the Current Boom in Home Prices |
0 |
0 |
0 |
596 |
1 |
4 |
11 |
1,225 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
114 |
0 |
9 |
26 |
486 |
| Macro markets and financial security |
0 |
0 |
0 |
238 |
0 |
8 |
17 |
705 |
| Manipulation and Deception as Part of a Phishing Equilibrium |
1 |
2 |
4 |
61 |
1 |
5 |
18 |
173 |
| Market Volatility and Investor Behavior |
0 |
1 |
10 |
1,146 |
1 |
6 |
36 |
2,615 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
8 |
16 |
95 |
612 |
31 |
94 |
665 |
2,388 |
| Mitigating financial fragility with Continuous Workout Mortgages |
0 |
0 |
0 |
25 |
0 |
4 |
18 |
146 |
| Narrative Economics |
1 |
5 |
30 |
384 |
20 |
59 |
191 |
1,853 |
| Policies to Deal with the Implosion in the Mortgage Market |
0 |
0 |
0 |
69 |
2 |
3 |
24 |
249 |
| Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
1 |
0 |
4 |
20 |
611 |
| Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
47 |
0 |
1 |
20 |
300 |
| Prices of single-family homes since 1970: new indexes for four cities |
0 |
0 |
0 |
0 |
20 |
40 |
96 |
2,223 |
| Property Derivatives for Managing European Real†Estate Risk |
0 |
0 |
1 |
2 |
0 |
3 |
15 |
22 |
| Public Resistance to Indexation: A Puzzle |
0 |
0 |
0 |
38 |
0 |
1 |
8 |
157 |
| Rational Expectations and the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
45 |
1 |
3 |
12 |
145 |
| Rational expectations and the dynamic structure of macroeconomic models: A critical review |
0 |
0 |
1 |
231 |
0 |
5 |
17 |
557 |
| Reflections on Finance and the Good Society |
0 |
0 |
0 |
35 |
0 |
3 |
18 |
245 |
| Reply to Steindl and Ugarte |
0 |
0 |
0 |
2 |
1 |
2 |
6 |
34 |
| Samuelson's Dictum and the Stock Market |
0 |
0 |
0 |
128 |
1 |
5 |
11 |
490 |
| Social Security and Individual Accounts as Elements of Overall Risk-Sharing |
0 |
0 |
0 |
44 |
0 |
4 |
10 |
229 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing |
0 |
0 |
0 |
51 |
4 |
5 |
16 |
322 |
| Speculative Asset Prices |
0 |
1 |
1 |
222 |
0 |
11 |
26 |
783 |
| Speculative Prices and Popular Models |
0 |
0 |
0 |
798 |
1 |
5 |
14 |
1,758 |
| Stock Prices and Social Dynamics |
0 |
1 |
8 |
193 |
4 |
13 |
77 |
1,054 |
| Stock prices and bond yields: Can their comovements be explained in terms of present value models? |
0 |
0 |
2 |
398 |
0 |
2 |
24 |
1,254 |
| Survey evidence on diffusion of interest and information among investors |
0 |
1 |
4 |
593 |
0 |
4 |
25 |
1,393 |
| THE ET INTERVIEW: PROFESSOR JAMES TOBIN |
0 |
0 |
1 |
34 |
0 |
5 |
11 |
124 |
| Testing the random walk hypothesis: Power versus frequency of observation |
0 |
0 |
3 |
253 |
1 |
1 |
19 |
724 |
| The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation |
1 |
1 |
2 |
68 |
1 |
2 |
11 |
261 |
| The Determinants of the Variability of Stock Market Prices |
0 |
1 |
5 |
1,573 |
2 |
12 |
41 |
4,258 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
4 |
11 |
1,853 |
6 |
21 |
64 |
5,371 |
| The Efficiency of the Market for Single-Family Homes |
9 |
34 |
99 |
2,024 |
41 |
131 |
350 |
5,392 |
| The Gibson Paradox and Historical Movements in Real Interest Rates |
0 |
0 |
0 |
314 |
2 |
6 |
17 |
1,218 |
| The Informational Context of Ex Ante Forecasts |
0 |
0 |
0 |
72 |
0 |
1 |
10 |
367 |
| The Marsh-Merton Model of Managers' Smoothing of Dividends |
0 |
0 |
0 |
174 |
0 |
0 |
12 |
480 |
| The Probability of Gross Violations of a Present Value Variance Inequality |
0 |
0 |
0 |
48 |
0 |
2 |
9 |
247 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
443 |
| The Squam Lake Report: Fixing the Financial System |
0 |
2 |
3 |
196 |
0 |
6 |
26 |
823 |
| The Use of Volatility Measures in Assessing Market Efficiency |
0 |
0 |
6 |
351 |
2 |
3 |
26 |
928 |
| The Volatility Debate |
0 |
0 |
0 |
5 |
1 |
4 |
13 |
34 |
| The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure |
1 |
1 |
4 |
1,150 |
1 |
9 |
25 |
3,483 |
| The behavior of home buyers in boom and post-boom markets |
0 |
0 |
0 |
2 |
6 |
18 |
56 |
1,646 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
0 |
134 |
1 |
3 |
14 |
400 |
| The theory of index-based futures and options markets |
0 |
0 |
1 |
36 |
2 |
6 |
12 |
236 |
| Tools for Financial Innovation: Neoclassical versus Behavioral Finance |
0 |
0 |
2 |
184 |
0 |
1 |
10 |
470 |
| Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP |
0 |
0 |
0 |
81 |
0 |
8 |
14 |
222 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
27 |
0 |
0 |
6 |
128 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
1 |
113 |
0 |
10 |
29 |
499 |
| Understanding recent trends in house prices and homeownership |
0 |
1 |
5 |
362 |
1 |
14 |
43 |
1,282 |
| Une décennie de boom et d'effondrement des prix immobiliers: Boston et Los Angeles, 1983-1993 |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
28 |
| Unlearned Lessons from the Housing Bubble |
0 |
0 |
0 |
285 |
0 |
3 |
5 |
539 |
| Wealth Effects Revisited 1975-2012 |
0 |
0 |
4 |
162 |
6 |
12 |
36 |
643 |
| What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets |
0 |
0 |
3 |
44 |
1 |
8 |
36 |
324 |
| Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection |
0 |
0 |
3 |
547 |
1 |
3 |
25 |
1,930 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage? |
0 |
0 |
1 |
29 |
0 |
3 |
17 |
187 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
1 |
120 |
1 |
2 |
19 |
588 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
3 |
20 |
2,105 |
9 |
26 |
99 |
5,088 |
| НАРРАТИВНАЯ ЭКОНОМИКА И НЕЙРОЭКОНОМИКА // NARRATIVE ECONOMICS AND NEUROECONOMICS |
0 |
0 |
1 |
36 |
0 |
1 |
11 |
186 |
| Total Journal Articles |
31 |
112 |
524 |
33,617 |
272 |
1,042 |
4,293 |
109,260 |