| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
791 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
1 |
8 |
809 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
0 |
2 |
17 |
2,162 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
1 |
2 |
15 |
163 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
0 |
1 |
32 |
753 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
0 |
77 |
0 |
2 |
12 |
751 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
1 |
27 |
1 |
2 |
13 |
170 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
82 |
2 |
3 |
17 |
527 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
55 |
1 |
2 |
22 |
494 |
| Alternative Prior Representations of Smoothness for Distributed Lag Estimation |
0 |
0 |
0 |
47 |
0 |
1 |
16 |
401 |
| Alternative Tests of Rational Expectations Models: The Case of the Term Structure |
0 |
0 |
0 |
150 |
1 |
2 |
19 |
552 |
| Arithmetic Repeat Sales Price Estimators |
0 |
0 |
1 |
644 |
1 |
4 |
29 |
2,083 |
| 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 |
0 |
9 |
1,615 |
| Biographical |
0 |
0 |
1 |
21 |
0 |
0 |
11 |
107 |
| Bubbles, Human Judgment, and Expert Opinion |
0 |
0 |
0 |
921 |
0 |
9 |
37 |
2,098 |
| Can the Fed Control Real Interest Rates? |
0 |
0 |
0 |
196 |
2 |
3 |
18 |
1,176 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
1 |
181 |
0 |
3 |
18 |
387 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
0 |
87 |
4 |
6 |
21 |
203 |
| Cointegration and Tests of Present Value Models |
1 |
2 |
4 |
133 |
1 |
4 |
44 |
586 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
1 |
859 |
1 |
3 |
27 |
2,332 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
606 |
0 |
1 |
22 |
1,578 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
1 |
254 |
2 |
3 |
19 |
622 |
| Comparing Wealth Effects: The Stock Market Versus the Housing Market |
0 |
0 |
1 |
777 |
2 |
7 |
118 |
2,308 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
1 |
937 |
2 |
3 |
31 |
2,844 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
0 |
40 |
1 |
3 |
56 |
373 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
3 |
211 |
4 |
5 |
31 |
611 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
0 |
1 |
1,262 |
8 |
17 |
56 |
3,424 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
0 |
2 |
65 |
0 |
1 |
24 |
390 |
| Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information |
1 |
1 |
1 |
205 |
2 |
2 |
26 |
581 |
| Consumption, Asset Markets, and Macroeconomic Fluctuations |
1 |
1 |
1 |
317 |
1 |
2 |
19 |
712 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
44 |
0 |
0 |
16 |
219 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
45 |
1 |
1 |
14 |
183 |
| Continuous Workout Mortgages: Efficient Pricing and Systemic Implications |
0 |
1 |
1 |
33 |
1 |
2 |
13 |
147 |
| Conventional Valuation and the Term Structure of Interest Rates |
0 |
0 |
0 |
105 |
0 |
0 |
10 |
375 |
| Conversation, Information, and Herd Behavior |
0 |
1 |
6 |
1,164 |
1 |
7 |
49 |
3,506 |
| Crash Beliefs From Investor Surveys |
0 |
0 |
2 |
100 |
2 |
4 |
28 |
358 |
| Crash Narratives |
1 |
4 |
11 |
97 |
1 |
12 |
51 |
227 |
| Defining Residual Risk-Sharing Opportunities: Pooling World Income Components |
0 |
0 |
0 |
39 |
0 |
0 |
6 |
360 |
| Derivatives Markets for Home Prices |
0 |
0 |
0 |
213 |
0 |
0 |
11 |
521 |
| Derivatives Markets for Home Prices |
0 |
0 |
1 |
114 |
0 |
1 |
16 |
216 |
| Derivatives Markets for Home Prices |
0 |
0 |
1 |
248 |
2 |
2 |
15 |
531 |
| Designing Indexed Units of Account |
0 |
0 |
1 |
117 |
1 |
2 |
13 |
642 |
| Designing Indexed Units of Account |
0 |
0 |
0 |
39 |
0 |
0 |
9 |
381 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
0 |
1 |
5 |
1,560 |
5 |
22 |
82 |
4,111 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
34 |
1 |
1 |
7 |
200 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
87 |
0 |
1 |
9 |
408 |
| Economists as Worldly Philosophers |
0 |
0 |
0 |
392 |
0 |
0 |
11 |
394 |
| Emotions and Subjective Crash Beliefs |
0 |
3 |
18 |
50 |
1 |
26 |
80 |
174 |
| Estimating the Continuous Time Consumption Based Asset Pricing Model |
0 |
0 |
0 |
248 |
0 |
1 |
10 |
962 |
| Estimation of the investment and price equations of a macroeconometric model |
0 |
0 |
0 |
3 |
0 |
0 |
9 |
257 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
1,834 |
| Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets |
0 |
0 |
0 |
45 |
0 |
2 |
7 |
627 |
| Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations |
0 |
0 |
0 |
256 |
0 |
0 |
10 |
1,160 |
| Forecasting Prices and Excess Returns in the Housing Market |
1 |
1 |
4 |
1,273 |
4 |
5 |
29 |
2,742 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
944 |
1 |
3 |
13 |
3,555 |
| From Efficient Market Theory to Behavioral Finance |
0 |
4 |
8 |
7,248 |
2 |
12 |
62 |
15,939 |
| Hedging inflation and income risks |
0 |
0 |
0 |
1 |
5 |
5 |
19 |
738 |
| Historic Turning Points in Real Estate |
0 |
0 |
1 |
248 |
2 |
4 |
13 |
542 |
| Home Equity Insurance |
0 |
0 |
0 |
304 |
1 |
1 |
12 |
1,961 |
| Home Equity Insurance |
0 |
0 |
0 |
289 |
0 |
1 |
19 |
1,551 |
| Home-buyers, Housing and the Macroeconomy |
0 |
0 |
0 |
22 |
1 |
1 |
10 |
124 |
| Household Reaction to Changes in Housing Wealth |
0 |
0 |
0 |
340 |
0 |
0 |
10 |
672 |
| Human Behavior and the Efficiency of the Financial System |
0 |
0 |
2 |
1,466 |
0 |
1 |
20 |
3,980 |
| Human Behavior and the Efficiency of the Financial System |
0 |
0 |
2 |
789 |
0 |
1 |
34 |
2,183 |
| Index-Based Futures and Options Markets in Real Estate |
0 |
1 |
4 |
983 |
0 |
2 |
27 |
3,276 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
1 |
163 |
1 |
1 |
26 |
1,063 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
1 |
114 |
0 |
0 |
14 |
899 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
4 |
86 |
0 |
1 |
26 |
551 |
| Initial Public Offerings: Investor Behavior and Underpricing |
0 |
0 |
1 |
377 |
1 |
1 |
16 |
1,102 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
1 |
1 |
10 |
98 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
1 |
1 |
6 |
829 |
| Interview with 2013 Laureate in Economic Sciences Robert J. Shiller |
0 |
0 |
0 |
52 |
0 |
0 |
8 |
146 |
| Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence |
0 |
0 |
1 |
412 |
0 |
1 |
16 |
1,577 |
| Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence |
1 |
1 |
2 |
1,727 |
4 |
8 |
62 |
6,065 |
| Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan |
0 |
0 |
1 |
243 |
0 |
2 |
10 |
1,260 |
| Irving Fisher, Debt Deflation and Crises |
0 |
0 |
1 |
278 |
0 |
1 |
16 |
360 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
0 |
0 |
2 |
14 |
228 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
63 |
0 |
1 |
11 |
446 |
| 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 |
0 |
0 |
10 |
408 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
62 |
0 |
0 |
11 |
203 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models |
0 |
1 |
2 |
247 |
1 |
3 |
23 |
629 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
1 |
6 |
12 |
168 |
6 |
16 |
40 |
719 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures |
2 |
8 |
23 |
159 |
3 |
15 |
69 |
564 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
2 |
4 |
748 |
1 |
3 |
22 |
1,544 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
3 |
7 |
695 |
5 |
10 |
42 |
2,263 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
157 |
1 |
1 |
14 |
1,226 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
327 |
0 |
2 |
8 |
1,585 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
0 |
0 |
1 |
401 |
0 |
0 |
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 |
4 |
42 |
51 |
2,376 |
| Narrative Economics |
0 |
2 |
10 |
289 |
3 |
12 |
47 |
541 |
| Narrative Economics |
2 |
3 |
20 |
484 |
6 |
21 |
99 |
845 |
| Narratives about Technology-Induced Job Degradations Then and Now |
0 |
1 |
1 |
142 |
0 |
1 |
21 |
211 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
253 |
2 |
4 |
20 |
825 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
176 |
0 |
0 |
7 |
716 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
422 |
0 |
0 |
5 |
1,022 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
197 |
1 |
5 |
16 |
1,412 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
1 |
48 |
1 |
4 |
13 |
291 |
| Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
0 |
48 |
1 |
2 |
16 |
126 |
| Popular Attitudes towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
0 |
55 |
2 |
3 |
18 |
130 |
| Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019 |
0 |
0 |
2 |
103 |
0 |
1 |
18 |
216 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
1 |
1 |
6 |
1,002 |
6 |
6 |
34 |
2,563 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
0 |
0 |
5 |
409 |
13 |
16 |
40 |
1,428 |
| Radical Financial Innovation |
1 |
1 |
5 |
494 |
1 |
1 |
18 |
1,048 |
| Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review |
0 |
1 |
1 |
395 |
0 |
2 |
11 |
1,080 |
| Reflections on Finance and the Good Society |
0 |
0 |
2 |
69 |
2 |
2 |
25 |
234 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
1 |
1 |
25 |
2,343 |
| Smoothness Priors and Nonlinear Regression |
0 |
0 |
0 |
70 |
0 |
0 |
9 |
462 |
| Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing |
0 |
0 |
0 |
317 |
3 |
4 |
14 |
722 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
75 |
0 |
0 |
6 |
492 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
1 |
1 |
112 |
1 |
2 |
11 |
669 |
| Speculative Asset Prices |
0 |
0 |
0 |
229 |
1 |
4 |
24 |
502 |
| Speculative Asset Prices (Nobel Prize Lecture) |
0 |
1 |
8 |
490 |
0 |
5 |
29 |
807 |
| Speculative Behavior in the Stock Markets: Evidence from the United States and Japan |
0 |
0 |
0 |
212 |
1 |
2 |
18 |
466 |
| Speculative Behavior of Institutional Investors |
0 |
0 |
0 |
173 |
0 |
2 |
15 |
427 |
| Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models? |
0 |
0 |
1 |
418 |
1 |
2 |
18 |
1,684 |
| Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models? |
0 |
0 |
1 |
388 |
2 |
3 |
16 |
1,334 |
| Stock Prices and Social Dynamics |
0 |
1 |
4 |
2,004 |
0 |
2 |
37 |
4,874 |
| Stock Prices, Earnings and Expected Dividends |
2 |
3 |
17 |
945 |
5 |
10 |
107 |
3,436 |
| Stock Prices, Earnings and Expected Dividends |
1 |
1 |
1 |
2,075 |
4 |
5 |
57 |
6,060 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
0 |
2 |
143 |
3 |
3 |
30 |
631 |
| Survey Evidence on Diffusion of Interest Among Institutional Investors |
0 |
0 |
0 |
412 |
1 |
1 |
13 |
1,007 |
| Survey Evidence on Diffusion of Investment Among Institutional Investors |
0 |
0 |
0 |
92 |
1 |
2 |
15 |
284 |
| Testing the Random Walk Hypothesis: Power Versus Frequency of Observation |
0 |
0 |
0 |
999 |
1 |
2 |
15 |
3,434 |
| Testing the Random Walk Hypothesis: Power versus Frequency of Observation |
0 |
0 |
0 |
645 |
1 |
3 |
12 |
2,728 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
2 |
642 |
1 |
1 |
14 |
1,460 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
0 |
803 |
1 |
1 |
17 |
1,804 |
| The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
0 |
168 |
0 |
0 |
11 |
643 |
| The Determinants of the Variability of Stock Market Price |
0 |
0 |
0 |
0 |
0 |
1 |
24 |
915 |
| The Determinants of the Variability of Stock Market Prices |
1 |
1 |
1 |
1,036 |
3 |
5 |
38 |
3,106 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
1 |
1 |
10 |
1,256 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
7 |
634 |
2 |
10 |
49 |
1,723 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
2 |
6 |
1,837 |
2 |
5 |
41 |
6,618 |
| The Efficiency of the Market for Single-Family Homes |
0 |
2 |
11 |
564 |
3 |
9 |
70 |
1,528 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
30 |
0 |
0 |
16 |
187 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
89 |
0 |
0 |
12 |
543 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
0 |
109 |
2 |
2 |
16 |
419 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
0 |
237 |
1 |
4 |
12 |
788 |
| The Life-Cycle Personal Accounts Proposal for Social Security: A Review |
0 |
0 |
0 |
85 |
1 |
3 |
14 |
380 |
| The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation |
0 |
0 |
0 |
158 |
0 |
1 |
11 |
587 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
87 |
1 |
1 |
11 |
477 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
177 |
1 |
1 |
12 |
787 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
355 |
2 |
2 |
14 |
2,458 |
| The Term Structure of Interest Rates |
0 |
0 |
6 |
956 |
2 |
5 |
36 |
2,000 |
| The Term Structure of Interest Rates. U.S. Government Term Structure Data |
0 |
0 |
0 |
368 |
1 |
1 |
24 |
1,530 |
| The Use of Volatility Measures in Assessing Market Efficiency |
0 |
0 |
0 |
602 |
0 |
2 |
28 |
1,571 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
43 |
0 |
0 |
6 |
295 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
17 |
1 |
1 |
11 |
171 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
3 |
320 |
1 |
4 |
29 |
720 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
2 |
5 |
21 |
1,003 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
2 |
25 |
108 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
73 |
0 |
1 |
17 |
267 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
1 |
1 |
427 |
2 |
5 |
29 |
1,311 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
329 |
0 |
3 |
25 |
762 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
1 |
2 |
7 |
1,074 |
3 |
13 |
70 |
3,491 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
2 |
2 |
4 |
1,488 |
5 |
11 |
41 |
3,996 |
| Wealth Effects Revisited 1975-2012 |
0 |
0 |
0 |
97 |
0 |
0 |
15 |
238 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
0 |
106 |
2 |
2 |
16 |
388 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
0 |
136 |
2 |
2 |
12 |
304 |
| Wealth Effects Revisited: 1975-2012 |
0 |
0 |
0 |
219 |
3 |
4 |
23 |
607 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
0 |
50 |
0 |
1 |
9 |
144 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update |
0 |
0 |
1 |
95 |
0 |
0 |
15 |
144 |
| What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets |
1 |
1 |
1 |
153 |
2 |
5 |
26 |
534 |
| Why Do People Dislike Inflation? |
0 |
0 |
3 |
529 |
0 |
0 |
17 |
2,800 |
| Why Do People Dislike Inflation? |
0 |
0 |
1 |
431 |
0 |
1 |
37 |
1,451 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage" |
0 |
0 |
1 |
97 |
0 |
1 |
9 |
179 |
| 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 |
0 |
61 |
1 |
1 |
10 |
428 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
1 |
115 |
0 |
1 |
14 |
879 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
0 |
121 |
1 |
2 |
12 |
520 |
| World Income Components: Measuring and Exploting International Risk Sharing Opportunities |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
303 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
1 |
12 |
92 |
4 |
8 |
49 |
380 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
0 |
3 |
1,029 |
1 |
5 |
43 |
2,864 |
| Total Working Papers |
23 |
73 |
309 |
67,755 |
216 |
595 |
4,077 |
215,040 |
| 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 |
1 |
1 |
1 |
151 |
1 |
2 |
13 |
417 |
| A Pricing Framework for Real Estate Derivatives |
0 |
1 |
5 |
58 |
2 |
3 |
28 |
124 |
| 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 |
1 |
1 |
6 |
727 |
| A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993 |
0 |
0 |
0 |
83 |
5 |
6 |
36 |
904 |
| Actual and Warranted Relations between Asset Prices |
0 |
1 |
2 |
41 |
0 |
1 |
17 |
263 |
| Aggregate income risks and hedging mechanisms |
0 |
0 |
0 |
39 |
0 |
0 |
13 |
274 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
2 |
12 |
177 |
| Alternative tests of rational expectations models: The case of the term structure |
0 |
0 |
2 |
200 |
0 |
0 |
28 |
968 |
| An Unbiased Reexamination of Stock Market Volatility: Discussion |
0 |
0 |
0 |
24 |
0 |
2 |
8 |
98 |
| Book Review |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
40 |
| Business cycles, financial crises, and stock volatility: A comment |
0 |
0 |
0 |
26 |
0 |
0 |
9 |
96 |
| Causes of changing financial market volatility |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
795 |
| Cointegration and Tests of Present Value Models |
3 |
5 |
11 |
2,169 |
3 |
10 |
106 |
6,365 |
| Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?] |
0 |
0 |
1 |
105 |
0 |
1 |
5 |
316 |
| 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 |
1 |
5 |
386 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
1 |
8 |
0 |
0 |
13 |
64 |
| Comparing Information in Forecasts from Econometric Models |
0 |
1 |
4 |
405 |
3 |
9 |
32 |
1,361 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
1 |
2 |
21 |
1,350 |
22 |
43 |
238 |
4,331 |
| Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information |
0 |
0 |
3 |
221 |
0 |
0 |
17 |
556 |
| Consumption, asset markets and macroeconomic fluctuations |
0 |
0 |
0 |
108 |
0 |
2 |
12 |
375 |
| Conversation, Information, and Herd Behavior |
0 |
1 |
8 |
564 |
0 |
8 |
38 |
1,568 |
| Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital |
0 |
0 |
0 |
62 |
0 |
1 |
6 |
239 |
| Defining residual risk-sharing opportunities: Pooling world income components |
0 |
0 |
0 |
12 |
1 |
2 |
20 |
159 |
| Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply |
0 |
0 |
0 |
264 |
1 |
1 |
6 |
807 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
1 |
5 |
25 |
3,594 |
17 |
44 |
295 |
9,902 |
| Economic risks associated with deep change in technology, and their mitigation |
0 |
0 |
0 |
27 |
0 |
1 |
6 |
99 |
| Economists as Worldly Philosophers |
0 |
0 |
0 |
45 |
2 |
2 |
10 |
203 |
| Estimating the Continuous-Time Consumption-Based Asset-Pricing Model |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
424 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
386 |
0 |
0 |
10 |
943 |
| Finance Contributing to the Good Society |
0 |
0 |
0 |
15 |
0 |
1 |
8 |
55 |
| Forecasting Prices and Excess Returns in the Housing Market |
0 |
3 |
10 |
273 |
1 |
8 |
79 |
883 |
| Foreword |
0 |
0 |
0 |
15 |
0 |
0 |
9 |
156 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
1 |
1 |
186 |
0 |
3 |
35 |
897 |
| From Efficient Markets Theory to Behavioral Finance |
2 |
4 |
14 |
2,442 |
4 |
19 |
175 |
6,629 |
| Hedging Inflation and Income Risks |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
301 |
| Historic Turning Points in Real Estate |
0 |
0 |
1 |
69 |
0 |
0 |
9 |
222 |
| Home Equity Insurance |
0 |
0 |
0 |
299 |
2 |
38 |
53 |
1,649 |
| How Should the Financial Crisis Change How We Teach Economics? |
0 |
0 |
2 |
36 |
1 |
2 |
12 |
166 |
| Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior |
0 |
0 |
0 |
86 |
0 |
3 |
14 |
363 |
| IRVING FISHER, DEBT DEFLATION, AND CRISES |
0 |
0 |
3 |
29 |
0 |
1 |
24 |
94 |
| Interpreting cointegrated models |
0 |
0 |
0 |
147 |
2 |
2 |
18 |
493 |
| Investor behavior in the october 1987 stock market crash: The case of Japan |
0 |
0 |
0 |
50 |
0 |
2 |
20 |
335 |
| Is There a Bubble in the Housing Market? |
5 |
11 |
61 |
1,167 |
47 |
87 |
314 |
3,813 |
| LABOR INCOME INDICES DESIGNED FOR USE IN CONTRACTS PROMOTING INCOME RISK MANAGEMENT |
0 |
0 |
0 |
3 |
0 |
0 |
19 |
35 |
| Life-Cycle Portfolios as Government Policy |
0 |
0 |
3 |
45 |
2 |
3 |
10 |
182 |
| Life-cycle personal accounts proposal for Social Security: An evaluation of President Bush's proposal |
0 |
0 |
0 |
19 |
1 |
2 |
12 |
96 |
| Long-Term Perspectives on the Current Boom in Home Prices |
0 |
1 |
1 |
597 |
2 |
3 |
13 |
1,228 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
114 |
0 |
0 |
23 |
486 |
| Macro markets and financial security |
0 |
0 |
0 |
238 |
1 |
1 |
18 |
706 |
| Manipulation and Deception as Part of a Phishing Equilibrium |
0 |
0 |
4 |
61 |
1 |
2 |
19 |
175 |
| Market Volatility and Investor Behavior |
3 |
4 |
9 |
1,150 |
6 |
10 |
33 |
2,625 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
5 |
16 |
91 |
628 |
37 |
101 |
686 |
2,489 |
| Mitigating financial fragility with Continuous Workout Mortgages |
0 |
0 |
0 |
25 |
0 |
1 |
18 |
147 |
| Narrative Economics |
1 |
3 |
22 |
387 |
10 |
34 |
197 |
1,887 |
| Policies to Deal with the Implosion in the Mortgage Market |
0 |
0 |
0 |
69 |
1 |
1 |
23 |
250 |
| Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
1 |
60 |
62 |
80 |
673 |
| Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
47 |
3 |
5 |
22 |
305 |
| Prices of single-family homes since 1970: new indexes for four cities |
0 |
0 |
0 |
0 |
9 |
14 |
97 |
2,237 |
| Property Derivatives for Managing European Real†Estate Risk |
0 |
0 |
0 |
2 |
1 |
1 |
14 |
23 |
| Public Resistance to Indexation: A Puzzle |
0 |
0 |
0 |
38 |
0 |
0 |
7 |
157 |
| Rational Expectations and the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
45 |
1 |
1 |
13 |
146 |
| Rational expectations and the dynamic structure of macroeconomic models: A critical review |
0 |
0 |
1 |
231 |
0 |
0 |
17 |
557 |
| Reflections on Finance and the Good Society |
1 |
1 |
1 |
36 |
2 |
4 |
19 |
249 |
| Reply to Steindl and Ugarte |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
35 |
| Samuelson's Dictum and the Stock Market |
0 |
0 |
0 |
128 |
0 |
0 |
9 |
490 |
| Social Security and Individual Accounts as Elements of Overall Risk-Sharing |
0 |
0 |
0 |
44 |
1 |
1 |
10 |
230 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing |
0 |
0 |
0 |
51 |
1 |
1 |
15 |
323 |
| Speculative Asset Prices |
0 |
0 |
1 |
222 |
0 |
1 |
25 |
784 |
| Speculative Prices and Popular Models |
0 |
0 |
0 |
798 |
0 |
0 |
14 |
1,758 |
| Stock Prices and Social Dynamics |
0 |
0 |
5 |
193 |
2 |
7 |
61 |
1,061 |
| Stock prices and bond yields: Can their comovements be explained in terms of present value models? |
0 |
0 |
1 |
398 |
0 |
2 |
16 |
1,256 |
| Survey evidence on diffusion of interest and information among investors |
0 |
1 |
5 |
594 |
0 |
4 |
25 |
1,397 |
| THE ET INTERVIEW: PROFESSOR JAMES TOBIN |
0 |
0 |
0 |
34 |
0 |
1 |
10 |
125 |
| Testing the random walk hypothesis: Power versus frequency of observation |
0 |
3 |
5 |
256 |
1 |
4 |
17 |
728 |
| The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
2 |
68 |
0 |
4 |
14 |
265 |
| The Determinants of the Variability of Stock Market Prices |
1 |
2 |
4 |
1,575 |
2 |
7 |
40 |
4,265 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
12 |
1,855 |
3 |
15 |
73 |
5,386 |
| The Efficiency of the Market for Single-Family Homes |
8 |
20 |
107 |
2,044 |
24 |
76 |
376 |
5,468 |
| The Gibson Paradox and Historical Movements in Real Interest Rates |
0 |
0 |
0 |
314 |
0 |
0 |
17 |
1,218 |
| The Informational Context of Ex Ante Forecasts |
0 |
0 |
0 |
72 |
0 |
0 |
8 |
367 |
| The Marsh-Merton Model of Managers' Smoothing of Dividends |
0 |
0 |
0 |
174 |
1 |
4 |
15 |
484 |
| The Probability of Gross Violations of a Present Value Variance Inequality |
0 |
0 |
0 |
48 |
0 |
0 |
7 |
247 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
445 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
196 |
2 |
3 |
26 |
826 |
| The Use of Volatility Measures in Assessing Market Efficiency |
0 |
1 |
4 |
352 |
1 |
4 |
20 |
932 |
| The Volatility Debate |
0 |
0 |
0 |
5 |
0 |
0 |
13 |
34 |
| The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure |
0 |
1 |
3 |
1,151 |
1 |
6 |
28 |
3,489 |
| The behavior of home buyers in boom and post-boom markets |
0 |
0 |
0 |
2 |
2 |
6 |
53 |
1,652 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
1 |
1 |
135 |
0 |
1 |
13 |
401 |
| The theory of index-based futures and options markets |
0 |
0 |
1 |
36 |
0 |
1 |
13 |
237 |
| Tools for Financial Innovation: Neoclassical versus Behavioral Finance |
0 |
0 |
1 |
184 |
1 |
1 |
8 |
471 |
| Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP |
0 |
0 |
0 |
81 |
1 |
2 |
16 |
224 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
27 |
0 |
0 |
4 |
128 |
| Understanding Inflation-Indexed Bond Markets |
0 |
2 |
3 |
115 |
3 |
6 |
31 |
505 |
| Understanding recent trends in house prices and homeownership |
0 |
0 |
3 |
362 |
0 |
2 |
40 |
1,284 |
| Une décennie de boom et d'effondrement des prix immobiliers: Boston et Los Angeles, 1983-1993 |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
29 |
| Unlearned Lessons from the Housing Bubble |
0 |
0 |
0 |
285 |
1 |
2 |
7 |
541 |
| Wealth Effects Revisited 1975-2012 |
2 |
2 |
4 |
164 |
2 |
5 |
38 |
648 |
| What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets |
0 |
0 |
1 |
44 |
0 |
5 |
35 |
329 |
| Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection |
0 |
0 |
3 |
547 |
2 |
5 |
27 |
1,935 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage? |
0 |
0 |
1 |
29 |
1 |
1 |
18 |
188 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
1 |
120 |
1 |
2 |
20 |
590 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
3 |
17 |
2,108 |
3 |
11 |
86 |
5,099 |
| НАРРАТИВНАЯ ЭКОНОМИКА И НЕЙРОЭКОНОМИКА // NARRATIVE ECONOMICS AND NEUROECONOMICS |
0 |
0 |
1 |
36 |
1 |
4 |
15 |
190 |
| Total Journal Articles |
36 |
99 |
497 |
33,716 |
314 |
758 |
4,439 |
110,018 |