| 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 |
1 |
3 |
3 |
782 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
0 |
1 |
2 |
2,146 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
1 |
2 |
2 |
803 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
1 |
6 |
7 |
727 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
1 |
1 |
18 |
5 |
7 |
9 |
155 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
0 |
77 |
0 |
2 |
4 |
741 |
| Actual and Warranted Relations Between Asset Prices |
1 |
1 |
1 |
27 |
2 |
4 |
5 |
161 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
55 |
3 |
4 |
4 |
476 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
82 |
1 |
1 |
2 |
511 |
| Alternative Prior Representations of Smoothness for Distributed Lag Estimation |
0 |
0 |
0 |
47 |
0 |
2 |
2 |
387 |
| Alternative Tests of Rational Expectations Models: The Case of the Term Structure |
0 |
0 |
1 |
150 |
2 |
7 |
10 |
540 |
| Arithmetic Repeat Sales Price Estimators |
0 |
1 |
1 |
644 |
1 |
3 |
7 |
2,057 |
| Asset prices, monetary policy, and bank regulation |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
50 |
| Behavioral Economics and Institutional Innovation |
0 |
0 |
0 |
754 |
1 |
2 |
4 |
1,608 |
| Biographical |
0 |
1 |
1 |
21 |
1 |
3 |
6 |
99 |
| Bubbles, Human Judgment, and Expert Opinion |
0 |
0 |
0 |
921 |
2 |
3 |
7 |
2,064 |
| Can the Fed Control Real Interest Rates? |
0 |
0 |
0 |
196 |
2 |
3 |
3 |
1,161 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
2 |
87 |
4 |
5 |
11 |
187 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
3 |
180 |
0 |
2 |
10 |
371 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
1 |
858 |
1 |
2 |
6 |
2,307 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
2 |
606 |
5 |
5 |
10 |
1,561 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
3 |
129 |
7 |
12 |
19 |
554 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
0 |
253 |
3 |
5 |
5 |
608 |
| Comparing Wealth Effects: The Stock Market Versus the Housing Market |
0 |
0 |
0 |
776 |
2 |
3 |
15 |
2,193 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
3 |
208 |
0 |
2 |
18 |
582 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
1 |
1 |
5 |
937 |
3 |
5 |
18 |
2,818 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
1 |
40 |
0 |
1 |
9 |
318 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
1 |
1 |
6 |
1,262 |
4 |
4 |
14 |
3,372 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
0 |
4 |
63 |
0 |
0 |
18 |
366 |
| Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information |
0 |
0 |
1 |
204 |
0 |
3 |
4 |
558 |
| Consumption, Asset Markets, and Macroeconomic Fluctuations |
0 |
0 |
0 |
316 |
3 |
5 |
8 |
698 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
45 |
0 |
3 |
4 |
172 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
44 |
5 |
8 |
9 |
211 |
| Continuous Workout Mortgages: Efficient Pricing and Systemic Implications |
0 |
0 |
2 |
32 |
1 |
4 |
10 |
138 |
| Conventional Valuation and the Term Structure of Interest Rates |
0 |
0 |
0 |
105 |
3 |
3 |
3 |
368 |
| Conversation, Information, and Herd Behavior |
0 |
2 |
10 |
1,160 |
6 |
11 |
31 |
3,468 |
| Crash Beliefs From Investor Surveys |
0 |
0 |
0 |
98 |
1 |
5 |
11 |
335 |
| Crash Narratives |
0 |
3 |
11 |
89 |
3 |
10 |
32 |
186 |
| Defining Residual Risk-Sharing Opportunities: Pooling World Income Components |
0 |
0 |
0 |
39 |
1 |
3 |
4 |
357 |
| Derivatives Markets for Home Prices |
0 |
0 |
1 |
213 |
0 |
1 |
2 |
511 |
| Derivatives Markets for Home Prices |
0 |
0 |
0 |
247 |
1 |
2 |
4 |
518 |
| Derivatives Markets for Home Prices |
1 |
1 |
2 |
114 |
1 |
2 |
5 |
202 |
| Designing Indexed Units of Account |
0 |
0 |
0 |
116 |
0 |
0 |
7 |
629 |
| Designing Indexed Units of Account |
0 |
0 |
0 |
39 |
2 |
3 |
5 |
375 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
0 |
2 |
5 |
1,557 |
6 |
16 |
40 |
4,045 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
87 |
1 |
2 |
3 |
401 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
34 |
2 |
2 |
3 |
195 |
| Economists as Worldly Philosophers |
0 |
0 |
0 |
392 |
1 |
1 |
4 |
384 |
| Emotions and Subjective Crash Beliefs |
3 |
9 |
25 |
41 |
7 |
21 |
71 |
115 |
| Estimating the Continuous Time Consumption Based Asset Pricing Model |
0 |
0 |
0 |
248 |
1 |
1 |
4 |
953 |
| Estimation of the investment and price equations of a macroeconometric model |
0 |
0 |
0 |
3 |
1 |
3 |
6 |
251 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
1,828 |
| Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets |
0 |
0 |
0 |
45 |
1 |
2 |
2 |
622 |
| Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations |
0 |
0 |
0 |
256 |
2 |
2 |
3 |
1,152 |
| Forecasting Prices and Excess Returns in the Housing Market |
0 |
0 |
0 |
1,269 |
2 |
8 |
15 |
2,721 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
2 |
944 |
0 |
2 |
11 |
3,544 |
| From Efficient Market Theory to Behavioral Finance |
0 |
1 |
3 |
7,241 |
6 |
11 |
24 |
15,888 |
| Hedging inflation and income risks |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
722 |
| Historic Turning Points in Real Estate |
0 |
0 |
0 |
247 |
0 |
0 |
0 |
529 |
| Home Equity Insurance |
0 |
0 |
1 |
289 |
2 |
2 |
4 |
1,534 |
| Home Equity Insurance |
0 |
0 |
0 |
304 |
1 |
3 |
6 |
1,952 |
| Home-buyers, Housing and the Macroeconomy |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
114 |
| Household Reaction to Changes in Housing Wealth |
0 |
0 |
1 |
340 |
1 |
2 |
4 |
664 |
| Human Behavior and the Efficiency of the Financial System |
0 |
1 |
2 |
1,465 |
3 |
9 |
14 |
3,969 |
| Human Behavior and the Efficiency of the Financial System |
0 |
2 |
5 |
789 |
11 |
16 |
30 |
2,165 |
| Index-Based Futures and Options Markets in Real Estate |
1 |
1 |
3 |
980 |
4 |
4 |
9 |
3,253 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
2 |
162 |
1 |
2 |
6 |
1,039 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
3 |
3 |
85 |
2 |
6 |
15 |
531 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
1 |
2 |
114 |
0 |
2 |
4 |
887 |
| Initial Public Offerings: Investor Behavior and Underpricing |
0 |
0 |
3 |
376 |
2 |
4 |
19 |
1,090 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
0 |
1 |
1 |
824 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
2 |
3 |
4 |
91 |
| Interview with 2013 Laureate in Economic Sciences Robert J. Shiller |
0 |
0 |
0 |
52 |
1 |
2 |
5 |
140 |
| Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence |
0 |
0 |
0 |
411 |
3 |
3 |
8 |
1,564 |
| Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence |
0 |
1 |
4 |
1,726 |
9 |
20 |
43 |
6,023 |
| Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan |
1 |
1 |
1 |
243 |
2 |
2 |
5 |
1,252 |
| Irving Fisher, Debt Deflation and Crises |
0 |
1 |
1 |
278 |
1 |
2 |
5 |
346 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
60 |
0 |
2 |
2 |
497 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
63 |
0 |
2 |
3 |
437 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
215 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
1 |
195 |
1 |
2 |
4 |
400 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
62 |
1 |
2 |
2 |
194 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models |
0 |
0 |
0 |
245 |
3 |
3 |
3 |
609 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
2 |
2 |
8 |
158 |
4 |
5 |
12 |
684 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures |
2 |
6 |
25 |
142 |
8 |
18 |
54 |
513 |
| Measuring Bubble Expectations and Investor Confidence |
1 |
3 |
6 |
691 |
2 |
8 |
19 |
2,229 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
1 |
2 |
745 |
3 |
6 |
9 |
1,528 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
157 |
3 |
4 |
6 |
1,216 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
327 |
0 |
2 |
2 |
1,579 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
0 |
0 |
1 |
585 |
1 |
2 |
3 |
2,327 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
0 |
0 |
0 |
400 |
1 |
1 |
2 |
1,189 |
| Narrative Economics |
0 |
1 |
3 |
280 |
2 |
3 |
17 |
497 |
| Narrative Economics |
1 |
2 |
5 |
466 |
9 |
13 |
32 |
759 |
| Narratives about Technology-Induced Job Degradations Then and Now |
0 |
0 |
1 |
141 |
4 |
6 |
7 |
196 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
176 |
1 |
2 |
7 |
711 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
422 |
1 |
1 |
3 |
1,018 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
253 |
3 |
7 |
11 |
812 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
197 |
2 |
2 |
7 |
1,398 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
47 |
0 |
2 |
6 |
280 |
| Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
48 |
1 |
3 |
7 |
113 |
| Popular Attitudes towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
55 |
1 |
2 |
6 |
114 |
| Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019 |
1 |
1 |
2 |
102 |
6 |
8 |
13 |
206 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
1 |
2 |
4 |
406 |
2 |
7 |
15 |
1,395 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
0 |
3 |
5 |
999 |
4 |
10 |
16 |
2,539 |
| Radical Financial Innovation |
2 |
4 |
4 |
493 |
3 |
6 |
9 |
1,036 |
| Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review |
0 |
0 |
1 |
394 |
1 |
3 |
4 |
1,072 |
| Reflections on Finance and the Good Society |
2 |
2 |
4 |
69 |
2 |
4 |
8 |
213 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
2 |
4 |
17 |
2,322 |
| Smoothness Priors and Nonlinear Regression |
0 |
0 |
0 |
70 |
1 |
2 |
2 |
455 |
| Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing |
0 |
0 |
0 |
317 |
0 |
1 |
1 |
709 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
75 |
1 |
2 |
3 |
488 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
111 |
0 |
3 |
4 |
661 |
| Speculative Asset Prices |
0 |
0 |
3 |
229 |
2 |
4 |
15 |
482 |
| Speculative Asset Prices (Nobel Prize Lecture) |
0 |
3 |
7 |
485 |
2 |
5 |
11 |
783 |
| Speculative Behavior in the Stock Markets: Evidence from the United States and Japan |
0 |
0 |
0 |
212 |
2 |
2 |
5 |
450 |
| Speculative Behavior of Institutional Investors |
0 |
0 |
0 |
173 |
1 |
2 |
2 |
414 |
| Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models? |
0 |
0 |
1 |
417 |
2 |
4 |
11 |
1,670 |
| Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models? |
0 |
1 |
3 |
388 |
0 |
1 |
4 |
1,319 |
| Stock Prices and Social Dynamics |
1 |
2 |
7 |
2,002 |
5 |
9 |
49 |
4,846 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
1 |
2,074 |
4 |
12 |
22 |
6,015 |
| Stock Prices, Earnings and Expected Dividends |
0 |
3 |
8 |
931 |
4 |
14 |
40 |
3,343 |
| Stock Prices, Earnings, and Expected Dividends |
1 |
1 |
4 |
142 |
2 |
4 |
17 |
605 |
| Survey Evidence on Diffusion of Interest Among Institutional Investors |
0 |
0 |
0 |
412 |
3 |
3 |
3 |
997 |
| Survey Evidence on Diffusion of Investment Among Institutional Investors |
0 |
0 |
0 |
92 |
2 |
2 |
3 |
271 |
| Testing the Random Walk Hypothesis: Power Versus Frequency of Observation |
0 |
0 |
0 |
999 |
3 |
3 |
5 |
3,422 |
| Testing the Random Walk Hypothesis: Power versus Frequency of Observation |
0 |
0 |
1 |
645 |
3 |
3 |
8 |
2,719 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
3 |
640 |
3 |
3 |
9 |
1,449 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
3 |
803 |
0 |
1 |
12 |
1,788 |
| The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
3 |
168 |
2 |
3 |
8 |
635 |
| The Determinants of the Variability of Stock Market Price |
0 |
0 |
0 |
0 |
4 |
4 |
8 |
895 |
| The Determinants of the Variability of Stock Market Prices |
0 |
0 |
3 |
1,035 |
2 |
7 |
17 |
3,075 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
1 |
323 |
1 |
1 |
2 |
1,247 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
2 |
8 |
1,833 |
1 |
9 |
23 |
6,586 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
1 |
4 |
628 |
4 |
8 |
27 |
1,682 |
| The Efficiency of the Market for Single-Family Homes |
1 |
3 |
12 |
556 |
8 |
16 |
44 |
1,474 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
30 |
1 |
2 |
2 |
173 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
89 |
1 |
4 |
4 |
535 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
1 |
237 |
1 |
3 |
6 |
779 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
0 |
109 |
2 |
3 |
6 |
406 |
| The Life-Cycle Personal Accounts Proposal for Social Security: A Review |
0 |
0 |
0 |
85 |
2 |
2 |
2 |
368 |
| The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation |
0 |
0 |
0 |
158 |
2 |
2 |
3 |
578 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
355 |
2 |
2 |
6 |
2,446 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
177 |
2 |
2 |
5 |
777 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
87 |
0 |
2 |
5 |
468 |
| The Term Structure of Interest Rates |
1 |
3 |
4 |
953 |
2 |
5 |
13 |
1,969 |
| The Term Structure of Interest Rates. U.S. Government Term Structure Data |
0 |
0 |
0 |
368 |
3 |
3 |
5 |
1,509 |
| The Use of Volatility Measures in Assessing Market Efficiency |
0 |
0 |
4 |
602 |
2 |
4 |
12 |
1,547 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
161 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
43 |
1 |
1 |
2 |
290 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
0 |
0 |
7 |
691 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
418 |
3 |
3 |
6 |
985 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
83 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
3 |
426 |
2 |
2 |
12 |
1,284 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
73 |
0 |
2 |
4 |
252 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
329 |
4 |
4 |
11 |
741 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
0 |
7 |
1,067 |
3 |
10 |
29 |
3,431 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
0 |
2 |
1,484 |
1 |
4 |
18 |
3,959 |
| Wealth Effects Revisited 1975-2012 |
0 |
0 |
2 |
97 |
2 |
5 |
9 |
228 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
1 |
136 |
1 |
1 |
3 |
293 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
0 |
106 |
1 |
2 |
10 |
374 |
| Wealth Effects Revisited: 1975-2012 |
0 |
0 |
2 |
219 |
1 |
1 |
11 |
585 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
2 |
50 |
0 |
1 |
5 |
136 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update |
0 |
0 |
1 |
94 |
2 |
4 |
7 |
133 |
| What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
0 |
152 |
2 |
2 |
10 |
510 |
| Why Do People Dislike Inflation? |
0 |
1 |
2 |
527 |
1 |
6 |
24 |
2,789 |
| Why Do People Dislike Inflation? |
0 |
0 |
1 |
430 |
2 |
5 |
9 |
1,419 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage" |
1 |
1 |
1 |
97 |
2 |
2 |
2 |
172 |
| World Income Components: Measuring And Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
344 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
1 |
1 |
115 |
2 |
4 |
5 |
869 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
61 |
2 |
2 |
3 |
420 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
0 |
121 |
1 |
3 |
3 |
511 |
| World Income Components: Measuring and Exploting International Risk Sharing Opportunities |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
292 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
0 |
7 |
1,026 |
2 |
3 |
33 |
2,824 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
3 |
4 |
7 |
84 |
4 |
5 |
19 |
336 |
| Total Working Papers |
30 |
88 |
320 |
67,534 |
350 |
701 |
1,734 |
211,664 |
| 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 |
2 |
150 |
2 |
4 |
7 |
408 |
| A Pricing Framework for Real Estate Derivatives |
0 |
0 |
2 |
53 |
1 |
4 |
7 |
100 |
| A Scott-Type Regression Test of the Dividend Ratio Model |
0 |
0 |
0 |
53 |
2 |
3 |
4 |
261 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
2 |
2 |
7 |
723 |
| A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993 |
0 |
0 |
0 |
83 |
1 |
2 |
7 |
870 |
| Actual and Warranted Relations between Asset Prices |
0 |
0 |
0 |
39 |
2 |
3 |
5 |
249 |
| Aggregate income risks and hedging mechanisms |
0 |
0 |
0 |
39 |
1 |
2 |
2 |
263 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
2 |
4 |
167 |
| Alternative tests of rational expectations models: The case of the term structure |
1 |
2 |
5 |
200 |
3 |
5 |
34 |
945 |
| An Unbiased Reexamination of Stock Market Volatility: Discussion |
0 |
0 |
0 |
24 |
1 |
2 |
3 |
92 |
| Book Review |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
35 |
| Business cycles, financial crises, and stock volatility: A comment |
0 |
0 |
0 |
26 |
2 |
3 |
3 |
90 |
| Causes of changing financial market volatility |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
785 |
| Cointegration and Tests of Present Value Models |
0 |
3 |
25 |
2,161 |
14 |
23 |
83 |
6,282 |
| Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?] |
0 |
0 |
0 |
104 |
0 |
1 |
2 |
312 |
| 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 |
0 |
0 |
1 |
381 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
0 |
7 |
1 |
3 |
8 |
54 |
| Comparing Information in Forecasts from Econometric Models |
1 |
1 |
3 |
402 |
4 |
6 |
14 |
1,335 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
5 |
9 |
26 |
1,338 |
23 |
57 |
158 |
4,150 |
| Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information |
0 |
1 |
2 |
219 |
0 |
2 |
4 |
541 |
| Consumption, asset markets and macroeconomic fluctuations |
0 |
0 |
0 |
108 |
0 |
4 |
7 |
367 |
| Conversation, Information, and Herd Behavior |
0 |
2 |
16 |
558 |
3 |
8 |
37 |
1,538 |
| Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital |
0 |
0 |
1 |
62 |
1 |
3 |
4 |
236 |
| Defining residual risk-sharing opportunities: Pooling world income components |
0 |
0 |
0 |
12 |
2 |
5 |
7 |
144 |
| Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply |
0 |
0 |
0 |
264 |
1 |
2 |
5 |
803 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
1 |
3 |
15 |
3,572 |
21 |
67 |
209 |
9,674 |
| Economic risks associated with deep change in technology, and their mitigation |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
94 |
| Economists as Worldly Philosophers |
0 |
0 |
1 |
45 |
0 |
1 |
3 |
194 |
| Estimating the Continuous-Time Consumption-Based Asset-Pricing Model |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
413 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
386 |
1 |
1 |
3 |
934 |
| Finance Contributing to the Good Society |
0 |
0 |
0 |
15 |
2 |
4 |
6 |
51 |
| Forecasting Prices and Excess Returns in the Housing Market |
3 |
4 |
22 |
267 |
6 |
12 |
58 |
816 |
| Foreword |
0 |
0 |
0 |
15 |
1 |
3 |
5 |
150 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
2 |
185 |
3 |
7 |
23 |
869 |
| From Efficient Markets Theory to Behavioral Finance |
2 |
4 |
17 |
2,432 |
25 |
45 |
135 |
6,499 |
| Hedging Inflation and Income Risks |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
293 |
| Historic Turning Points in Real Estate |
0 |
0 |
0 |
68 |
1 |
2 |
5 |
215 |
| Home Equity Insurance |
0 |
0 |
0 |
299 |
3 |
7 |
11 |
1,603 |
| How Should the Financial Crisis Change How We Teach Economics? |
0 |
0 |
1 |
34 |
1 |
2 |
6 |
156 |
| Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior |
0 |
0 |
2 |
86 |
3 |
4 |
7 |
353 |
| IRVING FISHER, DEBT DEFLATION, AND CRISES |
0 |
0 |
1 |
26 |
2 |
3 |
5 |
73 |
| Interpreting cointegrated models |
0 |
0 |
3 |
147 |
0 |
3 |
8 |
478 |
| Investor behavior in the october 1987 stock market crash: The case of Japan |
0 |
0 |
1 |
50 |
2 |
3 |
6 |
318 |
| Is There a Bubble in the Housing Market? |
2 |
23 |
59 |
1,129 |
23 |
76 |
242 |
3,575 |
| LABOR INCOME INDICES DESIGNED FOR USE IN CONTRACTS PROMOTING INCOME RISK MANAGEMENT |
0 |
0 |
0 |
3 |
4 |
6 |
9 |
22 |
| Life-Cycle Portfolios as Government Policy |
0 |
1 |
4 |
43 |
1 |
2 |
7 |
174 |
| Life-cycle personal accounts proposal for Social Security: An evaluation of President Bush's proposal |
0 |
0 |
0 |
19 |
2 |
5 |
6 |
89 |
| Long-Term Perspectives on the Current Boom in Home Prices |
0 |
0 |
0 |
596 |
4 |
5 |
17 |
1,220 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
114 |
1 |
4 |
10 |
467 |
| Macro markets and financial security |
0 |
0 |
0 |
238 |
2 |
4 |
5 |
692 |
| Manipulation and Deception as Part of a Phishing Equilibrium |
1 |
2 |
2 |
59 |
3 |
9 |
17 |
165 |
| Market Volatility and Investor Behavior |
0 |
3 |
17 |
1,144 |
2 |
8 |
38 |
2,600 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
10 |
30 |
78 |
567 |
52 |
125 |
327 |
1,928 |
| Mitigating financial fragility with Continuous Workout Mortgages |
0 |
0 |
0 |
25 |
1 |
2 |
4 |
131 |
| Narrative Economics |
2 |
3 |
19 |
368 |
13 |
34 |
93 |
1,724 |
| Policies to Deal with the Implosion in the Mortgage Market |
0 |
0 |
0 |
69 |
3 |
10 |
13 |
237 |
| Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
1 |
3 |
4 |
11 |
597 |
| Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
2 |
46 |
1 |
1 |
8 |
284 |
| Prices of single-family homes since 1970: new indexes for four cities |
0 |
0 |
0 |
0 |
9 |
21 |
52 |
2,161 |
| Property Derivatives for Managing European Real†Estate Risk |
0 |
0 |
1 |
2 |
1 |
2 |
5 |
11 |
| Public Resistance to Indexation: A Puzzle |
0 |
0 |
2 |
38 |
2 |
3 |
8 |
153 |
| Rational Expectations and the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
45 |
0 |
3 |
3 |
136 |
| Rational expectations and the dynamic structure of macroeconomic models: A critical review |
0 |
1 |
2 |
231 |
2 |
6 |
8 |
546 |
| Reflections on Finance and the Good Society |
0 |
0 |
1 |
35 |
3 |
4 |
13 |
234 |
| Reply to Steindl and Ugarte |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
28 |
| Samuelson's Dictum and the Stock Market |
0 |
0 |
5 |
128 |
1 |
2 |
11 |
483 |
| Social Security and Individual Accounts as Elements of Overall Risk-Sharing |
0 |
0 |
0 |
44 |
1 |
2 |
3 |
222 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing |
0 |
0 |
0 |
51 |
3 |
3 |
7 |
311 |
| Speculative Asset Prices |
0 |
0 |
5 |
221 |
3 |
6 |
19 |
765 |
| Speculative Prices and Popular Models |
0 |
0 |
0 |
798 |
1 |
3 |
7 |
1,747 |
| Stock Prices and Social Dynamics |
0 |
3 |
14 |
191 |
8 |
19 |
92 |
1,019 |
| Stock prices and bond yields: Can their comovements be explained in terms of present value models? |
0 |
1 |
9 |
398 |
1 |
5 |
37 |
1,245 |
| Survey evidence on diffusion of interest and information among investors |
0 |
2 |
4 |
591 |
5 |
11 |
21 |
1,383 |
| THE ET INTERVIEW: PROFESSOR JAMES TOBIN |
0 |
0 |
1 |
34 |
0 |
1 |
4 |
116 |
| Testing the random walk hypothesis: Power versus frequency of observation |
0 |
1 |
4 |
252 |
2 |
4 |
13 |
715 |
| The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
1 |
66 |
3 |
5 |
8 |
256 |
| The Determinants of the Variability of Stock Market Prices |
0 |
1 |
7 |
1,572 |
4 |
7 |
27 |
4,232 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
2 |
3 |
13 |
1,846 |
4 |
16 |
47 |
5,329 |
| The Efficiency of the Market for Single-Family Homes |
5 |
28 |
64 |
1,965 |
32 |
83 |
209 |
5,175 |
| The Gibson Paradox and Historical Movements in Real Interest Rates |
0 |
0 |
1 |
314 |
2 |
6 |
13 |
1,207 |
| The Informational Context of Ex Ante Forecasts |
0 |
0 |
0 |
72 |
1 |
2 |
4 |
361 |
| The Marsh-Merton Model of Managers' Smoothing of Dividends |
0 |
0 |
1 |
174 |
2 |
3 |
5 |
472 |
| The Probability of Gross Violations of a Present Value Variance Inequality |
0 |
0 |
0 |
48 |
0 |
1 |
3 |
241 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
434 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
4 |
6 |
15 |
806 |
| The Use of Volatility Measures in Assessing Market Efficiency |
1 |
1 |
6 |
349 |
3 |
4 |
30 |
916 |
| The Volatility Debate |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
21 |
| The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure |
0 |
0 |
8 |
1,148 |
5 |
6 |
20 |
3,467 |
| The behavior of home buyers in boom and post-boom markets |
0 |
0 |
0 |
2 |
5 |
11 |
36 |
1,610 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
1 |
134 |
1 |
3 |
8 |
391 |
| The theory of index-based futures and options markets |
0 |
1 |
2 |
36 |
1 |
3 |
5 |
227 |
| Tools for Financial Innovation: Neoclassical versus Behavioral Finance |
0 |
0 |
1 |
183 |
2 |
2 |
7 |
465 |
| Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP |
0 |
0 |
1 |
81 |
2 |
2 |
3 |
210 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
1 |
27 |
0 |
1 |
5 |
125 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
2 |
112 |
6 |
8 |
16 |
482 |
| Understanding recent trends in house prices and homeownership |
0 |
0 |
3 |
359 |
7 |
11 |
20 |
1,255 |
| Une décennie de boom et d'effondrement des prix immobiliers: Boston et Los Angeles, 1983-1993 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
26 |
| Unlearned Lessons from the Housing Bubble |
0 |
0 |
0 |
285 |
1 |
2 |
2 |
536 |
| Wealth Effects Revisited 1975-2012 |
1 |
1 |
8 |
161 |
5 |
8 |
23 |
618 |
| What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets |
0 |
1 |
3 |
44 |
1 |
6 |
17 |
300 |
| Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection |
2 |
2 |
6 |
546 |
5 |
9 |
20 |
1,917 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage? |
1 |
1 |
1 |
29 |
4 |
5 |
6 |
175 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
1 |
1 |
1 |
120 |
6 |
10 |
13 |
580 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
4 |
18 |
2,095 |
10 |
25 |
69 |
5,038 |
| НАРРАТИВНАЯ ЭКОНОМИКА И НЕЙРОЭКОНОМИКА // NARRATIVE ECONOMICS AND NEUROECONOMICS |
0 |
0 |
1 |
35 |
1 |
4 |
8 |
179 |
| Total Journal Articles |
42 |
143 |
528 |
33,362 |
422 |
966 |
2,684 |
106,545 |