| 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 |
7 |
10 |
789 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
2 |
5 |
7 |
808 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
2 |
12 |
13 |
2,158 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
2 |
23 |
30 |
750 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
0 |
5 |
14 |
160 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
1 |
27 |
0 |
6 |
11 |
167 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
0 |
77 |
2 |
6 |
8 |
747 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
82 |
1 |
8 |
10 |
519 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
55 |
1 |
7 |
11 |
483 |
| Alternative Prior Representations of Smoothness for Distributed Lag Estimation |
0 |
0 |
0 |
47 |
1 |
8 |
10 |
395 |
| Alternative Tests of Rational Expectations Models: The Case of the Term Structure |
0 |
0 |
1 |
150 |
2 |
9 |
19 |
549 |
| Arithmetic Repeat Sales Price Estimators |
0 |
0 |
1 |
644 |
0 |
17 |
23 |
2,074 |
| Asset prices, monetary policy, and bank regulation |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
52 |
| Behavioral Economics and Institutional Innovation |
0 |
0 |
0 |
754 |
0 |
5 |
8 |
1,613 |
| Biographical |
0 |
0 |
1 |
21 |
0 |
2 |
5 |
101 |
| Bubbles, Human Judgment, and Expert Opinion |
0 |
0 |
0 |
921 |
1 |
11 |
18 |
2,075 |
| Can the Fed Control Real Interest Rates? |
0 |
0 |
0 |
196 |
0 |
9 |
12 |
1,170 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
2 |
87 |
2 |
6 |
16 |
193 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
1 |
4 |
181 |
1 |
5 |
14 |
376 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
2 |
130 |
0 |
13 |
28 |
567 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
606 |
0 |
5 |
11 |
1,566 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
858 |
0 |
10 |
14 |
2,317 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
0 |
253 |
0 |
4 |
9 |
612 |
| Comparing Wealth Effects: The Stock Market Versus the Housing Market |
0 |
1 |
1 |
777 |
26 |
73 |
83 |
2,266 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
1 |
1 |
3 |
209 |
5 |
9 |
21 |
591 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
5 |
937 |
1 |
8 |
22 |
2,826 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
1 |
40 |
6 |
34 |
41 |
352 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
0 |
6 |
1,262 |
3 |
10 |
21 |
3,382 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
2 |
5 |
65 |
0 |
6 |
18 |
372 |
| Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information |
0 |
0 |
1 |
204 |
7 |
17 |
21 |
575 |
| Consumption, Asset Markets, and Macroeconomic Fluctuations |
0 |
0 |
0 |
316 |
1 |
8 |
15 |
706 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
44 |
0 |
3 |
11 |
214 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
45 |
0 |
6 |
10 |
178 |
| Continuous Workout Mortgages: Efficient Pricing and Systemic Implications |
0 |
0 |
2 |
32 |
1 |
4 |
13 |
142 |
| Conventional Valuation and the Term Structure of Interest Rates |
0 |
0 |
0 |
105 |
0 |
6 |
9 |
374 |
| Conversation, Information, and Herd Behavior |
0 |
1 |
9 |
1,161 |
2 |
17 |
43 |
3,485 |
| Crash Beliefs From Investor Surveys |
1 |
2 |
2 |
100 |
3 |
11 |
19 |
346 |
| Crash Narratives |
0 |
1 |
5 |
90 |
1 |
12 |
30 |
198 |
| Defining Residual Risk-Sharing Opportunities: Pooling World Income Components |
0 |
0 |
0 |
39 |
0 |
1 |
5 |
358 |
| Derivatives Markets for Home Prices |
0 |
0 |
0 |
213 |
1 |
8 |
9 |
519 |
| Derivatives Markets for Home Prices |
0 |
1 |
1 |
248 |
1 |
8 |
11 |
526 |
| Derivatives Markets for Home Prices |
0 |
0 |
1 |
114 |
7 |
13 |
16 |
215 |
| Designing Indexed Units of Account |
0 |
0 |
0 |
39 |
0 |
5 |
10 |
380 |
| Designing Indexed Units of Account |
0 |
1 |
1 |
117 |
2 |
7 |
8 |
636 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
1 |
1 |
6 |
1,558 |
4 |
17 |
49 |
4,062 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
34 |
0 |
1 |
4 |
196 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
87 |
1 |
6 |
8 |
407 |
| Economists as Worldly Philosophers |
0 |
0 |
0 |
392 |
0 |
4 |
8 |
388 |
| Emotions and Subjective Crash Beliefs |
2 |
3 |
22 |
44 |
9 |
21 |
75 |
136 |
| Estimating the Continuous Time Consumption Based Asset Pricing Model |
0 |
0 |
0 |
248 |
1 |
5 |
8 |
958 |
| Estimation of the investment and price equations of a macroeconometric model |
0 |
0 |
0 |
3 |
0 |
4 |
9 |
255 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
1 |
1 |
5 |
7 |
1,833 |
| Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets |
0 |
0 |
0 |
45 |
0 |
1 |
3 |
623 |
| Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations |
0 |
0 |
0 |
256 |
0 |
5 |
8 |
1,157 |
| Forecasting Prices and Excess Returns in the Housing Market |
0 |
2 |
2 |
1,271 |
1 |
11 |
24 |
2,732 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
944 |
0 |
2 |
8 |
3,546 |
| From Efficient Market Theory to Behavioral Finance |
1 |
2 |
4 |
7,243 |
5 |
19 |
37 |
15,907 |
| Hedging inflation and income risks |
0 |
0 |
0 |
1 |
2 |
8 |
12 |
730 |
| Historic Turning Points in Real Estate |
0 |
0 |
0 |
247 |
0 |
5 |
5 |
534 |
| Home Equity Insurance |
0 |
0 |
0 |
304 |
0 |
2 |
7 |
1,954 |
| Home Equity Insurance |
0 |
0 |
0 |
289 |
1 |
11 |
13 |
1,545 |
| Home-buyers, Housing and the Macroeconomy |
0 |
0 |
0 |
22 |
1 |
4 |
5 |
118 |
| Household Reaction to Changes in Housing Wealth |
0 |
0 |
1 |
340 |
0 |
4 |
8 |
668 |
| Human Behavior and the Efficiency of the Financial System |
0 |
1 |
2 |
1,466 |
1 |
7 |
18 |
3,976 |
| Human Behavior and the Efficiency of the Financial System |
0 |
0 |
5 |
789 |
3 |
13 |
39 |
2,178 |
| Index-Based Futures and Options Markets in Real Estate |
1 |
1 |
4 |
981 |
2 |
11 |
18 |
3,264 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
1 |
2 |
163 |
0 |
18 |
21 |
1,057 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
2 |
114 |
0 |
7 |
10 |
894 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
1 |
4 |
86 |
3 |
9 |
24 |
540 |
| Initial Public Offerings: Investor Behavior and Underpricing |
1 |
1 |
2 |
377 |
2 |
6 |
18 |
1,096 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
0 |
3 |
7 |
94 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
1 |
3 |
4 |
827 |
| Interview with 2013 Laureate in Economic Sciences Robert J. Shiller |
0 |
0 |
0 |
52 |
0 |
4 |
7 |
144 |
| Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence |
0 |
1 |
1 |
412 |
2 |
8 |
14 |
1,572 |
| Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence |
0 |
0 |
4 |
1,726 |
3 |
16 |
50 |
6,039 |
| Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan |
0 |
0 |
1 |
243 |
0 |
4 |
9 |
1,256 |
| Irving Fisher, Debt Deflation and Crises |
0 |
0 |
1 |
278 |
1 |
7 |
12 |
353 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
63 |
0 |
5 |
7 |
442 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
0 |
1 |
9 |
11 |
224 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
60 |
0 |
22 |
24 |
519 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
195 |
1 |
4 |
7 |
404 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
62 |
0 |
7 |
9 |
201 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models |
0 |
1 |
1 |
246 |
1 |
14 |
17 |
623 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
0 |
1 |
7 |
159 |
3 |
10 |
19 |
694 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures |
1 |
5 |
21 |
147 |
3 |
21 |
60 |
534 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
0 |
5 |
691 |
4 |
10 |
24 |
2,239 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
0 |
2 |
745 |
1 |
10 |
19 |
1,538 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
157 |
0 |
6 |
11 |
1,222 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
327 |
1 |
3 |
5 |
1,582 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
0 |
1 |
2 |
586 |
1 |
5 |
8 |
2,332 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
0 |
1 |
1 |
401 |
0 |
7 |
8 |
1,196 |
| Narrative Economics |
3 |
10 |
14 |
476 |
13 |
33 |
59 |
792 |
| Narrative Economics |
4 |
6 |
9 |
286 |
6 |
21 |
34 |
518 |
| Narratives about Technology-Induced Job Degradations Then and Now |
0 |
0 |
1 |
141 |
5 |
10 |
17 |
206 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
422 |
0 |
0 |
2 |
1,018 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
176 |
0 |
1 |
6 |
712 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
253 |
1 |
7 |
15 |
819 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
1 |
1 |
48 |
4 |
6 |
10 |
286 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
197 |
0 |
8 |
15 |
1,406 |
| Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
48 |
1 |
4 |
9 |
117 |
| Popular Attitudes towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
55 |
3 |
8 |
14 |
122 |
| Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019 |
0 |
0 |
1 |
102 |
0 |
5 |
15 |
211 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
1 |
1 |
5 |
407 |
4 |
9 |
20 |
1,404 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
1 |
1 |
6 |
1,000 |
1 |
11 |
27 |
2,550 |
| Radical Financial Innovation |
0 |
0 |
4 |
493 |
0 |
8 |
16 |
1,044 |
| Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review |
0 |
0 |
1 |
394 |
0 |
4 |
8 |
1,076 |
| Reflections on Finance and the Good Society |
0 |
0 |
3 |
69 |
6 |
16 |
23 |
229 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
2 |
8 |
21 |
2,330 |
| Smoothness Priors and Nonlinear Regression |
0 |
0 |
0 |
70 |
0 |
6 |
8 |
461 |
| Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing |
0 |
0 |
0 |
317 |
2 |
7 |
8 |
716 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
75 |
1 |
3 |
6 |
491 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
111 |
0 |
6 |
10 |
667 |
| Speculative Asset Prices |
0 |
0 |
1 |
229 |
0 |
7 |
15 |
489 |
| Speculative Asset Prices (Nobel Prize Lecture) |
0 |
2 |
6 |
487 |
1 |
9 |
17 |
792 |
| Speculative Behavior in the Stock Markets: Evidence from the United States and Japan |
0 |
0 |
0 |
212 |
1 |
9 |
13 |
459 |
| Speculative Behavior of Institutional Investors |
0 |
0 |
0 |
173 |
1 |
7 |
9 |
421 |
| Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models? |
0 |
1 |
2 |
418 |
1 |
6 |
13 |
1,676 |
| Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models? |
0 |
0 |
2 |
388 |
1 |
8 |
10 |
1,327 |
| Stock Prices and Social Dynamics |
0 |
0 |
7 |
2,002 |
2 |
16 |
47 |
4,862 |
| Stock Prices, Earnings and Expected Dividends |
3 |
5 |
12 |
936 |
15 |
37 |
66 |
3,380 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
0 |
2,074 |
7 |
28 |
47 |
6,043 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
0 |
2 |
142 |
2 |
10 |
18 |
615 |
| Survey Evidence on Diffusion of Interest Among Institutional Investors |
0 |
0 |
0 |
412 |
0 |
4 |
7 |
1,001 |
| Survey Evidence on Diffusion of Investment Among Institutional Investors |
0 |
0 |
0 |
92 |
3 |
10 |
12 |
281 |
| Testing the Random Walk Hypothesis: Power Versus Frequency of Observation |
0 |
0 |
0 |
999 |
0 |
5 |
9 |
3,427 |
| Testing the Random Walk Hypothesis: Power versus Frequency of Observation |
0 |
0 |
1 |
645 |
0 |
5 |
13 |
2,724 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
1 |
803 |
1 |
10 |
17 |
1,798 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
2 |
5 |
642 |
1 |
5 |
13 |
1,454 |
| The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
3 |
168 |
1 |
7 |
15 |
642 |
| The Determinants of the Variability of Stock Market Price |
0 |
0 |
0 |
0 |
0 |
9 |
15 |
904 |
| The Determinants of the Variability of Stock Market Prices |
0 |
0 |
2 |
1,035 |
2 |
16 |
31 |
3,091 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
0 |
7 |
8 |
1,254 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
4 |
630 |
3 |
12 |
29 |
1,694 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
1 |
6 |
1,834 |
1 |
15 |
32 |
6,601 |
| The Efficiency of the Market for Single-Family Homes |
0 |
3 |
10 |
559 |
2 |
21 |
55 |
1,495 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
30 |
0 |
9 |
11 |
182 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
89 |
1 |
6 |
10 |
541 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
1 |
237 |
1 |
5 |
9 |
784 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
0 |
109 |
1 |
9 |
15 |
415 |
| The Life-Cycle Personal Accounts Proposal for Social Security: A Review |
0 |
0 |
0 |
85 |
0 |
2 |
4 |
370 |
| The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation |
0 |
0 |
0 |
158 |
2 |
5 |
7 |
583 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
87 |
1 |
6 |
9 |
474 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
177 |
2 |
9 |
13 |
786 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
355 |
3 |
8 |
13 |
2,454 |
| The Term Structure of Interest Rates |
1 |
3 |
6 |
956 |
3 |
15 |
23 |
1,984 |
| The Term Structure of Interest Rates. U.S. Government Term Structure Data |
0 |
0 |
0 |
368 |
3 |
18 |
21 |
1,527 |
| The Use of Volatility Measures in Assessing Market Efficiency |
0 |
0 |
3 |
602 |
6 |
15 |
26 |
1,562 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
43 |
0 |
4 |
5 |
294 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
17 |
0 |
5 |
6 |
166 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
7 |
19 |
20 |
102 |
| Understanding Inflation-Indexed Bond Markets |
1 |
1 |
1 |
318 |
6 |
15 |
19 |
706 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
2 |
11 |
16 |
996 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
73 |
1 |
5 |
9 |
257 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
329 |
3 |
12 |
21 |
753 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
2 |
426 |
1 |
13 |
19 |
1,297 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
1 |
5 |
6 |
1,072 |
6 |
29 |
48 |
3,460 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
0 |
1 |
1,484 |
3 |
16 |
26 |
3,975 |
| Wealth Effects Revisited 1975-2012 |
0 |
0 |
1 |
97 |
3 |
7 |
15 |
235 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
1 |
136 |
0 |
4 |
7 |
297 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
0 |
106 |
1 |
8 |
17 |
382 |
| Wealth Effects Revisited: 1975-2012 |
0 |
0 |
1 |
219 |
8 |
9 |
16 |
594 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
2 |
50 |
1 |
5 |
10 |
141 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update |
0 |
0 |
1 |
94 |
0 |
6 |
13 |
139 |
| What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
0 |
152 |
2 |
10 |
15 |
520 |
| Why Do People Dislike Inflation? |
0 |
0 |
2 |
527 |
1 |
6 |
25 |
2,795 |
| Why Do People Dislike Inflation? |
0 |
0 |
1 |
430 |
1 |
25 |
31 |
1,444 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage" |
0 |
0 |
1 |
97 |
1 |
4 |
6 |
176 |
| World Income Components: Measuring And Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
74 |
0 |
6 |
7 |
350 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
1 |
115 |
0 |
5 |
9 |
874 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
61 |
1 |
6 |
9 |
426 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
0 |
121 |
0 |
2 |
5 |
513 |
| World Income Components: Measuring and Exploting International Risk Sharing Opportunities |
0 |
0 |
0 |
0 |
0 |
9 |
13 |
301 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
2 |
8 |
1,028 |
3 |
11 |
33 |
2,835 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
2 |
9 |
86 |
0 |
16 |
30 |
352 |
| Total Working Papers |
25 |
83 |
317 |
67,617 |
312 |
1,654 |
2,984 |
213,318 |
| 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 |
1 |
4 |
10 |
412 |
| A Pricing Framework for Real Estate Derivatives |
1 |
3 |
5 |
56 |
2 |
14 |
20 |
114 |
| A Scott-Type Regression Test of the Dividend Ratio Model |
0 |
0 |
0 |
53 |
0 |
3 |
6 |
264 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
0 |
1 |
6 |
724 |
| 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 |
18 |
24 |
888 |
| Actual and Warranted Relations between Asset Prices |
0 |
1 |
1 |
40 |
0 |
10 |
15 |
259 |
| Aggregate income risks and hedging mechanisms |
0 |
0 |
0 |
39 |
3 |
8 |
10 |
271 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
3 |
7 |
10 |
174 |
| Alternative tests of rational expectations models: The case of the term structure |
0 |
0 |
4 |
200 |
3 |
21 |
41 |
966 |
| An Unbiased Reexamination of Stock Market Volatility: Discussion |
0 |
0 |
0 |
24 |
1 |
3 |
5 |
95 |
| Book Review |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
39 |
| Business cycles, financial crises, and stock volatility: A comment |
0 |
0 |
0 |
26 |
1 |
4 |
7 |
94 |
| Causes of changing financial market volatility |
0 |
0 |
0 |
0 |
1 |
7 |
11 |
792 |
| Cointegration and Tests of Present Value Models |
2 |
2 |
19 |
2,163 |
8 |
53 |
112 |
6,335 |
| Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?] |
0 |
1 |
1 |
105 |
1 |
2 |
3 |
314 |
| 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 |
2 |
383 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
1 |
1 |
8 |
0 |
5 |
10 |
59 |
| Comparing Information in Forecasts from Econometric Models |
0 |
2 |
3 |
404 |
3 |
12 |
23 |
1,347 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
4 |
6 |
23 |
1,344 |
14 |
84 |
214 |
4,234 |
| Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information |
2 |
2 |
4 |
221 |
6 |
13 |
17 |
554 |
| Consumption, asset markets and macroeconomic fluctuations |
0 |
0 |
0 |
108 |
1 |
3 |
8 |
370 |
| Conversation, Information, and Herd Behavior |
0 |
1 |
13 |
559 |
1 |
7 |
35 |
1,545 |
| Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital |
0 |
0 |
1 |
62 |
0 |
0 |
4 |
236 |
| Defining residual risk-sharing opportunities: Pooling world income components |
0 |
0 |
0 |
12 |
3 |
11 |
16 |
155 |
| Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply |
0 |
0 |
0 |
264 |
2 |
2 |
7 |
805 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
5 |
11 |
21 |
3,583 |
30 |
109 |
276 |
9,783 |
| Economic risks associated with deep change in technology, and their mitigation |
0 |
0 |
0 |
27 |
0 |
2 |
3 |
96 |
| Economists as Worldly Philosophers |
0 |
0 |
1 |
45 |
0 |
4 |
7 |
198 |
| Estimating the Continuous-Time Consumption-Based Asset-Pricing Model |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
418 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
386 |
0 |
6 |
9 |
940 |
| Finance Contributing to the Good Society |
0 |
0 |
0 |
15 |
0 |
3 |
8 |
54 |
| Forecasting Prices and Excess Returns in the Housing Market |
1 |
2 |
18 |
269 |
9 |
45 |
88 |
861 |
| Foreword |
0 |
0 |
0 |
15 |
1 |
5 |
9 |
155 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
2 |
18 |
33 |
887 |
| From Efficient Markets Theory to Behavioral Finance |
2 |
6 |
20 |
2,438 |
19 |
68 |
177 |
6,567 |
| Hedging Inflation and Income Risks |
0 |
0 |
0 |
0 |
2 |
5 |
8 |
298 |
| Historic Turning Points in Real Estate |
0 |
0 |
0 |
68 |
0 |
4 |
6 |
219 |
| Home Equity Insurance |
0 |
0 |
0 |
299 |
2 |
6 |
17 |
1,609 |
| How Should the Financial Crisis Change How We Teach Economics? |
1 |
1 |
1 |
35 |
1 |
5 |
10 |
161 |
| Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior |
0 |
0 |
2 |
86 |
0 |
4 |
10 |
357 |
| IRVING FISHER, DEBT DEFLATION, AND CRISES |
0 |
0 |
1 |
26 |
3 |
8 |
13 |
81 |
| Interpreting cointegrated models |
0 |
0 |
2 |
147 |
2 |
10 |
16 |
488 |
| Investor behavior in the october 1987 stock market crash: The case of Japan |
0 |
0 |
1 |
50 |
0 |
13 |
17 |
331 |
| Is There a Bubble in the Housing Market? |
0 |
12 |
57 |
1,141 |
13 |
71 |
252 |
3,646 |
| LABOR INCOME INDICES DESIGNED FOR USE IN CONTRACTS PROMOTING INCOME RISK MANAGEMENT |
0 |
0 |
0 |
3 |
1 |
9 |
17 |
31 |
| Life-Cycle Portfolios as Government Policy |
1 |
2 |
6 |
45 |
1 |
3 |
9 |
177 |
| Life-cycle personal accounts proposal for Social Security: An evaluation of President Bush's proposal |
0 |
0 |
0 |
19 |
0 |
4 |
10 |
93 |
| Long-Term Perspectives on the Current Boom in Home Prices |
0 |
0 |
0 |
596 |
1 |
1 |
8 |
1,221 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
114 |
0 |
10 |
17 |
477 |
| Macro markets and financial security |
0 |
0 |
0 |
238 |
0 |
5 |
9 |
697 |
| Manipulation and Deception as Part of a Phishing Equilibrium |
0 |
0 |
2 |
59 |
0 |
3 |
18 |
168 |
| Market Volatility and Investor Behavior |
0 |
1 |
13 |
1,145 |
2 |
9 |
37 |
2,609 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
4 |
29 |
94 |
596 |
36 |
366 |
635 |
2,294 |
| Mitigating financial fragility with Continuous Workout Mortgages |
0 |
0 |
0 |
25 |
2 |
11 |
14 |
142 |
| Narrative Economics |
4 |
11 |
28 |
379 |
19 |
70 |
152 |
1,794 |
| Policies to Deal with the Implosion in the Mortgage Market |
0 |
0 |
0 |
69 |
1 |
9 |
22 |
246 |
| Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
1 |
2 |
10 |
16 |
607 |
| Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
1 |
3 |
47 |
1 |
15 |
23 |
299 |
| Prices of single-family homes since 1970: new indexes for four cities |
0 |
0 |
0 |
0 |
6 |
22 |
64 |
2,183 |
| Property Derivatives for Managing European Real†Estate Risk |
0 |
0 |
1 |
2 |
2 |
8 |
12 |
19 |
| Public Resistance to Indexation: A Puzzle |
0 |
0 |
0 |
38 |
0 |
3 |
8 |
156 |
| Rational Expectations and the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
45 |
0 |
6 |
9 |
142 |
| Rational expectations and the dynamic structure of macroeconomic models: A critical review |
0 |
0 |
1 |
231 |
1 |
6 |
12 |
552 |
| Reflections on Finance and the Good Society |
0 |
0 |
0 |
35 |
1 |
8 |
17 |
242 |
| Reply to Steindl and Ugarte |
0 |
0 |
0 |
2 |
1 |
4 |
4 |
32 |
| Samuelson's Dictum and the Stock Market |
0 |
0 |
3 |
128 |
2 |
2 |
11 |
485 |
| Social Security and Individual Accounts as Elements of Overall Risk-Sharing |
0 |
0 |
0 |
44 |
0 |
3 |
6 |
225 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing |
0 |
0 |
0 |
51 |
1 |
6 |
13 |
317 |
| Speculative Asset Prices |
0 |
0 |
1 |
221 |
0 |
7 |
17 |
772 |
| Speculative Prices and Popular Models |
0 |
0 |
0 |
798 |
3 |
6 |
11 |
1,753 |
| Stock Prices and Social Dynamics |
1 |
1 |
11 |
192 |
4 |
22 |
87 |
1,041 |
| Stock prices and bond yields: Can their comovements be explained in terms of present value models? |
0 |
0 |
7 |
398 |
2 |
7 |
35 |
1,252 |
| Survey evidence on diffusion of interest and information among investors |
0 |
1 |
3 |
592 |
0 |
6 |
21 |
1,389 |
| THE ET INTERVIEW: PROFESSOR JAMES TOBIN |
0 |
0 |
1 |
34 |
0 |
3 |
7 |
119 |
| Testing the random walk hypothesis: Power versus frequency of observation |
1 |
1 |
3 |
253 |
4 |
8 |
18 |
723 |
| The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation |
0 |
1 |
1 |
67 |
1 |
3 |
9 |
259 |
| The Determinants of the Variability of Stock Market Prices |
0 |
0 |
4 |
1,572 |
4 |
14 |
32 |
4,246 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
3 |
10 |
1,849 |
5 |
21 |
51 |
5,350 |
| The Efficiency of the Market for Single-Family Homes |
10 |
25 |
73 |
1,990 |
28 |
86 |
251 |
5,261 |
| The Gibson Paradox and Historical Movements in Real Interest Rates |
0 |
0 |
0 |
314 |
1 |
5 |
13 |
1,212 |
| The Informational Context of Ex Ante Forecasts |
0 |
0 |
0 |
72 |
1 |
5 |
9 |
366 |
| The Marsh-Merton Model of Managers' Smoothing of Dividends |
0 |
0 |
0 |
174 |
1 |
8 |
12 |
480 |
| The Probability of Gross Violations of a Present Value Variance Inequality |
0 |
0 |
0 |
48 |
0 |
4 |
7 |
245 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
0 |
0 |
7 |
12 |
441 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
2 |
11 |
23 |
817 |
| The Use of Volatility Measures in Assessing Market Efficiency |
1 |
2 |
6 |
351 |
2 |
9 |
32 |
925 |
| The Volatility Debate |
0 |
0 |
0 |
5 |
0 |
9 |
9 |
30 |
| The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure |
1 |
1 |
5 |
1,149 |
2 |
7 |
20 |
3,474 |
| The behavior of home buyers in boom and post-boom markets |
0 |
0 |
0 |
2 |
4 |
18 |
44 |
1,628 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
0 |
134 |
1 |
6 |
11 |
397 |
| The theory of index-based futures and options markets |
0 |
0 |
2 |
36 |
3 |
3 |
7 |
230 |
| Tools for Financial Innovation: Neoclassical versus Behavioral Finance |
0 |
1 |
2 |
184 |
1 |
4 |
10 |
469 |
| Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP |
0 |
0 |
1 |
81 |
4 |
4 |
7 |
214 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
27 |
0 |
3 |
6 |
128 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
112 |
0 |
7 |
21 |
489 |
| Understanding recent trends in house prices and homeownership |
1 |
2 |
5 |
361 |
3 |
13 |
31 |
1,268 |
| Une décennie de boom et d'effondrement des prix immobiliers: Boston et Los Angeles, 1983-1993 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
27 |
| Unlearned Lessons from the Housing Bubble |
0 |
0 |
0 |
285 |
0 |
0 |
2 |
536 |
| Wealth Effects Revisited 1975-2012 |
1 |
1 |
6 |
162 |
5 |
13 |
29 |
631 |
| What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets |
0 |
0 |
3 |
44 |
2 |
16 |
32 |
316 |
| Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection |
0 |
1 |
5 |
547 |
2 |
10 |
26 |
1,927 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage? |
0 |
0 |
1 |
29 |
4 |
9 |
15 |
184 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
1 |
120 |
0 |
6 |
19 |
586 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
2 |
7 |
22 |
2,102 |
7 |
24 |
81 |
5,062 |
| НАРРАТИВНАЯ ЭКОНОМИКА И НЕЙРОЭКОНОМИКА // NARRATIVE ECONOMICS AND NEUROECONOMICS |
0 |
1 |
2 |
36 |
1 |
6 |
12 |
185 |
| Total Journal Articles |
46 |
143 |
529 |
33,505 |
321 |
1,673 |
3,768 |
108,218 |