| 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 |
3 |
6 |
6 |
785 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
2 |
4 |
4 |
805 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
5 |
5 |
7 |
2,151 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
3 |
7 |
10 |
730 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
1 |
7 |
10 |
156 |
| Actual and Warranted Relations Between Asset Prices |
0 |
0 |
0 |
77 |
0 |
2 |
4 |
741 |
| Actual and Warranted Relations Between Asset Prices |
0 |
1 |
1 |
27 |
2 |
6 |
7 |
163 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
55 |
1 |
5 |
5 |
477 |
| Aggregate Income Risks and Hedging Mechanisms |
0 |
0 |
0 |
82 |
3 |
4 |
5 |
514 |
| Alternative Prior Representations of Smoothness for Distributed Lag Estimation |
0 |
0 |
0 |
47 |
3 |
5 |
5 |
390 |
| Alternative Tests of Rational Expectations Models: The Case of the Term Structure |
0 |
0 |
1 |
150 |
5 |
11 |
15 |
545 |
| Arithmetic Repeat Sales Price Estimators |
0 |
1 |
1 |
644 |
5 |
8 |
12 |
2,062 |
| Asset prices, monetary policy, and bank regulation |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
51 |
| Behavioral Economics and Institutional Innovation |
0 |
0 |
0 |
754 |
2 |
3 |
6 |
1,610 |
| Biographical |
0 |
1 |
1 |
21 |
1 |
4 |
6 |
100 |
| Bubbles, Human Judgment, and Expert Opinion |
0 |
0 |
0 |
921 |
3 |
6 |
10 |
2,067 |
| Can the Fed Control Real Interest Rates? |
0 |
0 |
0 |
196 |
5 |
8 |
8 |
1,166 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
1 |
1 |
4 |
181 |
1 |
2 |
11 |
372 |
| Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 |
0 |
0 |
2 |
87 |
1 |
5 |
12 |
188 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
1 |
858 |
3 |
4 |
9 |
2,310 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
2 |
606 |
2 |
7 |
12 |
1,563 |
| Cointegration and Tests of Present Value Models |
1 |
1 |
3 |
130 |
7 |
18 |
25 |
561 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
0 |
253 |
2 |
7 |
7 |
610 |
| Comparing Wealth Effects: The Stock Market Versus the Housing Market |
0 |
0 |
0 |
776 |
8 |
11 |
21 |
2,201 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
1 |
5 |
937 |
3 |
7 |
20 |
2,821 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
1 |
40 |
0 |
0 |
9 |
318 |
| Comparing Wealth Effects: The Stock Market versus The Housing Market |
0 |
0 |
2 |
208 |
2 |
3 |
18 |
584 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
1 |
6 |
1,262 |
2 |
6 |
15 |
3,374 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
1 |
1 |
5 |
64 |
2 |
2 |
17 |
368 |
| Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information |
0 |
0 |
1 |
204 |
6 |
8 |
10 |
564 |
| Consumption, Asset Markets, and Macroeconomic Fluctuations |
0 |
0 |
0 |
316 |
3 |
8 |
10 |
701 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
44 |
2 |
10 |
11 |
213 |
| Continuous Workout Mortgages |
0 |
0 |
0 |
45 |
4 |
6 |
8 |
176 |
| Continuous Workout Mortgages: Efficient Pricing and Systemic Implications |
0 |
0 |
2 |
32 |
1 |
5 |
11 |
139 |
| Conventional Valuation and the Term Structure of Interest Rates |
0 |
0 |
0 |
105 |
3 |
6 |
6 |
371 |
| Conversation, Information, and Herd Behavior |
1 |
3 |
10 |
1,161 |
9 |
20 |
37 |
3,477 |
| Crash Beliefs From Investor Surveys |
0 |
0 |
0 |
98 |
1 |
4 |
12 |
336 |
| Crash Narratives |
1 |
3 |
9 |
90 |
8 |
16 |
35 |
194 |
| Defining Residual Risk-Sharing Opportunities: Pooling World Income Components |
0 |
0 |
0 |
39 |
1 |
4 |
5 |
358 |
| Derivatives Markets for Home Prices |
0 |
1 |
2 |
114 |
2 |
3 |
7 |
204 |
| Derivatives Markets for Home Prices |
1 |
1 |
1 |
248 |
2 |
4 |
5 |
520 |
| Derivatives Markets for Home Prices |
0 |
0 |
1 |
213 |
2 |
3 |
4 |
513 |
| Designing Indexed Units of Account |
1 |
1 |
1 |
117 |
2 |
2 |
6 |
631 |
| Designing Indexed Units of Account |
0 |
0 |
0 |
39 |
2 |
5 |
7 |
377 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
0 |
1 |
5 |
1,557 |
3 |
15 |
38 |
4,048 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
34 |
1 |
3 |
4 |
196 |
| Econometric Modeling as Information Aggregation |
0 |
0 |
0 |
87 |
3 |
5 |
5 |
404 |
| Economists as Worldly Philosophers |
0 |
0 |
0 |
392 |
2 |
3 |
6 |
386 |
| Emotions and Subjective Crash Beliefs |
0 |
5 |
21 |
41 |
5 |
20 |
68 |
120 |
| Estimating the Continuous Time Consumption Based Asset Pricing Model |
0 |
0 |
0 |
248 |
2 |
3 |
5 |
955 |
| Estimation of the investment and price equations of a macroeconometric model |
0 |
0 |
0 |
3 |
2 |
5 |
8 |
253 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
1 |
3 |
4 |
5 |
1,831 |
| Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets |
0 |
0 |
0 |
45 |
0 |
2 |
2 |
622 |
| Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations |
0 |
0 |
0 |
256 |
1 |
3 |
4 |
1,153 |
| Forecasting Prices and Excess Returns in the Housing Market |
0 |
0 |
0 |
1,269 |
2 |
9 |
17 |
2,723 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
2 |
944 |
1 |
3 |
10 |
3,545 |
| From Efficient Market Theory to Behavioral Finance |
0 |
0 |
3 |
7,241 |
3 |
12 |
26 |
15,891 |
| Hedging inflation and income risks |
0 |
0 |
0 |
1 |
0 |
3 |
5 |
722 |
| Historic Turning Points in Real Estate |
0 |
0 |
0 |
247 |
1 |
1 |
1 |
530 |
| Home Equity Insurance |
0 |
0 |
0 |
304 |
0 |
3 |
6 |
1,952 |
| Home Equity Insurance |
0 |
0 |
0 |
289 |
5 |
7 |
8 |
1,539 |
| Home-buyers, Housing and the Macroeconomy |
0 |
0 |
0 |
22 |
1 |
1 |
3 |
115 |
| Household Reaction to Changes in Housing Wealth |
0 |
0 |
1 |
340 |
2 |
4 |
6 |
666 |
| Human Behavior and the Efficiency of the Financial System |
0 |
1 |
1 |
1,465 |
3 |
8 |
16 |
3,972 |
| Human Behavior and the Efficiency of the Financial System |
0 |
1 |
5 |
789 |
4 |
16 |
33 |
2,169 |
| Index-Based Futures and Options Markets in Real Estate |
0 |
1 |
3 |
980 |
6 |
10 |
15 |
3,259 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
0 |
2 |
162 |
3 |
4 |
9 |
1,042 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
2 |
3 |
85 |
2 |
7 |
17 |
533 |
| Indexed Units of Account: Theory and Assessment of Historical Experience |
0 |
1 |
2 |
114 |
4 |
5 |
8 |
891 |
| Initial Public Offerings: Investor Behavior and Underpricing |
0 |
0 |
3 |
376 |
2 |
6 |
19 |
1,092 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
0 |
1 |
1 |
824 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
2 |
5 |
6 |
93 |
| Interview with 2013 Laureate in Economic Sciences Robert J. Shiller |
0 |
0 |
0 |
52 |
2 |
4 |
6 |
142 |
| Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence |
1 |
1 |
1 |
412 |
1 |
4 |
9 |
1,565 |
| Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence |
0 |
0 |
4 |
1,726 |
7 |
23 |
46 |
6,030 |
| Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan |
0 |
1 |
1 |
243 |
2 |
4 |
7 |
1,254 |
| Irving Fisher, Debt Deflation and Crises |
0 |
1 |
1 |
278 |
3 |
5 |
8 |
349 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
0 |
5 |
6 |
7 |
220 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
60 |
8 |
10 |
10 |
505 |
| Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management |
0 |
0 |
0 |
63 |
2 |
4 |
5 |
439 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
62 |
3 |
5 |
5 |
197 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
1 |
195 |
1 |
3 |
5 |
401 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models |
0 |
0 |
0 |
245 |
2 |
5 |
5 |
611 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
0 |
2 |
6 |
158 |
2 |
7 |
12 |
686 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures |
4 |
8 |
25 |
146 |
9 |
23 |
58 |
522 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
1 |
2 |
745 |
7 |
13 |
16 |
1,535 |
| Measuring Bubble Expectations and Investor Confidence |
0 |
2 |
5 |
691 |
2 |
8 |
17 |
2,231 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
327 |
2 |
4 |
4 |
1,581 |
| Moral Hazard in Home Equity Conversion |
0 |
0 |
0 |
157 |
1 |
5 |
6 |
1,217 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
1 |
1 |
2 |
586 |
1 |
3 |
4 |
2,328 |
| Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate |
1 |
1 |
1 |
401 |
2 |
3 |
4 |
1,191 |
| Narrative Economics |
1 |
2 |
4 |
281 |
9 |
12 |
25 |
506 |
| Narrative Economics |
4 |
6 |
8 |
470 |
8 |
21 |
38 |
767 |
| Narratives about Technology-Induced Job Degradations Then and Now |
0 |
0 |
1 |
141 |
3 |
9 |
10 |
199 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
253 |
2 |
7 |
13 |
814 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
176 |
0 |
2 |
7 |
711 |
| One Simple Test of Samuelson's Dictum for the Stock Market |
0 |
0 |
0 |
422 |
0 |
1 |
3 |
1,018 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
197 |
2 |
4 |
9 |
1,400 |
| Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
47 |
0 |
1 |
5 |
280 |
| Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
48 |
0 |
3 |
7 |
113 |
| Popular Attitudes towards Markets and Democracy: Russia and United States Compared 25 Years Later |
0 |
0 |
1 |
55 |
2 |
4 |
8 |
116 |
| Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019 |
0 |
1 |
2 |
102 |
2 |
10 |
14 |
208 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
0 |
2 |
5 |
999 |
4 |
13 |
20 |
2,543 |
| Prices of Single Family Homes Since 1970: New Indexes for Four Cities |
0 |
2 |
4 |
406 |
2 |
9 |
16 |
1,397 |
| Radical Financial Innovation |
0 |
2 |
4 |
493 |
3 |
7 |
12 |
1,039 |
| Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review |
0 |
0 |
1 |
394 |
1 |
4 |
5 |
1,073 |
| Reflections on Finance and the Good Society |
0 |
2 |
3 |
69 |
3 |
7 |
10 |
216 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
3 |
7 |
20 |
2,325 |
| Smoothness Priors and Nonlinear Regression |
0 |
0 |
0 |
70 |
3 |
5 |
5 |
458 |
| Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing |
0 |
0 |
0 |
317 |
1 |
2 |
2 |
710 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
75 |
1 |
3 |
4 |
489 |
| Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing |
0 |
0 |
0 |
111 |
0 |
3 |
4 |
661 |
| Speculative Asset Prices |
0 |
0 |
2 |
229 |
1 |
5 |
14 |
483 |
| Speculative Asset Prices (Nobel Prize Lecture) |
1 |
3 |
6 |
486 |
4 |
8 |
13 |
787 |
| Speculative Behavior in the Stock Markets: Evidence from the United States and Japan |
0 |
0 |
0 |
212 |
1 |
3 |
5 |
451 |
| Speculative Behavior of Institutional Investors |
0 |
0 |
0 |
173 |
1 |
3 |
3 |
415 |
| Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models? |
0 |
0 |
1 |
417 |
2 |
5 |
11 |
1,672 |
| Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models? |
0 |
0 |
3 |
388 |
2 |
2 |
5 |
1,321 |
| Stock Prices and Social Dynamics |
0 |
2 |
7 |
2,002 |
12 |
21 |
53 |
4,858 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
1 |
2,074 |
15 |
25 |
36 |
6,030 |
| Stock Prices, Earnings and Expected Dividends |
0 |
3 |
8 |
931 |
9 |
20 |
46 |
3,352 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
1 |
4 |
142 |
6 |
10 |
21 |
611 |
| Survey Evidence on Diffusion of Interest Among Institutional Investors |
0 |
0 |
0 |
412 |
2 |
5 |
5 |
999 |
| Survey Evidence on Diffusion of Investment Among Institutional Investors |
0 |
0 |
0 |
92 |
3 |
5 |
5 |
274 |
| Testing the Random Walk Hypothesis: Power Versus Frequency of Observation |
0 |
0 |
0 |
999 |
3 |
6 |
8 |
3,425 |
| Testing the Random Walk Hypothesis: Power versus Frequency of Observation |
0 |
0 |
1 |
645 |
3 |
6 |
11 |
2,722 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
0 |
0 |
3 |
803 |
3 |
4 |
14 |
1,791 |
| The Behavior of Home Buyers in Boom and Post-Boom Markets |
1 |
1 |
4 |
641 |
3 |
6 |
12 |
1,452 |
| The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
3 |
168 |
2 |
5 |
10 |
637 |
| The Determinants of the Variability of Stock Market Price |
0 |
0 |
0 |
0 |
7 |
11 |
15 |
902 |
| The Determinants of the Variability of Stock Market Prices |
0 |
0 |
3 |
1,035 |
10 |
15 |
26 |
3,085 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
2 |
3 |
3 |
1,249 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
9 |
1,834 |
6 |
11 |
29 |
6,592 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
5 |
629 |
5 |
10 |
31 |
1,687 |
| The Efficiency of the Market for Single-Family Homes |
2 |
4 |
12 |
558 |
12 |
26 |
53 |
1,486 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
89 |
3 |
7 |
7 |
538 |
| The Informational Content of Ex Ante Forecasts |
0 |
0 |
0 |
30 |
4 |
6 |
6 |
177 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
1 |
237 |
1 |
4 |
7 |
780 |
| The Invention of Inflation-Indexed Bonds in Early America |
0 |
0 |
0 |
109 |
1 |
4 |
7 |
407 |
| The Life-Cycle Personal Accounts Proposal for Social Security: A Review |
0 |
0 |
0 |
85 |
0 |
2 |
2 |
368 |
| The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation |
0 |
0 |
0 |
158 |
3 |
5 |
6 |
581 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
355 |
2 |
4 |
8 |
2,448 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
177 |
2 |
4 |
7 |
779 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
87 |
2 |
4 |
7 |
470 |
| The Term Structure of Interest Rates |
0 |
2 |
4 |
953 |
4 |
7 |
14 |
1,973 |
| The Term Structure of Interest Rates. U.S. Government Term Structure Data |
0 |
0 |
0 |
368 |
10 |
13 |
14 |
1,519 |
| The Use of Volatility Measures in Assessing Market Efficiency |
0 |
0 |
4 |
602 |
3 |
5 |
15 |
1,550 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
17 |
1 |
2 |
3 |
162 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
0 |
43 |
2 |
3 |
4 |
292 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
83 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
418 |
1 |
4 |
7 |
986 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
5 |
5 |
11 |
696 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
73 |
3 |
3 |
7 |
255 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
2 |
426 |
6 |
8 |
14 |
1,290 |
| Understanding Recent Trends in House Prices and Home Ownership |
0 |
0 |
0 |
329 |
4 |
8 |
13 |
745 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
3 |
3 |
8 |
1,070 |
14 |
23 |
39 |
3,445 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
0 |
2 |
1,484 |
10 |
14 |
26 |
3,969 |
| Wealth Effects Revisited 1975-2012 |
0 |
0 |
1 |
97 |
2 |
7 |
10 |
230 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
1 |
136 |
1 |
2 |
4 |
294 |
| Wealth Effects Revisited 1978-2009 |
0 |
0 |
0 |
106 |
3 |
5 |
13 |
377 |
| Wealth Effects Revisited: 1975-2012 |
0 |
0 |
2 |
219 |
0 |
1 |
10 |
585 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
2 |
50 |
2 |
3 |
7 |
138 |
| What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update |
0 |
0 |
1 |
94 |
4 |
7 |
11 |
137 |
| What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets |
0 |
0 |
0 |
152 |
2 |
4 |
10 |
512 |
| Why Do People Dislike Inflation? |
0 |
0 |
1 |
430 |
4 |
7 |
12 |
1,423 |
| Why Do People Dislike Inflation? |
0 |
1 |
2 |
527 |
1 |
5 |
24 |
2,790 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage" |
0 |
1 |
1 |
97 |
0 |
2 |
2 |
172 |
| World Income Components: Measuring And Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
74 |
2 |
3 |
3 |
346 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
0 |
61 |
3 |
5 |
6 |
423 |
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities |
0 |
0 |
1 |
115 |
3 |
6 |
8 |
872 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
0 |
0 |
121 |
0 |
3 |
3 |
511 |
| World Income Components: Measuring and Exploting International Risk Sharing Opportunities |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
292 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
3 |
7 |
84 |
4 |
8 |
21 |
340 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
1 |
8 |
1,027 |
2 |
4 |
33 |
2,826 |
| Total Working Papers |
29 |
93 |
318 |
67,563 |
528 |
1,135 |
2,132 |
212,192 |
| 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 |
8 |
409 |
| A Pricing Framework for Real Estate Derivatives |
1 |
1 |
3 |
54 |
5 |
8 |
12 |
105 |
| A Scott-Type Regression Test of the Dividend Ratio Model |
0 |
0 |
0 |
53 |
2 |
5 |
6 |
263 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
0 |
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 |
2 |
4 |
8 |
872 |
| Actual and Warranted Relations between Asset Prices |
0 |
0 |
0 |
39 |
3 |
6 |
8 |
252 |
| Aggregate income risks and hedging mechanisms |
0 |
0 |
0 |
39 |
2 |
4 |
4 |
265 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
3 |
5 |
168 |
| Alternative tests of rational expectations models: The case of the term structure |
0 |
1 |
5 |
200 |
8 |
12 |
33 |
953 |
| An Unbiased Reexamination of Stock Market Volatility: Discussion |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
92 |
| Book Review |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
35 |
| Business cycles, financial crises, and stock volatility: A comment |
0 |
0 |
0 |
26 |
2 |
5 |
5 |
92 |
| Causes of changing financial market volatility |
0 |
0 |
0 |
0 |
4 |
5 |
9 |
789 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
24 |
2,161 |
3 |
22 |
77 |
6,285 |
| 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 |
1 |
1 |
2 |
382 |
| Comovements in Stock Prices and Comovements in Dividends |
0 |
0 |
0 |
7 |
2 |
5 |
10 |
56 |
| Comparing Information in Forecasts from Econometric Models |
1 |
2 |
3 |
403 |
5 |
10 |
18 |
1,340 |
| Comparing Wealth Effects: The Stock Market versus the Housing Market |
0 |
6 |
23 |
1,338 |
35 |
76 |
183 |
4,185 |
| Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information |
0 |
0 |
2 |
219 |
4 |
5 |
8 |
545 |
| Consumption, asset markets and macroeconomic fluctuations |
0 |
0 |
0 |
108 |
1 |
5 |
8 |
368 |
| Conversation, Information, and Herd Behavior |
1 |
3 |
15 |
559 |
4 |
11 |
38 |
1,542 |
| Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital |
0 |
0 |
1 |
62 |
0 |
3 |
4 |
236 |
| Defining residual risk-sharing opportunities: Pooling world income components |
0 |
0 |
0 |
12 |
4 |
9 |
11 |
148 |
| Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply |
0 |
0 |
0 |
264 |
0 |
2 |
5 |
803 |
| Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? |
1 |
3 |
15 |
3,573 |
27 |
74 |
216 |
9,701 |
| Economic risks associated with deep change in technology, and their mitigation |
0 |
0 |
0 |
27 |
2 |
3 |
3 |
96 |
| Economists as Worldly Philosophers |
0 |
0 |
1 |
45 |
1 |
2 |
4 |
195 |
| Estimating the Continuous-Time Consumption-Based Asset-Pricing Model |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
413 |
| Evaluating Real Estate Valuation Systems |
0 |
0 |
0 |
386 |
2 |
3 |
5 |
936 |
| Finance Contributing to the Good Society |
0 |
0 |
0 |
15 |
1 |
5 |
7 |
52 |
| Forecasting Prices and Excess Returns in the Housing Market |
0 |
3 |
21 |
267 |
4 |
14 |
59 |
820 |
| Foreword |
0 |
0 |
0 |
15 |
1 |
4 |
6 |
151 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
2 |
185 |
3 |
10 |
24 |
872 |
| From Efficient Markets Theory to Behavioral Finance |
3 |
6 |
20 |
2,435 |
30 |
70 |
163 |
6,529 |
| Hedging Inflation and Income Risks |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
293 |
| Historic Turning Points in Real Estate |
0 |
0 |
0 |
68 |
1 |
3 |
6 |
216 |
| Home Equity Insurance |
0 |
0 |
0 |
299 |
2 |
9 |
13 |
1,605 |
| How Should the Financial Crisis Change How We Teach Economics? |
0 |
0 |
0 |
34 |
2 |
4 |
7 |
158 |
| Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior |
0 |
0 |
2 |
86 |
0 |
4 |
7 |
353 |
| IRVING FISHER, DEBT DEFLATION, AND CRISES |
0 |
0 |
1 |
26 |
1 |
4 |
6 |
74 |
| Interpreting cointegrated models |
0 |
0 |
3 |
147 |
1 |
3 |
8 |
479 |
| Investor behavior in the october 1987 stock market crash: The case of Japan |
0 |
0 |
1 |
50 |
4 |
7 |
10 |
322 |
| Is There a Bubble in the Housing Market? |
6 |
14 |
62 |
1,135 |
30 |
72 |
256 |
3,605 |
| LABOR INCOME INDICES DESIGNED FOR USE IN CONTRACTS PROMOTING INCOME RISK MANAGEMENT |
0 |
0 |
0 |
3 |
1 |
7 |
10 |
23 |
| Life-Cycle Portfolios as Government Policy |
0 |
1 |
4 |
43 |
0 |
2 |
7 |
174 |
| Life-cycle personal accounts proposal for Social Security: An evaluation of President Bush's proposal |
0 |
0 |
0 |
19 |
0 |
4 |
6 |
89 |
| Long-Term Perspectives on the Current Boom in Home Prices |
0 |
0 |
0 |
596 |
0 |
5 |
16 |
1,220 |
| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models |
0 |
0 |
0 |
114 |
5 |
9 |
14 |
472 |
| Macro markets and financial security |
0 |
0 |
0 |
238 |
2 |
6 |
7 |
694 |
| Manipulation and Deception as Part of a Phishing Equilibrium |
0 |
2 |
2 |
59 |
2 |
11 |
18 |
167 |
| Market Volatility and Investor Behavior |
1 |
2 |
15 |
1,145 |
3 |
7 |
38 |
2,603 |
| Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures |
16 |
38 |
88 |
583 |
269 |
360 |
576 |
2,197 |
| Mitigating financial fragility with Continuous Workout Mortgages |
0 |
0 |
0 |
25 |
2 |
4 |
6 |
133 |
| Narrative Economics |
3 |
5 |
22 |
371 |
17 |
48 |
109 |
1,741 |
| Policies to Deal with the Implosion in the Mortgage Market |
0 |
0 |
0 |
69 |
3 |
12 |
16 |
240 |
| Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared |
0 |
0 |
0 |
1 |
0 |
4 |
10 |
597 |
| Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later |
1 |
1 |
3 |
47 |
6 |
7 |
14 |
290 |
| Prices of single-family homes since 1970: new indexes for four cities |
0 |
0 |
0 |
0 |
5 |
21 |
52 |
2,166 |
| Property Derivatives for Managing European Real†Estate Risk |
0 |
0 |
1 |
2 |
1 |
3 |
6 |
12 |
| Public Resistance to Indexation: A Puzzle |
0 |
0 |
2 |
38 |
2 |
5 |
9 |
155 |
| Rational Expectations and the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
45 |
4 |
7 |
7 |
140 |
| Rational expectations and the dynamic structure of macroeconomic models: A critical review |
0 |
0 |
2 |
231 |
2 |
6 |
10 |
548 |
| Reflections on Finance and the Good Society |
0 |
0 |
0 |
35 |
2 |
6 |
12 |
236 |
| Reply to Steindl and Ugarte |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
28 |
| Samuelson's Dictum and the Stock Market |
0 |
0 |
5 |
128 |
0 |
2 |
11 |
483 |
| Social Security and Individual Accounts as Elements of Overall Risk-Sharing |
0 |
0 |
0 |
44 |
1 |
3 |
4 |
223 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing |
0 |
0 |
0 |
51 |
1 |
4 |
8 |
312 |
| Speculative Asset Prices |
0 |
0 |
2 |
221 |
1 |
6 |
17 |
766 |
| Speculative Prices and Popular Models |
0 |
0 |
0 |
798 |
0 |
2 |
6 |
1,747 |
| Stock Prices and Social Dynamics |
0 |
2 |
14 |
191 |
8 |
23 |
91 |
1,027 |
| Stock prices and bond yields: Can their comovements be explained in terms of present value models? |
0 |
0 |
8 |
398 |
1 |
5 |
33 |
1,246 |
| Survey evidence on diffusion of interest and information among investors |
1 |
3 |
3 |
592 |
2 |
13 |
19 |
1,385 |
| THE ET INTERVIEW: PROFESSOR JAMES TOBIN |
0 |
0 |
1 |
34 |
1 |
2 |
5 |
117 |
| Testing the random walk hypothesis: Power versus frequency of observation |
0 |
1 |
3 |
252 |
3 |
7 |
15 |
718 |
| The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation |
1 |
1 |
2 |
67 |
1 |
6 |
9 |
257 |
| The Determinants of the Variability of Stock Market Prices |
0 |
0 |
6 |
1,572 |
3 |
7 |
26 |
4,235 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
2 |
4 |
13 |
1,848 |
9 |
21 |
51 |
5,338 |
| The Efficiency of the Market for Single-Family Homes |
9 |
28 |
66 |
1,974 |
30 |
90 |
222 |
5,205 |
| The Gibson Paradox and Historical Movements in Real Interest Rates |
0 |
0 |
0 |
314 |
2 |
8 |
11 |
1,209 |
| The Informational Context of Ex Ante Forecasts |
0 |
0 |
0 |
72 |
1 |
3 |
5 |
362 |
| The Marsh-Merton Model of Managers' Smoothing of Dividends |
0 |
0 |
1 |
174 |
1 |
4 |
6 |
473 |
| The Probability of Gross Violations of a Present Value Variance Inequality |
0 |
0 |
0 |
48 |
1 |
2 |
4 |
242 |
| The Significance of the Market Portfolio |
0 |
0 |
0 |
0 |
3 |
7 |
10 |
437 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
5 |
10 |
20 |
811 |
| The Use of Volatility Measures in Assessing Market Efficiency |
1 |
2 |
6 |
350 |
6 |
10 |
31 |
922 |
| 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 |
3 |
9 |
22 |
3,470 |
| The behavior of home buyers in boom and post-boom markets |
0 |
0 |
0 |
2 |
6 |
16 |
39 |
1,616 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
1 |
134 |
1 |
3 |
8 |
392 |
| The theory of index-based futures and options markets |
0 |
0 |
2 |
36 |
0 |
2 |
5 |
227 |
| Tools for Financial Innovation: Neoclassical versus Behavioral Finance |
0 |
0 |
1 |
183 |
2 |
4 |
9 |
467 |
| Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP |
0 |
0 |
1 |
81 |
0 |
2 |
3 |
210 |
| Ultimate Sources of Aggregate Variability |
0 |
0 |
1 |
27 |
3 |
4 |
8 |
128 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
2 |
112 |
3 |
10 |
19 |
485 |
| Understanding recent trends in house prices and homeownership |
1 |
1 |
4 |
360 |
5 |
14 |
24 |
1,260 |
| Une décennie de boom et d'effondrement des prix immobiliers: Boston et Los Angeles, 1983-1993 |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
26 |
| Unlearned Lessons from the Housing Bubble |
0 |
0 |
0 |
285 |
0 |
2 |
2 |
536 |
| Wealth Effects Revisited 1975-2012 |
0 |
1 |
6 |
161 |
3 |
10 |
23 |
621 |
| What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets |
0 |
0 |
3 |
44 |
6 |
10 |
22 |
306 |
| Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection |
1 |
3 |
7 |
547 |
5 |
11 |
25 |
1,922 |
| Why Is Housing Finance Still Stuck in Such a Primitive Stage? |
0 |
1 |
1 |
29 |
0 |
4 |
6 |
175 |
| World Income Components: Measuring and Exploiting Risk-Sharing Opportunities |
0 |
1 |
1 |
120 |
3 |
13 |
16 |
583 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
2 |
5 |
18 |
2,097 |
6 |
26 |
68 |
5,044 |
| НАРРАТИВНАЯ ЭКОНОМИКА И НЕЙРОЭКОНОМИКА // NARRATIVE ECONOMICS AND NEUROECONOMICS |
0 |
0 |
1 |
35 |
2 |
5 |
10 |
181 |
| Total Journal Articles |
52 |
141 |
534 |
33,414 |
655 |
1,425 |
3,148 |
107,200 |