Access Statistics for Stijn Van Nieuwerburgh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention 0 0 1 75 4 4 13 240
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 0 3 14 93
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 1 1 45 5 11 28 129
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 7 13 15 204
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 209 1 4 15 554
Affordable Housing and City Welfare 0 0 1 38 6 12 20 135
Affordable Housing and City Welfare 0 0 1 81 4 6 39 311
Affordable Housing and City Welfare 0 0 3 44 5 8 22 128
Aggregate Lapsation Risk 1 1 2 14 1 3 17 50
An Alpha in Affordable Housing? 0 0 2 6 1 2 20 29
An Alpha in Affordable Housing? 0 0 4 4 2 5 9 9
Are Government Bonds Safe in Times of War and Pandemic? 2 13 13 13 8 60 60 60
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 3 7 13 87
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 3 3 11 107
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 0 2 17 76
Bond Convenience Yields in the Eurozone Currency Union 0 1 20 20 2 10 46 46
Bond Convenience Yields in the Eurozone Currency Union 0 0 1 12 1 4 32 72
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 3 3 14 352
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 2 9 19 260
Can Monetary Policy Create Fiscal Capacity? 0 0 2 61 2 6 18 114
Can Monetary Policy Create Fiscal Capacity? 0 0 0 4 2 5 17 42
Can the Covid Bailouts Save the Economy? 0 0 0 12 3 7 26 73
Can the Covid Bailouts Save the Economy? 0 0 0 25 1 3 12 137
Converting Brown Offices to Green Apartments 0 0 1 1 3 6 14 16
Converting Brown Offices to Green Apartments 0 0 0 23 2 4 18 59
Dynamic Urban Economics 0 0 4 32 7 10 25 65
ESBies - Safety in the tranches 0 0 1 9 1 2 11 87
ESBies: Safety in the Tranches 0 0 0 59 0 3 22 241
ESBies: Safety in the Tranches 0 0 0 25 6 9 16 178
ESBies: Safety in the tranches 0 0 0 27 2 5 16 138
ESBies: Safety in the tranches 0 0 0 9 2 3 12 149
ESBies: Safety in the tranches 0 0 0 4 5 7 13 74
ESBies: safety in the tranches 0 0 0 10 1 1 12 80
ESBies: safety in the tranches 0 0 1 23 2 5 13 94
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 5 19 4 13 41 77
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 2 8 12 3 7 18 29
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 1 8 11 3 7 59 73
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 1 1 7 238
Financial Fragility with SAM? 0 0 1 57 1 5 17 115
Financial and Total Wealth Inequality with Declining Interest Rates 0 1 1 7 2 3 12 34
Financial and Total Wealth Inequality with Declining Interest Rates 1 1 1 33 7 12 42 156
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 1 2 12 29
Financing the War on Cancer 0 0 0 10 5 8 12 43
Financing the War on Cancer 0 0 0 8 2 5 17 47
Firm Volatility in Granual Networks 0 0 1 68 3 7 30 158
Firm Volatility in Granular Networks 0 0 2 147 4 6 19 410
Firm Volatility in Granular Networks 0 1 2 63 1 3 18 207
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 27 1 13 34 137
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 4 12 24 64
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 3 11 173
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 0 1 13 84
Government Risk Premium Puzzle 0 0 0 180 3 5 14 690
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 2 10 32 133
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 1 2 35 3 7 13 191
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 1 1 98 2 5 10 163
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 3 4 10 349
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 3 5 12 824
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 3 4 17 389
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 2 6 13 456
Housing, Finance and the Macroeconomy 0 0 1 197 5 27 113 492
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 1 5 48 481
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 2 2 8 185
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 7 7 16 44
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 0 36 5 7 14 111
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 0 68 10 30 48 211
Information Acquisition and Portfolio Underdiversification 1 1 1 130 2 9 20 390
Information Acquisition and Under-Diversification 1 1 2 120 3 40 79 649
Information Acquisition and Under-Diversification 0 0 0 5 2 3 12 69
Information Immobility and the Home Bias Puzzle 0 0 0 61 12 14 24 345
Information Immobility and the Home Bias Puzzle 0 0 0 96 9 12 23 404
Information Immobility and the Home Bias Puzzle 0 0 1 74 10 14 33 434
International Capital Flows and House Prices: Theory and Evidence 1 1 1 126 2 7 16 395
Machine-Learning the Skill of Mutual Fund Managers 0 0 0 64 2 6 13 204
Machine-Learning the Skill of Mutual Fund Managers 0 1 3 81 8 12 29 249
Manufacturing Risk-Free Government Debt 0 0 0 4 3 3 19 26
Manufacturing Risk-Free Government Debt 0 0 0 20 2 4 12 45
Manufacturing Risk-free Government Debt 0 1 2 4 1 3 13 29
Manufacturing Risk-free Government Debt 0 0 0 20 4 6 20 104
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 11 2 3 8 28
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 1 1 2 15 3 6 13 53
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 3 4 1 4 13 21
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 98 2 4 9 302
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 2 5 17 492
Mortgage Timing 0 0 1 63 4 9 47 349
Optimal Health and Longevity Insurance 0 0 0 0 2 4 8 99
Out-of-town Home Buyers and City Welfare 0 0 2 43 1 8 30 86
Out-of-town Home Buyers and City Welfare 0 0 0 58 3 4 18 220
Phasing Out the GSEs 0 0 0 37 5 10 36 111
Phasing out the GSEs 0 0 0 33 2 7 13 112
Predictability of Returns and Cash Flows 0 0 0 85 1 1 14 399
Pricing Residential Mortgage Credit Risk in the Post-GFC Era 0 5 6 6 1 7 11 11
Quantifying U.S. Treasury Investor Optimism 0 1 1 3 2 4 9 16
Rational Attention Allocation Over the Business Cycle 0 0 0 77 4 5 15 315
Real and Private Value Assets 0 0 0 2 9 14 33 53
Real and Private-Value Assets 0 0 1 1 0 5 14 15
Real and Private-Value Assets 0 0 1 10 1 5 15 61
Real and Private-Value Assets 0 0 0 0 3 8 30 44
Recessions are a Time to Shine: A theory of attention allocation over the business cycle 0 0 0 0 2 3 11 73
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 95 4 8 15 335
Reconciling the Return Predictability Evidence 0 1 2 140 7 13 32 494
Reconciling the Return Predictability Evidence 0 0 1 73 2 4 16 290
Rent Guarantee Insurance 0 0 0 0 1 3 8 10
Rent Guarantee Insurance 0 0 0 1 5 6 14 21
Rethinking Mortgage Design 0 1 3 23 5 8 16 68
Take the Q Train: Value Capture of Public Infrastructure Projects 0 0 1 25 3 4 20 116
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 4 5 10 260
The Austerity Threshold 0 1 16 16 5 9 38 38
The Bond Risk Premium and the Cross-Section of Equity Returns 1 1 2 20 7 8 17 114
The Common Factor in Idiosyncratic Volatility 1 2 3 63 6 19 37 218
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 1 1 82 3 11 26 254
The Cross-Section and Time Series of Stock and Bond Returns 0 0 0 10 4 4 10 59
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 1 2 14 501
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 2 2 11 268
The Government Risk Premium Puzzle 0 0 1 13 1 3 11 34
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 4 12 18 667
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 3 173 3 6 21 613
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 4 8 38 256
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 0 2 31 4 8 25 88
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 3 11 669
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) 0 0 0 87 2 4 10 289
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 1 7 16 132
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 17 1 2 9 93
The Sovereign-Bank Diabolic Loop and ESBies 0 0 2 106 3 9 26 377
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 3 4 16 128
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 129 3 14 48 464
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 3 4 9 107
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 2 24 49 92
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 1 2 13 184
The U.S. Public Debt Valuation Puzzle 0 0 0 19 3 7 18 92
The U.S. Public Debt Valuation Puzzle 0 0 0 48 2 17 64 195
The Wealth-Consumption Ratio 0 0 0 89 9 16 23 582
The Wealth-Consumption Ratio 0 0 0 32 5 9 21 130
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 1 1 13 91
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 5 5 15 311
The sovereign-bank diabolic loop and ESBies 0 0 0 33 3 8 17 160
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 1 11 57
The sovereign-bank diabolic loop and ESBies 0 0 0 30 1 1 8 82
Time-Varying Fund Manager Skill 0 0 0 48 2 3 11 242
Time-Varying Fund Manager Skill 1 3 5 40 3 8 18 195
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 1 1 1 17 4 8 25 147
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 7 18 297
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 2 2 7 201
Understanding Rationality and Disagreement in House Price Expectations 0 0 0 9 2 3 15 43
Valuing Private Equity Strip by Strip 0 0 0 37 4 4 14 90
Valuing Private Equity Strip by Strip 0 0 0 12 5 7 13 54
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 1 1 3 7 15 17
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 1 22 3 6 15 59
Why Are REITS Currently So Expensive? 0 0 0 12 3 6 16 58
Why Has House Price Dispersion Gone Up? 0 0 1 109 7 8 23 445
Work From Home and the Office Real Estate Apocalypse 0 2 7 23 2 15 59 148
Total Working Papers 14 52 174 7,101 463 1,091 3,143 28,420

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macroeconomic Model With Financially Constrained Producers and Intermediaries 0 1 3 40 2 6 23 144
A Rational Theory of Mutual Funds' Attention Allocation 1 2 4 51 5 12 26 214
Affordable Housing and City Welfare 4 6 17 49 16 34 159 274
Aggregate lapsation risk 1 2 5 6 4 8 25 31
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 3 3 8 84
Can the covid bailouts save the economy? 0 0 0 2 8 12 20 28
Combining Life and Health Insurance* 0 0 0 19 0 3 23 125
ESBies: safety in the tranches 0 3 3 67 5 10 19 319
Financial Fragility with SAM? 0 0 2 5 1 3 18 73
Firm Volatility in Granular Networks 1 2 5 49 3 9 29 239
Fiscal Capacity: An Asset Pricing Perspective 0 0 2 2 5 10 23 24
Flattening the curve: Pandemic-Induced revaluation of urban real estate 0 2 9 28 1 11 40 129
Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** 0 0 0 0 0 0 3 4
Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, by Viral V. Acharya, Matthew Richardson, Stijn van Nieuwerburgh, and Lawrence J. White 0 0 0 10 0 0 4 56
Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance. V. V. Acharya, M. Richardson, S. van Nieuwerburgh and L. J. White. Princeton University Press, 2011, ISBN 978-0-691-15078-9, 222 pages 0 0 0 6 1 2 6 35
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 1 218 4 11 30 711
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 6 9 21 722
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 4 24 1 3 24 97
Information Acquisition and Under-Diversification 1 1 3 162 7 11 32 618
Information Immobility and the Home Bias Puzzle 0 0 2 314 17 23 46 1,010
Inside Information and the Own Company Stock Puzzle 0 0 0 20 3 8 19 200
Johannes Stroebel: Winner of the 2023 Fischer Black Prize 0 0 0 0 1 2 2 2
Learning asymmetries in real business cycles 0 0 7 310 3 3 31 749
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 3 5 19 225
Machine-learning the skill of mutual fund managers 0 0 9 34 5 16 71 147
Manufacturing risk-free government debt 0 3 4 4 2 17 20 20
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 1 1 6 8 4 5 22 46
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 0 0 5 6
Mortgage timing 0 0 1 175 2 8 25 578
New Methods for the Cross-Section of Returns 0 1 6 81 1 5 33 246
Out‐of‐Town Home Buyers and City Welfare 0 2 5 20 4 7 25 66
Phasing out the GSEs 0 0 0 33 3 4 15 185
Predictability of Returns and Cash Flows 1 2 4 121 2 6 19 425
Real and Private-Value Assets 0 0 0 5 0 4 15 40
Reconciling the Return Predictability Evidence 0 1 5 161 4 7 22 597
Stock market development and economic growth in Belgium 0 0 0 197 1 2 13 637
Take the Q train: Value capture of public infrastructure projects 0 0 4 17 0 8 28 80
Technological change and the growing inequality in managerial compensation 0 0 0 58 2 6 17 354
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 1 6 22 269
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 0 5 13 248 7 18 103 978
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 1 1 50 0 6 10 238
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 1 1 1 62 2 5 13 305
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 219 3 7 22 832
The U.S. Public Debt Valuation Puzzle 0 3 8 18 10 23 78 124
The Wealth-Consumption Ratio 0 0 1 13 7 9 14 87
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 1 3 7 186 6 17 53 719
The cross-section and time series of stock and bond returns 0 0 1 67 1 4 21 344
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 3 5 72 4 12 45 202
Time-Varying Fund Manager Skill 0 1 2 98 2 8 23 416
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 0 0 34 2 5 18 336
Understanding Rationality and Disagreement in House Price Expectations 1 2 2 2 11 19 19 19
V. V. Acharya, S. van Nieuwerburgh, M. Richardson, and L. J. White (2011): Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, Princeton University Press. 176 pages, USD 24.95 0 0 1 13 0 3 7 106
Valuing Private Equity Investments Strip by Strip 0 1 8 16 2 7 29 79
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 0 4 1 6 84 106
What to Do About the GSEs? 0 0 0 10 2 4 7 49
What to Do About the Government Sponsored Enterprises 0 0 0 0 0 0 3 4
Why Has House Price Dispersion Gone Up? 0 0 2 198 4 11 31 651
Why are REITS Currently So Expensive? 1 2 4 13 8 10 25 89
Work from Home and the Office Real Estate Apocalypse 2 7 8 8 20 42 44 44
Total Journal Articles 16 58 176 3,853 222 515 1,651 15,537

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance 0 0 0 0 1 3 20 257
Total Books 0 0 0 0 1 3 20 257

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Feeding the Beast 0 0 0 1 1 2 11 37
Housing, Finance, and the Macroeconomy 0 0 2 205 9 25 46 564
International Capital Flows and House Prices: Theory and Evidence 0 0 1 66 11 27 45 295
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 1 2 55 3 6 9 161
Total Chapters 0 1 5 327 24 60 111 1,057

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?" 0 0 0 184 1 2 7 454
Matlab code for the robustness in forward looking models, oligopoly example 0 0 1 429 2 3 9 1,407
Total Software Items 0 0 1 613 3 5 16 1,861

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06