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 0 74 0 0 3 224
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 18 1 6 14 62
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 1 2 7 54 4 14 37 129
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 4 36 3 10 27 74
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 208 1 2 2 537
Affordable Housing and City Welfare 0 1 5 31 0 2 14 54
Affordable Housing and City Welfare 0 0 4 68 0 2 35 223
Affordable Housing and City Welfare 0 0 1 23 0 2 16 56
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 2 3 8 44
Are Mutual Fund Managers Paid For Investment Skill? 0 0 1 37 2 5 11 69
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 1 4 17 53
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 89 1 1 3 326
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 62 2 2 2 238
Can Monetary Policy Create Fiscal Capacity? 18 18 18 18 21 21 21 21
Can the Covid Bailouts Save the Economy? 0 0 8 22 2 6 52 89
Can the Covid Bailouts Save the Economy? 1 2 9 12 1 4 23 39
ESBies - Safety in the tranches 0 0 0 7 1 1 13 67
ESBies: Safety in the Tranches 0 0 1 25 1 2 16 149
ESBies: Safety in the Tranches 0 0 1 57 1 2 10 201
ESBies: Safety in the tranches 0 1 1 26 4 5 18 113
ESBies: Safety in the tranches 0 1 1 4 2 3 11 51
ESBies: Safety in the tranches 0 1 2 9 1 5 24 133
ESBies: safety in the tranches 0 0 0 9 2 2 17 57
ESBies: safety in the tranches 0 0 3 19 0 0 9 67
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 1 52 1 1 2 226
Financial Fragility with SAM? 1 2 4 54 2 7 23 75
Financial and Total Wealth Inequality with Declining Interest Rates 1 1 1 1 2 3 5 5
Financial and Total Wealth Inequality with Declining Interest Rates 1 4 22 22 3 9 48 48
Financing the War on Cancer 0 0 0 9 1 2 2 29
Financing the War on Cancer 0 0 0 7 2 2 8 25
Firm Volatility in Granual Networks 0 0 3 62 4 7 21 82
Firm Volatility in Granular Networks 0 0 3 132 3 9 40 293
Firm Volatility in Granular Networks 0 0 5 57 2 5 29 171
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 0 1 4 5 5
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 2 4 19 19 6 19 44 44
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 1 2 6 64
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 2 3 8 157
Government Risk Premium Puzzle 2 3 37 105 9 57 207 416
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 31 3 3 10 165
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 96 4 4 11 142
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 1 1 8 92
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 1 2 10 324
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 233 0 1 9 808
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 84 2 3 12 367
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 171 1 1 3 436
Housing, Finance and the Macroeconomy 0 0 6 177 3 6 29 338
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 1 1 7 430
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 1 1 2 176
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 6 1 1 3 24
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 0 30 5 5 11 65
Identifying the Benefits from Homeownership: A Swedish Experiment 1 2 6 60 3 6 22 115
Information Acquisition and Portfolio Underdiversification 0 0 0 129 1 1 6 364
Information Acquisition and Under-Diversification 0 0 0 116 1 2 7 562
Information Acquisition and Under-Diversification 0 0 0 5 2 2 8 43
Information Immobility and the Home Bias Puzzle 0 0 0 73 9 22 42 367
Information Immobility and the Home Bias Puzzle 0 0 0 93 1 8 33 372
Information Immobility and the Home Bias Puzzle 0 0 0 61 0 0 0 317
International Capital Flows and House Prices: Theory and Evidence 0 0 0 120 1 2 7 357
Manufacturing Risk-Free Government Debt 1 1 4 4 1 1 4 4
Manufacturing Risk-Free Government Debt 2 4 16 16 5 9 20 20
Manufacturing Risk-free Government Debt 0 1 10 10 3 8 48 48
Manufacturing Risk-free Government Debt 0 0 0 0 2 3 3 3
Monetary Policy in an Equilibrium Portfolio Balance Model 0 1 1 152 0 2 4 469
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 97 1 1 2 287
Mortgage Timing 0 0 1 59 1 2 7 291
Optimal Health and Longevity Insurance 0 0 0 0 2 3 6 83
Out-of-town Home Buyers and City Welfare 0 0 4 46 2 7 32 141
Out-of-town Home Buyers and City Welfare 0 0 1 36 0 0 2 38
Phasing Out the GSEs 0 0 0 37 2 3 12 72
Phasing out the GSEs 0 1 3 33 3 7 20 91
Predictability of Returns and Cash Flows 0 0 3 81 1 3 18 353
Rational Attention Allocation Over the Business Cycle 0 0 1 72 2 3 10 283
Real and Private Value Assets 0 0 0 0 1 3 6 6
Real and Private-Value Assets 0 0 3 3 3 6 23 23
Recessions are a Time to Shine: A theory of attention allocation over the business cycle 0 0 0 0 0 0 5 53
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 93 0 0 5 312
Reconciling the Return Predictability Evidence 0 0 0 136 1 1 2 450
Reconciling the Return Predictability Evidence 0 0 0 71 0 2 12 247
Rethinking Mortgage Design 1 1 2 16 1 2 5 33
Take the Q Train: Value Capture of Public Infrastructure Projects 0 2 4 18 1 4 33 69
Technological Change and the Growing Inequality in Managerial Compensation 0 0 2 65 2 3 12 243
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 1 14 0 0 1 86
The Common Factor in Idiosyncratic Volatility 0 0 1 54 1 1 9 146
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 1 4 77 2 3 14 207
The Cross-Section and Time Series of Stock and Bond Returns 0 0 0 5 0 3 8 29
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 1 64 2 4 6 249
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 120 3 5 12 470
The Government Risk Premium Puzzle 0 0 1 12 0 0 12 20
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 1 117 6 11 31 544
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 2 4 161 2 6 20 562
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 3 3 11 196
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 1 1 124 0 2 8 652
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) 0 0 0 85 0 1 5 275
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 1 2 3 113
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 1 1 12 104
The Sovereign-Bank Diabolic Loop and ESBies 0 1 6 99 3 8 22 306
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 127 4 9 44 406
The Sovereign-Bank Diabolic Loop and ESBies 0 1 2 30 1 2 13 126
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 16 0 0 7 72
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 33 1 1 6 72
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 1 1 9 29
The Sovereign-Bank Diabolic Loop and Esbies 0 2 2 41 0 2 8 153
The U.S. Public Debt Valuation Puzzle 1 3 9 31 5 9 35 68
The U.S. Public Debt Valuation Puzzle 0 0 0 0 2 3 6 6
The Wealth-Consumption Ratio 0 0 0 31 0 0 1 106
The Wealth-Consumption Ratio 0 0 0 86 0 2 15 544
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 1 8 0 1 7 72
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 1 4 289
The sovereign-bank diabolic loop and ESBies 0 0 0 30 1 1 8 71
The sovereign-bank diabolic loop and ESBies 0 0 0 3 0 0 7 39
Time-Varying Fund Manager Skill 0 1 3 39 2 3 17 202
Time-Varying Fund Manager Skill 0 1 2 32 1 3 12 159
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 68 2 6 14 239
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 14 1 2 9 99
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 46 1 5 15 156
Valuing Private Equity Strip by Strip 0 0 0 32 3 5 21 47
Valuing Private Equity Strip by Strip 1 1 1 7 3 4 11 20
Why Are REITS Currently So Expensive? 0 0 0 11 0 0 5 34
Why Has House Price Dispersion Gone Up? 0 0 2 107 2 8 19 409
Total Working Papers 34 68 276 6,085 221 497 1,849 21,576


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 6 7 7 1 16 21 21
A Rational Theory of Mutual Funds' Attention Allocation 0 4 9 33 4 10 32 140
Are Mutual Fund Managers Paid for Investment Skill? 0 0 1 4 2 4 19 56
Combining Life and Health Insurance* 0 0 5 5 6 8 27 27
ESBies: safety in the tranches 0 0 7 54 3 5 47 255
Financial Fragility with SAM? 0 0 0 0 0 7 22 22
Firm Volatility in Granular Networks 0 1 11 11 4 18 77 77
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 6 2 2 5 37
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 5 1 1 1 26
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 5 212 2 4 21 652
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 1 152 1 3 14 664
Information Acquisition and Under-Diversification 0 2 11 129 2 8 37 466
Information Immobility and the Home Bias Puzzle 0 1 3 290 5 16 52 870
Inside Information and the Own Company Stock Puzzle 0 0 0 20 1 1 3 175
Learning asymmetries in real business cycles 0 3 13 273 4 12 39 623
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 59 1 1 7 196
Mortgage timing 0 1 9 141 1 4 23 460
New Methods for the Cross-Section of Returns 1 4 23 32 3 12 72 100
Phasing out the GSEs 0 0 0 26 0 5 17 145
Predictability of Returns and Cash Flows 0 1 10 80 2 6 34 327
Reconciling the Return Predictability Evidence 0 0 6 128 2 2 33 491
Stock market development and economic growth in Belgium 1 5 9 186 3 8 25 568
Technological change and the growing inequality in managerial compensation 0 0 2 49 2 3 16 311
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 4 7 33 204
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 3 5 17 160 9 27 101 601
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 2 44 2 3 21 169
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 1 1 1 58 3 3 7 281
The Sovereign-Bank Diabolic Loop and ESBies 1 2 10 205 4 12 51 730
The Wealth-Consumption Ratio 0 0 2 7 1 2 10 50
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 0 3 25 135 9 21 98 492
The cross-section and time series of stock and bond returns 1 2 8 39 3 10 48 225
Time-Varying Fund Manager Skill 2 5 15 66 8 11 54 280
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 0 1 32 1 3 36 266
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 11 1 2 12 74
What to Do About the GSEs? 0 0 1 4 1 2 9 25
Why Has House Price Dispersion Gone Up? 0 2 10 179 4 14 47 554
Why are REITS Currently So Expensive? 0 0 0 5 2 6 11 39
Total Journal Articles 10 48 225 2,847 104 279 1,182 10,699


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 0 5 50 176
Total Books 0 0 0 0 0 5 50 176


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 0 0 0 8 17
Housing, Finance, and the Macroeconomy 2 6 30 167 9 18 88 415
International Capital Flows and House Prices: Theory and Evidence 0 0 4 58 1 3 31 213
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 6 37 1 2 16 114
Total Chapters 2 6 40 262 11 23 143 759


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?" 1 2 5 180 1 2 14 436
Matlab code for the robustness in forward looking models, oligopoly example 0 2 11 415 1 5 24 1,370
Total Software Items 1 4 16 595 2 7 38 1,806


Statistics updated 2021-09-05