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 0 227
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 0 1 9 189
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 2 44 0 0 3 101
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 0 0 3 79
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 1 1 209 0 1 1 539
Affordable Housing and City Welfare 0 1 7 37 0 2 22 115
Affordable Housing and City Welfare 0 0 2 80 0 2 10 274
Affordable Housing and City Welfare 0 0 0 41 2 4 10 109
Aggregate Lapsation Risk 0 0 1 12 0 0 2 33
An Alpha in Affordable Housing? 0 4 4 4 0 3 9 9
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 0 0 1 96
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 0 0 6 59
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 0 0 1 74
Bond Convenience Yields in the Eurozone Currency Union 0 0 2 11 1 5 16 43
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 1 92 0 0 4 338
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 0 0 0 241
Can Monetary Policy Create Fiscal Capacity? 0 0 1 59 0 1 10 97
Can Monetary Policy Create Fiscal Capacity? 0 0 1 4 0 1 6 26
Can the Covid Bailouts Save the Economy? 0 0 0 12 2 3 3 50
Can the Covid Bailouts Save the Economy? 0 0 0 25 0 0 5 125
Converting Brown Offices to Green Apartments 0 1 1 1 0 3 4 4
Converting Brown Offices to Green Apartments 0 0 1 23 0 1 6 41
Dynamic Urban Economics 0 9 30 30 1 10 44 44
ESBies - Safety in the tranches 0 1 2 9 0 1 5 77
ESBies: Safety in the Tranches 0 0 0 59 0 1 4 220
ESBies: Safety in the Tranches 0 0 0 25 0 2 4 163
ESBies: Safety in the tranches 0 0 0 4 0 0 3 61
ESBies: Safety in the tranches 0 0 0 9 0 0 1 137
ESBies: Safety in the tranches 0 0 1 27 0 1 5 123
ESBies: safety in the tranches 0 0 0 10 0 0 1 68
ESBies: safety in the tranches 0 0 0 22 0 1 5 82
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 1 5 0 1 4 12
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 2 15 1 6 18 39
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 1 2 4 5 7 15 21
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 1 2 232
Financial Fragility with SAM? 0 0 1 56 1 1 5 99
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 0 0 1 17
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 6 0 0 4 22
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 32 3 5 24 118
Financing the War on Cancer 0 0 0 8 0 0 1 30
Financing the War on Cancer 0 0 1 10 0 0 2 31
Firm Volatility in Granual Networks 0 0 0 67 0 2 3 130
Firm Volatility in Granular Networks 0 1 2 146 0 1 4 392
Firm Volatility in Granular Networks 0 0 0 61 0 1 3 190
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 1 1 5 41
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 27 0 0 2 103
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 0 0 162
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 0 0 0 71
Government Risk Premium Puzzle 0 0 5 180 3 4 17 680
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 0 0 4 101
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 1 1 34 0 1 2 179
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 97 0 0 4 153
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 0 1 2 339
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 1 1 813
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 1 85 0 1 2 373
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 0 0 1 443
Housing, Finance and the Macroeconomy 0 0 2 196 0 0 10 379
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 0 0 0 433
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 1 1 1 178
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 2 4 30
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 1 36 0 2 9 98
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 2 68 1 4 9 165
Information Acquisition and Portfolio Underdiversification 0 0 0 129 0 0 0 370
Information Acquisition and Under-Diversification 0 0 0 118 0 1 2 570
Information Acquisition and Under-Diversification 0 0 0 5 0 0 3 57
Information Immobility and the Home Bias Puzzle 0 0 3 96 0 0 4 381
Information Immobility and the Home Bias Puzzle 0 0 0 73 0 1 2 402
Information Immobility and the Home Bias Puzzle 0 0 0 61 0 0 0 321
International Capital Flows and House Prices: Theory and Evidence 0 0 0 125 1 1 4 380
Machine-Learning the Skill of Mutual Fund Managers 1 1 3 79 1 3 17 221
Machine-Learning the Skill of Mutual Fund Managers 0 0 4 64 0 0 10 191
Manufacturing Risk-Free Government Debt 0 0 1 20 0 0 1 33
Manufacturing Risk-Free Government Debt 0 0 0 4 0 0 0 7
Manufacturing Risk-free Government Debt 0 0 0 2 0 0 4 16
Manufacturing Risk-free Government Debt 0 0 1 20 0 1 4 85
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 1 1 1 11 2 2 2 22
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 3 3 4 4 3 3 5 11
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 1 1 1 14 1 1 5 41
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 1 98 0 0 3 293
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 1 2 2 477
Mortgage Timing 0 0 1 62 0 2 4 303
Optimal Health and Longevity Insurance 0 0 0 0 0 0 0 91
Out-of-town Home Buyers and City Welfare 0 0 0 58 0 4 8 203
Out-of-town Home Buyers and City Welfare 0 0 0 41 0 0 5 56
Phasing Out the GSEs 0 0 0 37 0 0 0 75
Phasing out the GSEs 0 0 0 33 0 0 4 99
Predictability of Returns and Cash Flows 0 0 1 85 0 0 4 385
Quantifying U.S. Treasury Investor Optimism 0 0 0 2 0 1 3 8
Rational Attention Allocation Over the Business Cycle 0 0 0 77 0 0 1 300
Real and Private Value Assets 0 0 0 2 0 0 5 20
Real and Private-Value Assets 0 2 2 9 0 2 2 46
Real and Private-Value Assets 0 0 0 0 0 0 1 1
Real and Private-Value Assets 0 0 0 0 0 0 2 14
Recessions are a Time to Shine: A theory of attention allocation over the business cycle 0 0 0 0 0 0 0 62
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 1 95 0 0 4 320
Reconciling the Return Predictability Evidence 0 0 0 138 0 0 3 462
Reconciling the Return Predictability Evidence 0 0 0 72 0 0 7 274
Rent Guarantee Insurance 0 0 1 1 0 0 5 7
Rent Guarantee Insurance 0 0 0 0 0 0 2 2
Rethinking Mortgage Design 0 1 1 20 0 2 3 52
Take the Q Train: Value Capture of Public Infrastructure Projects 0 0 1 24 0 0 3 96
Technological Change and the Growing Inequality in Managerial Compensation 0 0 1 66 1 1 2 251
The Bond Risk Premium and the Cross-Section of Equity Returns 0 1 1 18 0 1 1 97
The Common Factor in Idiosyncratic Volatility 0 0 1 60 3 4 9 185
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 0 1 5 228
The Cross-Section and Time Series of Stock and Bond Returns 0 1 1 10 0 4 7 49
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 0 2 257
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 2 3 5 489
The Government Risk Premium Puzzle 1 1 1 13 1 1 1 24
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 1 1 5 650
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 2 170 0 0 7 592
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 2 6 220
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 1 2 30 0 1 9 64
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 0 1 658
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) 0 0 1 87 0 1 2 280
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 0 2 3 117
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 0 3 98
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 1 3 113
The Sovereign-Bank Diabolic Loop and ESBies 1 1 2 105 3 4 12 355
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 128 0 0 0 416
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 0 2 84
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 1 5 43
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 0 2 171
The U.S. Public Debt Valuation Puzzle 0 0 7 19 0 1 24 74
The U.S. Public Debt Valuation Puzzle 0 0 3 48 1 3 15 133
The Wealth-Consumption Ratio 0 0 2 89 0 0 3 559
The Wealth-Consumption Ratio 0 0 0 32 0 0 0 109
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 0 1 78
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 0 3 296
The sovereign-bank diabolic loop and ESBies 0 0 0 33 0 0 1 143
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 1 46
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 0 74
Time-Varying Fund Manager Skill 0 1 1 35 1 4 6 179
Time-Varying Fund Manager Skill 0 0 2 48 0 0 4 231
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 0 0 194
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 16 0 2 9 122
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 0 0 279
Understanding Rationality and Disagreement in House Price Expectations 0 0 2 9 0 0 4 28
Valuing Private Equity Strip by Strip 0 0 0 12 0 1 4 42
Valuing Private Equity Strip by Strip 0 0 1 37 0 4 8 78
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 1 1 1 0 1 2 3
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 3 21 0 0 5 44
Why Are REITS Currently So Expensive? 0 0 0 12 2 2 3 44
Why Has House Price Dispersion Gone Up? 1 1 1 109 1 1 1 423
Work From Home and the Office Real Estate Apocalypse 0 1 3 17 6 10 31 98
Total Working Papers 10 40 145 6,948 54 169 713 25,390


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 0 4 37 0 5 27 122
A Rational Theory of Mutual Funds' Attention Allocation 1 1 3 48 2 4 9 191
Affordable Housing and City Welfare 0 2 15 33 31 48 100 158
Aggregate lapsation risk 0 1 2 2 2 3 6 9
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 0 1 5 76
Can the covid bailouts save the economy? 0 0 2 2 1 1 8 9
Combining Life and Health Insurance* 0 0 1 19 1 2 11 103
ESBies: safety in the tranches 0 0 3 64 0 1 8 301
Financial Fragility with SAM? 0 1 1 4 0 1 4 56
Firm Volatility in Granular Networks 0 0 4 44 1 8 23 213
Fiscal Capacity: An Asset Pricing Perspective 1 2 2 2 2 3 4 4
Flattening the curve: Pandemic-Induced revaluation of urban real estate 1 2 6 20 2 5 26 91
Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** 0 0 0 0 0 0 1 1
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 2 52
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 0 0 0 29
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 0 217 1 5 11 684
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 0 2 10 702
Identifying the Benefits from Homeownership: A Swedish Experiment 0 1 8 21 2 6 34 77
Information Acquisition and Under-Diversification 0 0 7 159 0 3 25 586
Information Immobility and the Home Bias Puzzle 0 2 9 312 1 7 33 966
Inside Information and the Own Company Stock Puzzle 0 0 0 20 0 0 2 181
Learning asymmetries in real business cycles 1 1 3 304 2 2 13 720
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 2 2 3 208
Machine-learning the skill of mutual fund managers 0 1 8 25 2 20 44 90
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 3 3 4 5 4 7 18 29
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 0 0 1 1
Mortgage timing 0 2 7 175 1 4 18 556
New Methods for the Cross-Section of Returns 0 1 6 76 0 2 22 215
Out‐of‐Town Home Buyers and City Welfare 0 0 1 15 1 2 6 43
Phasing out the GSEs 0 0 1 33 0 2 7 172
Predictability of Returns and Cash Flows 0 1 6 118 0 2 18 408
Real and Private-Value Assets 0 0 1 5 0 0 4 25
Reconciling the Return Predictability Evidence 1 2 6 158 1 3 19 577
Stock market development and economic growth in Belgium 0 0 2 197 1 2 10 626
Take the Q train: Value capture of public infrastructure projects 2 3 6 15 2 5 15 56
Technological change and the growing inequality in managerial compensation 0 0 3 58 0 0 6 337
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 0 0 2 247
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 0 3 26 235 10 26 98 891
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 0 49 0 0 0 228
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 61 0 0 2 292
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 218 1 3 9 813
The U.S. Public Debt Valuation Puzzle 0 1 11 11 5 18 57 57
The Wealth-Consumption Ratio 0 0 1 12 0 0 5 73
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 1 3 6 181 4 10 30 672
The cross-section and time series of stock and bond returns 0 1 3 66 0 3 15 323
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 0 9 67 3 6 37 162
Time-Varying Fund Manager Skill 0 1 9 97 0 4 29 395
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 1 2 34 1 3 11 319
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 0 12 0 0 1 99
Valuing Private Equity Investments Strip by Strip 1 2 3 9 1 3 9 51
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 4 4 0 2 23 23
What to Do About the GSEs? 0 0 1 10 0 0 4 42
What to Do About the Government Sponsored Enterprises 0 0 0 0 0 0 1 1
Why Has House Price Dispersion Gone Up? 1 3 4 198 1 5 14 623
Why are REITS Currently So Expensive? 0 0 0 9 3 4 8 68
Total Journal Articles 13 41 202 3,703 91 245 908 14,053


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 3 6 17 241
Total Books 0 0 0 0 3 6 17 241


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 0 1 3 27
Housing, Finance, and the Macroeconomy 0 0 5 203 0 2 18 520
International Capital Flows and House Prices: Theory and Evidence 0 1 1 65 2 5 9 253
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 1 1 3 54 1 1 6 153
Total Chapters 1 2 9 323 3 9 36 953


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 0 0 1 447
Matlab code for the robustness in forward looking models, oligopoly example 0 1 4 429 0 2 7 1,399
Total Software Items 0 1 4 613 0 2 8 1,846


Statistics updated 2025-07-04