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 21 0 2 3 79
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 1 5 9 189
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 2 2 44 0 3 3 101
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 1 1 1 209 1 1 1 539
Affordable Housing and City Welfare 0 0 0 41 1 1 8 106
Affordable Housing and City Welfare 1 4 7 37 2 7 24 115
Affordable Housing and City Welfare 0 1 2 80 0 1 10 272
Aggregate Lapsation Risk 0 1 2 12 0 1 4 33
An Alpha in Affordable Housing? 4 4 4 4 3 9 9 9
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 0 0 1 74
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 0 2 6 59
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 0 1 2 96
Bond Convenience Yields in the Eurozone Currency Union 0 0 2 11 2 4 17 40
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 1 92 0 1 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 96
Can Monetary Policy Create Fiscal Capacity? 0 0 1 4 0 1 6 25
Can the Covid Bailouts Save the Economy? 0 0 0 25 0 1 5 125
Can the Covid Bailouts Save the Economy? 0 0 0 12 0 0 0 47
Converting Brown Offices to Green Apartments 0 0 1 23 1 1 8 41
Converting Brown Offices to Green Apartments 0 0 0 0 1 2 2 2
Dynamic Urban Economics 7 28 28 28 6 40 40 40
ESBies - Safety in the tranches 0 0 1 8 0 0 4 76
ESBies: Safety in the Tranches 0 0 0 59 0 0 3 219
ESBies: Safety in the Tranches 0 0 0 25 1 2 4 162
ESBies: Safety in the tranches 0 0 0 9 0 0 1 137
ESBies: Safety in the tranches 0 0 1 27 0 1 4 122
ESBies: Safety in the tranches 0 0 0 4 0 0 3 61
ESBies: safety in the tranches 0 0 0 10 0 0 7 68
ESBies: safety in the tranches 0 0 0 22 0 1 4 81
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 2 14 3 5 16 36
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 1 4 0 1 5 11
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 1 3 0 1 8 14
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 0 1 231
Financial Fragility with SAM? 0 1 1 56 0 2 5 98
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 6 0 2 4 22
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 0 1 1 17
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 32 1 5 23 114
Financing the War on Cancer 0 0 0 8 0 0 2 30
Financing the War on Cancer 0 0 1 10 0 1 2 31
Firm Volatility in Granual Networks 0 0 0 67 0 0 1 128
Firm Volatility in Granular Networks 0 0 0 61 0 1 3 189
Firm Volatility in Granular Networks 0 0 1 145 0 0 5 391
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 0 0 4 40
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 27 0 1 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 1 71
Government Risk Premium Puzzle 0 0 15 180 0 2 37 676
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 0 0 5 101
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 33 0 0 1 178
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 1 1 2 339
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 0 0 812
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 1 85 0 0 2 372
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 1 173 0 0 2 443
Housing, Finance and the Macroeconomy 0 0 2 196 0 3 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 0 0 0 177
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 0 2 28
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 3 36 1 1 14 97
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 3 68 2 2 8 163
Information Acquisition and Portfolio Underdiversification 0 0 0 129 0 0 0 370
Information Acquisition and Under-Diversification 0 0 0 118 1 1 2 570
Information Acquisition and Under-Diversification 0 0 0 5 0 2 3 57
Information Immobility and the Home Bias Puzzle 0 1 3 96 0 1 4 381
Information Immobility and the Home Bias Puzzle 0 0 0 73 0 1 1 401
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 1 125 0 1 4 379
Machine-Learning the Skill of Mutual Fund Managers 0 1 6 64 0 3 20 191
Machine-Learning the Skill of Mutual Fund Managers 0 0 3 78 2 2 23 220
Manufacturing Risk-Free Government Debt 0 1 1 20 0 1 2 33
Manufacturing Risk-Free Government Debt 0 0 0 4 0 0 0 7
Manufacturing Risk-free Government Debt 0 0 1 20 0 1 5 84
Manufacturing Risk-free Government Debt 0 0 1 2 0 0 5 16
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 0 10 0 0 1 20
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 1 0 0 2 8
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 0 13 0 3 5 40
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 0 0 0 475
Monetary Policy in an Equilibrium Portfolio Balance Model 0 1 1 98 0 1 3 293
Mortgage Timing 0 0 1 62 1 2 3 302
Optimal Health and Longevity Insurance 0 0 0 0 0 0 1 91
Out-of-town Home Buyers and City Welfare 0 0 0 41 0 1 6 56
Out-of-town Home Buyers and City Welfare 0 0 0 58 3 5 9 202
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 1 4 385
Quantifying U.S. Treasury Investor Optimism 0 0 0 2 0 1 2 7
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 1 6 20
Real and Private-Value Assets 0 0 0 0 0 0 1 1
Real and Private-Value Assets 0 0 0 0 0 1 2 14
Real and Private-Value Assets 2 2 2 9 2 2 2 46
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 2 4 320
Reconciling the Return Predictability Evidence 0 0 0 72 0 0 7 274
Reconciling the Return Predictability Evidence 0 0 0 138 0 0 3 462
Rent Guarantee Insurance 0 0 0 0 0 2 2 2
Rent Guarantee Insurance 0 0 1 1 0 1 7 7
Rethinking Mortgage Design 1 1 1 20 2 2 3 52
Take the Q Train: Value Capture of Public Infrastructure Projects 0 1 1 24 0 2 3 96
Technological Change and the Growing Inequality in Managerial Compensation 0 0 1 66 0 0 1 250
The Bond Risk Premium and the Cross-Section of Equity Returns 1 1 1 18 1 1 1 97
The Common Factor in Idiosyncratic Volatility 0 0 1 60 0 0 5 181
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 1 2 5 228
The Cross-Section and Time Series of Stock and Bond Returns 1 1 1 10 4 5 7 49
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 1 1 4 487
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 1 2 257
The Government Risk Premium Puzzle 0 0 0 12 0 0 0 23
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 0 2 7 649
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 3 170 0 2 9 592
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 0 1 4 218
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 0 1 29 0 2 8 63
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 1 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 0 1 279
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 1 2 2 116
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 2 3 84
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 104 0 2 9 351
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 0 2 112
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 39 0 0 7 98
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 0 2 171
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 1 5 5 43
The U.S. Public Debt Valuation Puzzle 0 0 7 19 1 4 31 74
The U.S. Public Debt Valuation Puzzle 0 1 4 48 1 2 17 131
The Wealth-Consumption Ratio 0 0 0 32 0 0 1 109
The Wealth-Consumption Ratio 0 1 2 89 0 1 5 559
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 1 3 296
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 0 74
The sovereign-bank diabolic loop and ESBies 0 0 0 33 0 1 1 143
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 1 46
Time-Varying Fund Manager Skill 0 0 2 48 0 1 4 231
Time-Varying Fund Manager Skill 1 1 1 35 2 2 4 177
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 0 69 0 0 0 279
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 16 2 5 10 122
Understanding Rationality and Disagreement in House Price Expectations 0 0 3 9 0 0 6 28
Valuing Private Equity Strip by Strip 0 0 1 37 2 3 6 76
Valuing Private Equity Strip by Strip 0 0 0 12 0 1 4 41
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 0 0 0 0 1 2
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 3 4 21 0 3 6 44
Why Are REITS Currently So Expensive? 0 0 0 12 0 1 1 42
Why Has House Price Dispersion Gone Up? 0 0 0 108 0 0 0 422
Work From Home and the Office Real Estate Apocalypse 0 1 2 16 1 7 23 89
Total Working Papers 19 59 151 6,927 56 218 732 25,277

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 2 5 37 4 11 27 121
A Rational Theory of Mutual Funds' Attention Allocation 0 0 3 47 1 2 10 188
Affordable Housing and City Welfare 1 6 17 32 5 15 66 115
Aggregate lapsation risk 0 0 1 1 0 0 6 6
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 1 4 6 76
Can the covid bailouts save the economy? 0 0 2 2 0 1 8 8
Combining Life and Health Insurance* 0 0 2 19 1 2 14 102
ESBies: safety in the tranches 0 1 3 64 0 2 7 300
Financial Fragility with SAM? 0 0 0 3 0 1 3 55
Firm Volatility in Granular Networks 0 0 4 44 5 7 24 210
Fiscal Capacity: An Asset Pricing Perspective 0 0 0 0 0 1 1 1
Flattening the curve: Pandemic-Induced revaluation of urban real estate 1 3 5 19 3 11 26 89
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 2 10 0 0 4 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 1 217 2 6 11 681
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 1 1 10 701
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 9 20 2 5 33 73
Information Acquisition and Under-Diversification 0 1 10 159 3 8 32 586
Information Immobility and the Home Bias Puzzle 2 4 10 312 5 9 38 964
Inside Information and the Own Company Stock Puzzle 0 0 0 20 0 2 2 181
Learning asymmetries in real business cycles 0 1 2 303 0 5 13 718
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 0 0 2 206
Machine-learning the skill of mutual fund managers 1 3 13 25 6 12 43 76
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 2 2 6 16 24
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 0 0 1 1
Mortgage timing 1 3 6 174 1 5 16 553
New Methods for the Cross-Section of Returns 0 2 7 75 0 4 27 213
Out‐of‐Town Home Buyers and City Welfare 0 0 2 15 0 2 5 41
Phasing out the GSEs 0 0 1 33 0 1 5 170
Predictability of Returns and Cash Flows 0 1 6 117 0 1 20 406
Real and Private-Value Assets 0 1 1 5 0 1 4 25
Reconciling the Return Predictability Evidence 0 0 6 156 1 4 19 575
Stock market development and economic growth in Belgium 0 0 2 197 0 0 9 624
Take the Q train: Value capture of public infrastructure projects 1 1 4 13 1 3 12 52
Technological change and the growing inequality in managerial compensation 0 0 3 58 0 0 9 337
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 0 1 2 247
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 3 8 33 235 10 26 101 875
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 2 218 0 1 7 810
The U.S. Public Debt Valuation Puzzle 0 1 10 10 7 13 46 46
The Wealth-Consumption Ratio 0 0 1 12 0 2 5 73
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 1 3 6 179 4 6 28 666
The cross-section and time series of stock and bond returns 1 1 3 66 3 4 16 323
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 0 12 67 1 3 41 157
Time-Varying Fund Manager Skill 0 1 9 96 2 5 32 393
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 1 1 2 34 2 5 10 318
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 3 99
Valuing Private Equity Investments Strip by Strip 1 1 2 8 2 3 8 50
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 4 4 1 5 22 22
What to Do About the GSEs? 0 0 1 10 0 1 4 42
What to Do About the Government Sponsored Enterprises 0 0 0 0 0 1 1 1
Why Has House Price Dispersion Gone Up? 1 2 2 196 2 4 11 620
Why are REITS Currently So Expensive? 0 0 0 9 0 1 4 64
Total Journal Articles 15 47 216 3,677 78 213 873 13,886

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 2 6 16 237
Total Books 0 0 0 0 2 6 16 237

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 2 2 26
Housing, Finance, and the Macroeconomy 0 1 5 203 0 3 17 518
International Capital Flows and House Prices: Theory and Evidence 1 1 1 65 2 3 7 250
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 4 53 0 0 8 152
Total Chapters 1 2 10 322 2 8 34 946

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 1 184 0 0 3 447
Matlab code for the robustness in forward looking models, oligopoly example 0 0 5 428 1 1 9 1,398
Total Software Items 0 0 6 612 1 1 12 1,845

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

Statistics updated 2025-05-12