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 1 1 75 0 1 1 228
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 2 44 1 2 5 103
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 0 1 8 190
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 1 1 3 80
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 1 209 0 0 1 539
Affordable Housing and City Welfare 0 1 1 42 0 2 9 111
Affordable Housing and City Welfare 0 0 1 80 1 1 7 275
Affordable Housing and City Welfare 0 0 5 37 1 1 14 116
Aggregate Lapsation Risk 0 0 1 12 0 1 2 34
An Alpha in Affordable Housing? 0 0 4 4 1 5 14 14
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 1 1 5 60
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 0 0 0 74
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 0 0 1 96
Bond Convenience Yields in the Eurozone Currency Union 0 0 0 11 2 2 12 45
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 1 92 1 1 4 339
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 0 4 1 4 7 30
Can Monetary Policy Create Fiscal Capacity? 1 1 1 60 2 2 9 99
Can the Covid Bailouts Save the Economy? 0 0 0 25 0 0 4 125
Can the Covid Bailouts Save the Economy? 0 0 0 12 0 0 3 50
Converting Brown Offices to Green Apartments 0 0 1 1 0 0 4 4
Converting Brown Offices to Green Apartments 0 0 1 23 1 4 8 45
Dynamic Urban Economics 0 1 31 31 1 3 47 47
ESBies - Safety in the tranches 0 0 1 9 0 0 1 77
ESBies: Safety in the Tranches 0 0 0 59 0 5 9 225
ESBies: Safety in the Tranches 0 0 0 25 0 1 4 164
ESBies: Safety in the tranches 0 0 1 27 0 0 5 123
ESBies: Safety in the tranches 0 0 0 9 0 2 2 139
ESBies: Safety in the tranches 0 0 0 4 0 1 3 62
ESBies: safety in the tranches 0 0 0 10 0 2 2 70
ESBies: safety in the tranches 1 1 1 23 1 1 4 83
Exorbitant Privilege Gained and Lost: Fiscal Implications 2 3 4 8 5 6 10 18
Exorbitant Privilege Gained and Lost: Fiscal Implications 3 3 5 7 13 20 33 41
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 2 4 17 7 10 26 49
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 0 2 232
Financial Fragility with SAM? 0 1 2 57 0 1 5 100
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 32 1 3 22 121
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 6 1 2 4 24
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 0 2 3 19
Financing the War on Cancer 0 0 0 10 0 0 1 31
Financing the War on Cancer 0 0 0 8 0 1 1 31
Firm Volatility in Granual Networks 1 1 1 68 2 2 4 132
Firm Volatility in Granular Networks 0 0 1 146 1 1 3 393
Firm Volatility in Granular Networks 0 1 1 62 1 2 4 192
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 0 1 6 42
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 27 1 1 3 104
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 1 1 72
Government Risk Premium Puzzle 0 0 0 180 1 1 8 681
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 97 0 0 1 153
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 34 0 1 3 180
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 0 1 3 102
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 0 0 2 339
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 0 1 813
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 0 2 3 375
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 0 1 2 444
Housing, Finance and the Macroeconomy 0 1 1 197 0 1 7 380
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 2 3 180
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 0 3 30
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 1 36 0 0 8 98
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 1 68 1 1 9 166
Information Acquisition and Portfolio Underdiversification 0 0 0 129 0 0 0 370
Information Acquisition and Under-Diversification 0 0 0 5 0 2 5 59
Information Acquisition and Under-Diversification 0 0 0 118 0 3 4 573
Information Immobility and the Home Bias Puzzle 0 0 3 96 0 2 6 383
Information Immobility and the Home Bias Puzzle 0 0 0 73 1 3 5 405
Information Immobility and the Home Bias Puzzle 0 0 0 61 0 1 1 322
International Capital Flows and House Prices: Theory and Evidence 0 0 0 125 0 0 3 380
Machine-Learning the Skill of Mutual Fund Managers 0 1 2 80 0 3 8 224
Machine-Learning the Skill of Mutual Fund Managers 0 0 3 64 1 2 10 193
Manufacturing Risk-Free Government Debt 0 0 0 4 0 0 0 7
Manufacturing Risk-Free Government Debt 0 0 1 20 2 4 5 37
Manufacturing Risk-free Government Debt 0 0 1 20 1 1 5 86
Manufacturing Risk-free Government Debt 0 0 0 2 2 2 2 18
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 11 0 1 3 23
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 14 0 0 5 41
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 4 4 1 1 6 12
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 1 1 3 478
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 1 98 0 0 2 293
Mortgage Timing 0 1 1 63 0 1 4 304
Optimal Health and Longevity Insurance 0 0 0 0 0 0 0 91
Out-of-town Home Buyers and City Welfare 1 1 1 42 1 1 4 57
Out-of-town Home Buyers and City Welfare 0 0 0 58 0 1 8 204
Phasing Out the GSEs 0 0 0 37 0 0 0 75
Phasing out the GSEs 0 0 0 33 0 1 1 100
Predictability of Returns and Cash Flows 0 0 1 85 0 1 4 386
Quantifying U.S. Treasury Investor Optimism 0 0 0 2 0 1 3 9
Rational Attention Allocation Over the Business Cycle 0 0 0 77 0 1 2 301
Real and Private Value Assets 0 0 0 2 0 4 8 24
Real and Private-Value Assets 0 0 0 0 0 0 1 14
Real and Private-Value Assets 0 0 2 9 0 1 3 47
Real and Private-Value Assets 0 0 0 0 0 0 1 1
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 0 95 0 0 2 320
Reconciling the Return Predictability Evidence 0 1 1 73 0 2 5 276
Reconciling the Return Predictability Evidence 0 0 0 138 0 2 4 464
Rent Guarantee Insurance 0 0 0 1 0 0 2 7
Rent Guarantee Insurance 0 0 0 0 0 1 3 3
Rethinking Mortgage Design 0 0 1 20 0 0 2 52
Take the Q Train: Value Capture of Public Infrastructure Projects 1 1 2 25 1 4 7 100
Technological Change and the Growing Inequality in Managerial Compensation 0 0 1 66 0 0 2 251
The Bond Risk Premium and the Cross-Section of Equity Returns 0 1 2 19 1 2 3 99
The Common Factor in Idiosyncratic Volatility 0 1 2 61 2 3 10 188
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 0 1 5 229
The Cross-Section and Time Series of Stock and Bond Returns 0 0 1 10 0 0 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 0 3 8 492
The Government Risk Premium Puzzle 0 0 1 13 0 0 1 24
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 1 1 6 651
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 1 170 0 0 6 592
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 0 0 5 220
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 1 3 31 2 4 12 68
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 3 281
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 0 0 3 117
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 0 1 98
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 17 0 1 3 85
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 105 0 0 9 355
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 0 2 113
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 0 0 2 7 45
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 1 2 3 173
The U.S. Public Debt Valuation Puzzle 0 0 2 48 2 5 14 138
The U.S. Public Debt Valuation Puzzle 0 0 2 19 0 2 10 76
The Wealth-Consumption Ratio 0 0 2 89 0 0 2 559
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 1 2 79
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 1 2 3 298
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 4 0 0 1 46
The sovereign-bank diabolic loop and ESBies 0 0 0 33 1 1 2 144
Time-Varying Fund Manager Skill 0 0 1 48 0 1 4 232
Time-Varying Fund Manager Skill 0 0 1 35 0 1 7 180
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 0 8 122
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 1 1 280
Understanding Rationality and Disagreement in House Price Expectations 0 0 1 9 1 2 4 30
Valuing Private Equity Strip by Strip 0 0 1 37 1 4 11 82
Valuing Private Equity Strip by Strip 0 0 0 12 0 1 4 43
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 1 1 0 0 1 3
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 3 21 0 1 5 45
Why Are REITS Currently So Expensive? 0 0 0 12 0 0 3 44
Why Has House Price Dispersion Gone Up? 0 0 1 109 0 0 1 423
Work From Home and the Office Real Estate Apocalypse 0 1 3 18 3 9 31 107
Total Working Papers 11 27 135 6,975 77 205 729 25,595


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 38 1 5 24 127
A Rational Theory of Mutual Funds' Attention Allocation 1 1 3 49 1 4 12 195
Affordable Housing and City Welfare 0 1 15 34 1 50 135 208
Aggregate lapsation risk 0 2 3 4 0 3 8 12
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 0 1 5 77
Can the covid bailouts save the economy? 0 0 1 2 2 3 8 12
Combining Life and Health Insurance* 0 0 1 19 0 5 12 108
ESBies: safety in the tranches 0 0 2 64 0 1 7 302
Financial Fragility with SAM? 0 0 1 4 0 0 4 56
Firm Volatility in Granular Networks 0 2 4 46 3 8 26 221
Fiscal Capacity: An Asset Pricing Perspective 0 0 2 2 0 3 7 7
Flattening the curve: Pandemic-Induced revaluation of urban real estate 2 4 10 24 4 8 29 99
Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** 0 0 0 0 0 0 0 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 1 1 53
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 1 1 218 0 1 10 685
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 0 1 6 703
Identifying the Benefits from Homeownership: A Swedish Experiment 1 1 8 22 2 6 32 83
Information Acquisition and Under-Diversification 0 0 5 159 0 4 23 590
Information Immobility and the Home Bias Puzzle 0 0 8 312 3 7 33 973
Inside Information and the Own Company Stock Puzzle 0 0 0 20 0 0 2 181
Learning asymmetries in real business cycles 0 4 7 308 4 9 20 729
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 1 2 5 210
Machine-learning the skill of mutual fund managers 0 2 10 27 1 14 51 104
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 4 5 0 2 16 31
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 0 0 0 1
Mortgage timing 0 0 7 175 0 1 17 557
New Methods for the Cross-Section of Returns 1 1 7 77 1 3 16 218
Out‐of‐Town Home Buyers and City Welfare 0 0 1 15 0 2 8 45
Phasing out the GSEs 0 0 0 33 0 1 6 173
Predictability of Returns and Cash Flows 0 0 4 118 0 1 14 409
Real and Private-Value Assets 0 0 1 5 0 1 5 26
Reconciling the Return Predictability Evidence 0 1 6 159 0 3 18 580
Stock market development and economic growth in Belgium 0 0 1 197 1 1 8 627
Take the Q train: Value capture of public infrastructure projects 0 0 6 15 3 4 18 60
Technological change and the growing inequality in managerial compensation 0 0 1 58 0 2 5 339
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 0 1 2 248
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 2 5 23 240 3 20 91 911
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 0 49 1 1 1 229
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 61 0 0 1 292
The Sovereign-Bank Diabolic Loop and ESBies 0 1 2 219 2 3 9 816
The U.S. Public Debt Valuation Puzzle 1 1 9 12 7 15 60 72
The Wealth-Consumption Ratio 0 0 1 12 0 1 6 74
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 0 0 5 181 5 6 28 678
The cross-section and time series of stock and bond returns 0 0 2 66 1 5 15 328
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 0 7 67 4 8 38 170
Time-Varying Fund Manager Skill 0 0 6 97 1 3 21 398
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 0 2 34 1 1 9 320
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 1 2 100
Valuing Private Equity Investments Strip by Strip 0 1 4 10 1 6 13 57
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 2 4 2 5 19 28
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 1 2 2
Why Has House Price Dispersion Gone Up? 0 0 4 198 0 4 13 627
Why are REITS Currently So Expensive? 0 1 1 10 0 1 9 69
Total Journal Articles 8 30 192 3,733 56 239 934 14,292


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 2 13 243
Total Books 0 0 0 0 0 2 13 243


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 0 3 27
Housing, Finance, and the Macroeconomy 0 0 5 203 2 7 22 527
International Capital Flows and House Prices: Theory and Evidence 0 0 1 65 0 1 10 254
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 3 54 0 0 5 153
Total Chapters 0 0 9 323 2 8 40 961


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 3 449
Matlab code for the robustness in forward looking models, oligopoly example 0 0 2 429 0 2 6 1,401
Total Software Items 0 0 2 613 1 4 9 1,850


Statistics updated 2025-10-06