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 4 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 1 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 0 0 41 1 2 8 107
Affordable Housing and City Welfare 0 1 2 80 2 3 10 274
Affordable Housing and City Welfare 0 3 7 37 0 5 23 115
Aggregate Lapsation Risk 0 0 2 12 0 0 4 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 23 0 1 6 59
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 0 1 1 96
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 2 4 19 42
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 1 1 10 97
Can Monetary Policy Create Fiscal Capacity? 0 0 1 4 1 2 6 26
Can the Covid Bailouts Save the Economy? 0 0 0 12 1 1 1 48
Can the Covid Bailouts Save the Economy? 0 0 0 25 0 0 5 125
Converting Brown Offices to Green Apartments 0 0 1 23 0 1 8 41
Converting Brown Offices to Green Apartments 1 1 1 1 2 3 4 4
Dynamic Urban Economics 2 30 30 30 3 38 43 43
ESBies - Safety in the tranches 1 1 2 9 1 1 5 77
ESBies: Safety in the Tranches 0 0 0 59 1 1 4 220
ESBies: Safety in the Tranches 0 0 0 25 1 2 5 163
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 1 1 5 123
ESBies: safety in the tranches 0 0 0 22 1 2 5 82
ESBies: safety in the tranches 0 0 0 10 0 0 2 68
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 1 2 15 2 5 17 38
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 1 1 5 1 2 4 12
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 1 3 2 2 10 16
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 1 1 2 232
Financial Fragility with SAM? 0 1 1 56 0 2 5 98
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 1 4 22
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 32 1 6 22 115
Financing the War on Cancer 0 0 0 8 0 0 2 30
Financing the War on Cancer 0 0 1 10 0 0 2 31
Firm Volatility in Granual Networks 0 0 0 67 2 2 3 130
Firm Volatility in Granular Networks 0 0 0 61 1 1 3 190
Firm Volatility in Granular Networks 1 1 2 146 1 1 4 392
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 0 2 103
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 0 0 1 71
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 0 0 162
Government Risk Premium Puzzle 0 0 13 180 1 3 29 677
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 1 1 1 34 1 1 2 179
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 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 1 1 1 813
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 1 85 1 1 3 373
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 2 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 2 2 4 30
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 2 36 1 2 11 98
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 2 68 1 3 8 164
Information Acquisition and Portfolio Underdiversification 0 0 0 129 0 0 0 370
Information Acquisition and Under-Diversification 0 0 0 5 0 2 3 57
Information Acquisition and Under-Diversification 0 0 0 118 0 1 2 570
Information Immobility and the Home Bias Puzzle 0 0 0 61 0 0 0 321
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 1 1 2 402
International Capital Flows and House Prices: Theory and Evidence 0 0 1 125 0 0 4 379
Machine-Learning the Skill of Mutual Fund Managers 0 1 6 64 0 1 17 191
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 78 0 2 20 220
Manufacturing Risk-Free Government Debt 0 0 0 4 0 0 0 7
Manufacturing Risk-Free Government Debt 0 1 1 20 0 1 1 33
Manufacturing Risk-free Government Debt 0 0 0 2 0 0 4 16
Manufacturing Risk-free Government Debt 0 0 1 20 1 1 4 85
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 0 10 0 0 0 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 0 4 40
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 1 1 476
Mortgage Timing 0 0 1 62 1 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 41 0 0 6 56
Out-of-town Home Buyers and City Welfare 0 0 0 58 1 5 9 203
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 1 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 6 20
Real and Private-Value Assets 0 0 0 0 0 0 2 14
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
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 1 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 7 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 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 0 1 1 18 0 1 1 97
The Common Factor in Idiosyncratic Volatility 0 0 1 60 1 1 6 182
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 0 2 5 228
The Cross-Section and Time Series of Stock and Bond Returns 0 1 1 10 0 5 7 49
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 1 3 487
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 1 6 649
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 3 170 0 0 8 592
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 2 5 219
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 1 1 2 30 1 2 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 1 1 2 280
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 1 2 3 117
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 104 1 1 9 352
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 39 0 0 3 98
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 1 1 3 113
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 0 4 5 43
The U.S. Public Debt Valuation Puzzle 0 1 4 48 1 3 17 132
The U.S. Public Debt Valuation Puzzle 0 0 7 19 0 4 30 74
The Wealth-Consumption Ratio 0 0 0 32 0 0 0 109
The Wealth-Consumption Ratio 0 0 2 89 0 0 4 559
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 0 3 296
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 0 0 1 143
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 0 74
Time-Varying Fund Manager Skill 0 0 2 48 0 0 4 231
Time-Varying Fund Manager Skill 0 1 1 35 1 3 5 178
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 0 4 9 122
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 0 0 194
Understanding Rationality and Disagreement in House Price Expectations 0 0 2 9 0 0 5 28
Valuing Private Equity Strip by Strip 0 0 0 12 1 2 4 42
Valuing Private Equity Strip by Strip 0 0 1 37 2 4 8 78
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 1 1 1 1 1 1 2 3
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 2 3 21 0 2 5 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 1 2 3 17 3 7 26 92
Total Working Papers 11 62 152 6,938 59 198 726 25,336


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 5 37 1 9 28 122
A Rational Theory of Mutual Funds' Attention Allocation 0 0 2 47 1 2 8 189
Affordable Housing and City Welfare 1 4 17 33 12 21 72 127
Aggregate lapsation risk 1 1 2 2 1 1 6 7
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 0 3 6 76
Can the covid bailouts save the economy? 0 0 2 2 0 1 7 8
Combining Life and Health Insurance* 0 0 2 19 0 1 12 102
ESBies: safety in the tranches 0 0 3 64 1 2 8 301
Financial Fragility with SAM? 1 1 1 4 1 2 4 56
Firm Volatility in Granular Networks 0 0 4 44 2 7 23 212
Fiscal Capacity: An Asset Pricing Perspective 1 1 1 1 1 1 2 2
Flattening the curve: Pandemic-Induced revaluation of urban real estate 0 2 5 19 0 5 25 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 1 10 0 0 3 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 5 12 683
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 1 2 11 702
Identifying the Benefits from Homeownership: A Swedish Experiment 1 1 9 21 2 5 34 75
Information Acquisition and Under-Diversification 0 1 8 159 0 4 27 586
Information Immobility and the Home Bias Puzzle 0 2 9 312 1 6 35 965
Inside Information and the Own Company Stock Puzzle 0 0 0 20 0 0 2 181
Learning asymmetries in real business cycles 0 0 2 303 0 1 12 718
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 0 0 1 206
Machine-learning the skill of mutual fund managers 0 3 10 25 12 22 47 88
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 2 1 3 14 25
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 0 0 1 1
Mortgage timing 1 4 7 175 2 5 18 555
New Methods for the Cross-Section of Returns 1 2 7 76 2 3 25 215
Out‐of‐Town Home Buyers and City Welfare 0 0 2 15 1 1 6 42
Phasing out the GSEs 0 0 1 33 2 3 7 172
Predictability of Returns and Cash Flows 1 1 7 118 2 2 21 408
Real and Private-Value Assets 0 1 1 5 0 1 4 25
Reconciling the Return Predictability Evidence 1 1 6 157 1 4 19 576
Stock market development and economic growth in Belgium 0 0 2 197 1 1 10 625
Take the Q train: Value capture of public infrastructure projects 0 1 4 13 2 3 14 54
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 5 28 235 6 25 95 881
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 2 3 9 812
The U.S. Public Debt Valuation Puzzle 1 1 11 11 6 16 52 52
The Wealth-Consumption Ratio 0 0 1 12 0 1 5 73
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 1 2 6 180 2 6 28 668
The cross-section and time series of stock and bond returns 0 1 3 66 0 4 15 323
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 0 9 67 2 4 36 159
Time-Varying Fund Manager Skill 1 1 9 97 2 4 31 395
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 1 2 34 0 3 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 2 99
Valuing Private Equity Investments Strip by Strip 0 1 2 8 0 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 3 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 1 1 1
Why Has House Price Dispersion Gone Up? 1 2 3 197 2 5 13 622
Why are REITS Currently So Expensive? 0 0 0 9 1 2 5 65
Total Journal Articles 13 41 207 3,690 76 206 872 13,962


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 5 15 238
Total Books 0 0 0 0 1 5 15 238


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 3 27
Housing, Finance, and the Macroeconomy 0 0 5 203 2 2 18 520
International Capital Flows and House Prices: Theory and Evidence 0 1 1 65 1 3 8 251
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 3 53 0 0 7 152
Total Chapters 0 1 9 322 4 7 36 950


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 2 447
Matlab code for the robustness in forward looking models, oligopoly example 1 1 4 429 1 2 7 1,399
Total Software Items 1 1 4 613 1 2 9 1,846


Statistics updated 2025-06-06