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 1 227
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 1 59 1 1 14 181
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 0 1 3 77
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 1 42 0 0 3 98
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 208 0 0 0 538
Affordable Housing and City Welfare 1 1 3 31 4 8 25 100
Affordable Housing and City Welfare 1 1 3 79 2 3 13 267
Affordable Housing and City Welfare 0 0 1 41 2 2 13 101
Aggregate Lapsation Risk 0 1 1 11 1 3 7 32
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 0 0 0 53
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 0 0 4 95
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 0 0 1 73
Bond Convenience Yields in the Eurozone Currency Union 0 1 2 10 1 8 19 31
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 1 91 0 0 3 334
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 1 64 0 0 1 241
Can Monetary Policy Create Fiscal Capacity? 0 1 1 4 0 1 4 21
Can Monetary Policy Create Fiscal Capacity? 0 1 1 59 2 3 9 90
Can the Covid Bailouts Save the Economy? 0 0 0 12 0 0 0 47
Can the Covid Bailouts Save the Economy? 0 0 0 25 0 0 2 120
Converting Brown Offices to Green Apartments 0 0 16 22 0 2 24 35
ESBies - Safety in the tranches 0 0 0 7 0 1 4 73
ESBies: Safety in the Tranches 0 0 0 25 0 2 2 160
ESBies: Safety in the Tranches 0 0 1 59 0 0 6 216
ESBies: Safety in the tranches 0 0 0 4 0 1 3 59
ESBies: Safety in the tranches 0 0 0 9 0 0 0 136
ESBies: Safety in the tranches 0 0 0 26 0 0 2 118
ESBies: safety in the tranches 0 0 1 10 0 2 9 68
ESBies: safety in the tranches 0 0 0 22 0 0 3 77
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 0 2 1 2 5 8
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 1 4 0 0 3 8
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 5 13 2 2 9 23
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 0 1 230
Financial Fragility with SAM? 0 0 0 55 0 2 4 95
Financial and Total Wealth Inequality with Declining Interest Rates 0 1 2 32 1 5 16 98
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 6 0 1 3 19
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 0 0 0 16
Financing the War on Cancer 0 0 1 8 1 2 4 30
Financing the War on Cancer 0 0 0 9 0 0 0 29
Firm Volatility in Granual Networks 0 0 0 67 0 0 0 127
Firm Volatility in Granular Networks 0 1 5 145 1 2 13 390
Firm Volatility in Granular Networks 0 0 1 61 0 1 3 188
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 0 0 2 36
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 27 0 0 3 101
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 0 1 4 71
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 0 0 162
Government Risk Premium Puzzle 1 13 24 180 3 25 79 673
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 33 0 0 2 177
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 96 0 0 3 149
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 0 1 2 97
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 0 0 0 337
Housing Collateral, Consumption Insurance and Risk Premia 0 0 1 235 0 0 3 812
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 84 0 1 2 371
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 1 1 173 0 1 1 442
Housing, Finance and the Macroeconomy 0 0 7 194 0 0 9 369
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 0 0 3 433
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 0 26
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 1 4 35 0 2 16 89
Identifying the Benefits from Homeownership: A Swedish Experiment 0 1 4 67 0 1 14 157
Information Acquisition and Portfolio Underdiversification 0 0 0 129 0 0 2 370
Information Acquisition and Under-Diversification 0 0 0 5 0 0 2 54
Information Acquisition and Under-Diversification 0 0 1 118 0 0 1 568
Information Immobility and the Home Bias Puzzle 0 0 0 93 0 0 0 377
Information Immobility and the Home Bias Puzzle 0 0 0 73 0 0 3 400
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 1 2 125 0 2 11 377
Machine-Learning the Skill of Mutual Fund Managers 1 3 23 61 2 9 73 183
Machine-Learning the Skill of Mutual Fund Managers 1 2 15 78 4 13 63 213
Manufacturing Risk-Free Government Debt 0 0 0 4 0 0 1 7
Manufacturing Risk-Free Government Debt 0 0 0 19 0 0 2 32
Manufacturing Risk-free Government Debt 0 0 1 19 0 0 9 81
Manufacturing Risk-free Government Debt 0 0 1 2 1 1 3 13
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 10 0 0 3 20
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 13 0 0 7 36
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 0 0 0 0 1 6
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 0 0 2 475
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 97 0 0 2 290
Mortgage Timing 0 0 0 61 0 0 0 299
Optimal Health and Longevity Insurance 0 0 0 0 0 0 5 91
Out-of-town Home Buyers and City Welfare 0 0 1 41 1 3 8 53
Out-of-town Home Buyers and City Welfare 0 0 1 58 0 2 13 196
Phasing Out the GSEs 0 0 0 37 0 0 0 75
Phasing out the GSEs 0 0 0 33 1 4 4 99
Predictability of Returns and Cash Flows 0 0 1 84 0 1 8 382
Quantifying U.S. Treasury Investor Optimism 0 0 0 2 0 0 0 5
Rational Attention Allocation Over the Business Cycle 0 0 1 77 0 0 3 299
Real and Private Value Assets 0 0 0 2 1 2 4 16
Real and Private-Value Assets 0 0 0 7 0 0 3 44
Real and Private-Value Assets 0 0 0 0 0 0 0 0
Real and Private-Value Assets 0 0 0 0 1 1 5 13
Recessions are a Time to Shine: A theory of attention allocation over the business cycle 0 0 0 0 0 0 1 62
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 1 2 95 0 2 4 318
Reconciling the Return Predictability Evidence 0 0 1 72 3 4 9 271
Reconciling the Return Predictability Evidence 0 0 1 138 1 1 4 460
Rent Guarantee Insurance 1 1 1 1 2 5 5 5
Rethinking Mortgage Design 0 0 0 19 1 1 4 50
Take the Q Train: Value Capture of Public Infrastructure Projects 0 0 2 23 0 0 3 93
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 65 0 0 0 249
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 0 17 0 0 1 96
The Common Factor in Idiosyncratic Volatility 0 0 2 59 1 1 9 177
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 1 1 3 224
The Cross-Section and Time Series of Stock and Bond Returns 0 0 3 9 0 0 6 42
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 1 66 0 0 3 255
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 0 3 484
The Government Risk Premium Puzzle 0 0 0 12 0 0 2 23
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 0 2 6 645
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 2 168 0 1 9 585
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 0 0 4 214
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 0 2 28 0 1 12 56
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 0 1 657
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) 0 0 0 86 0 0 0 278
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 0 0 1 114
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 128 0 0 2 416
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 16 0 0 3 82
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 39 2 2 11 97
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 1 1 2 111
The Sovereign-Bank Diabolic Loop and ESBies 1 1 1 104 1 2 8 345
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 1 2 170
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 0 3 38
The U.S. Public Debt Valuation Puzzle 3 4 7 16 6 18 34 62
The U.S. Public Debt Valuation Puzzle 0 1 2 45 1 6 11 121
The Wealth-Consumption Ratio 0 0 0 87 0 1 3 556
The Wealth-Consumption Ratio 0 0 0 32 0 0 2 109
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 0 0 77
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 1 1 2 294
The sovereign-bank diabolic loop and ESBies 0 0 2 33 0 0 7 142
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 1 74
The sovereign-bank diabolic loop and ESBies 0 0 1 4 0 0 3 45
Time-Varying Fund Manager Skill 0 0 0 34 0 0 4 173
Time-Varying Fund Manager Skill 1 1 3 47 1 1 4 228
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 1 279
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 15 0 0 6 113
Understanding Rationality and Disagreement in House Price Expectations 1 1 4 8 1 2 13 25
Valuing Private Equity Strip by Strip 0 0 0 12 0 0 1 38
Valuing Private Equity Strip by Strip 0 0 0 36 0 1 4 71
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 0 0 0 1 1 2
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 2 18 0 1 5 40
Why Are REITS Currently So Expensive? 0 0 0 12 0 0 1 41
Why Has House Price Dispersion Gone Up? 0 0 0 108 0 0 2 422
Work From Home and the Office Real Estate Apocalypse 0 0 2 14 2 6 26 72
Total Working Papers 12 41 182 6,827 58 188 869 24,798


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 1 2 5 34 1 5 21 99
A Rational Theory of Mutual Funds' Attention Allocation 1 1 4 46 1 2 13 183
Affordable Housing and City Welfare 1 3 14 19 5 13 58 68
Aggregate lapsation risk 0 0 0 0 0 2 3 3
Are Mutual Fund Managers Paid for Investment Skill? 0 0 2 9 0 2 5 72
Can the covid bailouts save the economy? 0 1 1 1 1 3 4 4
Combining Life and Health Insurance* 0 1 4 18 1 4 22 94
ESBies: safety in the tranches 0 0 0 61 0 0 3 293
Financial Fragility with SAM? 0 0 0 3 0 0 0 52
Firm Volatility in Granular Networks 0 2 13 42 0 4 33 193
Flattening the curve: Pandemic-Induced revaluation of urban real estate 0 0 3 14 1 5 31 69
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 1 3 10 0 1 3 50
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 1 217 0 3 8 674
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 2 157 1 3 11 694
Identifying the Benefits from Homeownership: A Swedish Experiment 1 2 14 14 3 9 50 50
Information Acquisition and Under-Diversification 0 1 6 152 1 5 26 564
Information Immobility and the Home Bias Puzzle 1 1 8 304 4 10 31 940
Inside Information and the Own Company Stock Puzzle 0 0 0 20 0 0 2 179
Learning asymmetries in real business cycles 0 0 3 301 0 2 19 708
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 1 60 0 0 3 205
Machine-learning the skill of mutual fund managers 0 2 17 17 3 10 51 51
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 1 1 2 13 13
Mortgage timing 0 0 5 168 0 2 15 539
New Methods for the Cross-Section of Returns 0 1 12 70 2 6 33 196
Out‐of‐Town Home Buyers and City Welfare 0 1 1 14 0 1 5 37
Phasing out the GSEs 0 0 1 32 0 0 1 165
Predictability of Returns and Cash Flows 1 3 14 114 1 7 27 394
Real and Private-Value Assets 0 0 0 4 0 0 4 21
Reconciling the Return Predictability Evidence 0 2 9 153 1 4 17 561
Stock market development and economic growth in Belgium 1 1 2 196 2 3 9 618
Take the Q train: Value capture of public infrastructure projects 0 0 4 9 0 2 19 42
Technological change and the growing inequality in managerial compensation 0 0 3 55 1 1 12 332
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 0 1 7 246
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 2 8 21 215 9 29 88 815
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 1 49 0 0 2 228
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 60 0 0 3 290
The Sovereign-Bank Diabolic Loop and ESBies 0 1 3 217 1 2 11 805
The U.S. Public Debt Valuation Puzzle 1 1 1 1 3 3 3 3
The Wealth-Consumption Ratio 0 0 2 11 0 0 5 68
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 0 1 10 175 1 7 31 647
The cross-section and time series of stock and bond returns 0 1 4 64 1 3 19 311
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 1 1 24 59 1 7 54 130
Time-Varying Fund Manager Skill 3 3 11 91 4 10 34 374
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 0 0 32 0 2 9 310
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 3 98
Valuing Private Equity Investments Strip by Strip 0 0 0 6 0 1 4 43
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 1 2 2 2 2 6 6 6
What to Do About the GSEs? 0 0 1 9 0 0 1 38
Why Has House Price Dispersion Gone Up? 0 0 0 194 1 4 7 613
Why are REITS Currently So Expensive? 0 0 0 9 0 0 3 60
Total Journal Articles 15 44 234 3,527 53 187 842 13,277


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 13 229
Total Books 0 0 0 0 2 6 13 229


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Feeding the Beast 0 0 1 1 0 0 1 24
Housing, Finance, and the Macroeconomy 0 0 6 198 1 2 26 504
International Capital Flows and House Prices: Theory and Evidence 0 0 1 64 0 1 9 244
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 1 4 51 0 2 9 147
Total Chapters 0 1 12 314 1 5 45 919


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 1 2 446
Matlab code for the robustness in forward looking models, oligopoly example 0 1 4 426 1 2 9 1,394
Total Software Items 0 1 5 610 1 3 11 1,840


Statistics updated 2024-09-04