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 1 75 1 1 2 229
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 0 0 7 190
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 0 2 4 81
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 2 44 6 9 13 111
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 1 209 0 3 4 542
Affordable Housing and City Welfare 1 2 3 44 3 4 10 115
Affordable Housing and City Welfare 0 1 6 38 2 7 18 122
Affordable Housing and City Welfare 0 0 1 80 1 2 7 276
Aggregate Lapsation Risk 0 0 1 12 1 5 7 39
An Alpha in Affordable Housing? 0 0 0 0 0 0 0 0
An Alpha in Affordable Housing? 1 1 5 5 4 6 19 19
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 4 5 6 101
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 1 1 1 75
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 4 6 10 65
Bond Convenience Yields in the Eurozone Currency Union 6 19 19 19 10 24 24 24
Bond Convenience Yields in the Eurozone Currency Union 1 1 1 12 5 10 17 53
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 3 4 5 342
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 1 3 3 244
Can Monetary Policy Create Fiscal Capacity? 0 0 0 4 1 4 10 33
Can Monetary Policy Create Fiscal Capacity? 1 2 2 61 2 8 12 105
Can the Covid Bailouts Save the Economy? 0 0 0 25 1 3 4 128
Can the Covid Bailouts Save the Economy? 0 0 0 12 3 3 6 53
Converting Brown Offices to Green Apartments 0 0 0 23 2 5 9 49
Converting Brown Offices to Green Apartments 0 0 1 1 0 0 4 4
Dynamic Urban Economics 0 0 31 31 2 4 50 50
ESBies - Safety in the tranches 0 0 1 9 3 3 4 80
ESBies: Safety in the Tranches 0 0 0 25 1 1 5 165
ESBies: Safety in the Tranches 0 0 0 59 2 4 12 229
ESBies: Safety in the tranches 0 0 1 27 0 2 7 125
ESBies: Safety in the tranches 0 0 0 9 2 2 4 141
ESBies: Safety in the tranches 0 0 0 4 1 1 4 63
ESBies: safety in the tranches 0 0 0 10 2 2 4 72
ESBies: safety in the tranches 0 1 1 23 1 3 6 85
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 2 4 8 1 6 11 19
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 3 17 2 12 28 54
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 5 6 9 5 22 38 50
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 0 2 57 3 3 8 103
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 2 3 6 22
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 32 2 8 26 128
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 6 2 4 7 27
Financing the War on Cancer 0 0 0 8 1 2 3 33
Financing the War on Cancer 0 0 0 10 0 1 2 32
Firm Volatility in Granual Networks 0 1 1 68 2 4 6 134
Firm Volatility in Granular Networks 0 0 1 62 3 5 8 196
Firm Volatility in Granular Networks 1 1 2 147 4 6 7 398
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 3 3 9 45
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 27 3 6 8 109
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 2 2 3 74
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 1 1 163
Government Risk Premium Puzzle 0 0 0 180 1 3 9 683
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 97 1 1 2 154
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 34 2 3 5 183
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 1 4 6 106
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 1 1 3 340
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 1 2 3 815
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 3 4 7 379
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 1 2 4 446
Housing, Finance and the Macroeconomy 0 0 1 197 8 10 16 390
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 1 2 2 435
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 0 1 3 180
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 2 3 5 33
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 1 36 2 2 8 100
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 1 68 2 4 10 169
Information Acquisition and Portfolio Underdiversification 0 0 0 129 2 2 2 372
Information Acquisition and Under-Diversification 0 0 0 5 2 5 10 64
Information Acquisition and Under-Diversification 0 0 0 118 2 6 10 579
Information Immobility and the Home Bias Puzzle 0 0 0 73 2 4 8 408
Information Immobility and the Home Bias Puzzle 0 0 1 96 1 1 5 384
Information Immobility and the Home Bias Puzzle 0 0 0 61 1 3 4 325
International Capital Flows and House Prices: Theory and Evidence 0 0 0 125 2 2 5 382
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 80 2 2 8 226
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 64 0 2 8 194
Manufacturing Risk-Free Government Debt 0 0 0 4 2 2 2 9
Manufacturing Risk-Free Government Debt 0 0 1 20 1 4 7 39
Manufacturing Risk-free Government Debt 0 0 1 20 4 7 10 92
Manufacturing Risk-free Government Debt 0 0 0 2 2 4 4 20
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 11 0 0 3 23
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 14 1 1 5 42
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 3 4 1 2 6 13
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 1 98 0 0 2 293
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 1 4 6 481
Mortgage Timing 0 0 1 63 2 2 6 306
Optimal Health and Longevity Insurance 0 0 0 0 1 2 2 93
Out-of-town Home Buyers and City Welfare 0 2 2 43 2 4 5 60
Out-of-town Home Buyers and City Welfare 0 0 0 58 0 0 8 204
Phasing Out the GSEs 0 0 0 37 2 2 2 77
Phasing out the GSEs 0 0 0 33 0 1 2 101
Predictability of Returns and Cash Flows 0 0 1 85 4 6 9 392
Quantifying U.S. Treasury Investor Optimism 0 0 0 2 0 0 3 9
Rational Attention Allocation Over the Business Cycle 0 0 0 77 2 3 4 304
Real and Private Value Assets 0 0 0 2 3 3 9 27
Real and Private-Value Assets 0 0 2 9 1 1 4 48
Real and Private-Value Assets 0 0 0 0 3 4 5 5
Real and Private-Value Assets 0 0 0 0 4 5 6 19
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 2 2 4 322
Reconciling the Return Predictability Evidence 0 0 0 138 1 2 6 466
Reconciling the Return Predictability Evidence 0 0 1 73 0 2 7 278
Rent Guarantee Insurance 0 0 0 1 2 2 4 9
Rent Guarantee Insurance 0 0 0 0 0 0 3 3
Rethinking Mortgage Design 2 2 3 22 4 4 6 56
Take the Q Train: Value Capture of Public Infrastructure Projects 0 1 2 25 0 3 9 102
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 1 1 2 252
The Austerity Threshold 9 14 14 14 12 19 19 19
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 2 19 1 5 7 103
The Common Factor in Idiosyncratic Volatility 0 0 1 61 2 6 12 192
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 2 4 8 233
The Cross-Section and Time Series of Stock and Bond Returns 0 0 1 10 1 2 8 51
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 0 8 492
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 4 5 7 262
The Government Risk Premium Puzzle 0 0 1 13 1 1 2 25
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 3 5 9 655
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 1 171 2 4 8 596
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 2 3 6 223
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 0 2 31 3 7 15 73
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 1 3 4 661
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 3 281
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 3 3 6 120
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 1 4 6 117
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 17 1 1 4 86
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 1 1 2 99
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 105 1 3 11 358
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 128 1 1 1 417
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 2 2 9 47
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 2 3 4 175
The U.S. Public Debt Valuation Puzzle 0 0 1 48 2 4 13 140
The U.S. Public Debt Valuation Puzzle 0 0 0 19 2 2 9 78
The Wealth-Consumption Ratio 0 0 2 89 0 2 4 561
The Wealth-Consumption Ratio 0 0 0 32 2 3 3 112
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 2 2 3 81
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 3 5 300
The sovereign-bank diabolic loop and ESBies 0 0 0 30 4 5 5 79
The sovereign-bank diabolic loop and ESBies 0 0 0 4 3 3 4 49
The sovereign-bank diabolic loop and ESBies 0 0 0 33 1 2 3 145
Time-Varying Fund Manager Skill 0 1 2 36 1 3 9 183
Time-Varying Fund Manager Skill 0 0 1 48 1 1 5 233
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 2 2 3 282
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 16 4 4 9 126
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 1 1 195
Understanding Rationality and Disagreement in House Price Expectations 0 0 0 9 1 2 4 31
Valuing Private Equity Strip by Strip 0 0 1 37 2 3 12 84
Valuing Private Equity Strip by Strip 0 0 0 12 1 1 4 44
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 1 1 0 1 2 4
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 3 21 3 4 8 49
Why Are REITS Currently So Expensive? 0 0 0 12 1 1 4 45
Why Has House Price Dispersion Gone Up? 0 0 1 109 5 5 6 428
Work From Home and the Office Real Estate Apocalypse 0 1 4 19 4 8 32 112
Total Working Papers 23 59 165 7,023 277 511 1,072 26,029


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 4 39 0 5 25 131
A Rational Theory of Mutual Funds' Attention Allocation 0 1 2 49 2 4 13 198
Affordable Housing and City Welfare 0 4 15 38 6 14 135 221
Aggregate lapsation risk 0 0 3 4 2 4 11 16
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 0 2 7 79
Can the covid bailouts save the economy? 0 0 1 2 1 5 9 15
Combining Life and Health Insurance* 0 0 0 19 2 5 14 113
ESBies: safety in the tranches 0 0 2 64 1 1 7 303
Financial Fragility with SAM? 0 1 2 5 2 3 7 59
Firm Volatility in Granular Networks 0 0 2 46 5 9 27 227
Fiscal Capacity: An Asset Pricing Perspective 0 0 2 2 0 0 7 7
Flattening the curve: Pandemic-Induced revaluation of urban real estate 1 4 12 26 5 13 36 108
Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** 0 0 0 0 1 2 2 3
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 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 1 1 30
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 1 218 1 2 12 687
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 0 0 6 703
Identifying the Benefits from Homeownership: A Swedish Experiment 2 3 8 24 4 6 29 87
Information Acquisition and Under-Diversification 0 0 2 159 2 3 19 593
Information Immobility and the Home Bias Puzzle 0 0 4 312 4 8 30 978
Inside Information and the Own Company Stock Puzzle 0 0 0 20 1 2 4 183
Learning asymmetries in real business cycles 0 1 8 309 4 11 26 736
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 1 2 5 211
Machine-learning the skill of mutual fund managers 5 7 13 34 14 18 61 121
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 3 5 1 1 15 32
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 0 2 2 3
Mortgage timing 0 0 6 175 4 4 16 561
New Methods for the Cross-Section of Returns 0 1 7 77 2 3 17 220
Out‐of‐Town Home Buyers and City Welfare 1 1 2 16 2 5 13 50
Phasing out the GSEs 0 0 0 33 0 0 5 173
Predictability of Returns and Cash Flows 0 1 3 119 0 3 13 412
Real and Private-Value Assets 0 0 1 5 6 6 11 32
Reconciling the Return Predictability Evidence 0 0 4 159 1 2 16 582
Stock market development and economic growth in Belgium 0 0 0 197 0 3 7 629
Take the Q train: Value capture of public infrastructure projects 0 0 5 15 3 8 19 65
Technological change and the growing inequality in managerial compensation 0 0 0 58 3 4 6 343
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 4 5 7 253
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 1 4 18 242 15 28 98 936
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 0 49 0 1 1 229
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 61 3 4 5 296
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 219 3 5 10 819
The U.S. Public Debt Valuation Puzzle 2 3 8 14 6 15 57 80
The Wealth-Consumption Ratio 0 0 1 12 2 2 8 76
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 1 2 7 183 7 18 34 691
The cross-section and time series of stock and bond returns 0 1 2 67 1 3 14 330
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 2 5 69 2 10 34 176
Time-Varying Fund Manager Skill 0 0 6 97 2 4 23 401
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 0 2 34 3 5 13 324
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 1 1 13 0 2 4 102
Valuing Private Equity Investments Strip by Strip 1 2 5 12 2 4 13 60
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 1 4 1 4 15 30
What to Do About the GSEs? 0 0 1 10 0 0 3 42
What to Do About the Government Sponsored Enterprises 0 0 0 0 0 0 2 2
Why Has House Price Dispersion Gone Up? 0 0 4 198 2 3 16 630
Why are REITS Currently So Expensive? 0 0 1 10 2 3 12 72
Total Journal Articles 14 40 176 3,765 135 277 1,003 14,513


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 3 15 246
Total Books 0 0 0 0 1 3 15 246


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 5 29
Housing, Finance, and the Macroeconomy 0 0 3 203 1 4 21 529
International Capital Flows and House Prices: Theory and Evidence 1 1 2 66 2 2 11 256
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 1 54 1 1 4 154
Total Chapters 1 1 6 324 5 9 41 968


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 1 3 449
Matlab code for the robustness in forward looking models, oligopoly example 0 0 2 429 0 1 7 1,402
Total Software Items 0 0 2 613 0 2 10 1,851


Statistics updated 2025-12-06