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 8 9 236
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 5 9 13 90
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 2 44 5 13 20 118
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 1 1 7 191
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 1 209 6 8 12 550
Affordable Housing and City Welfare 1 1 2 81 20 30 34 305
Affordable Housing and City Welfare 0 0 5 38 1 3 15 123
Affordable Housing and City Welfare 0 1 3 44 2 8 15 120
Aggregate Lapsation Risk 0 1 2 13 6 9 15 47
An Alpha in Affordable Housing? 0 2 6 6 5 12 27 27
An Alpha in Affordable Housing? 1 4 4 4 3 4 4 4
Are Government Bonds Safe in Times of War and Pandemic? 0 0 0 0 0 0 0 0
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 9 13 17 74
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 3 6 6 80
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 2 7 9 104
Bond Convenience Yields in the Eurozone Currency Union 0 6 19 19 8 22 36 36
Bond Convenience Yields in the Eurozone Currency Union 0 1 1 12 6 20 32 68
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 6 10 12 349
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 6 8 10 251
Can Monetary Policy Create Fiscal Capacity? 0 1 2 61 2 5 13 108
Can Monetary Policy Create Fiscal Capacity? 0 0 0 4 3 5 13 37
Can the Covid Bailouts Save the Economy? 0 0 0 25 3 7 10 134
Can the Covid Bailouts Save the Economy? 0 0 0 12 13 16 19 66
Converting Brown Offices to Green Apartments 0 0 1 1 6 6 10 10
Converting Brown Offices to Green Apartments 0 0 0 23 2 8 15 55
Dynamic Urban Economics 1 1 32 32 3 7 55 55
ESBies - Safety in the tranches 0 0 1 9 5 8 9 85
ESBies: Safety in the Tranches 0 0 0 25 3 5 9 169
ESBies: Safety in the Tranches 0 0 0 59 5 11 19 238
ESBies: Safety in the tranches 0 0 0 27 7 8 12 133
ESBies: Safety in the tranches 0 0 0 9 3 7 9 146
ESBies: Safety in the tranches 0 0 0 4 2 5 6 67
ESBies: safety in the tranches 0 0 0 10 6 9 11 79
ESBies: safety in the tranches 0 0 1 23 2 5 9 89
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 2 6 10 2 4 12 22
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 1 4 18 7 12 33 64
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 2 7 10 6 21 53 66
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 4 5 6 237
Financial Fragility with SAM? 0 0 2 57 5 10 14 110
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 6 2 6 11 31
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 2 7 11 27
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 32 3 18 35 144
Financing the War on Cancer 0 0 0 8 6 10 12 42
Financing the War on Cancer 0 0 0 10 2 3 5 35
Firm Volatility in Granual Networks 0 0 1 68 15 19 23 151
Firm Volatility in Granular Networks 0 1 2 147 4 10 13 404
Firm Volatility in Granular Networks 0 0 1 62 3 11 16 204
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 6 10 12 52
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 27 14 18 22 124
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 5 7 8 170
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 7 11 12 83
Government Risk Premium Puzzle 0 0 0 180 2 3 11 685
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 15 18 22 123
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 97 1 5 5 158
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 34 0 3 6 184
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 1 6 7 345
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 3 5 7 819
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 3 9 13 385
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 4 5 7 450
Housing, Finance and the Macroeconomy 0 0 1 197 73 83 89 465
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 40 42 43 476
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 2 3 6 183
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 6 9 37
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 0 36 4 6 8 104
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 0 68 7 14 20 181
Information Acquisition and Portfolio Underdiversification 0 0 0 129 8 11 11 381
Information Acquisition and Under-Diversification 0 0 0 5 2 4 11 66
Information Acquisition and Under-Diversification 1 1 1 119 27 32 40 609
Information Immobility and the Home Bias Puzzle 0 0 1 96 5 9 12 392
Information Immobility and the Home Bias Puzzle 1 1 1 74 11 14 20 420
Information Immobility and the Home Bias Puzzle 0 0 0 61 2 7 10 331
International Capital Flows and House Prices: Theory and Evidence 0 0 0 125 4 8 10 388
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 64 3 4 10 198
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 80 9 13 19 237
Manufacturing Risk-Free Government Debt 0 0 1 20 2 3 9 41
Manufacturing Risk-Free Government Debt 0 0 0 4 13 16 16 23
Manufacturing Risk-free Government Debt 0 0 0 20 5 10 15 98
Manufacturing Risk-free Government Debt 0 1 1 3 3 8 10 26
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 1 11 0 2 5 25
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 3 4 2 5 9 17
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 14 2 6 10 47
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 1 98 3 5 6 298
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 4 7 12 487
Mortgage Timing 0 0 1 63 32 36 40 340
Optimal Health and Longevity Insurance 0 0 0 0 1 3 4 95
Out-of-town Home Buyers and City Welfare 0 0 2 43 14 20 23 78
Out-of-town Home Buyers and City Welfare 0 0 0 58 6 12 19 216
Phasing Out the GSEs 0 0 0 37 23 26 26 101
Phasing out the GSEs 0 0 0 33 2 4 6 105
Predictability of Returns and Cash Flows 0 0 0 85 4 10 14 398
Pricing Residential Mortgage Credit Risk in the Post-GFC Era 1 1 1 1 4 4 4 4
Quantifying U.S. Treasury Investor Optimism 0 0 0 2 3 3 6 12
Rational Attention Allocation Over the Business Cycle 0 0 0 77 6 8 10 310
Real and Private Value Assets 0 0 0 2 9 15 20 39
Real and Private-Value Assets 0 0 0 0 15 21 23 36
Real and Private-Value Assets 0 1 1 1 2 8 9 10
Real and Private-Value Assets 1 1 3 10 6 9 12 56
Recessions are a Time to Shine: A theory of attention allocation over the business cycle 0 0 0 0 6 8 8 70
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 95 4 7 9 327
Reconciling the Return Predictability Evidence 1 1 1 139 12 16 19 481
Reconciling the Return Predictability Evidence 0 0 1 73 6 8 12 286
Rent Guarantee Insurance 0 0 0 0 2 4 7 7
Rent Guarantee Insurance 0 0 0 1 5 8 9 15
Rethinking Mortgage Design 0 2 3 22 3 8 10 60
Take the Q Train: Value Capture of Public Infrastructure Projects 0 0 2 25 7 10 18 112
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 2 4 5 255
The Austerity Threshold 0 10 15 15 6 22 29 29
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 2 19 3 4 10 106
The Common Factor in Idiosyncratic Volatility 0 0 1 61 6 9 18 199
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 9 12 17 243
The Cross-Section and Time Series of Stock and Bond Returns 0 0 1 10 4 5 11 55
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 4 8 10 266
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 4 7 13 499
The Government Risk Premium Puzzle 0 0 1 13 4 7 8 31
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 0 3 8 655
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 2 172 5 13 17 607
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 22 27 31 248
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 0 2 31 6 10 19 80
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 4 6 9 666
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) 0 0 0 87 2 4 6 285
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 4 8 11 125
The Sovereign-Bank Diabolic Loop and ESBies 1 1 2 106 8 11 19 368
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 128 12 34 34 450
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 5 8 12 124
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 17 3 6 9 91
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 4 5 5 103
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 3 9 11 182
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 21 23 30 68
The U.S. Public Debt Valuation Puzzle 0 0 1 48 23 40 49 178
The U.S. Public Debt Valuation Puzzle 0 0 0 19 5 9 15 85
The Wealth-Consumption Ratio 0 0 1 89 4 5 8 566
The Wealth-Consumption Ratio 0 0 0 32 5 11 12 121
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 6 11 12 90
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 3 6 11 306
The sovereign-bank diabolic loop and ESBies 0 0 0 33 4 8 10 152
The sovereign-bank diabolic loop and ESBies 0 0 0 4 6 10 10 56
The sovereign-bank diabolic loop and ESBies 0 0 0 30 2 6 7 81
Time-Varying Fund Manager Skill 0 0 0 48 4 7 9 239
Time-Varying Fund Manager Skill 0 1 3 37 0 5 12 187
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 16 9 17 22 139
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 2 4 5 199
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 5 10 11 290
Understanding Rationality and Disagreement in House Price Expectations 0 0 0 9 2 10 12 40
Valuing Private Equity Strip by Strip 0 0 0 37 2 4 13 86
Valuing Private Equity Strip by Strip 0 0 0 12 2 4 7 47
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 1 1 2 6 8 10
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 1 4 22 2 7 12 53
Why Are REITS Currently So Expensive? 0 0 0 12 6 8 11 52
Why Has House Price Dispersion Gone Up? 0 0 1 109 8 14 15 437
Work From Home and the Office Real Estate Apocalypse 2 2 6 21 18 25 51 133
Total Working Papers 13 49 181 7,049 946 1,577 2,270 27,329

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 0 4 39 3 7 28 138
A Rational Theory of Mutual Funds' Attention Allocation 0 0 2 49 2 6 16 202
Affordable Housing and City Welfare 3 5 17 43 9 25 140 240
Aggregate lapsation risk 0 0 3 4 3 9 17 23
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 2 2 9 81
Can the covid bailouts save the economy? 0 0 0 2 1 2 9 16
Combining Life and Health Insurance* 0 0 0 19 5 11 22 122
ESBies: safety in the tranches 0 0 1 64 2 7 11 309
Financial Fragility with SAM? 0 0 2 5 7 13 16 70
Firm Volatility in Granular Networks 0 1 3 47 2 8 27 230
Fiscal Capacity: An Asset Pricing Perspective 0 0 2 2 5 7 14 14
Flattening the curve: Pandemic-Induced revaluation of urban real estate 0 1 10 26 9 15 40 118
Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** 0 0 0 0 1 2 3 4
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 3 3 4 56
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 3 3 4 33
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 1 218 12 14 25 700
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 6 10 13 713
Identifying the Benefits from Homeownership: A Swedish Experiment 0 2 4 24 3 11 26 94
Information Acquisition and Under-Diversification 1 2 3 161 10 16 29 607
Information Immobility and the Home Bias Puzzle 1 2 6 314 5 13 32 987
Inside Information and the Own Company Stock Puzzle 0 0 0 20 9 10 13 192
Learning asymmetries in real business cycles 0 1 8 310 9 14 33 746
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 8 10 14 220
Machine-learning the skill of mutual fund managers 0 5 12 34 6 24 67 131
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 1 2 5 7 7 10 23 41
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 3 3 5 6
Mortgage timing 0 0 4 175 9 13 22 570
New Methods for the Cross-Section of Returns 2 3 7 80 10 23 32 241
Out‐of‐Town Home Buyers and City Welfare 1 3 3 18 5 11 20 59
Phasing out the GSEs 0 0 0 33 5 8 12 181
Predictability of Returns and Cash Flows 0 0 3 119 7 7 14 419
Real and Private-Value Assets 0 0 1 5 2 10 12 36
Reconciling the Return Predictability Evidence 1 1 4 160 8 9 19 590
Stock market development and economic growth in Belgium 0 0 0 197 3 6 11 635
Take the Q train: Value capture of public infrastructure projects 2 2 5 17 4 10 23 72
Technological change and the growing inequality in managerial compensation 0 0 0 58 4 8 11 348
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 4 14 17 263
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 0 2 16 243 10 39 111 960
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 0 49 3 3 4 232
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 61 4 7 8 300
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 219 3 9 16 825
The U.S. Public Debt Valuation Puzzle 0 3 6 15 15 27 68 101
The Wealth-Consumption Ratio 1 1 1 13 2 4 7 78
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 0 1 7 183 5 18 42 702
The cross-section and time series of stock and bond returns 0 0 2 67 9 11 21 340
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 0 2 69 8 16 36 190
Time-Varying Fund Manager Skill 0 0 2 97 5 9 20 408
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 0 1 34 7 10 18 331
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 1 13 1 1 4 103
Valuing Private Equity Investments Strip by Strip 1 4 8 15 8 14 25 72
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 0 4 35 71 83 100
What to Do About the GSEs? 0 0 0 10 2 3 4 45
What to Do About the Government Sponsored Enterprises 0 0 0 0 2 2 4 4
Why Has House Price Dispersion Gone Up? 0 0 4 198 8 12 24 640
Why are REITS Currently So Expensive? 1 1 2 11 4 9 16 79
Total Journal Articles 15 42 163 3,793 327 639 1,344 15,017

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 5 9 23 254
Total Books 0 0 0 0 5 9 23 254

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 4 7 11 35
Housing, Finance, and the Macroeconomy 1 2 3 205 6 11 24 539
International Capital Flows and House Prices: Theory and Evidence 0 1 2 66 10 14 21 268
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 1 54 1 2 3 155
Total Chapters 1 3 6 326 21 34 59 997

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 3 5 452
Matlab code for the robustness in forward looking models, oligopoly example 0 0 1 429 2 2 7 1,404
Total Software Items 0 0 1 613 2 5 12 1,856

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Statistics updated 2026-02-12