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 75 4 5 19 247
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 1 1 15 205
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 1 45 3 4 29 134
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 6 7 19 100
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 1 1 210 2 4 17 559
Affordable Housing and City Welfare 1 2 4 47 3 6 23 135
Affordable Housing and City Welfare 0 0 1 81 1 2 39 314
Affordable Housing and City Welfare 0 0 0 38 4 6 25 145
Aggregate Lapsation Risk 1 2 4 16 2 4 17 55
An Alpha in Affordable Housing? 0 1 5 9 3 7 24 39
An Alpha in Affordable Housing? 0 0 5 5 8 9 19 19
An Alpha in Affordable Housing? 0 1 1 1 6 8 8 8
Are Government Bonds Safe in Times of War and Pandemic? 1 4 19 19 44 56 129 129
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 3 4 14 111
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 7 7 25 86
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 2 2 15 89
Bond Convenience Yields in the Eurozone Currency Union 0 0 2 13 1 2 28 76
Bond Convenience Yields in the Eurozone Currency Union 0 2 9 22 6 12 44 58
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 0 0 14 353
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 1 2 19 262
Can Monetary Policy Create Fiscal Capacity? 0 0 0 4 2 3 14 46
Can Monetary Policy Create Fiscal Capacity? 0 0 1 61 1 1 15 118
Can the Covid Bailouts Save the Economy? 0 0 0 12 1 1 24 74
Can the Covid Bailouts Save the Economy? 0 0 0 25 1 4 16 143
Converting Brown Offices to Green Apartments 0 0 0 1 2 3 16 20
Converting Brown Offices to Green Apartments 0 0 0 23 3 4 17 64
Detecting Skilled Bond Fund Managers 0 0 0 0 1 1 1 1
Dynamic Urban Economics 0 0 1 32 1 3 24 72
ESBies - Safety in the tranches 0 0 0 9 2 8 18 95
ESBies: Safety in the Tranches 0 0 0 25 1 2 19 183
ESBies: Safety in the Tranches 1 1 1 60 3 6 22 249
ESBies: Safety in the tranches 0 0 1 10 3 6 19 158
ESBies: Safety in the tranches 0 0 0 27 2 3 16 141
ESBies: Safety in the tranches 0 0 0 4 2 4 16 78
ESBies: safety in the tranches 0 0 0 23 1 2 13 97
ESBies: safety in the tranches 0 0 0 10 1 3 14 84
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 4 12 4 4 16 34
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 3 20 4 8 35 87
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 3 11 1 1 29 74
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 3 4 11 243
Financial Fragility with SAM? 0 0 0 57 1 3 24 124
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 7 1 2 12 37
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 33 3 7 40 166
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 5 6 15 35
Financing the AI Buildout 35 35 35 35 77 77 77 77
Financing the War on Cancer 0 0 0 8 1 1 16 48
Financing the War on Cancer 0 0 0 10 3 4 16 48
Firm Volatility in Granual Networks 0 0 0 68 3 3 30 162
Firm Volatility in Granular Networks 0 1 2 148 5 7 24 418
Firm Volatility in Granular Networks 0 0 1 63 1 3 18 211
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 2 3 25 67
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 1 1 28 4 8 41 147
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 1 1 19 2 3 13 176
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 1 3 17 89
Government Risk Premium Puzzle 0 0 0 180 2 2 10 692
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 98 3 4 15 168
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 1 2 31 136
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 35 4 4 16 197
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 1 2 12 351
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 1 12 826
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 3 3 17 393
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 12 457
Housing, Finance and the Macroeconomy 0 0 1 198 10 12 131 513
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 2 2 51 485
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 1 4 9 189
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 2 3 17 48
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 0 36 2 2 18 116
Identifying the Benefits from Homeownership: A Swedish Experiment 0 1 1 69 3 5 50 217
Information Acquisition and Portfolio Underdiversification 0 1 2 131 1 2 22 392
Information Acquisition and Under-Diversification 0 0 2 120 3 5 80 657
Information Acquisition and Under-Diversification 0 0 0 5 1 4 11 73
Information Immobility and the Home Bias Puzzle 0 0 0 96 3 5 27 410
Information Immobility and the Home Bias Puzzle 0 0 0 61 2 4 26 350
Information Immobility and the Home Bias Puzzle 0 1 2 75 1 3 33 439
International Capital Flows and House Prices: Theory and Evidence 0 0 1 126 0 1 17 397
Machine-Learning the Skill of Mutual Fund Managers 0 1 1 65 4 7 18 212
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 81 3 5 43 267
Manufacturing Risk-Free Government Debt 0 0 0 20 1 2 10 48
Manufacturing Risk-Free Government Debt 0 0 0 4 2 2 22 29
Manufacturing Risk-free Government Debt 0 0 0 20 0 3 22 110
Manufacturing Risk-free Government Debt 0 0 2 4 0 2 15 33
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 0 11 2 2 8 31
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 15 2 4 16 57
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 0 4 2 4 13 25
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 0 1 15 495
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 98 4 5 17 310
Mortgage Timing 0 0 0 63 1 3 50 354
Optimal Health and Longevity Insurance 0 0 0 0 4 6 14 106
Out-of-town Home Buyers and City Welfare 0 0 0 58 2 4 21 225
Out-of-town Home Buyers and City Welfare 0 0 0 43 0 0 28 86
Phasing Out the GSEs 0 0 0 37 2 3 41 116
Phasing out the GSEs 0 0 0 33 4 4 16 117
Predictability of Returns and Cash Flows 0 1 1 86 3 4 17 405
Pricing Residential Mortgage Credit Risk in the Post-GFC Era 0 0 6 6 1 2 13 13
Quantifying U.S. Treasury Investor Optimism 0 0 1 3 3 3 10 19
Rational Attention Allocation Over the Business Cycle 0 0 0 77 5 6 19 321
Real and Private Value Assets 0 0 0 2 3 5 35 59
Real and Private-Value Assets 0 0 0 0 1 5 34 49
Real and Private-Value Assets 0 0 1 10 3 8 26 73
Real and Private-Value Assets 0 0 1 1 4 4 19 21
Recessions are a Time to Shine: A theory of attention allocation over the business cycle 0 0 0 0 2 2 14 76
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 95 4 6 23 343
Reconciling the Return Predictability Evidence 0 1 3 141 4 12 44 509
Reconciling the Return Predictability Evidence 0 0 0 73 4 5 19 297
Rent Guarantee Insurance 1 1 1 2 9 10 27 34
Rent Guarantee Insurance 0 0 0 0 3 4 13 16
Rethinking Mortgage Design 0 0 3 23 1 2 18 70
Take the Q Train: Value Capture of Public Infrastructure Projects 0 0 0 25 4 5 20 122
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 2 2 12 263
The Austerity Threshold 0 1 12 17 5 8 42 49
The Bond Risk Premium and the Cross-Section of Equity Returns 0 1 2 21 1 6 22 124
The Commercial Real Estate Ecosystem 0 2 2 2 1 3 3 3
The Common Factor in Idiosyncratic Volatility 0 1 3 64 2 5 37 227
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 1 82 3 5 28 259
The Cross-Section and Time Series of Stock and Bond Returns 0 0 0 10 0 2 13 63
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 1 1 11 503
The Cross-Section and Time-Series of Stock and Bond Returns 0 1 1 67 0 2 12 270
The Government Risk Premium Puzzle 0 0 1 14 4 5 19 43
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 2 2 22 674
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 3 174 3 6 31 625
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 4 40 261
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 0 0 31 4 4 23 93
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 1 4 14 674
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 12 293
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 4 5 20 137
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 17 5 8 18 103
The Sovereign-Bank Diabolic Loop and ESBies 0 1 2 107 4 8 30 387
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 129 2 5 57 473
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 4 5 19 135
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 5 7 18 116
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 5 7 20 193
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 2 4 53 98
The U.S. Public Debt Valuation Puzzle 2 2 2 50 5 8 72 210
The U.S. Public Debt Valuation Puzzle 0 0 2 21 2 5 26 102
The Wealth-Consumption Ratio 0 0 0 32 1 1 23 133
The Wealth-Consumption Ratio 0 0 0 89 2 2 23 584
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 2 2 15 94
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 1 1 13 313
The sovereign-bank diabolic loop and ESBies 0 0 0 33 5 5 24 168
The sovereign-bank diabolic loop and ESBies 0 0 0 4 2 2 13 59
The sovereign-bank diabolic loop and ESBies 0 0 0 30 4 4 12 87
Time-Varying Fund Manager Skill 0 0 0 48 2 2 13 245
Time-Varying Fund Manager Skill 0 0 4 40 4 6 23 205
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 4 5 12 207
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 0 20 300
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 17 4 6 35 157
Understanding Rationality and Disagreement in House Price Expectations 0 0 0 9 1 1 17 47
Valuing Private Equity Strip by Strip 0 0 0 12 0 1 14 57
Valuing Private Equity Strip by Strip 0 0 0 37 3 4 19 101
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 0 1 3 3 16 20
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 1 22 3 3 17 63
Why Are REITS Currently So Expensive? 0 0 0 12 2 5 20 64
Why Has House Price Dispersion Gone Up? 0 0 0 109 1 2 27 450
Work From Home and the Office Real Estate Apocalypse 1 3 9 28 6 14 82 190
Total Working Papers 43 72 188 7,188 507 754 3,714 29,466

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 1 40 4 5 19 150
A Rational Theory of Mutual Funds' Attention Allocation 2 2 7 56 10 17 47 243
Affordable Housing and City Welfare 0 3 15 53 7 19 88 303
Aggregate lapsation risk 2 3 7 11 3 9 35 49
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 0 2 8 87
Can the covid bailouts save the economy? 0 0 0 2 0 1 15 29
Combining Life and Health Insurance* 1 2 2 21 1 2 16 127
ESBies: safety in the tranches 0 1 7 71 1 6 27 329
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 4 6 6 10 15 29 29
Financial Fragility with SAM? 0 0 0 5 1 2 18 75
Firm Volatility in Granular Networks 1 2 8 54 6 9 38 260
Fiscal Capacity: An Asset Pricing Perspective 0 0 1 3 1 2 21 28
Flattening the curve: Pandemic-Induced revaluation of urban real estate 1 3 7 32 5 14 51 154
Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** 0 0 0 0 1 1 4 6
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 2 2 5 58
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 1 1 7 37
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 0 218 3 3 29 715
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 3 4 26 729
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 2 24 4 6 23 106
Information Acquisition and Under-Diversification 1 3 7 166 6 13 47 638
Information Immobility and the Home Bias Puzzle 2 2 4 316 6 12 53 1,027
Inside Information and the Own Company Stock Puzzle 0 0 0 20 1 3 25 207
Johannes Stroebel: Winner of the 2023 Fischer Black Prize 0 0 0 0 3 3 6 6
Learning asymmetries in real business cycles 0 0 1 310 2 3 21 753
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 1 1 1 61 3 4 19 229
Machine-learning the skill of mutual fund managers 0 1 6 35 6 12 66 173
Manufacturing risk-free government debt 1 1 7 7 2 6 35 35
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 1 2 5 10 4 6 24 55
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 2 2 6 9
Mortgage timing 2 2 3 178 4 7 31 588
New Methods for the Cross-Section of Returns 0 0 6 83 2 4 36 254
Out‐of‐Town Home Buyers and City Welfare 1 1 7 22 5 5 29 77
Phasing out the GSEs 0 0 0 33 1 2 14 187
Predictability of Returns and Cash Flows 0 0 2 121 2 4 17 429
Real and Private-Value Assets 0 0 0 5 1 1 17 43
Reconciling the Return Predictability Evidence 0 0 3 162 7 11 33 614
Rent Guarantee Insurance 3 3 3 3 31 31 31 31
Stock market development and economic growth in Belgium 0 0 0 197 1 2 11 640
Take the Q train: Value capture of public infrastructure projects 0 1 4 19 7 10 34 96
Technological change and the growing inequality in managerial compensation 0 1 1 59 3 5 23 363
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 1 2 27 276
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 0 3 14 255 3 12 86 1,007
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 1 50 2 3 13 242
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 62 2 3 16 309
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 220 4 6 23 839
The U.S. Public Debt Valuation Puzzle 0 1 12 24 3 9 70 144
The Wealth-Consumption Ratio 0 0 1 13 0 2 17 91
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 0 0 5 187 6 12 53 737
The cross-section and time series of stock and bond returns 0 0 0 67 1 2 20 349
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 1 1 6 75 4 9 45 219
Time-Varying Fund Manager Skill 0 0 3 100 7 15 40 439
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 1 1 1 35 12 15 30 351
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 13 3 3 7 109
Valuing Private Equity Investments Strip by Strip 2 4 10 21 6 11 40 98
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 1 5 4 7 88 117
What to Do About the GSEs? 0 0 0 10 2 3 11 53
What to Do About the Government Sponsored Enterprises 0 0 0 0 3 3 5 7
Why Has House Price Dispersion Gone Up? 0 0 0 198 3 4 29 657
Why are REITS Currently So Expensive? 0 0 3 13 1 3 22 92
Work from Home and the Office Real Estate Apocalypse 0 4 17 17 8 23 92 92
Total Journal Articles 24 53 199 3,950 237 413 1,818 16,196
1 registered items for which data could not be found

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 3 5 19 264
Total Books 0 0 0 0 3 5 19 264

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 9 37
Housing, Finance, and the Macroeconomy 0 0 4 207 1 3 47 575
International Capital Flows and House Prices: Theory and Evidence 0 0 1 66 2 4 47 301
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 1 55 0 0 11 164
Total Chapters 0 0 6 329 3 7 114 1,077

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 2 2 8 457
Matlab code for the robustness in forward looking models, oligopoly example 0 0 1 430 2 3 9 1,411
Total Software Items 0 0 1 614 4 5 17 1,868

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