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 0 2 15 243
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 59 0 0 14 204
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 0 21 0 1 14 94
A Macroeconomic Model with Financially Constrained Producers and Intermediaries 0 0 1 45 1 1 28 131
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 1 1 1 210 2 3 18 557
Affordable Housing and City Welfare 1 1 4 46 1 3 21 132
Affordable Housing and City Welfare 0 0 1 38 1 3 25 141
Affordable Housing and City Welfare 0 0 1 81 0 1 38 313
Aggregate Lapsation Risk 1 1 3 15 2 2 19 53
An Alpha in Affordable Housing? 0 1 1 1 1 2 2 2
An Alpha in Affordable Housing? 0 0 5 5 0 1 11 11
An Alpha in Affordable Housing? 1 1 5 9 3 4 22 36
Are Government Bonds Safe in Times of War and Pandemic? 2 3 18 18 5 17 85 85
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 27 0 1 12 108
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 23 0 0 19 79
Are Mutual Fund Managers Paid For Investment Skill? 0 0 0 37 0 0 13 87
Bond Convenience Yields in the Eurozone Currency Union 2 2 22 22 4 6 52 52
Bond Convenience Yields in the Eurozone Currency Union 0 0 2 13 0 2 30 75
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 0 1 20 261
Can Monetary Policy Create Fiscal Capacity? 0 0 0 4 0 1 14 44
Can Monetary Policy Create Fiscal Capacity? 0 0 1 61 0 1 18 117
Can the Covid Bailouts Save the Economy? 0 0 0 12 0 0 23 73
Can the Covid Bailouts Save the Economy? 0 0 0 25 2 4 17 142
Converting Brown Offices to Green Apartments 0 0 0 1 0 1 14 18
Converting Brown Offices to Green Apartments 0 0 0 23 0 1 16 61
Detecting Skilled Bond Fund Managers 0 0 0 0 0 0 0 0
Dynamic Urban Economics 0 0 1 32 1 3 24 71
ESBies - Safety in the tranches 0 0 0 9 1 6 16 93
ESBies: Safety in the Tranches 0 0 0 25 0 2 18 182
ESBies: Safety in the Tranches 0 0 0 59 1 3 21 246
ESBies: Safety in the tranches 0 0 0 4 1 2 14 76
ESBies: Safety in the tranches 0 0 1 10 0 3 16 155
ESBies: Safety in the tranches 0 0 0 27 0 1 16 139
ESBies: safety in the tranches 0 0 0 23 0 1 13 96
ESBies: safety in the tranches 0 0 0 10 0 2 13 83
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 1 3 20 3 4 34 83
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 4 11 0 0 32 73
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 4 12 0 0 12 30
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 1 8 240
Financial Fragility with SAM? 0 0 0 57 0 3 23 123
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 14 0 1 11 30
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 7 0 1 12 36
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 33 0 5 42 163
Financing the AI Buildout 0 0 0 0 0 0 0 0
Financing the War on Cancer 0 0 0 10 0 1 14 45
Financing the War on Cancer 0 0 0 8 0 0 16 47
Firm Volatility in Granual Networks 0 0 0 68 0 0 27 159
Firm Volatility in Granular Networks 1 1 2 148 2 2 20 413
Firm Volatility in Granular Networks 0 0 1 63 0 2 18 210
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 1 1 28 2 4 39 143
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate 0 0 0 5 0 1 23 65
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 1 1 19 0 1 12 174
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 1 2 16 88
Government Risk Premium Puzzle 0 0 0 180 0 0 9 690
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 0 1 33 135
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 98 0 1 12 165
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 35 0 0 13 193
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 1 1 11 350
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 1 13 826
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 0 1 15 390
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 1 1 13 457
Housing, Finance and the Macroeconomy 0 1 1 198 1 5 123 503
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 0 0 50 483
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 2 3 8 188
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 1 16 46
Identifying the Benefits from Home Ownership: A Swedish Experiment 0 0 0 36 0 1 16 114
Identifying the Benefits from Homeownership: A Swedish Experiment 0 1 1 69 0 3 48 214
Information Acquisition and Portfolio Underdiversification 1 1 2 131 1 1 21 391
Information Acquisition and Under-Diversification 0 0 2 120 0 2 81 654
Information Acquisition and Under-Diversification 0 0 0 5 2 3 13 72
Information Immobility and the Home Bias Puzzle 1 1 2 75 1 2 33 438
Information Immobility and the Home Bias Puzzle 0 0 0 61 0 2 26 348
Information Immobility and the Home Bias Puzzle 0 0 0 96 1 2 24 407
International Capital Flows and House Prices: Theory and Evidence 0 0 1 126 1 1 17 397
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 81 1 3 40 264
Machine-Learning the Skill of Mutual Fund Managers 1 1 1 65 2 4 15 208
Manufacturing Risk-Free Government Debt 0 0 0 4 0 1 20 27
Manufacturing Risk-Free Government Debt 0 0 0 20 0 1 10 47
Manufacturing Risk-free Government Debt 0 0 0 20 0 3 24 110
Manufacturing Risk-free Government Debt 0 0 2 4 1 2 15 33
Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis 0 0 0 11 0 0 6 29
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 15 0 2 14 55
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 0 4 0 2 11 23
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 98 1 2 13 306
Monetary Policy in an Equilibrium Portfolio Balance Model 0 0 0 152 1 1 17 495
Mortgage Timing 0 0 0 63 0 3 49 353
Optimal Health and Longevity Insurance 0 0 0 0 1 2 11 102
Out-of-town Home Buyers and City Welfare 0 0 0 58 1 2 19 223
Out-of-town Home Buyers and City Welfare 0 0 1 43 0 0 29 86
Phasing Out the GSEs 0 0 0 37 0 1 39 114
Phasing out the GSEs 0 0 0 33 0 0 13 113
Predictability of Returns and Cash Flows 1 1 1 86 1 1 16 402
Pricing Residential Mortgage Credit Risk in the Post-GFC Era 0 0 6 6 1 1 12 12
Quantifying U.S. Treasury Investor Optimism 0 0 1 3 0 0 7 16
Rational Attention Allocation Over the Business Cycle 0 0 0 77 0 1 15 316
Real and Private Value Assets 0 0 0 2 0 2 32 56
Real and Private-Value Assets 0 0 1 10 1 5 23 70
Real and Private-Value Assets 0 0 0 0 0 4 34 48
Real and Private-Value Assets 0 0 1 1 0 0 16 17
Recessions are a Time to Shine: A theory of attention allocation over the business cycle 0 0 0 0 0 0 12 74
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 95 2 2 19 339
Reconciling the Return Predictability Evidence 0 0 0 73 0 2 17 293
Reconciling the Return Predictability Evidence 1 1 3 141 5 9 41 505
Rent Guarantee Insurance 0 0 0 1 0 2 18 25
Rent Guarantee Insurance 0 0 0 0 1 1 10 13
Rethinking Mortgage Design 0 0 3 23 0 1 17 69
Take the Q Train: Value Capture of Public Infrastructure Projects 0 0 0 25 0 1 18 118
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 0 0 10 261
The Austerity Threshold 1 1 17 17 2 4 44 44
The Bond Risk Premium and the Cross-Section of Equity Returns 0 1 2 21 1 6 24 123
The Commercial Real Estate Ecosystem 0 2 2 2 1 2 2 2
The Common Factor in Idiosyncratic Volatility 1 1 3 64 3 4 37 225
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 1 82 2 2 27 256
The Cross-Section and Time Series of Stock and Bond Returns 0 0 0 10 2 2 14 63
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 0 10 502
The Cross-Section and Time-Series of Stock and Bond Returns 1 1 1 67 2 2 13 270
The Government Risk Premium Puzzle 0 0 1 14 1 3 15 39
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives 0 0 0 118 0 1 21 672
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 4 174 2 4 30 622
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 3 40 260
The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment 0 0 0 31 0 0 21 89
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 1 3 15 673
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 0 2 10 291
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 0 1 16 133
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 23 0 1 18 131
The Sovereign-Bank Diabolic Loop and ESBies 1 1 2 107 2 5 28 383
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 39 0 3 13 111
The Sovereign-Bank Diabolic Loop and ESBies 0 0 1 129 2 3 55 471
The Sovereign-Bank Diabolic Loop and ESBies 0 0 0 17 1 4 13 98
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 0 0 2 51 96
The Sovereign-Bank Diabolic Loop and Esbies 0 0 0 43 0 2 15 188
The U.S. Public Debt Valuation Puzzle 0 0 0 48 0 3 67 205
The U.S. Public Debt Valuation Puzzle 0 0 2 21 0 4 24 100
The Wealth-Consumption Ratio 0 0 0 32 0 1 23 132
The Wealth-Consumption Ratio 0 0 0 89 0 0 23 582
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 0 13 92
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 0 14 312
The sovereign-bank diabolic loop and ESBies 0 0 0 30 0 0 9 83
The sovereign-bank diabolic loop and ESBies 0 0 0 4 0 0 11 57
The sovereign-bank diabolic loop and ESBies 0 0 0 33 0 1 19 163
Time-Varying Fund Manager Skill 0 0 5 40 1 2 21 201
Time-Varying Fund Manager Skill 0 0 0 48 0 0 11 243
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 17 1 2 31 153
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 2 9 203
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 0 20 300
Understanding Rationality and Disagreement in House Price Expectations 0 0 0 9 0 1 16 46
Valuing Private Equity Strip by Strip 0 0 0 12 1 1 14 57
Valuing Private Equity Strip by Strip 0 0 0 37 0 1 16 98
What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic 0 0 0 1 0 0 14 17
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 1 22 0 0 15 60
Why Are REITS Currently So Expensive? 0 0 0 12 2 3 18 62
Why Has House Price Dispersion Gone Up? 0 0 0 109 0 1 26 449
Work From Home and the Office Real Estate Apocalypse 1 3 9 27 4 10 77 184
Total Working Papers 20 32 170 7,145 96 293 3,364 28,959


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 2 40 1 1 19 146
A Rational Theory of Mutual Funds' Attention Allocation 0 1 5 54 5 13 38 233
Affordable Housing and City Welfare 1 4 19 53 4 14 88 296
Aggregate lapsation risk 1 2 5 9 3 9 34 46
Are Mutual Fund Managers Paid for Investment Skill? 0 0 0 9 0 3 10 87
Can the covid bailouts save the economy? 0 0 0 2 1 1 17 29
Combining Life and Health Insurance* 1 1 1 20 1 1 18 126
ESBies: safety in the tranches 0 1 7 71 3 5 26 328
Exorbitant Privilege Gained and Lost: Fiscal Implications 2 3 5 5 2 8 19 19
Financial Fragility with SAM? 0 0 1 5 1 1 18 74
Firm Volatility in Granular Networks 0 1 7 53 2 4 33 254
Fiscal Capacity: An Asset Pricing Perspective 0 0 1 3 0 2 20 27
Flattening the curve: Pandemic-Induced revaluation of urban real estate 1 2 7 31 4 13 50 149
Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** 0 0 0 0 0 0 4 5
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 3 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 0 0 7 36
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 0 218 0 1 27 712
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 0 1 23 726
Identifying the Benefits from Homeownership: A Swedish Experiment 0 0 2 24 0 3 19 102
Information Acquisition and Under-Diversification 2 2 6 165 6 9 42 632
Information Immobility and the Home Bias Puzzle 0 0 2 314 5 7 48 1,021
Inside Information and the Own Company Stock Puzzle 0 0 0 20 0 3 25 206
Johannes Stroebel: Winner of the 2023 Fischer Black Prize 0 0 0 0 0 0 3 3
Learning asymmetries in real business cycles 0 0 2 310 1 1 22 751
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 0 1 16 226
Machine-learning the skill of mutual fund managers 1 1 8 35 4 10 63 167
Manufacturing risk-free government debt 0 0 6 6 3 8 33 33
Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis 0 1 4 9 0 3 20 51
Mortgage Origination and Securitization in the Financial Crisis 0 0 0 0 0 0 6 7
Mortgage timing 0 0 1 176 2 3 27 584
New Methods for the Cross-Section of Returns 0 0 6 83 1 2 34 252
Out‐of‐Town Home Buyers and City Welfare 0 0 6 21 0 2 27 72
Phasing out the GSEs 0 0 0 33 1 1 13 186
Predictability of Returns and Cash Flows 0 0 3 121 1 2 18 427
Real and Private-Value Assets 0 0 0 5 0 1 16 42
Reconciling the Return Predictability Evidence 0 0 3 162 4 5 27 607
Rent Guarantee Insurance 0 0 0 0 0 0 0 0
Stock market development and economic growth in Belgium 0 0 0 197 1 2 12 639
Take the Q train: Value capture of public infrastructure projects 1 2 4 19 1 5 29 89
Technological change and the growing inequality in managerial compensation 0 1 1 59 1 3 21 360
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives 0 0 0 0 1 3 27 275
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium 1 3 15 255 2 11 93 1,004
The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy 0 0 1 50 0 2 11 240
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 62 0 1 15 307
The Sovereign-Bank Diabolic Loop and ESBies 0 1 1 220 0 2 19 835
The U.S. Public Debt Valuation Puzzle 0 1 12 24 1 8 69 141
The Wealth-Consumption Ratio 0 0 1 13 1 2 17 91
The common factor in idiosyncratic volatility: Quantitative asset pricing implications 0 1 6 187 5 7 53 731
The cross-section and time series of stock and bond returns 0 0 1 67 1 3 20 348
The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address 0 0 7 74 1 8 45 215
Time-Varying Fund Manager Skill 0 1 3 100 5 9 34 432
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees 0 0 0 34 2 3 19 339
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 0 0 6 106
Valuing Private Equity Investments Strip by Strip 1 2 9 19 2 7 35 92
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark 0 0 1 5 0 4 85 113
What to Do About the GSEs? 0 0 0 10 0 1 9 51
What to Do About the Government Sponsored Enterprises 0 0 0 0 0 0 2 4
Why Has House Price Dispersion Gone Up? 0 0 0 198 0 1 27 654
Why are REITS Currently So Expensive? 0 0 3 13 1 2 22 91
Work from Home and the Office Real Estate Apocalypse 2 5 17 17 8 21 84 84
Total Journal Articles 14 36 193 3,926 88 243 1,667 15,959
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 1 2 18 261
Total Books 0 0 0 0 1 2 18 261


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 10 37
Housing, Finance, and the Macroeconomy 0 0 4 207 0 3 47 574
International Capital Flows and House Prices: Theory and Evidence 0 0 1 66 1 3 45 299
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 1 55 0 2 11 164
Total Chapters 0 0 6 329 1 8 113 1,074


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 6 455
Matlab code for the robustness in forward looking models, oligopoly example 0 1 1 430 1 2 8 1,409
Total Software Items 0 1 1 614 1 2 14 1,864


Statistics updated 2026-10-11