53
H index
112
i10 index
18343
Citations
Yale University (34% share) | 53 H index 112 i10 index 18343 Citations RESEARCH PRODUCTION: 105 Articles 174 Papers 9 Books 16 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert J. Shiller. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Does Bubble Still Exist after COVID-19? Evidence from Hong Kong Housing Market. (2024). , Edward. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:27-46. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | AUTOMATED EVALUATION MODELS in real estate market: A comparative analysis between linear regression and XGBoost.. (2024). Bban, Silviu-Ionu. In: Annales Universitatis Apulensis Series Oeconomica. RePEc:alu:journl:v:2:y:2024:i:26:p:3. Full description at Econpapers || Download paper | |
2024 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2025 | A Note on Bayesian Long-Term S&P 500 Factor Investing. (2019). Sarantsev, Andrey ; Reshad, Akram ; Grove, Taran. In: Papers. RePEc:arx:papers:1905.04603. Full description at Econpapers || Download paper | |
2024 | Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903. Full description at Econpapers || Download paper | |
2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
2024 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
2024 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2024 | The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
2024 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2024 | Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100. Full description at Econpapers || Download paper | |
2024 | Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888. Full description at Econpapers || Download paper | |
2025 | Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2024 | Perpetual Futures Pricing. (2023). Jermann, Urban ; Hugonnier, Julien ; Ackerer, Damien. In: Papers. RePEc:arx:papers:2310.11771. Full description at Econpapers || Download paper | |
2024 | Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792. Full description at Econpapers || Download paper | |
2024 | Estimating granular house price distributions in the Australian market using Gaussian mixtures. (2024). Panagiotelis, Anastasios ; Sijp, Willem P. In: Papers. RePEc:arx:papers:2404.05178. Full description at Econpapers || Download paper | |
2025 | Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas. In: Papers. RePEc:arx:papers:2501.09404. Full description at Econpapers || Download paper | |
2025 | Correlation Neglect in Games. (2025). Mudekereza, Florian. In: Papers. RePEc:arx:papers:2501.13019. Full description at Econpapers || Download paper | |
2025 | ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008. Full description at Econpapers || Download paper | |
2025 | Stories that (are) Move(d by) Markets: A Causal Exploration of Market Shocks and Semantic Shifts across Different Partisan Groups. (2025). Pierrehumbert, Janet B ; McMahon, Michael ; Zohren, Stefan ; Drinkall, Felix. In: Papers. RePEc:arx:papers:2502.14497. Full description at Econpapers || Download paper | |
2025 | Corporate Finance in the Age of Fintech: Scenarios and Challenges. (2025). Borri, Nicola. In: Papers. RePEc:arx:papers:2503.18675. Full description at Econpapers || Download paper | |
2025 | Advanced Digital Simulation for Financial Market Dynamics: A Case of Commodity Futures. (2025). Wang, Chuwen ; Jiang, Changjun ; Zeng, Shirong. In: Papers. RePEc:arx:papers:2503.20787. Full description at Econpapers || Download paper | |
2024 | Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612. Full description at Econpapers || Download paper | |
2025 | Using machine learning to aggregate apartment prices: Comparing the performance of different Luxembourg indices Abstract: This paper presents three different methods to estimate an apartment price index or Luxembourg and evaluates their performance by comparing volatility, proneness to revisions, coherence and out-of-sample fit. In addition to the standard hedonic and repeat sales methods, we apply a machine learning algorithm (the interpretable random forest approach) to produce a new index for Luxembourg. The three methods indicate similar trends in residential property prices. The new random forest index closely tracks the two more traditional indices, providing evidence supporting the viability of this new approach. In comparing the three methods, the random forest index is more stable and therefore provides information that is easier to interpret. However, all three methods are subject to revisions when new observations are released and these tend to be larger for the random forest than for traditional indices.. (2025). Kremer, David ; Kaempff, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp194. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Financial Trading Is Not Just a Gender-based Difference Issue. A Critical Investigation Across Market Mechanisms. (2024). Signore, Maria Luigia ; Mortillaro, Isabelle. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:8:y:2024:i:2:p:61-67. Full description at Econpapers || Download paper | |
2024 | Why Has Construction Productivity Stagnated? The Role of Land-Use Regulation. (2024). Ponzetto, Giacomo ; Kerr, William ; Gyourko, Joseph ; D'Amico, Leonardo ; Glaeser, Edward L. In: Working Papers. RePEc:bge:wpaper:1467. Full description at Econpapers || Download paper | |
2024 | The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers || Download paper | |
2024 | Bioenergy feedstock supply from wheat straw: A farm level model incorporating trade‐offs in crop choices, disease risk, and soil fertility. (2024). Qiu, Feng ; Luckert, Martin ; Hauer, Grant ; McKnight, Curtis J. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:285-307. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The real side of stock market exuberance: bubbles, output and productivity at the industry level. (2024). Queiros, Francisco. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:268-291. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Narratives in economics. (2024). Reccius, Matthias ; Roos, Michael. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:303-341. Full description at Econpapers || Download paper | |
2024 | Behavioral finance: Evolution from the classical theory and remarks. (2024). Agudelo, Alberto Antonio. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:452-475. Full description at Econpapers || Download paper | |
2024 | Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217. Full description at Econpapers || Download paper | |
2024 | Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695. Full description at Econpapers || Download paper | |
2024 | Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Chen, Hui ; Kogan, Leonid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902. Full description at Econpapers || Download paper | |
2024 | What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
2024 | Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984. Full description at Econpapers || Download paper | |
2024 | Interstate migration networks and stock return comovement. (2024). Park, Jung Chul ; Pantzalis, Christos ; Lee, Suin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:89-121. Full description at Econpapers || Download paper | |
2024 | Negative Incentives and Regulatory Capture: Noncompliance with Price Ceilings on Essential Medicines in India. (2024). Bhaskarabhatla, Ajay ; Benischke, Mirko H. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:336-374. Full description at Econpapers || Download paper | |
2024 | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2024). Swensen, Anders Rygh ; Johansen, Sren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:248-268. Full description at Econpapers || Download paper | |
2024 | Interest rate, price level, and the inflation rate: Evidence from the UK during the gold standard regimes. (2024). Choudhry, Taufiq. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:1:p:20-39. Full description at Econpapers || Download paper | |
2024 | A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Xiao, Feng ; Gao, Yijia ; He, Chaolin ; Khan, Yasir ; Tang, Liangling. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87. Full description at Econpapers || Download paper | |
2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi ; Tanigawa, Yasuhiko. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper | |
2024 | House price seasonality, market activity, and the December discount. (2024). Larsen, Erling Red. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:110-139. Full description at Econpapers || Download paper | |
2024 | Why do young adults coreside with their parents?. (2024). wachter, susan ; Lin, Desen ; Acolin, Arthur. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:7-44. Full description at Econpapers || Download paper | |
2024 | Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485. Full description at Econpapers || Download paper | |
2024 | Climate change and commercial real estate: Evidence from Hurricane Sandy. (2024). Steiner, Eva ; Eichholtz, Piet ; Addoum, Jawad M ; Ynder, Erkan. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:687-713. Full description at Econpapers || Download paper | |
2024 | Investment incentives of rent controls and gentrification: Evidence from German micro data. (2024). Dinger, Valeriya ; Baye, Vera. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:843-884. Full description at Econpapers || Download paper | |
2024 | Racial and ethnic differences in the financial returns to home purchases. (2024). Kahn, Matthew. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:908-927. Full description at Econpapers || Download paper | |
2024 | Homebuyers’ geographic proximity as a predictor of future housing price growth. (2024). Kim, Ha Young. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:4:p:1140-1158. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190. Full description at Econpapers || Download paper | |
2024 | Piecing the puzzle: real exchange rates and long-run fundamentals. (2024). Bjørnland, Hilde ; Brubakk, Leif ; Eliassen, Peder ; Bjaornland, Hilde C ; Aag, Ruben ; Maffei-Faccioli, Nicolao. In: Working Papers. RePEc:bny:wpaper:0134. Full description at Econpapers || Download paper | |
2024 | Unemployment risk, portfolio choice, and the racial wealth gap. (2024). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_508. Full description at Econpapers || Download paper | |
2024 | Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01. Full description at Econpapers || Download paper | |
2024 | What’s so Inconvenient About TIPS?. (2024). Herrenbrueck, Lucas ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364. Full description at Econpapers || Download paper | |
2024 | Learning about the Long Run. (2024). Farmer, Leland E ; Steinsson, JN ; Nakamura, Emi. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp. Full description at Econpapers || Download paper | |
2024 | The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10960. Full description at Econpapers || Download paper | |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082. Full description at Econpapers || Download paper | |
2024 | Categorical Thinking About Interest Rates. (2024). Wang, Chen ; Townsend, Richard ; Shue, Kelly. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11558. Full description at Econpapers || Download paper | |
2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper | |
2024 | Housing Bubbles with Phase Transitions. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-009e. Full description at Econpapers || Download paper | |
2024 | Consumption, Wealth, Frugality, and Economic Growth. (2024). Zhang, Rong ; Yang, Zaifu. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:yangzhang. Full description at Econpapers || Download paper | |
2025 | Robust Inference for Time Varying Predictability: A Sieve-IVX Approach. (2025). , Peter ; Zhang, Yajie ; Liu, Yanbo. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2431. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2011 | Economists as Worldly Philosophers In: American Economic Review. [Full Text][Citation analysis] | article | 14 |
2011 | Economists as Worldly Philosophers.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2013 | Reflections on Finance and the Good Society In: American Economic Review. [Full Text][Citation analysis] | article | 24 |
2013 | Reflections on Finance and the Good Society.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2014 | Why Is Housing Finance Still Stuck in Such a Primitive Stage? In: American Economic Review. [Full Text][Citation analysis] | article | 17 |
2014 | Why Is Housing Finance Still Stuck in Such a Primitive Stage.(2014) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2014 | Speculative Asset Prices In: American Economic Review. [Full Text][Citation analysis] | article | 136 |
2013 | Speculative Asset Prices.(2013) In: Nobel Prize in Economics documents. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
2016 | Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later In: American Economic Review. [Full Text][Citation analysis] | article | 3 |
2016 | Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Popular Attitudes towards Markets and Democracy: Russia and United States Compared 25 Years Later.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Foreword In: American Economic Review. [Full Text][Citation analysis] | article | 0 |
2017 | Narrative Economics In: American Economic Review. [Full Text][Citation analysis] | article | 171 |
2017 | Narrative Economics.(2017) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 171 | paper | |
2017 | Narrative Economics.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 171 | paper | |
1981 | The Determinants of the Variability of Stock Market Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 289 |
1980 | The Determinants of the Variability of Stock Market Price.(1980) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 289 | paper | |
1980 | The Determinants of the Variability of Stock Market Prices.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 289 | paper | |
1981 | Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? In: American Economic Review. [Full Text][Citation analysis] | article | 1782 |
1980 | Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1782 | paper | |
1983 | Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply. In: American Economic Review. [Full Text][Citation analysis] | article | 8 |
1984 | A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 48 |
1984 | A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
1983 | A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
1986 | The Marsh-Merton Model of Managers Smoothing of Dividends. In: American Economic Review. [Full Text][Citation analysis] | article | 8 |
1987 | Ultimate Sources of Aggregate Variability In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
1987 | Ultimate Sources of Aggregate Variability.(1987) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1987 | Ultimate Sources of Aggregate Variability.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1989 | The Efficiency of the Market for Single-Family Homes. In: American Economic Review. [Full Text][Citation analysis] | article | 802 |
1988 | The Efficiency of the Market for Single-Family Homes.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 802 | paper | |
1990 | Market Volatility and Investor Behavior. In: American Economic Review. [Full Text][Citation analysis] | article | 95 |
1990 | Comparing Information in Forecasts from Econometric Models. In: American Economic Review. [Full Text][Citation analysis] | article | 249 |
1991 | Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared. In: American Economic Review. [Citation analysis] | article | 75 |
1990 | Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared.(1990) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
1990 | Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
1995 | Conversation, Information, and Herd Behavior. In: American Economic Review. [Full Text][Citation analysis] | article | 105 |
1995 | Conversation, Information, and Herd Behavior.(1995) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
2001 | World Income Components: Measuring and Exploiting Risk-Sharing Opportunities In: American Economic Review. [Full Text][Citation analysis] | article | 31 |
1999 | World Income Components: Measuring and Exploiting Risk-Sharing Opportunities.(1999) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2003 | Social Security and Individual Accounts as Elements of Overall Risk-Sharing In: American Economic Review. [Full Text][Citation analysis] | article | 25 |
2003 | From Efficient Markets Theory to Behavioral Finance In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 478 |
2002 | From Efficient Market Theory to Behavioral Finance.(2002) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 478 | paper | |
1990 | Speculative Prices and Popular Models. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 129 |
1987 | Estimating the Continuous-Time Consumption-Based Asset-Pricing Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 68 |
1985 | Estimating the Continuous Time Consumption Based Asset Pricing Model.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 333 |
1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 333 | paper | |
1984 | Stock Prices and Social Dynamics In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 496 |
1984 | Stock Prices and Social Dynamics.(1984) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 496 | paper | |
1992 | Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 40 |
1997 | Public Resistance to Indexation: A Puzzle In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 35 |
2003 | Is There a Bubble in the Housing Market? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 640 |
2007 | Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 25 |
2007 | Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2007 | Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 71 |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2012 | What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 194 |
2012 | What Have They Been Thinking Home Buyer Behavior in Hot and Cold Markets.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2012 | What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2005 | Comments on session Aggregation issues, David Fenwick, Chair, with three papers In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | Comments on John Geanakoploss “The Ideal Inflation‐Indexed Bond and Irving Fishers Impatience Theory of Interest with Overlapping Generations” In: American Journal of Economics and Sociology. [Full Text][Citation analysis] | article | 0 |
2010 | Property Derivatives for Managing European Real€ Estate Risk In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
2012 | A Pricing Framework for Real Estate Derivatives In: European Financial Management. [Full Text][Citation analysis] | article | 19 |
2006 | Tools for Financial Innovation: Neoclassical versus Behavioral Finance In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
2010 | The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 125 |
2010 | The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books. [Citation analysis] This paper has nother version. Agregated cites: 125 | book | |
2013 | Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 6 |
1981 | The Use of Volatility Measures in Assessing Market Efficiency. In: Journal of Finance. [Full Text][Citation analysis] | article | 130 |
1980 | The Use of Volatility Measures in Assessing Market Efficiency.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
1985 | An Unbiased Reexamination of Stock Market Volatility: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1989 | Comovements in Stock Prices and Comovements in Dividends In: Journal of Finance. [Full Text][Citation analysis] | article | 82 |
1989 | Comovements in Stock Prices and Comovements in Dividends.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
1993 | Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures. In: Journal of Finance. [Full Text][Citation analysis] | article | 36 |
1992 | Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures.(1992) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
1993 | Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
1995 | Hedging Inflation and Income Risks. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
1994 | Hedging inflation and income risks.(1994) In: Working Papers in Applied Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1990 | Forecasting Prices and Excess Returns in the Housing Market In: Real Estate Economics. [Full Text][Citation analysis] | article | 239 |
1990 | Forecasting Prices and Excess Returns in the Housing Market.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | paper | |
1998 | LABOR INCOME INDICES DESIGNED FOR USE IN CONTRACTS PROMOTING INCOME RISK MANAGEMENT In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 6 |
1995 | Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management.(1995) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1995 | Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management..(1995) In: Yale - Economic Growth Center. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1995 | Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2009 | Policies to Deal with the Implosion in the Mortgage Market In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 7 |
2005 | Comparing Wealth Effects: The Stock Market versus the Housing Market In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 889 |
2005 | Comparing Wealth Effects: The Stock Market versus the Housing Market.(2005) In: Berkeley Program on Housing and Urban Policy, Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 889 | paper | |
2001 | Comparing Wealth Effects: The Stock Market versus The Housing Market.(2001) In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 889 | paper | |
2012 | Comparing Wealth Effects: The Stock Market versus The Housing Market.(2012) In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 889 | paper | |
2001 | Comparing Wealth Effects: The Stock Market versus the Housing Market.(2001) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 889 | paper | |
2001 | Comparing Wealth Effects: The Stock Market Versus the Housing Market.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 889 | paper | |
2001 | Comparing Wealth Effects: The Stock Market versus The Housing Market..(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 889 | paper | |
2005 | Life-Cycle Portfolios as Government Policy In: The Economists' Voice. [Full Text][Citation analysis] | article | 6 |
2006 | Long-Term Perspectives on the Current Boom in Home Prices In: The Economists' Voice. [Full Text][Citation analysis] | article | 49 |
2009 | Unlearned Lessons from the Housing Bubble In: The Economists' Voice. [Full Text][Citation analysis] | article | 17 |
2010 | Trills Instead of T-Bills: Its Time to Replace Part of Government Debt with Shares in GDP In: The Economists' Voice. [Full Text][Citation analysis] | article | 6 |
2008 | The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation In: C.D. Howe Institute Commentary. [Full Text][Citation analysis] | article | 6 |
2003 | Home-buyers, Housing and the Macroeconomy In: Berkeley Program on Housing and Urban Policy, Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
2003 | Home-buyers, Housing and the Macroeconomy.(2003) In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | chapter | |
2002 | Indexed Units of Account: Theory and Assessment of Historical Experience In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 28 |
1998 | Indexed Units of Account: Theory and Assessment of Historical Experience.(1998) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1998 | Indexed Units of Account: Theory and Assessment of Historical Experience.(1998) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1998 | Indexed Units of Account: Theory and Assessment of Historical Experience.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1999 | THE ET INTERVIEW: PROFESSOR JAMES TOBIN In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2013 | IRVING FISHER, DEBT DEFLATION, AND CRISES In: Journal of the History of Economic Thought. [Full Text][Citation analysis] | article | 4 |
2011 | Irving Fisher, Debt Deflation and Crises.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1991 | Index-Based Futures and Options Markets in Real Estate In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
1992 | Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1993 | Aggregate Income Risks and Hedging Mechanisms In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
1995 | Aggregate income risks and hedging mechanisms.(1995) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
1993 | Aggregate Income Risks and Hedging Mechanisms.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
1994 | Home Equity Insurance In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
1999 | Home Equity Insurance..(1999) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
1994 | Home Equity Insurance.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1997 | World Income Components: Measuring and Exploiting International Risk Sharing Opportunities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
1995 | World Income Components: Measuring and Exploting International Risk Sharing Opportunities..(1995) In: Yale - Economic Growth Center. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1995 | World Income Components: Measuring and Exploiting International Risk Sharing Opportunities.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2004 | World Income Components: Measuring And Exploiting International Risk Sharing Opportunities.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1995 | Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
1995 | Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
1996 | Why Do People Dislike Inflation? In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 193 |
1997 | Why Do People Dislike Inflation?.(1997) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | chapter | |
1996 | Why Do People Dislike Inflation?.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
1996 | A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | chapter | |
1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
1997 | Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1997 | The Significance of the Market Portfolio In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
1997 | The Significance of the Market Portfolio.(1997) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2000 | The Significance of the Market Portfolio..(2000) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2001 | The Significance of the Market Portfolio.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
1998 | Human Behavior and the Efficiency of the Financial System In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 133 |
1999 | Human behavior and the efficiency of the financial system.(1999) In: Handbook of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | chapter | |
1998 | Human Behavior and the Efficiency of the Financial System.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
1998 | Moral Hazard in Home Equity Conversion In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
1998 | Moral Hazard in Home Equity Conversion.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1998 | Designing Indexed Units of Account In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | Designing Indexed Units of Account.(2006) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | chapter | |
1999 | Designing Indexed Units of Account.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1998 | Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 84 |
1999 | Social security and institutions for intergenerational, intragenerational, and international risk-sharing.(1999) In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
1998 | Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
1998 | Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing.(1998) In: JCPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
1999 | Measuring Bubble Expectations and Investor Confidence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
1999 | Measuring Bubble Expectations and Investor Confidence.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2001 | Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 168 |
2001 | Valuation Ratios and the Long-Run Stock Market Outlook: An Update.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 168 | paper | |
2001 | Bubbles, Human Judgment, and Expert Opinion In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2002 | One Simple Test of Samuelsons Dictum for the Stock Market In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | One Simple Test of Samuelsons Dictum for the Stock Market.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | One Simple Test of Samuelsons Dictum for the Stock Market.(2003) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | The Invention of Inflation-Indexed Bonds in Early America In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2003 | The Invention of Inflation-Indexed Bonds in Early America.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2004 | Household Reaction to Changes in Housing Wealth In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | Radical Financial Innovation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | Behavioral Economics and Institutional Innovation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2005 | The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2007 | Historic Turning Points in Real Estate In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
2008 | Historic Turning Points in Real Estate.(2008) In: Eastern Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2007 | Understanding Recent Trends in House Prices and Home Ownership In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 213 |
2007 | Understanding Recent Trends in House Prices and Home Ownership.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
2007 | Understanding recent trends in house prices and homeownership.(2007) In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | article | |
2007 | Understanding Recent Trends in House Prices and Home Ownership.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
2007 | Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2008 | Derivatives Markets for Home Prices In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
2008 | Derivatives Markets for Home Prices.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2008 | Derivatives Markets for Home Prices.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2009 | The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2011 | Wealth Effects Revisited 1978-2009 In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
2011 | Wealth Effects Revisited 1978-2009.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2011 | Continuous Workout Mortgages In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2011 | Continuous Workout Mortgages.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2015 | What Have They Been Thinking Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Wealth Effects Revisited 1975-2012 In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 88 |
2013 | Wealth Effects Revisited: 1975-2012.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2013 | Wealth Effects Revisited 1975-2012.(2013) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2014 | Speculative Asset Prices (Nobel Prize Lecture) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 116 |
1950 | Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2017 | Continuous Workout Mortgages: Efficient Pricing and Systemic Implications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1984 | Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 311 |
1985 | Testing the random walk hypothesis : Power versus frequency of observation.(1985) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 311 | article | |
1985 | Testing the Random Walk Hypothesis: Power versus Frequency of Observation.(1985) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 311 | paper | |
1986 | Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1240 |
1987 | Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1240 | paper | |
1986 | Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1240 | paper | |
1987 | Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1240 | article | |
1986 | Survey Evidence on Diffusion of Interest Among Institutional Investors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1912 |
1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1912 | paper | |
1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1912 | article | |
1988 | Econometric Modeling as Information Aggregation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1987 | Econometric Modeling as Information Aggregation.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
1987 | The Term Structure of Interest Rates. U.S. Government Term Structure Data In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1987 | Prices of Single Family Homes Since 1970: New Indexes for Four Cities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 277 |
1987 | Prices of single-family homes since 1970: new indexes for four cities.(1987) In: New England Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 277 | article | |
1987 | Prices of Single Family Homes Since 1970: New Indexes for Four Cities.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | paper | |
1987 | Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
1988 | The Informational Content of Ex Ante Forecasts In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
1988 | The Informational Content of Ex Ante Forecasts.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
1989 | The Informational Context of Ex Ante Forecasts..(1989) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
1988 | Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 992 |
1988 | STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 992 | paper | |
1988 | Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 992 | paper | |
1988 | Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 992 | paper | |
1988 | The Behavior of Home Buyers in Boom and Post-Boom Markets In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 142 |
1988 | The behavior of home buyers in boom and post-boom markets.(1988) In: New England Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 142 | article | |
1988 | The Behavior of Home Buyers in Boom and Post-Boom Markets.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
1990 | Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models? In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 153 |
1992 | Stock prices and bond yields : Can their comovements be explained in terms of present value models?.(1992) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | article | |
1990 | Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
1991 | Actual and Warranted Relations Between Asset Prices In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1991 | Actual and Warranted Relations Between Asset Prices.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1993 | Actual and Warranted Relations between Asset Prices..(1993) In: Oxford Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
1991 | Arithmetic Repeat Sales Price Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 97 |
1973 | A Distributed Lag Estimator Derived from Smoothness Priors. In: Econometrica. [Full Text][Citation analysis] | article | 61 |
1982 | Consumption, asset markets and macroeconomic fluctuations In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 56 |
1982 | Consumption, Asset Markets, and Macroeconomic Fluctuations.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
1989 | Business cycles, financial crises, and stock volatility : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
1988 | Interpreting cointegrated models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 78 |
1988 | Interpreting Cointegrated Models.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
1988 | Interpreting Cointegrated Models.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
1989 | The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
1988 | The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
1981 | Alternative tests of rational expectations models : The case of the term structure In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
1980 | Alternative Tests of Rational Expectations Models: The Case of the Term Structure.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
1989 | Survey evidence on diffusion of interest and information among investors In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 172 |
2013 | Mitigating financial fragility with Continuous Workout Mortgages In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 12 |
1982 | Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 77 |
1981 | Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information.(1981) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
1979 | Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 7 |
1991 | Investor behavior in the october 1987 stock market crash: The case of Japan In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 22 |
1988 | Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2006 | Life-cycle personal accounts proposal for Social Security: An evaluation of President Bushs proposal In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 13 |
2017 | Economic risks associated with deep change in technology, and their mitigation In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
1990 | The term structure of interest rates In: Handbook of Monetary Economics. [Full Text][Citation analysis] | chapter | 214 |
1987 | The Term Structure of Interest Rates.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | paper | |
1978 | Rational expectations and the dynamic structure of macroeconomic models : A critical review In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 89 |
1975 | Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review.(1975) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2002 | Defining residual risk-sharing opportunities: Pooling world income components In: Research in Economics. [Full Text][Citation analysis] | article | 0 |
2001 | Defining Residual Risk-Sharing Opportunities: Pooling World Income Components.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1993 | The theory of index-based futures and options markets In: Estudios Económicos. [Full Text][Citation analysis] | article | 14 |
2013 | Book Review In: FINANCIAL REPORTING. [Full Text][Citation analysis] | article | 0 |
1994 | A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993 In: New England Economic Review. [Full Text][Citation analysis] | article | 19 |
1971 | Estimation of the investment and price equations of a macroeconometric model In: Staff Studies. [Citation analysis] | paper | 0 |
2006 | Asset prices, monetary policy, and bank regulation In: Proceedings. [Citation analysis] | paper | 1 |
1988 | Causes of changing financial market volatility In: Proceedings - Economic Policy Symposium - Jackson Hole. [Citation analysis] | article | 3 |
1999 | Macro markets and financial security In: Economic Policy Review. [Full Text][Citation analysis] | article | 16 |
1996 | A Scorecard for Indexed Government Debt. In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 20 |
1999 | Evaluating Real Estate Valuation Systems. In: Yale - Economic Growth Center. [Citation analysis] | paper | 10 |
1999 | Evaluating Real Estate Valuation Systems..(1999) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles. [Full Text][Citation analysis] | paper | 917 |
1989 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 917 | paper | |
1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 917 | article | |
1973 | Rational Expectations and the Term Structure of Interest Rates: Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 20 |
1990 | Reply to Steindl and Ugarte In: Journal of Post Keynesian Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Reforming U.S. Financial Markets In: MIT Press Books. [Citation analysis] | book | 13 |
1992 | Market Volatility In: MIT Press Books. [Citation analysis] | book | 39 |
1988 | Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash In: NBER Chapters. [Full Text][Citation analysis] | chapter | 20 |
2024 | Comment on Peoples Understanding of Inflation In: NBER Chapters. [Citation analysis] | chapter | 0 |
1980 | Can the Fed Control Real Interest Rates? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 20 |
1979 | Can the Fed Control Real Interest Rates?.(1979) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
1982 | Smoothness Priors and Nonlinear Regression In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
1975 | Alternative Prior Representations of Smoothness for Distributed Lag Estimation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | The Life-Cycle Personal Accounts Proposal for Social Security: A Review In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
1985 | Conventional Valuation and the Term Structure of Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1986 | Survey Evidence on Diffusion of Investment Among Institutional Investors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
1986 | Speculative Behavior of Institutional Investors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Crash Beliefs From Investor Surveys In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
1987 | Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence In: NBER Working Papers. [Full Text][Citation analysis] | paper | 132 |
2019 | Narratives about Technology-Induced Job Degradations Then and Now In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
2020 | Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
1988 | Initial Public Offerings: Investor Behavior and Underpricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Crash Narratives In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Emotions and Subjective Crash Beliefs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1991 | Speculative Behavior in the Stock Markets: Evidence from the United States and Japan In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
1988 | The Volatility Debate In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 2 |
2005 | Samuelsons Dictum and the Stock Market In: Economic Inquiry. [Full Text][Citation analysis] | article | 27 |
1998 | Macro Markets: Creating Institutions for Managing Societys Largest Economic Risks In: OUP Catalogue. [Citation analysis] | book | 46 |
2013 | Finance Contributing to the Good Society In: Business Economics. [Full Text][Citation analysis] | article | 17 |
2016 | Manipulation and Deception as Part of a Phishing Equilibrium In: Business Economics. [Full Text][Citation analysis] | article | 3 |
1993 | Une décennie de boom et deffondrement des prix immobiliers : Boston et Los Angeles, 1983-1993 In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
2015 | The Stock Market in Historical Perspective In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 2 |
2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2012 | Introduction: Finance, Stewardship, and Our Goals In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2012 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Irrational Exuberance In: Economics Books. [Citation analysis] | book | 241 |
2015 | Phishing for Phools: The Economics of Manipulation and Deception In: Economics Books. [Citation analysis] | book | 158 |
2010 | Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism In: Economics Books. [Citation analysis] | book | 219 |
2012 | Finance and the Good Society In: Economics Books. [Citation analysis] | book | 94 |
2012 | The Subprime Solution: How Today’s Global Financial Crisis Happened, and What to Do about It: With a new preface by the author In: Economics Books. [Citation analysis] | book | 11 |
2013 | Interview with 2013 Laureate in Economic Sciences Robert J. Shiller In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2014 | Biographical In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2018 | ÐÐÐ Ð ÐТИВÐÐЯ ÐКОÐОМИКРИ ÐЕЙРОÐКОÐОМИКР// NARRATIVE ECONOMICS AND NEUROECONOMICS In: ???????: ?????? ? ????????/Finance: Theory and Practice // Finance: Theory and Practice. [Full Text][Citation analysis] | article | 0 |
2010 | How Should the Financial Crisis Change How We Teach Economics? In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 25 |
1990 | A Scott-Type Regression Test of the Dividend Ratio Model. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
1996 | Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 69 |
1986 | Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?]. In: The Journal of Business. [Full Text][Citation analysis] | article | 0 |
1977 | The Gibson Paradox and Historical Movements in Real Interest Rates. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 39 |
1979 | The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 389 |
1988 | The Probability of Gross Violations of a Present Value Variance Inequality. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 7 |
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