Details about Robert J. Shiller

E-mail:
Homepage:	http://robertshiller.com
Phone:	203 432-3708
Postal address:	Cowles Foundation, Yale University 30 Hillhouse Ave. New Haven CT 06520-8281
Workplace:	Cowles Foundation for Research in Economics, Yale University, (more information at EDIRC)

Access statistics for papers by Robert J. Shiller.

Last updated 2005-04-25. Update your information in the RePEc Author Service.

Short-id: psh69

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Jump to Journal Articles Chapters

Working Papers

2009

1. Understanding Inflation-Indexed Bond Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2008

2. Derivatives Markets for Home Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

3. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
4. Understanding Recent Trends in House Prices and Home Ownership
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2005

5. Behavioral Economics and Institutional Innovation
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
6. The Life-Cycle Personal Accounts Proposal for Social Security: A Review
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
7. The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2004

8. Household Reaction to Changes in Housing Wealth
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
9. Radical Financial Innovation
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
10. World Income Components: Measuring And Exploiting International Risk Sharing Opportunities
    Yale School of Management Working Papers, Yale School of Management
    Also in Working Papers, Yale - Economic Growth Center (1995)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1997)

2003

11. The Invention of Inflation-Indexed Bonds in Early America
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations

2002

12. From Efficient Market Theory to Behavioral Finance
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Journal of Economic Perspectives (2003)
13. One Simple Test of Samuelson's Dictum for the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Yale School of Management Working Papers, Yale School of Management (2002) View citations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2002) View citations

2001

14. Bubbles, Human Judgment, and Expert Opinion
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
15. Comparing Wealth Effects: The Stock Market Versus the Housing Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2001) View citations
    Economics Working Papers, University of California at Berkeley (2001) View citations
16. Defining Residual Risk-Sharing Opportunities: Pooling World Income Components
    Yale School of Management Working Papers, Yale School of Management
    See also Journal Article in Research in Economics (2002)
17. The Significance of the Market Portfolio
    Yale School of Management Working Papers, Yale School of Management
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1997) View citations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1997) View citations
    See also Journal Article in Review of Financial Studies (2000)
18. Valuation Ratios and the Long-Run Stock Market Outlook: An Update
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2001) View citations

1999

19. Designing Indexed Units of Account
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1998)
20. Evaluating Real Estate Valuation Systems
    Working Papers, Yale - Economic Growth Center View citations
    See also Journal Article in The Journal of Real Estate Finance and Economics (1999)
21. Measuring Bubble Expectations and Investor Confidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1999) View citations
22. World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in American Economic Review (2001)

1998

23. Human Behavior and the Efficiency of the Financial System
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations
24. Indexed Units of Account: Theory and Assessment of Historical Experience
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (1998) View citations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1998) View citations
25. Moral Hazard in Home Equity Conversion
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1998) View citations
26. Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research (1998) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1998)

1997

27. Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1996

28. A Scorecard for Indexed Government Data
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
29. A Scorecard for Indexed Government Debt
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) View citations
    See also Chapter (1996)
30. Why Do People Dislike Inflation?
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) View citations
    See also Chapter (1997)

1995

31. Conversation, Information, and Herd Behavior
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in American Economic Review (1995)
32. Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1995)
    Working Papers, Yale - Economic Growth Center (1995) View citations
    See also Journal Article in Review of Income and Wealth (1998)
33. Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1995) View citations

1994

34. Actual and Warranted Relations Between Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1991) View citations
    See also Journal Article in Oxford Economic Papers (1993)
35. Hedging inflation and income risks
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco
    See also Journal Article in The Manchester School of Economic & Social Studies (1995)
36. Home Equity Insurance
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994) View citations
    See also Journal Article in The Journal of Real Estate Finance and Economics (1999)

1993

37. Aggregate Income Risks and Hedging Mechanisms
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations
    See also Journal Article in The Quarterly Review of Economics and Finance (1995)
38. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1992) View citations
39. Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1990) View citations
    See also Journal Article in Journal of Monetary Economics (1992)

1992

40. Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1991

41. Arithmetic Repeat Sales Price Estimators
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
42. Index-Based Futures and Options Markets in Real Estate
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
43. Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1990)
    See also Journal Article in American Economic Review (1991)
44. Speculative Behavior in the Stock Markets: Evidence from the United States and Japan
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
45. Yield Spreads and Interest Rate Movements: A Bird's Eye View
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Review of Economic Studies (1991)

1990

46. Econometric Modeling as Information Aggregation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1988)
47. Forecasting Prices and Excess Returns in the Housing Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1989

48. Comovements in Stock Prices and Comovements in Dividends
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
49. Initial Public Offerings: Investor Behavior and Underpricing
    NBER Working Papers, National Bureau of Economic Research, Inc
50. Interpreting Cointegrated Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
51. Stock Prices, Earnings and Expected Dividends
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1988) View citations
    Working Papers, Princeton, Department of Economics - Econometric Research Program (1988) View citations
52. The Behavior of Home Buyers in Boom and Post-Boom Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1988) View citations
    See also Journal Article in New England Economic Review (1988)
53. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1986) View citations
    See also Journal Article in Review of Financial Studies (1988)
54. The Efficiency of the Market for Single-Family Homes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in American Economic Review (1989)
55. The Informational Content of Ex Ante Forecasts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1988) View citations
    See also Journal Article in The Review of Economics and Statistics (1989)

1988

56. Cointegration and Tests of Present Value Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1986) View citations
    See also Journal Article in Journal of Political Economy (1987)
57. Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan
    NBER Working Papers, National Bureau of Economic Research, Inc
58. The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
    NBER Technical Working Papers, National Bureau of Economic Research, Inc

1987

59. Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
60. Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
61. Prices of Single Family Homes Since 1970: New Indexes for Four Cities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1987) View citations
    See also Journal Article in New England Economic Review (1987)
62. The Term Structure of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
63. The Term Structure of Interest Rates. U.S. Government Term Structure Data
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
64. Ultimate Sources of Aggregate Variability
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1987) View citations

1986

65. Speculative Behavior of Institutional Investors
    NBER Working Papers, National Bureau of Economic Research, Inc
66. Survey Evidence on Diffusion of Interest Among Institutional Investors
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
67. Survey Evidence on Diffusion of Investment Among Institutional Investors
    NBER Working Papers, National Bureau of Economic Research, Inc

1985

68. Conventional Valuation and the Term Structure of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
69. Estimating the Continuous Time Consumption Based Asset Pricing Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Business & Economic Statistics (1987)
70. Testing the Random Walk Hypothesis: Power versus Frequency of Observation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1984) View citations

1984

71. Stock Prices and Social Dynamics
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1983

72. A Simple Account of the Behavior of Long-Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in American Economic Review (1984)
73. Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1982

74. Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
75. Consumption, Asset Markets, and Macroeconomic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
76. Smoothness Priors and Nonlinear Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations

1981

77. Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in American Economic Review (1981)
78. The Determinants of the Variability of Stock Market Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations
    See also Journal Article in American Economic Review (1981)
79. The Use of Volatility Measures in Assessing Market Efficiency
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1980

80. Alternative Tests of Rational Expectations Models: The Case of the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1979

81. Can the Fed Control Real Interest Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Chapter (1980)

1975

82. Alternative Prior Representations of Smoothness for Distributed Lag Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc
83. Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1971

84. Estimation of the investment and price equations of a macroeconometric model
    Staff Studies, Board of Governors of the Federal Reserve System (U.S.)

Journal Articles

2005

1. Samuelson's Dictum and the Stock Market
   Economic Inquiry, 2005, 43, (2), 221-228
2. Shiller Comments on Geanakoplos
   American Journal of Economics and Sociology, 2005, 64, (1), 307-310

2003

3. From Efficient Markets Theory to Behavioral Finance
   Journal of Economic Perspectives, 2003, 17, (1), 83-104 View citations
   See also Working Paper (2002)
4. Social Security and Individual Accounts as Elements of Overall Risk-Sharing
   American Economic Review, 2003, 93, (2), 343-347 View citations

2002

5. Defining residual risk-sharing opportunities: Pooling world income components
   Research in Economics, 2002, 56, (1), 61-84
   See also Working Paper (2001)

2001

6. World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
   American Economic Review, 2001, 91, (4), 1031-1054 View citations
   See also Working Paper (1999)

2000

7. The Significance of the Market Portfolio
   Review of Financial Studies, 2000, 13, (2), 301-29 View citations
   See also Working Paper (2001)

1999

8. Evaluating Real Estate Valuation Systems
   The Journal of Real Estate Finance and Economics, 1999, 18, (2), 147-61 View citations
   See also Working Paper (1999)
9. Home Equity Insurance
   The Journal of Real Estate Finance and Economics, 1999, 19, (1), 21-47 View citations
   See also Working Paper (1994)
10. Macro markets and financial security
    Economic Policy Review, 1999, (Apr), 21-39 View citations

1998

11. Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management
    Review of Income and Wealth, 1998, 44, (2), 163-82 View citations
    See also Working Paper (1995)

1996

12. Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection
    The Review of Economics and Statistics, 1996, 78, (1), 156-64 View citations

1995

13. Aggregate income risks and hedging mechanisms
    The Quarterly Review of Economics and Finance, 1995, 35, (2), 119-152 View citations
    See also Working Paper (1993)
14. Conversation, Information, and Herd Behavior
    American Economic Review, 1995, 85, (2), 181-85 View citations
    See also Working Paper (1995)
15. Hedging Inflation and Income Risks
    The Manchester School of Economic & Social Studies, 1995, 63, 1-21
    See also Working Paper (1994)

1994

16. A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993
    New England Economic Review, 1994, (Mar), 40-51 View citations

1993

17. Actual and Warranted Relations between Asset Prices
    Oxford Economic Papers, 1993, 45, (3), 387-402 View citations
    See also Working Paper (1994)

1992

18. Stock prices and bond yields: Can their comovements be explained in terms of present value models?
    Journal of Monetary Economics, 1992, 30, (1), 25-46 View citations
    See also Working Paper (1993)

1991

19. Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared
    American Economic Review, 1991, 81, (3), 385-400 View citations
    See also Working Paper (1991)
20. Yield Spreads and Interest Rate Movements: A Bird's Eye View
    Review of Economic Studies, 1991, 58, (3), 495-514 View citations
    See also Working Paper (1991)

1990

21. A Scott-Type Regression Test of the Dividend Ratio Model
    The Review of Economics and Statistics, 1990, 72, (2), 356-61 View citations
22. Comparing Information in Forecasts from Econometric Models
    American Economic Review, 1990, 80, (3), 375-89 View citations
23. Market Volatility and Investor Behavior
    American Economic Review, 1990, 80, (2), 58-62 View citations
24. Speculative Prices and Popular Models
    Journal of Economic Perspectives, 1990, 4, (2), 55-65 View citations

1989

25. The Efficiency of the Market for Single-Family Homes
    American Economic Review, 1989, 79, (1), 125-37 View citations
    See also Working Paper (1989)
26. The Informational Context of Ex Ante Forecasts
    The Review of Economics and Statistics, 1989, 71, (2), 325-31 View citations
    See also Working Paper (1989)

1988

27. Causes of changing financial market volatility
    Proceedings, 1988, 1-32 View citations
28. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
    Review of Financial Studies, 1988, 1, (3), 195-228 View citations
    See also Working Paper (1989)
29. The Probability of Gross Violations of a Present Value Variance Inequality
    Journal of Political Economy, 1988, 96, (5), 1089-92 View citations
30. The behavior of home buyers in boom and post-boom markets
    New England Economic Review, 1988, (Nov), 29-46 View citations
    See also Working Paper (1989)

1987

31. Cointegration and Tests of Present Value Models
    Journal of Political Economy, 1987, 95, (5), 1062-88 View citations
    See also Working Paper (1988)
32. Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
    Journal of Business & Economic Statistics, 1987, 5, (3), 315-27 View citations
    See also Working Paper (1985)
33. Prices of single-family homes since 1970: new indexes for four cities
    New England Economic Review, 1987, (Sep), 45-56 View citations
    See also Working Paper (1987)
34. Ultimate
    American Economic Review, 1987, 77, (2), 87-92

1986

35. Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?]
    Journal of Business, 1986, 59, (4), S501-05
36. The Marsh-Merton Model of Managers' Smoothing of Dividends
    American Economic Review, 1986, 76, (3), 499-503

1984

37. A Simple Account of the Behavior of Long-Term Interest Rates
    American Economic Review, 1984, 74, (2), 44-48 View citations
    See also Working Paper (1983)

1983

38. Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply
    American Economic Review, 1983, 73, (1), 236-37

1981

39. Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
    American Economic Review, 1981, 71, (3), 421-36 View citations
    See also Working Paper (1981)
40. The Determinants of the Variability of Stock Market Prices
    American Economic Review, 1981, 71, (2), 222-27 View citations
    See also Working Paper (1981)

1979

41. The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure
    Journal of Political Economy, 1979, 87, (6), 1190-1219 View citations

1977

42. The Gibson Paradox and Historical Movements in Real Interest Rates
    Journal of Political Economy, 1977, 85, (5), 891-907 View citations

1973

43. A Distributed Lag Estimator Derived from Smoothness Priors
    Econometrica, 1973, 41, (4), 775-88 View citations
44. Inflation, Rational Expectations and the Term Structure of Interest Rates
    Economica, 1973, 40, (157), 12-43 View citations
45. Rational Expectations and the Term Structure of Interest Rates: Comment
    Journal of Money, Credit and Banking, 1973, 5, (3), 856-60 View citations

Chapters

1997

1. Why Do People Dislike Inflation?
   A chapter in Reducing Inflation: Motivation and Strategy, 1997, pp 13-70 View citations
   See also Working Paper (1996)

1996

2. A Scorecard for Indexed Government Debt
   A chapter in NBER Macroeconomics Annual 1996, Volume 11, 1996, pp 155-208 View citations
   See also Working Paper (1996)

1988

3. Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash
   A chapter in NBER Macroeconomics Annual 1988, Volume 3, 1988, pp 287-297 View citations

1980

4. Can the Fed Control Real Interest Rates?
   A chapter in Rational Expectations and Economic Policy, 1980, pp 117-167 View citations
   See also Working Paper (1979)