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) Economics Department, Yale University, (more information at EDIRC)

Access statistics for papers by Robert J. Shiller.

Last updated 2011-01-01. Update your information in the RePEc Author Service.

Short-id: psh69

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Working Papers

2013

1. Wealth Effects Revisited: 1975-2012
   NBER Working Papers, National Bureau of Economic Research, Inc

2012

2. What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2011

3. Continuous Workout Mortgages
   NBER Working Papers, National Bureau of Economic Research, Inc
4. Wealth Effects Revisited 1978-2009
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2009

5. The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
6. Understanding Inflation-Indexed Bond Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) View citations (10)

2008

7. Derivatives Markets for Home Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in Working Papers, Yale University, Department of Economics (2008) View citations (3)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) View citations (3)
8. The Promise of Prediction Markets
   Working paper, Regulation2point0 View citations (6)

2007

9. Historic Turning Points in Real Estate
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   See also Journal Article in Eastern Economic Journal (2008)
10. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models
    Working Papers, Yale University, Department of Economics View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (6)
    See also Journal Article in Brookings Papers on Economic Activity (2007)
11. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
    Also in Levine's Bibliography, UCLA Department of Economics (2007) View citations (4)
12. Understanding Recent Trends in House Prices and Home Ownership
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    Also in Working Papers, Yale University, Department of Economics (2007) View citations (19)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2007) View citations (28)
    See also Journal Article in Proceedings (2007)

2005

13. Behavioral Economics and Institutional Innovation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article in Southern Economic Journal (2005)
14. The Life-Cycle Personal Accounts Proposal for Social Security: A Review
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
15. The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)

2004

16. Household Reaction to Changes in Housing Wealth
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
17. Radical Financial Innovation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
18. World Income Components: Measuring And Exploiting International Risk Sharing Opportunities
    Yale School of Management Working Papers, Yale School of Management
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations (16)
    Working Papers, Yale - Economic Growth Center (1995)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1997)

2003

19. One Simple Test of Samuelson's Dictum for the Stock Market
    Yale School of Management Working Papers, Yale School of Management View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) View citations (2)
20. The Invention of Inflation-Indexed Bonds in Early America
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (4)

2002

21. From Efficient Market Theory to Behavioral Finance
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
    See also Journal Article in Journal of Economic Perspectives (2003)

2001

22. Bubbles, Human Judgment, and Expert Opinion
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
23. Comparing Wealth Effects: The Stock Market Versus the Housing Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
    Also in Economics Working Papers, University of California at Berkeley (2001) View citations (170)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) View citations (60)
    See also Journal Article in The B.E. Journal of Macroeconomics (2005)
24. 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)
25. 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 (3)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1997) View citations (3)
    See also Journal Article in Review of Financial Studies (2000)
26. Valuation Ratios and the Long-Run Stock Market Outlook: An Update
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (59)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) View citations (68)

1999

27. Designing Indexed Units of Account
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998)
28. Evaluating Real Estate Valuation Systems
    Working Papers, Yale - Economic Growth Center View citations (2)
    See also Journal Article in The Journal of Real Estate Finance and Economics (1999)
29. Measuring Bubble Expectations and Investor Confidence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations (12)
30. World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article in American Economic Review (2001)

1998

31. Human Behavior and the Efficiency of the Financial System
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (17)
    See also Chapter (1999)
32. Indexed Units of Account: Theory and Assessment of Historical Experience
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (6)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) View citations (4)
    See also Chapter (2002)
33. Moral Hazard in Home Equity Conversion
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (6)
    See also Journal Article in Real Estate Economics (2000)
34. Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (17)
    Also in JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research (1998) View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1999)

1997

35. Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)

1996

36. A Scorecard for Indexed Government Data
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (24)
37. A Scorecard for Indexed Government Debt
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (47)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) View citations (45)
    See also Chapter (1996)
38. Why Do People Dislike Inflation?
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (45)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) View citations (30)
    See also Chapter (1997)

1995

39. Conversation, Information, and Herd Behavior
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (17)
    See also Journal Article in American Economic Review (1995)
40. Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management
    Working Papers, Yale - Economic Growth Center View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1995)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995)
    See also Journal Article in Review of Income and Wealth (1998)
41. 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 (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1995) View citations (8)

1994

42. Actual and Warranted Relations Between Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1991) View citations (1)
    See also Journal Article in Oxford Economic Papers (1993)
43. 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)
44. Home Equity Insurance
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994) View citations (6)
    See also Journal Article in The Journal of Real Estate Finance and Economics (1999)

1993

45. Aggregate Income Risks and Hedging Mechanisms
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1993) View citations (5)
    See also Journal Article in The Quarterly Review of Economics and Finance (1995)
46. 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 (14)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1992) View citations (3)
    See also Journal Article in Journal of Finance (1993)
47. 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 View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1990) View citations (3)
    See also Journal Article in Journal of Monetary Economics (1992)

1992

48. Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1991

49. Arithmetic Repeat Sales Price Estimators
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (34)
50. Index-Based Futures and Options Markets in Real Estate
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (22)
51. Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1990) View citations (2)
    See also Journal Article in American Economic Review (1991)
52. Speculative Behavior in the Stock Markets: Evidence from the United States and Japan
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
53. Yield Spreads and Interest Rate Movements: A Bird's Eye View
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (258)
    See also Journal Article in Review of Economic Studies (1991)

1990

54. Econometric Modeling as Information Aggregation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988)
55. Forecasting Prices and Excess Returns in the Housing Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (77)
    See also Journal Article in Real Estate Economics (1990)

1989

56. Comovements in Stock Prices and Comovements in Dividends
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article in Journal of Finance (1989)
57. Initial Public Offerings: Investor Behavior and Underpricing
    NBER Working Papers, National Bureau of Economic Research, Inc
58. Interpreting Cointegrated Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article in Journal of Economic Dynamics and Control (1988)
59. Stock Prices, Earnings and Expected Dividends
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) View citations (313)
    Working Papers, Princeton, Department of Economics - Econometric Research Program (1988) View citations (279)
    See also Journal Article in Journal of Finance (1988)
60. The Behavior of Home Buyers in Boom and Post-Boom Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) View citations (40)
    See also Journal Article in New England Economic Review (1988)
61. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (137)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986) View citations (2)
    See also Journal Article in Review of Financial Studies (1988)
62. The Efficiency of the Market for Single-Family Homes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (283)
    See also Journal Article in American Economic Review (1989)
63. The Informational Content of Ex Ante Forecasts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) View citations (1)
    See also Journal Article in The Review of Economics and Statistics (1989)

1988

64. Cointegration and Tests of Present Value Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986) View citations (4)
    See also Journal Article in Journal of Political Economy (1987)
65. Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Journal of the Japanese and International Economies (1991)
66. The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Economics Letters (1989)

1987

67. Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
68. Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
69. Prices of Single Family Homes Since 1970: New Indexes for Four Cities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) View citations (12)
    See also Journal Article in New England Economic Review (1987)
70. The Term Structure of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (74)
    See also Chapter (1990)
71. The Term Structure of Interest Rates. U.S. Government Term Structure Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
72. Ultimate Sources of Aggregate Variability
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1987) View citations (3)

1986

73. Speculative Behavior of Institutional Investors
    NBER Working Papers, National Bureau of Economic Research, Inc
74. Survey Evidence on Diffusion of Interest Among Institutional Investors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
75. Survey Evidence on Diffusion of Investment Among Institutional Investors
    NBER Working Papers, National Bureau of Economic Research, Inc

1985

76. Conventional Valuation and the Term Structure of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
77. Estimating the Continuous Time Consumption Based Asset Pricing Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    See also Journal Article in Journal of Business & Economic Statistics (1987)
78. Testing the Random Walk Hypothesis: Power versus Frequency of Observation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (111)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1984) View citations (32)
    See also Journal Article in Economics Letters (1985)

1984

79. Stock Prices and Social Dynamics
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (160)

1983

80. A Simple Account of the Behavior of Long-Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    See also Journal Article in American Economic Review (1984)
81. Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (182)
    See also Journal Article in Brookings Papers on Economic Activity (1983)

1982

82. 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 (24)
    See also Journal Article in Journal of Financial Economics (1982)
83. Consumption, Asset Markets, and Macroeconomic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1982)
84. Smoothness Priors and Nonlinear Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1)

1981

85. The Determinants of the Variability of Stock Market Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (146)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8)
    See also Journal Article in American Economic Review (1981)
86. The Use of Volatility Measures in Assessing Market Efficiency
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
    See also Journal Article in Journal of Finance (1981)

1980

87. Alternative Tests of Rational Expectations Models: The Case of the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    See also Journal Article in Journal of Econometrics (1981)
88. 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 (308)
    See also Journal Article in American Economic Review (1981)

1979

89. Can the Fed Control Real Interest Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    See also Chapter (1980)

1975

90. Alternative Prior Representations of Smoothness for Distributed Lag Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc
91. Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article in Journal of Monetary Economics (1978)

1971

92. 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

2010

1. The Squam Lake Report: Fixing the Financial System
   Journal of Applied Corporate Finance, 2010, 22, (3), 8-21 View citations (20)
2. Trills Instead of T-Bills: It’s Time to Replace Part of Government Debt with Shares in GDP
   The Economists' Voice, 2010, 7, (3), 5

2009

3. Policies to Deal with the Implosion in the Mortgage Market
   The B.E. Journal of Economic Analysis & Policy, 2009, 9, (3), 4 View citations (2)
4. Unlearned Lessons from the Housing Bubble
   The Economists' Voice, 2009, 6, (7), 6 View citations (3)

2008

5. Historic Turning Points in Real Estate
   Eastern Economic Journal, 2008, 34, (1), 1-13 View citations (1)
   See also Working Paper (2007)
6. The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation
   C.D. Howe Institute Commentary, 2008, (271) View citations (4)

2007

7. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models
   Brookings Papers on Economic Activity, 2007, 38, (2), 111-134 View citations (5)
   See also Working Paper (2007)
8. Understanding recent trends in house prices and homeownership
   Proceedings, 2007, 89-123 View citations (20)
   See also Working Paper (2007)

2006

9. Asset prices, monetary policy, and bank regulation
   Proceedings, 2006, 14-18
10. Life-cycle personal accounts proposal for Social Security: An evaluation of President Bush's proposal
    Journal of Policy Modeling, 2006, 28, (4), 427-444 View citations (1)
11. Long-Term Perspectives on the Current Boom in Home Prices
    The Economists' Voice, 2006, 3, (4), 4 View citations (11)
12. Tools for Financial Innovation: Neoclassical versus Behavioral Finance
    The Financial Review, 2006, 41, (1), 1-8 View citations (1)

2005

13. Behavioral Economics and Institutional Innovation
    Southern Economic Journal, 2005, 72, (2), 269–283
    See also Working Paper (2005)
14. Comparing Wealth Effects: The Stock Market versus the Housing Market
    The B.E. Journal of Macroeconomics, 2005, advances.5, (1), 1 View citations (127)
    See also Working Paper (2001)
15. Life-Cycle Portfolios as Government Policy
    The Economists' Voice, 2005, 2, (1), 14 View citations (1)
16. Samuelson's Dictum and the Stock Market
    Economic Inquiry, 2005, 43, (2), 221-228 View citations (2)
17. Shiller Comments on Geanakoplos
    American Journal of Economics and Sociology, 2005, 64, (1), 307-310

2004

18. IN MEMORY OF FRANCO MODIGLIANI, 1918 2003
    Macroeconomic Dynamics, 2004, 8, (01), 1-2

2003

19. From Efficient Markets Theory to Behavioral Finance
    Journal of Economic Perspectives, 2003, 17, (1), 83-104 View citations (65)
    See also Working Paper (2002)
20. Is There a Bubble in the Housing Market?
    Brookings Papers on Economic Activity, 2003, 34, (2), 299-362 View citations (108)
21. Social Security and Individual Accounts as Elements of Overall Risk-Sharing
    American Economic Review, 2003, 93, (2), 343-347 View citations (6)

2002

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

2001

23. World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
    American Economic Review, 2001, 91, (4), 1031-1054 View citations (7)
    See also Working Paper (1999)

2000

24. Moral Hazard in Home Equity Conversion
    Real Estate Economics, 2000, 28, (1), 1-31 View citations (4)
    See also Working Paper (1998)
25. The Significance of the Market Portfolio
    Review of Financial Studies, 2000, 13, (2), 301-29 View citations (13)
    See also Working Paper (2001)

1999

26. Evaluating Real Estate Valuation Systems
    The Journal of Real Estate Finance and Economics, 1999, 18, (2), 147-61 View citations (2)
    See also Working Paper (1999)
27. Home Equity Insurance
    The Journal of Real Estate Finance and Economics, 1999, 19, (1), 21-47 View citations (17)
    See also Working Paper (1994)
28. Macro markets and financial security
    Economic Policy Review, 1999, (Apr), 21-39 View citations (14)
29. Social security and institutions for intergenerational, intragenerational, and international risk-sharing
    Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 165-204 View citations (14)
    See also Working Paper (1998)
30. THE ET INTERVIEW: PROFESSOR JAMES TOBIN
    Econometric Theory, 1999, 15, (06), 867-900 View citations (2)

1998

31. Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management
    Review of Income and Wealth, 1998, 44, (2), 163-82 View citations (1)
    See also Working Paper (1995)

1996

32. 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 (30)

1995

33. Aggregate income risks and hedging mechanisms
    The Quarterly Review of Economics and Finance, 1995, 35, (2), 119-152 View citations (10)
    See also Working Paper (1993)
34. Conversation, Information, and Herd Behavior
    American Economic Review, 1995, 85, (2), 181-85 View citations (20)
    See also Working Paper (1995)
35. Hedging Inflation and Income Risks
    The Manchester School of Economic & Social Studies, 1995, 63, 1-21
    See also Working Paper (1994)

1994

36. 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 (3)

1993

37. Actual and Warranted Relations between Asset Prices
    Oxford Economic Papers, 1993, 45, (3), 387-402 View citations (5)
    See also Working Paper (1994)
38. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures
    Journal of Finance, 1993, 48, (3), 911-31 View citations (14)
    See also Working Paper (1993)
39. The theory of index-based futures and options markets
    Estudios Económicos, 1993, 8, (2), 163-178 View citations (1)

1992

40. Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior
    Brookings Papers on Economic Activity, 1992, 23, (1), 127-194 View citations (17)
41. 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 (31)
    See also Working Paper (1993)

1991

42. Investor behavior in the october 1987 stock market crash: The case of Japan
    Journal of the Japanese and International Economies, 1991, 5, (1), 1-13 View citations (4)
    See also Working Paper (1988)
43. Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared
    American Economic Review, 1991, 81, (3), 385-400 View citations (32)
    See also Working Paper (1991)
44. Yield Spreads and Interest Rate Movements: A Bird's Eye View
    Review of Economic Studies, 1991, 58, (3), 495-514 View citations (270)
    See also Working Paper (1991)

1990

45. A Scott-Type Regression Test of the Dividend Ratio Model
    The Review of Economics and Statistics, 1990, 72, (2), 356-61 View citations (1)
46. Comparing Information in Forecasts from Econometric Models
    American Economic Review, 1990, 80, (3), 375-89 View citations (130)
47. Forecasting Prices and Excess Returns in the Housing Market
    Real Estate Economics, 1990, 18, (3), 253-273 View citations (68)
    See also Working Paper (1990)
48. Market Volatility and Investor Behavior
    American Economic Review, 1990, 80, (2), 58-62 View citations (26)
49. Speculative Prices and Popular Models
    Journal of Economic Perspectives, 1990, 4, (2), 55-65 View citations (56)

1989

50. Business cycles, financial crises, and stock volatility: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1989, 31, (1), 127-132
51. Comovements in Stock Prices and Comovements in Dividends
    Journal of Finance, 1989, 44, (3), 719-29 View citations (20)
    See also Working Paper (1989)
52. Survey evidence on diffusion of interest and information among investors
    Journal of Economic Behavior & Organization, 1989, 12, (1), 47-66 View citations (41)
53. The Efficiency of the Market for Single-Family Homes
    American Economic Review, 1989, 79, (1), 125-37 View citations (127)
    See also Working Paper (1989)
54. The Informational Context of Ex Ante Forecasts
    The Review of Economics and Statistics, 1989, 71, (2), 325-31 View citations (5)
    See also Working Paper (1989)
55. The dividend ratio model and small sample bias: A Monte Carlo study
    Economics Letters, 1989, 29, (4), 325-331 View citations (3)
    See also Working Paper (1988)

1988

56. Causes of changing financial market volatility
    Proceedings, 1988, 1-32 View citations (1)
57. Interpreting cointegrated models
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 505-522 View citations (49)
    See also Working Paper (1989)
58. Stock Prices, Earnings, and Expected Dividends
    Journal of Finance, 1988, 43, (3), 661-76 View citations (312)
    See also Working Paper (1989)
59. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
    Review of Financial Studies, 1988, 1, (3), 195-228 View citations (225)
    See also Working Paper (1989)
60. The Probability of Gross Violations of a Present Value Variance Inequality
    Journal of Political Economy, 1988, 96, (5), 1089-92 View citations (7)
61. The behavior of home buyers in boom and post-boom markets
    New England Economic Review, 1988, (Nov), 29-46 View citations (35)
    See also Working Paper (1989)

1987

62. Cointegration and Tests of Present Value Models
    Journal of Political Economy, 1987, 95, (5), 1062-88 View citations (583)
    See also Working Paper (1988)
63. Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
    Journal of Business & Economic Statistics, 1987, 5, (3), 315-27 View citations (6)
    See also Working Paper (1985)
64. Prices of single-family homes since 1970: new indexes for four cities
    New England Economic Review, 1987, (Sep), 45-56 View citations (14)
    See also Working Paper (1987)
65. Ultimate
    American Economic Review, 1987, 77, (2), 87-92

1986

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

1985

68. An Unbiased Reexamination of Stock Market Volatility: Discussion
    Journal of Finance, 1985, 40, (3), 688-89 View citations (1)
69. Testing the random walk hypothesis: Power versus frequency of observation
    Economics Letters, 1985, 18, (4), 381-386 View citations (120)
    See also Working Paper (1985)

1984

70. A Simple Account of the Behavior of Long-Term Interest Rates
    American Economic Review, 1984, 74, (2), 44-48 View citations (9)
    See also Working Paper (1983)

1983

71. Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply
    American Economic Review, 1983, 73, (1), 236-37
72. Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
    Brookings Papers on Economic Activity, 1983, 14, (1), 173-224 View citations (170)
    See also Working Paper (1983)

1982

73. Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information
    Journal of Financial Economics, 1982, 10, (2), 195-210 View citations (38)
    See also Working Paper (1982)
74. Consumption, asset markets and macroeconomic fluctuations
    Carnegie-Rochester Conference Series on Public Policy, 1982, 17, (1), 203-238 View citations (17)
    See also Working Paper (1982)

1981

75. Alternative tests of rational expectations models: The case of the term structure
    Journal of Econometrics, 1981, 16, (1), 71-87 View citations (11)
    See also Working Paper (1980)
76. Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
    American Economic Review, 1981, 71, (3), 421-36 View citations (451)
    See also Working Paper (1980)
77. The Determinants of the Variability of Stock Market Prices
    American Economic Review, 1981, 71, (2), 222-27 View citations (140)
    See also Working Paper (1981)
78. The Use of Volatility Measures in Assessing Market Efficiency
    Journal of Finance, 1981, 36, (2), 291-304 View citations (28)
    See also Working Paper (1981)

1979

79. Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital
    Journal of Financial Economics, 1979, 7, (3), 297-318 View citations (3)
80. 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 (155)

1978

81. Rational expectations and the dynamic structure of macroeconomic models: A critical review
    Journal of Monetary Economics, 1978, 4, (1), 1-44 View citations (23)
    See also Working Paper (1975)

1977

82. The Gibson Paradox and Historical Movements in Real Interest Rates
    Journal of Political Economy, 1977, 85, (5), 891-907 View citations (13)

1973

83. A Distributed Lag Estimator Derived from Smoothness Priors
    Econometrica, 1973, 41, (4), 775-88 View citations (29)
84. Inflation, Rational Expectations and the Term Structure of Interest Rates
    Economica, 1973, 40, (157), 12-43 View citations (48)
85. Rational Expectations and the Term Structure of Interest Rates: Comment
    Journal of Money, Credit and Banking, 1973, 5, (3), 856-60 View citations (2)

Books

1992

1. Market Volatility, vol 1
   MIT Press Books, The MIT Press View citations (6)

Chapters

2005

1. Comments on session 'Aggregation issues', David Fenwick, Chair, with three papers
   A chapter in Real estate indicators and financial stability, 2005, vol. 21, pp 336-339

2003

2. Home-buyers, Housing and the Macroeconomy
   A chapter in Asset Prices and Monetary Policy, 2003 View citations (2)

2002

3. Indexed Units of Account: Theory and Assessment of Historical Experience
   Chapter 4 in Indexation, Inflation and Monetary Policy, 2002, vol. 2, pp 105-134 View citations (1)
   See also Working Paper (1998)

1999

4. Human behavior and the efficiency of the financial system
   Chapter 20 in Handbook of Macroeconomics, 1999, vol. 1, Part C, pp 1305-1340 View citations (22)
   See also Working Paper (1998)

1997

5. Why Do People Dislike Inflation?
   A chapter in Reducing Inflation: Motivation and Strategy, 1997, pp 13-70 View citations (22)
   See also Working Paper (1996)

1996

6. A Scorecard for Indexed Government Debt
   A chapter in NBER Macroeconomics Annual 1996, Volume 11, 1996, pp 155-208 View citations (35)
   See also Working Paper (1996)

1990

7. The term structure of interest rates
   Chapter 13 in Handbook of Monetary Economics, 1990, vol. 1, pp 627-722 View citations (104)
   See also Working Paper (1987)

1988

8. 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 (2)

1980

9. Can the Fed Control Real Interest Rates?
   A chapter in Rational Expectations and Economic Policy, 1980, pp 117-167 View citations (6)
   See also Working Paper (1979)