Details about Stijn Van Nieuwerburgh

Access statistics for papers by Stijn Van Nieuwerburgh.

Last updated 2009-10-17. Update your information in the RePEc Author Service.

Short-id: pva368

Working Papers

2009

1. Technological Change and the Growing Inequality in Managerial Compensation
   NBER Working Papers, National Bureau of Economic Research, Inc

2008

2. Information Acquisition and Under-Diversification
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
3. The Wealth-Consumption Ratio
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

4. Information Immobility and the Home Bias Puzzle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations
   Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2004) View citations
   See also Journal Article in Journal of Finance (2009)
5. Monetary Policy in an Equilibrium Portfolio Balance Model
   IMF Working Papers, International Monetary Fund
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations
6. Mortgage Timing
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Financial Economics (2009)
7. The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
8. The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations

2006

9. Can Housing Collateral Explain Long-Run Swings in Asset Returns?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
10. Reconciling the Return Predictability Evidence
    2006 Meeting Papers, Society for Economic Dynamics View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations
    See also Journal Article in Review of Financial Studies (2008)
11. Why Has House Price Dispersion Gone Up?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

2005

12. Information Acquisition and Portfolio Underdiversification
    2005 Meeting Papers, Society for Economic Dynamics View citations
13. Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
14. The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Review of Financial Studies (2008)
15. The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street
    2005 Meeting Papers, Society for Economic Dynamics

2004

16. A Theory of Housing Collateral, Consumption Insurance and Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
17. Housing Collateral and Consumption Insurance Across US Regions
    2004 Meeting Papers, Society for Economic Dynamics View citations
18. How Much Does Household Collateral Constrain Regional Risk Sharing?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Review of Economic Dynamics

2003

19. Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article in Journal of Finance (2005)

2002

20. A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention
    IMF Working Papers, International Monetary Fund
21. Housing Collateral, Consumption Insurance and Risk Premia
    Macroeconomics, EconWPA View citations

Journal Articles

2009

1. Information Immobility and the Home Bias Puzzle
   Journal of Finance, 2009, 64, (3), 1187-1215
   See also Working Paper (2007)
2. Mortgage timing
   Journal of Financial Economics, 2009, 93, (2), 292-324
   See also Working Paper (2007)

2008

3. Reconciling the Return Predictability Evidence
   Review of Financial Studies, 2008, 21, (4), 1607-1652 View citations
   See also Working Paper (2006)
4. The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
   Review of Financial Studies, 2008, 21, (5), 2097-2137 View citations
   See also Working Paper (2005)

2006

5. Inside Information and the Own Company Stock Puzzle
   Journal of the European Economic Association, 2006, 4, (2-3), 623-633
6. Learning asymmetries in real business cycles
   Journal of Monetary Economics, 2006, 53, (4), 753-772 View citations
7. Stock market development and economic growth in Belgium
   Explorations in Economic History, 2006, 43, (1), 13-38

2005

8. Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
   Journal of Finance, 2005, 60, (3), 1167-1219 View citations
   See also Working Paper (2003)

Undated

9. How Much Does Household Collateral Constrain Regional Risk Sharing?
   Review of Economic Dynamics
   See also Working Paper (2004)
   Software Item (2009)

Software Items

2009

1. Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics

2001

2. Matlab code for the robustness in forward looking models, oligopoly example
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles