Details about Robert J. Shiller
Access statistics for papers by Robert J. Shiller.
Last updated 2019-02-09. Update your information in the RePEc Author Service.
Short-id: psh69
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Working Papers
2022
- Crash Narratives
NBER Working Papers, National Bureau of Economic Research, Inc
2020
- Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
2019
- Narratives about Technology-Induced Job Degradations Then and Now
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
2017
- Continuous Workout Mortgages: Efficient Pricing and Systemic Implications
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
- Narrative Economics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2017) View citations (46)
See also Journal Article in American Economic Review (2017)
2016
- Crash Beliefs From Investor Surveys
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
- Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (2)
See also Journal Article in American Economic Review (2016)
2015
- What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
2014
- Biographical
Nobel Prize in Economics documents, Nobel Prize Committee
- Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
- Speculative Asset Prices (Nobel Prize Lecture)
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (95)
- Why Is Housing Finance Still Stuck in Such a Primitive Stage"
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (18)
See also Journal Article in American Economic Review (2014)
2013
- Interview with 2013 Laureate in Economic Sciences Robert J. Shiller
Nobel Prize in Economics documents, Nobel Prize Committee
- Reflections on Finance and the Good Society
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (16)
See also Journal Article in American Economic Review (2013)
- Speculative Asset Prices
Nobel Prize in Economics documents, Nobel Prize Committee View citations (7)
See also Journal Article in American Economic Review (2014)
- Wealth Effects Revisited: 1975-2012
NBER Working Papers, National Bureau of Economic Research, Inc View citations (76)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012) View citations (17)
See also Journal Article in Critical Finance Review (2013)
2012
- Comparing Wealth Effects: The Stock Market versus The Housing Market
Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (58)
Also in Economics Working Papers, University of California at Berkeley (2001) View citations (280) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) View citations (123) Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy (2005) View citations (642) NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations (136) Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2001) View citations (127)
See also Journal Article in The B.E. Journal of Macroeconomics (2005)
- What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (86)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (86)
See also Journal Article in Brookings Papers on Economic Activity (2012)
2011
- Continuous Workout Mortgages
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 (2011) View citations (5)
- Economists as Worldly Philosophers
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (12)
See also Journal Article in American Economic Review (2011)
- Irving Fisher, Debt Deflation and Crises
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
See also Journal Article in Journal of the History of Economic Thought (2013)
- Wealth Effects Revisited 1978-2009
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (12)
2009
- 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 View citations (16)
- Understanding Inflation-Indexed Bond Markets
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (44)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (61) Scholarly Articles, Harvard University Department of Economics (2009) View citations (61)
See also Journal Article in Brookings Papers on Economic Activity (2009)
2008
- Derivatives Markets for Home Prices
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (43)
Also in Working Papers, Yale University, Department of Economics (2008) View citations (43) NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (45)
2007
- Historic Turning Points in Real Estate
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (11)
See also Journal Article in Eastern Economic Journal (2008)
- 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 (24)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (24)
See also Journal Article in Brookings Papers on Economic Activity (2007)
- 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 (23)
- Understanding Recent Trends in House Prices and Home Ownership
NBER Working Papers, National Bureau of Economic Research, Inc View citations (192)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2007) View citations (192) Working Papers, Yale University, Department of Economics (2007) View citations (198)
See also Journal Article in Proceedings - Economic Policy Symposium - Jackson Hole (2007)
2006
- Asset prices, monetary policy, and bank regulation
Proceedings, Federal Reserve Bank of Chicago
2005
- Behavioral Economics and Institutional Innovation
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (17)
- The Life-Cycle Personal Accounts Proposal for Social Security: A Review
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
- 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 (18)
2004
- Household Reaction to Changes in Housing Wealth
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
- Radical Financial Innovation
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
- 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) View citations (1) NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations (21) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1997)
2003
- Home-buyers, Housing and the Macroeconomy
Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy View citations (28)
See also Chapter (2003)
- 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 (4) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) View citations (2)
- The Invention of Inflation-Indexed Bonds in Early America
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (12)
2002
- From Efficient Market Theory to Behavioral Finance
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (21)
See also Journal Article in Journal of Economic Perspectives (2003)
2001
- Bubbles, Human Judgment, and Expert Opinion
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (12)
- 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)
- 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 (4) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1997) View citations (4)
See also Journal Article in Review of Financial Studies (2000)
- Valuation Ratios and the Long-Run Stock Market Outlook: An Update
NBER Working Papers, National Bureau of Economic Research, Inc View citations (158)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) View citations (145)
1999
- Designing Indexed Units of Account
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 (1998) View citations (1)
See also Chapter (2006)
- Evaluating Real Estate Valuation Systems
Working Papers, Yale - Economic Growth Center View citations (8)
See also Journal Article in The Journal of Real Estate Finance and Economics (1999)
- Measuring Bubble Expectations and Investor Confidence
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 (1999) View citations (15)
- World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
See also Journal Article in American Economic Review (2001)
1998
- Human Behavior and the Efficiency of the Financial System
NBER Working Papers, National Bureau of Economic Research, Inc View citations (38)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) View citations (27)
See also Chapter (1999)
- Indexed Units of Account: Theory and Assessment of Historical Experience
Working Papers Central Bank of Chile, Central Bank of Chile View citations (12)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) View citations (12) NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (13)
See also Chapter (2002)
- Moral Hazard in Home Equity Conversion
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) View citations (10)
- 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 (21)
Also in JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research (1998) View citations (8) NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (14)
See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1999)
1997
- 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 (2)
1996
- A Scorecard for Indexed Government Data
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (22)
- A Scorecard for Indexed Government Debt
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (87)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) View citations (87)
See also Chapter (1996)
- Why Do People Dislike Inflation?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (66)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1996) View citations (80)
See also Chapter (1997)
1995
- Conversation, Information, and Herd Behavior
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (90)
See also Journal Article in American Economic Review (1995)
- Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management
Working Papers, Yale - Economic Growth Center View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations (2) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1995) View citations (2)
See also Journal Article in Review of Income and Wealth (1998)
- 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 (6)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1995) View citations (11)
1994
- 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)
- Home Equity Insurance
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 (1994) View citations (8)
See also Journal Article in The Journal of Real Estate Finance and Economics (1999)
1993
- Aggregate Income Risks and Hedging Mechanisms
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (14)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations (14)
See also Journal Article in The Quarterly Review of Economics and Finance (1995)
- 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 (41)
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)
1992
- 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 View citations (1)
1991
- Actual and Warranted Relations Between Asset Prices
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) View citations (1)
See also Journal Article in Oxford Economic Papers (1993)
- Arithmetic Repeat Sales Price Estimators
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (96)
- Index-Based Futures and Options Markets in Real Estate
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (27)
- Speculative Behavior in the Stock Markets: Evidence from the United States and Japan
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
- Yield Spreads and Interest Rate Movements: A Bird's Eye View
Scholarly Articles, Harvard University Department of Economics View citations (820)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) View citations (296)
See also Journal Article in Review of Economic Studies (1991)
1990
- Forecasting Prices and Excess Returns in the Housing Market
NBER Working Papers, National Bureau of Economic Research, Inc View citations (223)
See also Journal Article in Real Estate Economics (1990)
- Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared
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 (1990) View citations (29)
See also Journal Article in American Economic Review (1991)
- Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) View citations (5)
See also Journal Article in Journal of Monetary Economics (1992)
1989
- Comovements in Stock Prices and Comovements in Dividends
NBER Working Papers, National Bureau of Economic Research, Inc View citations (77)
See also Journal Article in Journal of Finance (1989)
1988
- Econometric Modeling as Information Aggregation
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) View citations (5)
- Initial Public Offerings: Investor Behavior and Underpricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- Interpreting Cointegrated Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (71)
Also in Scholarly Articles, Harvard University Department of Economics (1988) View citations (79)
See also Journal Article in Journal of Economic Dynamics and Control (1988)
- Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Journal of the Japanese and International Economies (1991)
- STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS
Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (818)
Also in Scholarly Articles, Harvard University Department of Economics (1988) View citations (912) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) View citations (894) NBER Working Papers, National Bureau of Economic Research, Inc (1988) View citations (834)
- The Behavior of Home Buyers in Boom and Post-Boom Markets
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (131)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1988) View citations (127)
See also Journal Article in New England Economic Review (1988)
- The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Economics Letters (1989)
- The Efficiency of the Market for Single-Family Homes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (166)
See also Journal Article in American Economic Review (1989)
- The Informational Content of Ex Ante Forecasts
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 (1988) View citations (3)
See also Journal Article in The Review of Economics and Statistics (1989)
1987
- Cointegration and Tests of Present Value Models
Scholarly Articles, Harvard University Department of Economics View citations (1181)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986) View citations (6) NBER Working Papers, National Bureau of Economic Research, Inc (1986) View citations (14)
See also Journal Article in Journal of Political Economy (1987)
- 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 (14)
- Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence
NBER Working Papers, National Bureau of Economic Research, Inc View citations (120)
- 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 (257)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) View citations (235)
See also Journal Article in New England Economic Review (1987)
- The Term Structure of Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
See also Chapter (1990)
- The Term Structure of Interest Rates. U.S. Government Term Structure Data
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
- Ultimate Sources of Aggregate Variability
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1987) View citations (7)
See also Journal Article in American Economic Review (1987)
1986
- Speculative Behavior of Institutional Investors
NBER Working Papers, National Bureau of Economic Research, Inc
- Survey Evidence on Diffusion of Interest Among Institutional Investors
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
- Survey Evidence on Diffusion of Investment Among Institutional Investors
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) View citations (55)
See also Journal Article in Review of Financial Studies (1988)
1985
- Conventional Valuation and the Term Structure of Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Estimating the Continuous Time Consumption Based Asset Pricing Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
See also Journal Article in Journal of Business & Economic Statistics (1987)
- Testing the Random Walk Hypothesis: Power versus Frequency of Observation
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (299)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1984) View citations (30)
See also Journal Article in Economics Letters (1985)
1984
- A Simple Account of the Behavior of Long-Term Interest Rates
Scholarly Articles, Harvard University Department of Economics View citations (50)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1983) View citations (5)
See also Journal Article in American Economic Review (1984)
- Stock Prices and Social Dynamics
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (453)
See also Journal Article in Brookings Papers on Economic Activity (1984)
1983
- 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 (303)
See also Journal Article in Brookings Papers on Economic Activity (1983)
1982
- Consumption, Asset Markets, and Macroeconomic Fluctuations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (58)
See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1982)
- Smoothness Priors and Nonlinear Regression
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1)
1981
- 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 (25)
See also Journal Article in Journal of Financial Economics (1982)
1980
- Alternative Tests of Rational Expectations Models: The Case of the Term Structure
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Journal of Econometrics (1981)
- 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 (298)
See also Journal Article in American Economic Review (1981)
- The Determinants of the Variability of Stock Market Prices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (165)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (13)
See also Journal Article in American Economic Review (1981)
- The Use of Volatility Measures in Assessing Market Efficiency
NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
See also Journal Article in Journal of Finance (1981)
1979
- Can the Fed Control Real Interest Rates?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
See also Chapter (1980)
1975
- Alternative Prior Representations of Smoothness for Distributed Lag Estimation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- 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
- 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
2018
- НАРРАТИВНАЯ ЭКОНОМИКА И НЕЙРОЭКОНОМИКА // NARRATIVE ECONOMICS AND NEUROECONOMICS
Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, 2018, 22, (1), 64-91
2017
- Economic risks associated with deep change in technology, and their mitigation
Journal of Policy Modeling, 2017, 39, (4), 616-624 View citations (1)
- Narrative Economics
American Economic Review, 2017, 107, (4), 967-1004 View citations (146)
See also Working Paper (2017)
2016
- Foreword
American Economic Review, 2016, 106, (5), xi-xii
- Manipulation and Deception as Part of a Phishing Equilibrium
Business Economics, 2016, 51, (4), 207-212 View citations (1)
- Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later
American Economic Review, 2016, 106, (5), 224-29 View citations (2)
See also Working Paper (2016)
2014
- Speculative Asset Prices
American Economic Review, 2014, 104, (6), 1486-1517 View citations (107)
See also Working Paper (2013)
- Why Is Housing Finance Still Stuck in Such a Primitive Stage?
American Economic Review, 2014, 104, (5), 73-76 View citations (18)
See also Working Paper (2014)
2013
- Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
Journal of Applied Corporate Finance, 2013, 25, (4), 37-40 View citations (6)
- Book Review
FINANCIAL REPORTING, 2013, 2013/1, (1), 187-195
- Finance Contributing to the Good Society
Business Economics, 2013, 48, (1), 77-80 View citations (13)
- IRVING FISHER, DEBT DEFLATION, AND CRISES
Journal of the History of Economic Thought, 2013, 35, (2), 179-183 
See also Working Paper (2011)
- Mitigating financial fragility with Continuous Workout Mortgages
Journal of Economic Behavior & Organization, 2013, 85, (C), 269-285 View citations (16)
- Reflections on Finance and the Good Society
American Economic Review, 2013, 103, (3), 402-05 View citations (16)
See also Working Paper (2013)
- Wealth Effects Revisited 1975-2012
Critical Finance Review, 2013, 2, (1), 101-128 View citations (76)
See also Working Paper (2013)
2012
- A Pricing Framework for Real Estate Derivatives
European Financial Management, 2012, 18, (5), 762-789 View citations (15)
- What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets
Brookings Papers on Economic Activity, 2012, 43, (2 (Fall)), 265-315 View citations (176)
See also Working Paper (2012)
2011
- Economists as Worldly Philosophers
American Economic Review, 2011, 101, (3), 171-75 View citations (14)
See also Working Paper (2011)
2010
- How Should the Financial Crisis Change How We Teach Economics?
The Journal of Economic Education, 2010, 41, (4), 403-409 View citations (23)
- Property Derivatives for Managing European Real†Estate Risk
European Financial Management, 2010, 16, (1), 8-26 View citations (5)
- The Squam Lake Report: Fixing the Financial System
Journal of Applied Corporate Finance, 2010, 22, (3), 8-21 View citations (116)
See also Book (2010)
- Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP
The Economists' Voice, 2010, 7, (3), 1-5 View citations (6)
2009
- Policies to Deal with the Implosion in the Mortgage Market
The B.E. Journal of Economic Analysis & Policy, 2009, 9, (3), 1-25 View citations (8)
- Understanding Inflation-Indexed Bond Markets
Brookings Papers on Economic Activity, 2009, 40, (1 (Spring)), 79-138 View citations (67)
See also Working Paper (2009)
- Unlearned Lessons from the Housing Bubble
The Economists' Voice, 2009, 6, (7), 1-2 View citations (14)
2008
- Historic Turning Points in Real Estate
Eastern Economic Journal, 2008, 34, (1), 1-13 View citations (20)
See also Working Paper (2007)
- 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 (5)
2007
- 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 (24)
See also Working Paper (2007)
- Understanding recent trends in house prices and homeownership
Proceedings - Economic Policy Symposium - Jackson Hole, 2007, 89-123 View citations (125)
See also Working Paper (2007)
2006
- 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 (10)
- Long-Term Perspectives on the Current Boom in Home Prices
The Economists' Voice, 2006, 3, (4), 1-11 View citations (50)
- Tools for Financial Innovation: Neoclassical versus Behavioral Finance
The Financial Review, 2006, 41, (1), 1-8 View citations (6)
2005
- Comments on John Geanakoplos's “The Ideal Inflation‐Indexed Bond and Irving Fisher's Impatience Theory of Interest with Overlapping Generations”
American Journal of Economics and Sociology, 2005, 64, (1), 307-310
- Comparing Wealth Effects: The Stock Market versus the Housing Market
The B.E. Journal of Macroeconomics, 2005, 5, (1), 1-34 View citations (678)
See also Working Paper (2012)
- Life-Cycle Portfolios as Government Policy
The Economists' Voice, 2005, 2, (1), 1-9 View citations (7)
- Samuelson's Dictum and the Stock Market
Economic Inquiry, 2005, 43, (2), 221-228 View citations (25)
2003
- From Efficient Markets Theory to Behavioral Finance
Journal of Economic Perspectives, 2003, 17, (1), 83-104 View citations (396)
See also Working Paper (2002)
- Is There a Bubble in the Housing Market?
Brookings Papers on Economic Activity, 2003, 34, (2), 299-362 View citations (599)
- Social Security and Individual Accounts as Elements of Overall Risk-Sharing
American Economic Review, 2003, 93, (2), 343-347 View citations (22)
2002
- Defining residual risk-sharing opportunities: Pooling world income components
Research in Economics, 2002, 56, (1), 61-84 
See also Working Paper (2001)
2001
- World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
American Economic Review, 2001, 91, (4), 1031-1054 View citations (28)
See also Working Paper (1999)
2000
- The Significance of the Market Portfolio
Review of Financial Studies, 2000, 13, (2), 301-29 View citations (19)
See also Working Paper (2001)
1999
- Evaluating Real Estate Valuation Systems
The Journal of Real Estate Finance and Economics, 1999, 18, (2), 147-61 View citations (9)
See also Working Paper (1999)
- Home Equity Insurance
The Journal of Real Estate Finance and Economics, 1999, 19, (1), 21-47 View citations (44)
See also Working Paper (1994)
- Macro markets and financial security
Economic Policy Review, 1999, 5, (Apr), 21-39 View citations (17)
- 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 (65)
See also Working Paper (1998)
- THE ET INTERVIEW: PROFESSOR JAMES TOBIN
Econometric Theory, 1999, 15, (6), 867-900 View citations (4)
1998
- LABOR INCOME INDICES DESIGNED FOR USE IN CONTRACTS PROMOTING INCOME RISK MANAGEMENT
Review of Income and Wealth, 1998, 44, (2), 163-182 View citations (9)
See also Working Paper (1995)
1997
- Public Resistance to Indexation: A Puzzle
Brookings Papers on Economic Activity, 1997, 28, (1), 159-228 View citations (38)
1996
- 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 (66)
1995
- Aggregate income risks and hedging mechanisms
The Quarterly Review of Economics and Finance, 1995, 35, (2), 119-152 View citations (21)
See also Working Paper (1993)
- Conversation, Information, and Herd Behavior
American Economic Review, 1995, 85, (2), 181-85 View citations (87)
See also Working Paper (1995)
- Hedging Inflation and Income Risks
The Manchester School of Economic & Social Studies, 1995, 63, 1-21
See also Working Paper (1994)
1994
- 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 (16)
1993
- Actual and Warranted Relations between Asset Prices
Oxford Economic Papers, 1993, 45, (3), 387-402 View citations (8)
See also Working Paper (1991)
- 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 (40)
See also Working Paper (1993)
- The theory of index-based futures and options markets
Estudios Económicos, 1993, 8, (2), 163-178 View citations (15)
- Une décennie de boom et d'effondrement des prix immobiliers: Boston et Los Angeles, 1983-1993
Revue d'Économie Financière, 1993, 3, (1), 389-408
1992
- Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior
Brookings Papers on Economic Activity, 1992, 23, (1), 127-194 View citations (38)
- 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 (141)
See also Working Paper (1990)
1991
- 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 (19)
See also Working Paper (1988)
- Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared
American Economic Review, 1991, 81, (3), 385-400 View citations (67)
See also Working Paper (1990)
- Yield Spreads and Interest Rate Movements: A Bird's Eye View
Review of Economic Studies, 1991, 58, (3), 495-514 View citations (690)
See also Working Paper (1991)
1990
- A Scott-Type Regression Test of the Dividend Ratio Model
The Review of Economics and Statistics, 1990, 72, (2), 356-61 View citations (3)
- Comparing Information in Forecasts from Econometric Models
American Economic Review, 1990, 80, (3), 375-89 View citations (241)
- Forecasting Prices and Excess Returns in the Housing Market
Real Estate Economics, 1990, 18, (3), 253-273 View citations (228)
See also Working Paper (1990)
- Market Volatility and Investor Behavior
American Economic Review, 1990, 80, (2), 58-62 View citations (88)
- Reply to Steindl and Ugarte
Journal of Post Keynesian Economics, 1990, 12, (4), 561-563
- Speculative Prices and Popular Models
Journal of Economic Perspectives, 1990, 4, (2), 55-65 View citations (128)
1989
- Business cycles, financial crises, and stock volatility: A comment
Carnegie-Rochester Conference Series on Public Policy, 1989, 31, (1), 127-132 View citations (1)
- Comovements in Stock Prices and Comovements in Dividends
Journal of Finance, 1989, 44, (3), 719-729 View citations (74)
See also Working Paper (1989)
- Survey evidence on diffusion of interest and information among investors
Journal of Economic Behavior & Organization, 1989, 12, (1), 47-66 View citations (156)
- The Efficiency of the Market for Single-Family Homes
American Economic Review, 1989, 79, (1), 125-37 View citations (762)
See also Working Paper (1988)
- The Informational Context of Ex Ante Forecasts
The Review of Economics and Statistics, 1989, 71, (2), 325-31 View citations (37)
See also Working Paper (1988)
- The dividend ratio model and small sample bias: A Monte Carlo study
Economics Letters, 1989, 29, (4), 325-331 View citations (14)
See also Working Paper (1988)
1988
- Causes of changing financial market volatility
Proceedings - Economic Policy Symposium - Jackson Hole, 1988, 1-32 View citations (3)
- Interpreting cointegrated models
Journal of Economic Dynamics and Control, 1988, 12, (2-3), 505-522 View citations (80)
See also Working Paper (1988)
- The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Review of Financial Studies, 1988, 1, (3), 195-228 View citations (1683)
See also Working Paper (1986)
- The Probability of Gross Violations of a Present Value Variance Inequality
Journal of Political Economy, 1988, 96, (5), 1089-92 View citations (9)
- The Volatility Debate
American Journal of Agricultural Economics, 1988, 70, (5), 1057-1063 View citations (2)
- The behavior of home buyers in boom and post-boom markets
New England Economic Review, 1988, (Nov), 29-46 View citations (141)
See also Working Paper (1988)
1987
- Cointegration and Tests of Present Value Models
Journal of Political Economy, 1987, 95, (5), 1062-88 View citations (1179)
See also Working Paper (1987)
- Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
Journal of Business & Economic Statistics, 1987, 5, (3), 315-27 View citations (61)
See also Working Paper (1985)
- Prices of single-family homes since 1970: new indexes for four cities
New England Economic Review, 1987, (Sep), 45-56 View citations (248)
See also Working Paper (1987)
- Ultimate Sources of Aggregate Variability
American Economic Review, 1987, 77, (2), 87-92 View citations (6)
See also Working Paper (1987)
1986
- 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
- The Marsh-Merton Model of Managers' Smoothing of Dividends
American Economic Review, 1986, 76, (3), 499-503 View citations (8)
1985
- An Unbiased Reexamination of Stock Market Volatility: Discussion
Journal of Finance, 1985, 40, (3), 688-89 View citations (1)
- Testing the random walk hypothesis: Power versus frequency of observation
Economics Letters, 1985, 18, (4), 381-386 View citations (304)
See also Working Paper (1985)
1984
- A Simple Account of the Behavior of Long-Term Interest Rates
American Economic Review, 1984, 74, (2), 44-48 View citations (46)
See also Working Paper (1984)
- Stock Prices and Social Dynamics
Brookings Papers on Economic Activity, 1984, 15, (2), 457-510 View citations (459)
See also Working Paper (1984)
1983
- Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply
American Economic Review, 1983, 73, (1), 236-37 View citations (7)
- Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
Brookings Papers on Economic Activity, 1983, 14, (1), 173-224 View citations (330)
See also Working Paper (1983)
1982
- 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 (71)
See also Working Paper (1981)
- Consumption, asset markets and macroeconomic fluctuations
Carnegie-Rochester Conference Series on Public Policy, 1982, 17, (1), 203-238 View citations (58)
See also Working Paper (1982)
1981
- Alternative tests of rational expectations models: The case of the term structure
Journal of Econometrics, 1981, 16, (1), 71-87 View citations (22)
See also Working Paper (1980)
- Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
American Economic Review, 1981, 71, (3), 421-36 View citations (1628)
See also Working Paper (1980)
- The Determinants of the Variability of Stock Market Prices
American Economic Review, 1981, 71, (2), 222-27 View citations (280)
See also Working Paper (1980)
- The Use of Volatility Measures in Assessing Market Efficiency
Journal of Finance, 1981, 36, (2), 291-304 View citations (116)
See also Working Paper (1980)
1979
- 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 (7)
- 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 (387)
1978
- Rational expectations and the dynamic structure of macroeconomic models: A critical review
Journal of Monetary Economics, 1978, 4, (1), 1-44 View citations (82)
See also Working Paper (1975)
1977
- The Gibson Paradox and Historical Movements in Real Interest Rates
Journal of Political Economy, 1977, 85, (5), 891-907 View citations (36)
1973
- A Distributed Lag Estimator Derived from Smoothness Priors
Econometrica, 1973, 41, (4), 775-88 View citations (61)
- Rational Expectations and the Term Structure of Interest Rates: Comment
Journal of Money, Credit and Banking, 1973, 5, (3), 856-60 View citations (20)
Books
2015
- Irrational Exuberance
Economics Books, Princeton University Press View citations (180)
- Phishing for Phools: The Economics of Manipulation and Deception
Economics Books, Princeton University Press View citations (148)
2012
- Finance and the Good Society
Economics Books, Princeton University Press View citations (90)
- The Subprime Solution: How Today’s Global Financial Crisis Happened, and What to Do about It: With a new preface by the author
Economics Books, Princeton University Press View citations (12)
2011
- Reforming U.S. Financial Markets, vol 1
MIT Press Books, The MIT Press View citations (12)
2010
- Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism
Economics Books, Princeton University Press View citations (180)
- The Squam Lake Report: Fixing the Financial System
Economics Books, Princeton University Press View citations (105)
See also Journal Article in Journal of Applied Corporate Finance (2010)
1998
- Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks
OUP Catalogue, Oxford University Press View citations (40)
1992
- Market Volatility, vol 1
MIT Press Books, The MIT Press View citations (41)
Chapters
2015
- The Stock Market in Historical Perspective
A chapter in Irrational Exuberance, 2015 View citations (1)
2012
- Introduction
A chapter in The Subprime Solution: How Today’s Global Financial Crisis Happened, and What to Do about It: With a new preface by the author, 2012
- Introduction: Finance, Stewardship, and Our Goals
A chapter in Finance and the Good Society, 2012
2010
- Introduction
A chapter in The Squam Lake Report: Fixing the Financial System, 2010
- Introduction
A chapter in Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism, 2010
2006
- Designing Indexed Units of Account
Chapter 11 in Long-run Growth and Short-run Stabilization, 2006 
See also Working Paper (1999)
2005
- 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
- Home-buyers, Housing and the Macroeconomy
A chapter in Asset Prices and Monetary Policy, 2003 View citations (29)
See also Working Paper (2003)
2002
- 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 (17)
See also Working Paper (1998)
1999
- 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 (92)
See also Working Paper (1998)
1997
- Why Do People Dislike Inflation?
A chapter in Reducing Inflation: Motivation and Strategy, 1997, pp 13-70 View citations (109)
See also Working Paper (1996)
1996
- A Scorecard for Indexed Government Debt
A chapter in NBER Macroeconomics Annual 1996, Volume 11, 1996, pp 155-208 View citations (84)
See also Working Paper (1996)
1990
- The term structure of interest rates
Chapter 13 in Handbook of Monetary Economics, 1990, vol. 1, pp 627-722 View citations (140)
See also Working Paper (1987)
1988
- 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 (20)
1980
- Can the Fed Control Real Interest Rates?
A chapter in Rational Expectations and Economic Policy, 1980, pp 117-167 View citations (20)
See also Working Paper (1979)
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