| May 2009 | Understanding Inflation-Indexed Bond Markets
with John Y. Campbell, Luis M. Viceira: w15014
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| April 2008 | Derivatives Markets for Home Prices
w13962
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| October 2007 | Understanding Recent Trends in House Prices and Home Ownership
w13553
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| Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models
w13558
|
| May 2005 | The Life-Cycle Personal Accounts Proposal for Social Security: A Review
w11300
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| December 2003 | The Invention of Inflation-Indexed Bonds in Early America
w10183
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| November 2002 | One Simple Test of Samuelson's Dictum for the Stock Market
with Jeeman Jung: w9348
|
| November 2001 | Comparing Wealth Effects: The Stock Market Versus the Housing Market
with Karl E. Case, John M. Quigley: w8606
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| April 2001 | Valuation Ratios and the Long-Run Stock Market Outlook: An Update
with John Y. Campbell: w8221
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| June 1999 | Designing Indexed Units of Account
w7160
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| March 1999 | Measuring Bubble Expectations and Investor Confidence
w7008
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| July 1998 | Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing
w6641
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| May 1998 | Moral Hazard in Home Equity Conversion
with Allan N. Weiss: w6552
|
| January 1998 | Indexed Units of Account: Theory and Assessment of Historical Experience
w6356
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| Human Behavior and the Efficiency of the Financial System
w6375
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| February 1997 | The Significance of the Market Portfolio
with Stefano Athanasoulis: t0209
|
| January 1997 | Why Do People Dislike Inflation?
in Reducing Inflation: Motivation and Strategy, Christina D. Romer and David H. Romer, Editors
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| May 1996 | A Scorecard for Indexed Government Debt
with John Y. Campbell: w5587
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| April 1996 | Why Do People Dislike Inflation?
w5539
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| January 1996 | A Scorecard for Indexed Government Debt
with John Y. Campbell
in NBER Macroeconomics Annual 1996, Volume 11, Ben S. Bernanke and Julio J. Rotemberg, Editors
|
| September 1995 | Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management
with Ryan Schneider: w5254
|
| April 1995 | Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate
with Karl E. Case, Allan N. Weiss: w5078
|
| World Income Components: Measuring and Exploiting International Risk Sharing Opportunities
with Stefano Athanasoulis: w5095
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| August 1994 | Home Equity Insurance
with Allan N. Weiss: w4830
|
| January 1994 | Actual and Warranted Relations Between Asset Prices
with Andrea E. Beltratti: w3640
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| December 1993 | Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures
t0131
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| July 1993 | Aggregate Income Risks and Hedging Mechanisms
w4396
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| April 1993 | Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?
with Andrea E. Beltratti: w3464
|
| August 1992 | Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior
with Maxim Boycko, Vladimir Korobov: r1741
|
| September 1991 | Yield Spreads and Interest Rate Movements: A Bird's Eye View
with John Y. Campbell: w3153
|
| August 1991 | Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared
with Maxim Boycko, Vladimir Korobov: w3453
|
| February 1991 | Speculative Behavior in the Stock Markets: Evidence from the United States and Japan
with Fumiko Kon-Ya, Yoshiro Tsutsui: w3613
|
| November 1990 | Econometric Modeling as Information Aggregation
with Ray C. Fair: w2233
|
| May 1990 | Forecasting Prices and Excess Returns in the Housing Market
with Karl E. Case: w3368
|
| November 1989 | The Informational Content of Ex Ante Forecasts
with Ray C. Fair: w2503
|
| August 1989 | The Behavior of Home Buyers in Boom and Post-Boom Markets
with Karl E. Case: w2748
|
| July 1989 | The Efficiency of the Market for Single-Family Homes
with Karl E. Case: w2506
|
| May 1989 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
with John Y. Campbell: w2100
|
| Interpreting Cointegrated Models
with John Y. Campbell: w2568
|
| April 1989 | Stock Prices, Earnings and Expected Dividends
with John Y. Campbell: w2511
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| March 1989 | Initial Public Offerings: Investor Behavior and Underpricing
w2806
|
| February 1989 | Comovements in Stock Prices and Comovements in Dividends
w2846
|
| August 1988 | Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan
with Fumiko Konya, Yoshiro Tsutsui: w2684
|
| July 1988 | The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
with John Y. Campbell: t0067
|
| June 1988 | Cointegration and Tests of Present Value Models
with John Y. Campbell: w1885
|
| 1988 | Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash
in NBER Macroeconomics Annual 1988, Volume 3, Stanley Fischer, editor
|
| November 1987 | Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence
w2446
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| September 1987 | Prices of Single Family Homes Since 1970: New Indexes for Four Cities
with Karl E. Case: w2393
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| August 1987 | The Term Structure of Interest Rates
with J. Huston McCulloch: w2341
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| 1987 | Ultimate Sources of Aggregate Variability
w2129
|
| June 1986 | Speculative Behavior of Institutional Investors
with John Pound: w1964
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| March 1986 | Survey Evidence on Diffusion of Investment Among Institutional Investors
with John Pound: w1851
|
| June 1985 | Estimating the Continuous Time Consumption Based Asset Pricing Model
with Sanford J. Grossman, Angelo Melino: w1643
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| April 1985 | Testing the Random Walk Hypothesis: Power versus Frequency of Observation
with Pierre Perron: t0045
|
| Conventional Valuation and the Term Structure of Interest Rates
w1610
|
| September 1983 | A Simple Account of the Behavior of Long-Term Interest Rates
with John Y. Campbell: w1203
|
| November 1982 | Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information
with Sanford J. Grossman: w0690
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| August 1982 | Smoothness Priors and Nonlinear Regression
t0025
|
| 1982 | Consumption, Asset Markets, and Macroeconomic Fluctuations
w0838
|
| August 1981 | Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
w0456
|
| The Use of Volatility Measures in Assessing Market Efficiency
w0565
|
| July 1981 | The Determinants of the Variability of Stock Market Prices
with Sanford J. Grossman: w0564
|
| October 1980 | Alternative Tests of Rational Expectations Models: The Case of the Term Structure
w0563
|
| May 1980 | Coupon and Tax Effects on New and Seasoned Bond Yields and the Measurement of the Cost of Debt Capital
with Franco Modigliani: r0058
|
| 1980 | Can the Fed Control Real Interest Rates?
in Rational Expectations and Economic Policy, Stanley Fischer, editor
|
| May 1979 | Can the Fed Control Real Interest Rates?
w0348
|
| June 1975 | Alternative Prior Representations of Smoothness for Distributed Lag Estimation
w0089
|
| Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review
w0093
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