NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Stijn Van Nieuwerburgh

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

July 2014Judging the Quality of Survey Data by Comparison with “Truth” as Measured by Administrative Records: Evidence From Sweden
with Ralph Koijen, Roine Vestman
in Improving the Measurement of Consumer Expenditures, Christopher Carroll, Thomas Crossley, and John Sabelhaus, editors
Housing, Finance and the Macroeconomy
with Morris A. Davis: w20287
April 2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
with Bernard Herskovic, Bryan T. Kelly, Hanno Lustig: w20076
February 2014Foreign Ownership of U.S. Safe Assets: Good or Bad?
with Jack Favilukis, Sydney C. Ludvigson: w19917
September 2013Firm Volatility in Granular Networks
with Bryan Kelly, Hanno Lustig: w19466
August 2012International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Sydney C. Ludvigson
in Housing and the Financial Crisis, Edward L. Glaeser and Todd Sinai, editors
January 2012International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Sydney C. Ludvigson: w17751
November 2011Time-Varying Fund Manager Skill
with Marcin Kacperczyk, Laura Veldkamp: w17615
August 2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
with Ralph Koijen, Motohiro Yogo: w17325
June 2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees
with Bryan T. Kelly, Hanno Lustig: w17149
December 2010Predictability of Returns and Cash Flows
with Ralph S.J. Koijen: w16648
May 2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
with Jack Favilukis, Sydney C. Ludvigson: w15988
January 2010The Cross-Section and Time-Series of Stock and Bond Returns
with Ralph S.J. Koijen, Hanno Lustig: w15688
October 2009Rational Attention Allocation Over the Business Cycle
with Marcin Kacperczyk, Laura Veldkamp: w15450
January 2009Technological Change and the Growing Inequality in Managerial Compensation
with Hanno Lustig, Chad Syverson: w14661
March 2008Information Acquisition and Under-Diversification
with Laura Veldkamp: w13904
The Wealth-Consumption Ratio
with Hanno Lustig, Adrien Verdelhan: w13896
September 2007Mortgage Timing
with Ralph S.J Koijen, Otto Van Hemert: w13361
Information Immobility and the Home Bias Puzzle
with Laura Veldkamp: w13366
May 2007The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives
with John Ameriks, Andrew Caplin, Steven Laufer: w13105
December 2006Can Housing Collateral Explain Long-Run Swings in Asset Returns?
with Hanno Lustig: w12766
September 2006Why Has House Price Dispersion Gone Up?
with Pierre-Olivier Weill: w12538
March 2006Reconciling the Return Predictability Evidence
with Martin Lettau: w12109
August 2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
with Hanno Lustig: w11564
December 2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia
with Hanno Lustig: w10955
May 2004How Much Does Household Collateral Constrain Regional Risk Sharing?
with Hanno Lustig: w10505
September 2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
with Hanno Lustig: w9959

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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