Robert J. Shiller

Yale University - Cowles Foundation

Box 208281

New Haven, CT 06520-8281

United States

http://www.econ.yale.edu/~shiller/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Yale University - International Center for Finance

Box 208200

New Haven, CT 06520

United States

SCHOLARLY PAPERS

102

DOWNLOADS
Rank 244

SSRN RANKINGS

Top 244

in Total Papers Downloads

57,963

SSRN CITATIONS
Rank 54

SSRN RANKINGS

Top 54

in Total Papers Citations

811

CROSSREF CITATIONS

5,608

Scholarly Papers (102)

1.

From Efficient Market Theory to Behavioral Finance

Cowles Foundation Discussion Paper No. 1385
Number of pages: 44 Posted: 08 Nov 2002
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 15,566 (197)
Citation 7

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Speculative Markets, Rational Expectations, Psychology, Anomalies, Excess Volatility, Feedback, Smart Money, Limits to Arbitrage, Short Sales

2.

Bubbles, Human Judgment, and Expert Opinion

Yale Cowles Foundation Discussion Paper No. 1303
Number of pages: 17 Posted: 16 Jul 2001
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 4,356 (1,997)
Citation 3

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Institutional Investors, Investment Professionals, Organizations, Committees, Stock Market, Speculative Markets, Behavioral Finance, Feedback, Groupthink, Representativeness, Heuristic, Conservatism, Subjective Probability, Prudent Person Standard, Erisa, News Media, Attention, Efficient Markets, Conformity Pressures, True Uncertainty

3.

Statement on Prediction Markets

AEI-Brookings Joint Center Related Publication No. 07-11
Number of pages: 8 Posted: 07 May 2007
Stanford University - Department of Economics, Yale University - School of Management, University of South Florida - College of Business, Council on Foreign Relations (CFR) - Council on Foreign Relations- Washington D.C., Dartmouth College, Illinois Institute of Technology, University of Oxford, Smith School, George Mason University, Princeton University, California Institute of Technology - Division of the Humanities and Social Sciences, University of Chicago Law School, Stanford University, University of Iowa - Henry B. Tippie College of Business - Department of Economics, University of Iowa - Henry B. Tippie College of Business - Department of Economics, Bocconi University - Department of Economics, California Institute of Technology - Division of the Humanities and Social Sciences, University of Maryland, Yale University - Cowles Foundation, Chapman University - Economic Science Institute, Independent, Harvard Law School, Columbia Business School - Finance, University of California, Berkeley - Organizational Behavior & Industrial Relations Group, University of California, Berkeley - School of Information and University of Michigan at Ann Arbor - Department of Economics
Downloads 3,783 (2,567)
Citation 19

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prediction markets, public policy, forecasting, regulation

4.

Behavioral Economics and Institutional Innovation

Yale ICF Working Paper No. 04-50; Cowles Foundation Discussion Paper No. 1499
Number of pages: 24 Posted: 22 Feb 2005
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 2,276 (6,051)
Citation 1

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Economics innovation, invention, psychological economics, institutional economics, social insurance, workers'compensation, American Economic Association, Germany, Verein fur Sozialpolitik

Understanding Recent Trends in House Prices and Home Ownership

Cowles Foundation Discussion Paper No. 1630, Yale Economics Department Working Paper No. 28, Yale ICF Working Paper No. 07-16
Number of pages: 47 Posted: 27 Sep 2007 Last Revised: 02 Nov 2007
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 1,792 (8,870)
Citation 6

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home ownership, housing prices, UK housing, US housing

Understanding Recent Trends in House Prices and Home Ownership

NBER Working Paper No. w13553
Number of pages: 46 Posted: 05 Nov 2007 Last Revised: 15 Jul 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 129 (228,313)
Citation 3

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Comparing Wealth Effects: The Stock Market Versus the Housing Market

Cowles Foundation Discussion Paper No. 1335
Number of pages: 26 Posted: 07 Nov 2001
Karl E. Case, John M. Quigley and Robert J. Shiller
Deceased, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Yale University - Cowles Foundation
Downloads 1,384 (13,411)
Citation 18

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Consumption, Nonfinancial Wealth, Housing Market, Real Estate

Comparing Wealth Effects: The Stock Market Versus the Housing Market

NBER Working Paper No. w8606
Number of pages: 30 Posted: 17 Nov 2001 Last Revised: 25 Oct 2010
Karl E. Case, Robert J. Shiller and John M. Quigley
Deceased, Yale University - Cowles Foundation and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)
Downloads 486 (58,769)
Citation 137

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7.

Reforming Money Market Funds

Tuck School of Business Working Paper No. 2011-86, Rock Center for Corporate Governance at Stanford University Working Paper No. 109, Columbia Business School Research Paper No. 12-13
Number of pages: 10 Posted: 19 Jan 2011 Last Revised: 20 Feb 2012
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS), Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 1,724 (9,627)
Citation 2

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One Simple Test of Samuelson's Dictum for the Stock Market

Cowles Foundation Discussion Paper No. 1386; Yale ICF Working Paper No. 02-39
Number of pages: 19 Posted: 04 Nov 2002
Jeeman Jung and Robert J. Shiller
Sangmyung University - Division of Economics & International Trade and Yale University - Cowles Foundation
Downloads 1,510 (11,686)

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Market Efficiency, Random Walk, Dividend Yield, Dividend Price Ratio, Present Value, Excess Volatility, Gordon Model

One Simple Test of Samuelson's Dictum for the Stock Market

NBER Working Paper No. w9348
Number of pages: 18 Posted: 21 Nov 2002 Last Revised: 30 Oct 2010
Jeeman Jung and Robert J. Shiller
Sangmyung University - Division of Economics & International Trade and Yale University - Cowles Foundation
Downloads 59 (375,925)

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9.

Historic Turning Points in Real Estate

Cowles Foundation Discussion Paper No. 1610
Number of pages: 29 Posted: 04 Jun 2007 Last Revised: 28 Oct 2007
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 1,556 (11,370)

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Home prices, Boom, Bubble, Regime change, Stock market, California, Florida

10.
Downloads 1,442 ( 12,813)
Citation 42

Narrative Economics

Cowles Foundation Discussion Paper No. 2069
Number of pages: 58 Posted: 11 Jan 2017 Last Revised: 13 Jan 2017
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 1,360 (13,797)
Citation 12

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Economic Fluctuations, Business Cycles, Story, Meme, Epidemic, SIR Model, Kermack and McKendrick, Multipliers, Bubbles, Depression of 1920, Profiteer, Great Depression, Stock Market Crash, 2008 Financial Crisis, Post-Truth

Narrative Economics

NBER Working Paper No. w23075
Number of pages: 57 Posted: 23 Jan 2017
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 82 (312,699)
Citation 11

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11.
Downloads 1,326 ( 14,654)
Citation 15

Understanding Inflation-Indexed Bond Markets

Yale ICF Working Paper No. 09-08
Number of pages: 48 Posted: 22 May 2009
John Y. Campbell, Robert J. Shiller and Luis M. Viceira
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit
Downloads 929 (24,474)
Citation 10

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Understanding Inflation-Indexed Bond Markets

Cowles Foundation Discussion Paper No. 1696
Number of pages: 48 Posted: 27 May 2009
John Y. Campbell, Robert J. Shiller and Luis M. Viceira
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit
Downloads 309 (100,215)
Citation 5

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Expectations hypothesis, Liquidity, Term premia, TIPS

Understanding Inflation-Indexed Bond Markets

NBER Working Paper No. w15014
Number of pages: 47 Posted: 01 Jun 2009 Last Revised: 12 Jul 2010
John Y. Campbell, Robert J. Shiller and Luis M. Viceira
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit
Downloads 88 (299,097)

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12.
Downloads 1,229 ( 16,453)
Citation 3

Crash Beliefs from Investor Surveys

Number of pages: 34 Posted: 21 Mar 2016
William N. Goetzmann, Dasol Kim and Robert J. Shiller
Yale School of Management - International Center for Finance, Office of Financial Research, US Department of the Treasury and Yale University - Cowles Foundation
Downloads 1,159 (17,651)
Citation 3

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Crash Beliefs, Availability Bias, Investor Surveys

Crash Beliefs from Investor Surveys

NBER Working Paper No. w22143
Number of pages: 58 Posted: 11 Apr 2016 Last Revised: 06 Jul 2018
William N. Goetzmann, Dasol Kim and Robert J. Shiller
Yale School of Management - International Center for Finance, Office of Financial Research, US Department of the Treasury and Yale University - Cowles Foundation
Downloads 70 (343,306)

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Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models

Cowles Foundation Discussion Paper No. 1632, Yale Economics Department Working Paper No. 29, Yale ICF Working Paper No. 07-17
Number of pages: 33 Posted: 22 Oct 2007
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 1,076 (19,731)
Citation 1

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Long-term interest rates, Stock prices, Housing prices, Real interest rates, Liquidity, Money illusion

Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models

NBER Working Paper No. w13558
Number of pages: 32 Posted: 05 Nov 2007 Last Revised: 20 Jul 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 53 (396,155)
Citation 1

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14.

Economists as Worldly Philosophers

Cowles Foundation Discussion Paper No. 1788
Number of pages: 13 Posted: 12 Mar 2011
Robert J. Shiller and Virginia M. Shiller
Yale University - Cowles Foundation and affiliation not provided to SSRN
Downloads 1,104 (19,337)
Citation 4

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15.

Radical Financial Innovation

Cowles Foundation Discussion Paper No. 1461
Number of pages: 29 Posted: 30 Apr 2004
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 1,104 (19,337)
Citation 2

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Risk management, institutions, incomplete markets, livelihood insurance, behavioral finance, livelihood risks, home equity insurance, country risks

Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013

Cowles Foundation Discussion Paper No. 1950
Number of pages: 76 Posted: 11 Jun 2014 Last Revised: 18 Jun 2014
Oliver Bunn and Robert J. Shiller
Yale University - Department of Economics and Yale University - Cowles Foundation
Downloads 942 (23,975)

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Cyclically adjusted price-earnings ratio, historic valuation of sectors of US economy, long-term predictability

Changing Times, Changing Values: A Historical Analysis of Sectors within the Us Stock Market 1872-2013

NBER Working Paper No. w20370
Number of pages: 77 Posted: 11 Aug 2014 Last Revised: 17 Aug 2014
Oliver Bunn and Robert J. Shiller
Yale University - Department of Economics and Yale University - Cowles Foundation
Downloads 63 (363,450)

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17.
Downloads 854 ( 28,084)
Citation 1

Derivatives Markets for Home Prices

Cowles Foundation Discussion Paper No. 1648, Yale Economics Department Working Paper No. 46
Number of pages: 28 Posted: 28 Mar 2008 Last Revised: 29 Apr 2008
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 810 (29,769)
Citation 1

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Home price index, Housing futures, Real estate futures, Real estate derivatives, Home equity insurance, Repeat sales indices, Hedging demand

Derivatives Markets for Home Prices

NBER Working Paper No. w13962
Number of pages: 27 Posted: 23 Apr 2008 Last Revised: 27 Aug 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 44 (429,922)

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18.

Speculative Asset Prices (Nobel Prize Lecture)

Cowles Foundation Discussion Paper No. 1936
Number of pages: 46 Posted: 07 Feb 2014
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 848 (28,365)
Citation 26

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19.

Valuation Ratios and the Long-Run Stock Market Outlook: An Update

NBER Working Paper No. w8221
Number of pages: 43 Posted: 08 Apr 2001 Last Revised: 11 Feb 2010
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 763 (32,832)
Citation 12

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20.

Aligning Incentives at Systemically Important Financial Institutions

Columbia Business School Research Paper No. 13-18, Fisher College of Business Working Paper
Number of pages: 7 Posted: 28 Mar 2013
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS) and Ohio State University (OSU) - Department of Finance
Downloads 688 (37,829)

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Bonus, compensation, contingent convertible bonds, capital, regulation, financial crisis

Property Derivatives for Managing European Real-Estate Risk

Yale ICF Working Paper No. 09-17
Number of pages: 37 Posted: 15 Aug 2009
Frank J. Fabozzi, Robert J. Shiller and Radu Tunaru
EDHEC Business School, Yale University - Cowles Foundation and University of Kent - Kent Business School
Downloads 643 (40,786)

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real-estate markets, property derivatives, balance guaranteed swaps

Property Derivatives for Managing European Real-Estate Risk

European Financial Management, Vol. 16, Issue 1, pp. 8-26, January 2010
Number of pages: 19 Posted: 28 Dec 2009
Frank J. Fabozzi, Robert J. Shiller and Radu Tunaru
EDHEC Business School, Yale University - Cowles Foundation and University of Kent - Kent Business School
Downloads 3 (678,714)
Citation 7
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22.

Household Reaction to Changes in Housing Wealth

Cowles Foundation Discussion Paper No. 1459
Number of pages: 17 Posted: 30 Apr 2004
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 617 (43,764)

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Wealth effect, home prices, stock prices, consumption, saving, life cycle theory, interest rates, inflation, bubble

23.

Reflections on Finance and the Good Society

Cowles Foundation Discussion Paper No. 1894
Number of pages: 11 Posted: 09 May 2013
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 614 (44,025)
Citation 1

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Business Ethics, Religion, Reciprocity, Aggression, Hoarding, Repugnance, Speculation, Professional Organizations, Dodd-Frank Act, Teaching, Business Education

24.

Irving Fisher: Debt Deflation and Crises

Cowles Foundation Discussion Paper No. 1817
Number of pages: 9 Posted: 15 Aug 2011
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 548 (51,011)
Citation 1

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Purchasing power of money, Indexation, Indexed bonds, Depression, Recession, Mortgages, Financial crisis

The Invention of Inflation-Indexed Bonds in Early America

Yale ICF Working Paper No. 04-09; Cowles Foundation Discussion Paper No. 1442
Number of pages: 20 Posted: 04 Dec 2003
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 491 (58,021)

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indexation, inflation history, inflation-indexed securities, inflation-protected securities, index-linked gilts, tabular standard, United States, Massachusetts

The Invention of Inflation-Indexed Bonds in Early America

NBER Working Paper No. w10183
Number of pages: 20 Posted: 04 Jan 2004 Last Revised: 12 Sep 2009
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 44 (429,922)

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26.

The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation

Yale ICF Working Paper No. 05-06; Cowles Foundation Discussion Paper No. 1504
Number of pages: 36 Posted: 12 Apr 2005
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 516 (55,078)

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Private accounts, Lifetime portfolio selection, portfolio choice, pensions, old age insurance, social insurance, stock market, returns, historical simulation, thrift savings plan

27.

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

NBER Working Paper No. w2100
Number of pages: 40 Posted: 07 Jul 2004 Last Revised: 29 Sep 2010
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 458 (63,918)
Citation 79

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28.

Human Behavior and the Efficiency of the Financial System

NBER Working Paper No. w6375
Number of pages: 59 Posted: 20 Jul 2000 Last Revised: 07 Apr 2008
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 432 (68,539)
Citation 1

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29.

Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?

NBER Working Paper No. w0456
Number of pages: 40 Posted: 12 Apr 2004 Last Revised: 09 Dec 2008
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 371 (82,039)
Citation 52

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30.

Defining Residual Risk-Sharing Opportunities: Pooling World Income Components

Yale ICF Working Paper No. 00-43
Number of pages: 30 Posted: 10 Jul 2001
Stefano Athanasoulis and Robert J. Shiller
University of Notre Dame - Department of Finance and Yale University - Cowles Foundation
Downloads 344 (89,501)

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Contract design, derivatives, hedging, diversification, macro markets, claims on linear income combinations (CLICs), Pooling World Income Components (pooling-WICs)

31.
Downloads 336 ( 91,896)
Citation 2

Wealth Effects Revisited 1978-2009

Cowles Foundation Discussion Paper No. 1784
Number of pages: 41 Posted: 28 Feb 2011
Karl E. Case, John M. Quigley and Robert J. Shiller
Deceased, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Yale University - Cowles Foundation
Downloads 200 (156,403)
Citation 2

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Consumption, Nonfinancial wealth, Housing market, Real estate

Wealth Effects Revisited: 1978-2009

Number of pages: 40 Posted: 24 Feb 2011
Karl E. Case, John M. Quigley and Robert J. Shiller
Deceased, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Yale University - Cowles Foundation
Downloads 90 (294,865)

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Wealth Effects Revisited 1978-2009

NBER Working Paper No. w16848
Number of pages: 41 Posted: 07 Mar 2011 Last Revised: 21 Mar 2011
Karl E. Case, John M. Quigley and Robert J. Shiller
Deceased, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Yale University - Cowles Foundation
Downloads 46 (421,886)

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32.

The Many Colours of CAPE

Yale ICF Working Paper No. 2018-22
Number of pages: 25 Posted: 10 Dec 2018
Farouk Jivraj and Robert J. Shiller
Barclays Investment Bank and Yale University - Cowles Foundation
Downloads 317 (98,029)

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valuation, earnings, CAPE

33.

Stock Prices, Earnings and Expected Dividends

NBER Working Paper No. w2511
Number of pages: 42 Posted: 14 Jan 2001
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 314 (99,049)
Citation 35

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34.

The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation

Cowles Foundation Discussion Paper No. 1717, Yale ICF Working Paper No. 16
Number of pages: 31 Posted: 09 Aug 2009
Mark J. Kamstra and Robert J. Shiller
York University - Schulich School of Business and Yale University - Cowles Foundation
Downloads 280 (112,084)
Citation 12

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GDP-linked bonds, Aggregate risk, Income risk, Inflation-indexed bonds, MacroShares, U.S. Treasury, Treasury Inflation Protection Securities (TIPS), Intergenerational risk sharing, International risk sharing, Hedging, Portfolio diversification, Market portfolio

35.

Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence

NBER Working Paper No. w2446
Number of pages: 43 Posted: 07 Mar 2001 Last Revised: 09 Sep 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 280 (112,084)
Citation 2

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36.

Macro Markets and Financial Security

Economic Policy Review, Vol. 5, No. 1, April 1999
Number of pages: 19 Posted: 02 Aug 2007
Stefano Athanasoulis, Robert J. Shiller and Eric van Wincoop
University of Notre Dame - Department of Finance, Yale University - Cowles Foundation and University of Virginia - Department of Economics
Downloads 217 (145,067)
Citation 1

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macro markets

37.

What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets — A 2014 Update

Cowles Foundation Discussion Paper No. 1876R
Number of pages: 47 Posted: 20 Mar 2015
Karl E. Case, Robert J. Shiller and Anne Thompson
Deceased, Yale University - Cowles Foundation and McGraw-Hill Construction
Downloads 214 (146,922)
Citation 12

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38.

The Determinants of the Variability of Stock Market Prices

NBER Working Paper No. w0564
Number of pages: 9 Posted: 06 Jul 2004 Last Revised: 23 May 2012
Sanford J. Grossman and Robert J. Shiller
University of Pennsylvania - Finance Department and Yale University - Cowles Foundation
Downloads 204 (153,718)
Citation 67

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39.
Downloads 198 (158,113)
Citation 8

Wealth Effects Revisited 1975-2012

Cowles Foundation Discussion Paper No. 1884
Number of pages: 36 Posted: 21 Dec 2012
Karl E. Case, John M. Quigley and Robert J. Shiller
Deceased, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Yale University - Cowles Foundation
Downloads 132 (224,255)
Citation 9

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Wealth Effects Revisited: 1975-2012

NBER Working Paper No. w18667
Number of pages: 34 Posted: 12 Jan 2013
Karl E. Case, John M. Quigley and Robert J. Shiller
Deceased, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Yale University - Cowles Foundation
Downloads 66 (354,552)

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40.

The Term Structure of Interest Rates

NBER Working Paper No. w2341
Number of pages: 120 Posted: 16 Jul 2004 Last Revised: 03 Oct 2010
Robert J. Shiller and J. Huston Mcculloch
Yale University - Cowles Foundation and Ohio State University
Downloads 194 (161,106)
Citation 2

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41.

Why is Housing Finance Still Stuck in Such a Primitive Stage?

Cowles Foundation Discussion Paper No. 1934
Number of pages: 9 Posted: 08 Jan 2014
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 184 (169,006)
Citation 2

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Mortgages, securitization, Financial crises, Self-amortizing mortgages, Installment mortgages, Level-payment mortgages, Price-level-adjusted mortgages (PLAMs), Shared appreciation mortgages (SAMs), Housing partnerships, continuous workout mortgages (CWMs), Automatic workout mortgages (AWMs)

42.

Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate

NBER Working Paper No. w5078
Number of pages: 36 Posted: 21 Jul 2000 Last Revised: 05 Apr 2008
Karl E. Case, Robert J. Shiller and Allan N. Weiss
Deceased, Yale University - Cowles Foundation and Case Shiller Weiss Inc.
Downloads 176 (175,903)
Citation 13

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43.

Measuring Bubble Expectations and Investor Confidence

NBER Working Paper No. w7008
Number of pages: 31 Posted: 07 Apr 1999 Last Revised: 12 Oct 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 175 (176,791)
Citation 4

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44.

Yield Spreads and Interest Rate Movements: A Bird's Eye View

NBER Working Paper No. w3153
Number of pages: 42 Posted: 27 Apr 2000 Last Revised: 15 Aug 2010
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 165 (185,974)
Citation 32

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45.

The Behavior of Home Buyers in Boom and Post-Boom Markets

NBER Working Paper No. w2748
Number of pages: 42 Posted: 05 Jul 2004 Last Revised: 05 Jan 2018
Karl E. Case and Robert J. Shiller
Deceased and Yale University - Cowles Foundation
Downloads 162 (188,839)
Citation 1

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46.
Downloads 151 (200,408)

Continuous Workout Mortgages

Number of pages: 41 Posted: 27 Apr 2011
Yale University - Cowles Foundation, University of Surrey, Durham Business School and Lancaster University - Department of Accounting and Finance
Downloads 84 (307,974)

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Continuous Workout Mortgage (CWM), Repayment, Interest-only, House price index, Prepayment intensity, Cap and floor on continuous flow

Continuous Workout Mortgages

Cowles Foundation Discussion Paper No. 1794
Number of pages: 42 Posted: 23 Apr 2011
Yale University - Cowles Foundation, University of Surrey, Durham Business School and Lancaster University - Department of Accounting and Finance
Downloads 46 (421,886)

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Continuous Workout Mortgage (CWM), Repayment, Interest-only, House price index, Prepayment intensity, Cap and floor on continuous flow

Continuous Workout Mortgages

NBER Working Paper No. w17007
Number of pages: 41 Posted: 09 May 2011
Yale University - Cowles Foundation, University of Surrey, Durham Business School and Lancaster University - Department of Accounting and Finance
Downloads 21 (549,687)

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47.

Prices of Single Family Homes Since 1970: New Indexes for Four Cities

NBER Working Paper No. w2393
Number of pages: 53 Posted: 06 Apr 2007 Last Revised: 18 Jul 2010
Karl E. Case and Robert J. Shiller
Deceased and Yale University - Cowles Foundation
Downloads 150 (201,545)

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What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets

Cowles Foundation Discussion Paper No. 1876
Number of pages: 41 Posted: 20 Sep 2012
Karl E. Case, Robert J. Shiller and Anne Thompson
Deceased, Yale University - Cowles Foundation and McGraw-Hill Construction
Downloads 90 (294,865)
Citation 2

Abstract:

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What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets

NBER Working Paper No. w18400
Number of pages: 47 Posted: 22 Sep 2012
Karl E. Case, Robert J. Shiller and Anne Thompson
Deceased, Yale University - Cowles Foundation and McGraw-Hill Construction
Downloads 33 (478,906)
Citation 5

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What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets

Yale International Center for Finance Working Paper No. 12-28
Number of pages: 41 Posted: 18 Sep 2012
Karl E. Case, Robert J. Shiller and Anne Thompson
Deceased, Yale University - Cowles Foundation and McGraw-Hill Construction
Downloads 23 (536,629)

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49.

The Use of Volatility Measures in Assessing Market Efficiency

NBER Working Paper No. w0565
Number of pages: 18 Posted: 16 Jul 2004 Last Revised: 20 Jul 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 146 (206,138)
Citation 31

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50.
Downloads 145 (207,272)

Home Equity Insurance

NBER Working Paper No. w4830
Number of pages: 42 Posted: 06 Sep 2000 Last Revised: 17 Sep 2010
Robert J. Shiller and Allan N. Weiss
Yale University - Cowles Foundation and Case Shiller Weiss Inc.
Downloads 145 (207,735)
Citation 4

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Home Equity Insurance

Journal of Real Estate Finance and Economics
Posted: 06 Dec 1998
Robert J. Shiller and Allan N. Weiss
Yale University - Cowles Foundation and Case Shiller Weiss Inc.

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51.

Forecasting Prices and Excess Returns in the Housing Market

NBER Working Paper No. w3368
Number of pages: 31 Posted: 15 Jan 2007 Last Revised: 16 Sep 2010
Karl E. Case and Robert J. Shiller
Deceased and Yale University - Cowles Foundation
Downloads 142 (210,812)
Citation 13

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52.

Initial Public Offerings: Investor Behavior and Underpricing

NBER Working Paper No. w2806
Number of pages: 25 Posted: 22 Oct 2000 Last Revised: 07 Sep 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 129 (227,524)

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53.

Testing the Random Walk Hypothesis: Power Versus Frequency of Observation

NBER Working Paper No. t0045
Number of pages: 14 Posted: 04 Jul 2004 Last Revised: 18 Aug 2010
Robert J. Shiller and Pierre Perron
Yale University - Cowles Foundation and Boston University - Department of Economics
Downloads 110 (255,885)
Citation 4

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Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?

NBER Working Paper No. w3464
Number of pages: 34 Posted: 13 Nov 2007 Last Revised: 16 Jan 2009
Robert J. Shiller and Andrea Beltratti
Yale University - Cowles Foundation and Bocconi University - Department of Finance
Downloads 68 (348,865)

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Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?

NBER Working Paper No. w3464
Number of pages: 34 Posted: 27 Jun 2007 Last Revised: 17 Mar 2008
Robert J. Shiller and Andrea Beltratti
Yale University - Cowles Foundation and Bocconi University
Downloads 36 (464,647)
Citation 1

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55.

Cointegration and Tests of Present Value Models

NBER Working Paper No. w1885
Number of pages: 39 Posted: 06 Apr 2004 Last Revised: 28 Aug 2010
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 102 (269,591)
Citation 21

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56.

Interpreting Cointegrated Models

NBER Working Paper No. w2568
Number of pages: 33 Posted: 04 Feb 2001 Last Revised: 12 Jul 2010
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 101 (271,380)

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57.

The Efficiency of the Market for Single-Family Homes

NBER Working Paper No. w2506
Number of pages: 23 Posted: 01 Aug 2007
Karl E. Case and Robert J. Shiller
Deceased and Yale University - Cowles Foundation
Downloads 99 (275,124)
Citation 18

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58.

Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review

NBER Working Paper No. w0093
Number of pages: 41 Posted: 28 Jun 2004
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 87 (298,710)
Citation 3

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59.

Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later

Cowles Foundation Discussion Paper No. 2030
Number of pages: 33 Posted: 18 Feb 2016 Last Revised: 01 Mar 2016
Maxim Boycko and Robert J. Shiller
Russian Privatization Center and Yale University - Cowles Foundation
Downloads 86 (300,922)

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free markets, democratic values, fair prices, income inequality, incentives, hostility towards business, Moscow, New York, transition economy

60.

Investor Behavior in the October 1987 Stock Market Crash: the Case of Japan

NBER Working Paper No. w2684
Number of pages: 23 Posted: 08 Jun 2004 Last Revised: 05 Sep 2008
Robert J. Shiller, Fumiko Kon-Ya and Yoshiro Tsutsui
Yale University - Cowles Foundation, National Bureau of Economic Research (NBER) and Osaka University - Graduate School of Economics
Downloads 78 (319,152)
Citation 3

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61.

Narratives About Technology-Induced Job Degradation Then and Now

Cowles Foundation Discussion Paper No. 2168, 2019, Yale ICF Working Paper No. 2019-06
Number of pages: 24 Posted: 27 Feb 2019
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 72 (334,071)
Citation 1

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Labor-saving machines, Artificial intelligence, History of thought, Division of labor, Unemployment, Automation, Robotics

62.

Speculative Behavior of Institutional Investors

NBER Working Paper No. w1964
Number of pages: 27 Posted: 04 Jul 2004
John Pound and Robert J. Shiller
Independent and Yale University - Cowles Foundation
Downloads 72 (334,071)

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63.

Consumption Correlatedness and Risk Measurement in Economies with Non Trade Assets and Heterogeneous Information

NBER Working Paper No. w0690
Number of pages: 18 Posted: 18 Aug 2004 Last Revised: 23 May 2012
Sanford J. Grossman and Robert J. Shiller
University of Pennsylvania - Finance Department and Yale University - Cowles Foundation
Downloads 69 (341,994)
Citation 3

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64.

Speculative Behavior in the Stock Markets: Evidence from the United States and Japan

NBER Working Paper No. w3613
Number of pages: 22 Posted: 04 Jul 2004 Last Revised: 31 Mar 2010
Robert J. Shiller, Fumiko Kon-Ya and Shunichi Tsutsui
Yale University - Cowles Foundation, National Bureau of Economic Research (NBER) and Arthur Andersen, LLP
Downloads 69 (341,994)

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65.

The Life-Cycle Personal Accounts Proposal for Social Security: A Review

NBER Working Paper No. w11300
Number of pages: 34 Posted: 07 Jun 2005 Last Revised: 10 May 2006
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 66 (350,159)

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66.

The Dividend Ratio Model and Small Sample Bias: a Monte Carlo Study

NBER Working Paper No. t0067
Number of pages: 15 Posted: 27 Jun 2007 Last Revised: 09 Sep 2010
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 63 (358,728)
Citation 4

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67.

Consumption, Asset Markets, and Macroeconomic Fluctuations

NBER Working Paper No. w0838
Number of pages: 52 Posted: 24 Jan 2007 Last Revised: 21 Sep 2008
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 63 (358,728)
Citation 1

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68.

Survey Evidence on Diffusion of Investment Among Institutional Investors

NBER Working Paper No. w1851
Number of pages: 28 Posted: 04 Jul 2004 Last Revised: 25 Jul 2010
Robert J. Shiller and John Pound
Yale University - Cowles Foundation and Independent
Downloads 62 (361,696)

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69.

Comovements in Stock Prices and Comovements in Dividends

NBER Working Paper No. w2846
Number of pages: 22 Posted: 06 Apr 2004 Last Revised: 20 Aug 2008
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 61 (364,683)

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70.

Moral Hazard in Home Equity Conversion

NBER Working Paper No. w6552
Number of pages: 42 Posted: 21 Jul 2000 Last Revised: 10 Apr 2008
Robert J. Shiller and Allan N. Weiss
Yale University - Cowles Foundation and Case Shiller Weiss Inc.
Downloads 60 (367,635)

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71.

Estimating the Continuous Time Consumption Based Asset Pricing Model

NBER Working Paper No. w1643
Number of pages: 43 Posted: 30 Jun 2010 Last Revised: 23 May 2012
Sanford J. Grossman, Angelo Melino and Robert J. Shiller
University of Pennsylvania - Finance Department, University of Toronto and Yale University - Cowles Foundation
Downloads 54 (386,677)
Citation 1

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72.
Downloads 53 (389,871)
Citation 6

The Significance of the Market Portfolio

NBER Working Paper No. t0209
Number of pages: 29 Posted: 10 Jun 2000 Last Revised: 30 Jul 2010
Stefano Athanasoulis and Robert J. Shiller
University of Notre Dame - Department of Finance and Yale University - Cowles Foundation
Downloads 53 (396,155)
Citation 5

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The Significance of the Market Portfolio

Review of Financial Studies, Vol. 13, Issue 2
Posted: 21 Mar 2001
Robert J. Shiller and Stefano Athanasoulis
Yale University - Cowles Foundation and University of Notre Dame - Department of Finance

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73.
Downloads 53 (389,871)

Why Do People Dislike Inflation?

NBER Working Paper No. w5539
Number of pages: 77 Posted: 15 Jul 1996 Last Revised: 01 Oct 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 53 (396,155)

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Why Do People Dislike Inflation?

REDUCING INFLATION: MOTIVATION AND STRATEGY, Christina D. Romer and David H. Romer, eds., Chicago: University of Chicago Press for NBER
Posted: 30 Sep 1996
Robert J. Shiller
Yale University - Cowles Foundation

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74.

A Simple Account of the Behavior of Long-Term Interest Rates

NBER Working Paper No. w1203
Number of pages: 31 Posted: 09 Mar 2004
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 52 (393,188)
Citation 1

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75.

Continuous Workout Mortgages: Efficient Pricing and Systemic Implications

Cowles Foundation Discussion Paper No. 2116
Number of pages: 65 Posted: 20 Dec 2017 Last Revised: 16 Mar 2018
Yale University - Cowles Foundation, University of Surrey, Durham Business School and Lancaster University - Department of Accounting and Finance
Downloads 51 (396,615)
Citation 1

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Negative Equity, House Price Index Indexation, Repayment Mortgage, Insurance, Embedded Option to Default, Prepayment Intensity

76.

Alternative Tests of Rational Expectations Models: The Case of the Term Structure

NBER Working Paper No. w0563
Number of pages: 27 Posted: 27 Mar 2001 Last Revised: 18 Jul 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 51 (396,615)

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A Scorecard for Indexed Government Debt

NBER Working Paper No. w5587
Number of pages: 65 Posted: 03 Aug 1998 Last Revised: 09 May 2000
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 49 (410,530)

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A Scorecard for Indexed Government Debt

NBER MACROECONOMICS ANNUAL, Vol 12
Posted: 01 Oct 1996
John Y. Campbell and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation

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78.

The Informational Content of Ex Ante Forecasts

NBER Working Paper No. w2503
Number of pages: 19 Posted: 16 Jul 2004
Ray C. Fair and Robert J. Shiller
Yale University - Cowles Foundation and Yale University - Cowles Foundation
Downloads 40 (437,356)
Citation 1

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79.

Conventional Valuation and the Term Structure of Interest Rates

NBER Working Paper No. w1610
Number of pages: 45 Posted: 07 Apr 2004
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 39 (441,524)
Citation 2

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80.

Indexed Units of Account: Theory and Assessment of Historical Experience

NBER Working Paper No. w6356
Number of pages: 43 Posted: 21 May 1998 Last Revised: 08 May 2000
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 39 (441,524)

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81.

Econometric Modeling as Information Aggregation

NBER Working Paper No. w2233
Number of pages: 40 Posted: 04 Jan 2007 Last Revised: 10 Aug 2010
Ray C. Fair and Robert J. Shiller
Yale University - Cowles Foundation and Yale University - Cowles Foundation
Downloads 38 (445,698)

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82.

Can the Fed Control Real Interest Rates?

NBER Working Paper No. w0348
Number of pages: 67 Posted: 15 Feb 2001 Last Revised: 09 Jan 2002
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 36 (454,154)

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83.

Smoothness Priors and Nonlinear Regression

NBER Working Paper No. t0025
Number of pages: 31 Posted: 24 Jul 2007 Last Revised: 29 Jul 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 35 (458,436)
Citation 1

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84.

Actual and Warranted Relations between Asset Prices

NBER Working Paper No. w3640
Number of pages: 27 Posted: 28 Dec 2006 Last Revised: 16 Jan 2009
Andrea Beltratti and Robert J. Shiller
Bocconi University - Department of Finance and Yale University - Cowles Foundation
Downloads 35 (458,436)

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85.

Social Security and Institutions for Intergenerational, Intragenerational, and International Risk Sharing

NBER Working Paper No. w6641
Number of pages: 58 Posted: 24 Sep 1998 Last Revised: 10 Oct 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 30 (481,760)
Citation 5

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86.

Ultimate Sources of Aggregate Variability

NBER Working Paper No. w2129
Number of pages: 24 Posted: 15 Mar 2007
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 28 (491,921)
Citation 1

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87.

World Income Components: Measuring and Exploiting International Risk Sharing Opportunities

NBER Working Paper No. w5095
Number of pages: 64 Posted: 10 Jun 2000 Last Revised: 29 May 2008
Robert J. Shiller and Stefano Athanasoulis
Yale University - Cowles Foundation and University of Notre Dame - Department of Finance
Downloads 28 (491,921)

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88.

Tools for Financial Innovation: Neoclassical Versus Behavioral Finance

Financial Review, Vol. 41, No. 1, pp. 1-8, February 2006
Number of pages: 8 Posted: 20 Nov 2006
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 27 (497,209)
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89.

Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management

NBER Working Paper No. w5254
Number of pages: 46 Posted: 20 Sep 2000
Robert J. Shiller and Ryan Schneider
Yale University - Cowles Foundation and McKinsey Consulting Group
Downloads 26 (502,802)
Citation 4

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Aggregate Income Risks and Hedging Mechanisms

NBER Working Paper No. w4396
Number of pages: 58 Posted: 28 Dec 2006 Last Revised: 20 Jul 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 25 (523,891)
Citation 7

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Aggregate Income Risks and Hedging Mechanisms

QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol 35 No 2, Summer 1995
Posted: 25 Aug 1998
Robert J. Shiller
Yale University - Cowles Foundation

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91.

Alternative Prior Representations of Smoothness for Distributed Lag Estimation

NBER Working Paper No. w0089
Number of pages: 33 Posted: 08 Feb 2001 Last Revised: 02 Jan 2002
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 24 (514,089)

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92.

Designing Indexed Units of Account

NBER Working Paper No. w7160
Number of pages: 26 Posted: 16 Aug 1999 Last Revised: 12 Oct 2010
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 23 (519,865)

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93.

Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures

NBER Working Paper No. t0131
Number of pages: 44 Posted: 27 Jun 2007
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 22 (525,841)

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94.

Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared

NBER Working Paper No. w3453
Number of pages: 60 Posted: 10 Jul 2007
Robert J. Shiller, Maxim Boycko and Vladimir Korobov
Yale University - Cowles Foundation, Russian Privatization Center and affiliation not provided to SSRN
Downloads 21 (531,728)
Citation 1

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95.

Narratives About Technology-Induced Job Degradations then and Now

NBER Working Paper No. w25536
Number of pages: 23 Posted: 12 Feb 2019
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 11 (593,993)
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96.

Samuelson's Dictum and the Stock Market

Economic Inquiry, Vol. 43, Issue 2, pp. 221-228, 2005
Number of pages: 8 Posted: 05 Jun 2006
Jeeman Jung and Robert J. Shiller
Sangmyung University - Division of Economics & International Trade and Yale University - Cowles Foundation
Downloads 11 (593,993)
Citation 1
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97.

Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later

NBER Working Paper No. w22027
Number of pages: 32 Posted: 01 Mar 2016
Maxim Boycko and Robert J. Shiller
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 9 (607,053)

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98.

The Squam Lake Report: Fixing the Financial System

Journal of Applied Corporate Finance, Vol. 22, Issue 3, pp. 8-21, Summer 2010
Number of pages: 16 Posted: 04 Oct 2010
Dartmouth College - Tuck School of Business, Institute for International Economics, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, University of Chicago - Booth School of Business, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Bank for International Settlements (BIS), Dartmouth College - Tuck School of Business, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 7 (620,416)
Citation 1
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99.

A Pricing Framework for Real Estate Derivatives

European Financial Management, Vol. 18, Issue 5, pp. 762-789, 2012
Number of pages: 28 Posted: 20 Oct 2012
Frank J. Fabozzi, Robert J. Shiller and Radu Tunaru
EDHEC Business School, Yale University - Cowles Foundation and University of Kent - Kent Business School
Downloads 3 (648,807)
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derivatives pricing, real estate indices, incomplete markets, market price of risk, serial correlation

100.

Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group

Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 37-40, 2013
Number of pages: 6 Posted: 23 Dec 2013
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS) and Ohio State University (OSU) - Department of Finance
Downloads 0 (687,283)
Citation 2
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101.

Evaluating Real Estate Valuation Systems

Journal of Real Estate Finance And Economics, Vol. 18, No. 2
Posted: 05 Jun 1998
Robert J. Shiller and Allan N. Weiss
Yale University - Cowles Foundation and Case Shiller Weiss Inc.

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102.

Default Risk and Real Estate Prices: The Use of Index- Based Futures and Options in Real Estate

J. OF HOUSING RESEARCH, Vol. 7 No. 2, 1996
Posted: 06 Dec 1996
Karl E. Case and Robert J. Shiller
Deceased and Yale University - Cowles Foundation

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