Robin L. Lumsdaine

American University - Department of Finance and Real Estate

Kogod School of Business

4400 Massachusetts Ave., N.W.

Washington, DC 20016-8044

United States

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

29

DOWNLOADS
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Top 12,255

in Total Papers Downloads

4,243

SSRN CITATIONS
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SSRN RANKINGS

Top 2,737

in Total Papers Citations

67

CROSSREF CITATIONS

374

Scholarly Papers (29)

1.
Downloads 925 ( 26,900)
Citation 27

The Dynamics of Emerging Market Equity Flows

Number of pages: 61 Posted: 24 Sep 1999
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 879 (28,479)

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The Dynamics of Emerging Market Equity Flows

NBER Working Paper No. w7219
Number of pages: 62 Posted: 26 Jun 2000
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 46 (445,331)
Citation 1

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2.

What the Market Watched: Bloomberg News Stories and Bank Returns as the Financial Crisis Unfolded

Number of pages: 62 Posted: 02 Oct 2009 Last Revised: 23 Sep 2010
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 649 (43,788)
Citation 4

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Financial crisis, banks, news, stock returns, Federal Reserve

3.

The Intrafirm Complexity of Systemically Important Financial Institutions

Number of pages: 65 Posted: 12 May 2015 Last Revised: 22 Sep 2016
American University - Department of Finance and Real Estate, Dartmouth College - Department of Mathematics, University of Washington - Department of Statistics, Dartmouth College and University of Oxford
Downloads 581 (50,649)
Citation 6

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4.
Downloads 515 ( 58,973)
Citation 22

Dating the Integration of World Equity Markets

EFA 2001 Barcelona Meetings
Number of pages: 61 Posted: 06 Oct 2001
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 477 (64,246)
Citation 25

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Dating the Integration of World Equity Markets

NBER Working Paper No. w6724
Number of pages: 65 Posted: 17 Jul 2000 Last Revised: 20 Apr 2008
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 38 (480,506)

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5.

The Relationship Between Oil Prices and Breakeven Inflation Rates

Number of pages: 20 Posted: 30 Dec 2009
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 423 (75,049)
Citation 4

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breakeven inflation, oil prices, TIPS, inflation-linked bonds, inflation-indexed, inflation expectations

Market Set-Up in Advance of Federal Reserve Policy Rate Decisions

Economic Journal, 126, 2016
Number of pages: 56 Posted: 17 Dec 2013 Last Revised: 17 Dec 2016
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
Downloads 208 (159,904)

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FOMC, announcements, federal funds rate, anticipatory signals

Market Set‐Up in Advance of Federal Reserve Policy Rate Decisions

The Economic Journal, Vol. 126, Issue 592, pp. 618-653, 2016
Number of pages: 36 Posted: 26 May 2016
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
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Identifying the Common Component of International Economic Fluctuations: A New Approach

Number of pages: 45 Posted: 30 May 2001
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 160 (202,542)
Citation 3

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Economic Fluctuations, International and European Business Cycles, Autoregressive Conditional Heteroskedasticity

Identifying the Common Component of International Economic Fluctuations: A New Approach

Number of pages: 27 Posted: 08 Mar 2003
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 13 (637,481)
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8.

An Epidemiological Model of Economic Crisis Spread Across Sectors in the United States

Number of pages: 83 Posted: 24 Jan 2018 Last Revised: 23 Jun 2018
Tinbergen Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 93 (302,781)

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Flow of Funds, Economic Downturn, Susceptible-Infected-Removed (SIR), Contagion, Epidemiology

9.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

NBER Working Paper No. w3558
Number of pages: 62 Posted: 28 Jan 2002 Last Revised: 23 Sep 2010
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 63 (378,793)
Citation 2

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10.

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

NBER Working Paper No. w3510
Number of pages: 53 Posted: 13 Nov 2007 Last Revised: 10 Aug 2010
Anindya Banerjee, Robin L. Lumsdaine and James H. Stock
European University Institute - Department of Economics, American University - Department of Finance and Real Estate and Harvard University - Department of Economics
Downloads 57 (397,866)
Citation 10

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11.

The Effect of Health Care Policy Uncertainty on Households' Consumption and Portfolio Choice

Number of pages: 70 Posted: 12 Jul 2019 Last Revised: 19 Feb 2020
Thomas T. Wiemann and Robin L. Lumsdaine
University of Chicago - Department of Economics and American University - Department of Finance and Real Estate
Downloads 51 (418,578)
Citation 1

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Health and Retirement Study (HRS), Semiparametric Methods, Censored Regression, Latent Class Analysis, Model-Based Recursive Partitioning

The Complexity of Bank Holding Companies: A Topological Approach

Journal of Banking and Finance, Forthcoming
Number of pages: 89 Posted: 27 Mar 2020
Mark D. Flood, Dror Y. Kenett, Robin L. Lumsdaine and Jonathan Simon
R. H. Smith School of Business, U. of Maryland, Financial Industry Regulatory Authority (FINRA), American University - Department of Finance and Real Estate and University of Iowa
Downloads 31 (515,906)

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Orderly Resolution, Supervisory Coordination, Opacity, Graph Quotient, Edge Contraction, Y-15

The Complexity of Bank Holding Companies: a Topological Approach

NBER Working Paper No. w23755
Number of pages: 55 Posted: 06 Sep 2017 Last Revised: 09 Sep 2017
Mark D. Flood, Dror Y. Kenett, Robin L. Lumsdaine and Jonathan Simon
R. H. Smith School of Business, U. of Maryland, Financial Industry Regulatory Authority (FINRA), American University - Department of Finance and Real Estate and University of Iowa
Downloads 18 (600,852)

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13.

Identifying the Common Component in International Economic Fluctuations A New Approach

IMF Working Paper No. 99/154
Number of pages: 38 Posted: 15 Feb 2006
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 49 (425,875)

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Economic Fluctuations International and European Business Cycles Autoregressive Conditional Heteroskedasticty

14.

Public Information and the Persistence of Bond Market Volatility

NBER Working Paper No. w5446
Number of pages: 28 Posted: 13 Jul 2000 Last Revised: 21 Mar 2008
Charles M. Jones, Owen A. Lamont and Robin L. Lumsdaine
Columbia Business School, Harvard University - Department of Economics and American University - Department of Finance and Real Estate
Downloads 43 (449,024)
Citation 1

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Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren

NBER Working Paper No. w20756
Number of pages: 55 Posted: 22 Dec 2014 Last Revised: 13 Jan 2015
Robin L. Lumsdaine and Stephanie Vermeer
American University - Department of Finance and Real Estate and Roland Berger Strategy Consultants
Downloads 22 (572,660)

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Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren

Netspar Discussion Paper No. 01/2015-017
Number of pages: 39 Posted: 13 Aug 2015
Robin L. Lumsdaine and Stephanie Vermeer
American University - Department of Finance and Real Estate and Roland Berger Strategy Consultants
Downloads 18 (600,852)
Citation 1

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Aging, grandparents/grandparenthood, health and retirement study, labor force participation

16.

What Say They About Their Mandate? A Textual Assessment of Federal Reserve Speeches

Number of pages: 91 Posted: 02 Oct 2019
Myrthe Dieijen and Robin L. Lumsdaine
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and American University - Department of Finance and Real Estate
Downloads 39 (465,848)

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Financial Stability, Dual Mandate, FOMC, Latent Dirichlet Allocation (LDA), Dynamic Topic Model

17.

Factors Affecting Labor Supply Decisions and Retirement Income

NBER Working Paper No. w5223
Number of pages: 88 Posted: 27 Aug 2000
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 38 (470,159)

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18.

Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits

NBER Working Paper No. w4613
Number of pages: 64 Posted: 18 May 2000 Last Revised: 16 Aug 2010
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 36 (479,107)
Citation 2

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19.

Why are Retirement Rates so High at Age 65?

NBER Working Paper No. w5190
Number of pages: 44 Posted: 10 Jun 2000 Last Revised: 22 Sep 2010
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 33 (493,128)
Citation 2

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20.

Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks

NBER Working Paper No. w6397
Number of pages: 27 Posted: 11 Jun 2000 Last Revised: 30 Jun 2010
Dan Ben-David, Robin L. Lumsdaine and David H. Papell
Tel Aviv University - Eitan Berglas School of Economics, American University - Department of Finance and Real Estate and University of Houston - Department of Economics
Downloads 31 (502,942)

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21.

Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models

NBER Working Paper No. w4201
Number of pages: 64 Posted: 10 Jul 2007 Last Revised: 27 Jun 2010
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 28 (518,944)

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22.

Aging and Labor Force Participation: A Review of Trends and Explanations

NBER Working Paper No. w3420
Number of pages: 72 Posted: 25 May 2006 Last Revised: 10 Jun 2007
David A. Wise and Robin L. Lumsdaine
National Bureau of Economic Research (NBER) and American University - Department of Finance and Real Estate
Downloads 26 (530,294)
Citation 1

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23.

Identifying the Common Component in International Economic Fluctuations

NBER Working Paper No. w5984
Number of pages: 37 Posted: 06 Sep 2000
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 22 (554,687)

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24.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369
Number of pages: 45 Posted: 12 Apr 2004 Last Revised: 17 Sep 2010
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 19 (573,845)
Citation 1

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25.

How Survey Design Affects Inference Regarding Health Perceptions and Outcomes

NBER Working Paper No. w17244
Number of pages: 52 Posted: 24 Jul 2011
Anneke Exterkate and Robin L. Lumsdaine
affiliation not provided to SSRN and American University - Department of Finance and Real Estate
Downloads 15 (599,804)

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26.

Estimation of Panel Group Structure Models with Structural Breaks in Group Memberships and Coefficients

Number of pages: 50 Posted: 25 Jun 2020
Robin L. Lumsdaine, Ryo Okui and Wendun Wang
American University - Department of Finance and Real Estate, Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 14 (606,611)

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Panel data, grouped patterns, structural breaks, group membership change

27.

Wall Street vs. Main Street: an Evaluation of Probabilities

NBER Working Paper No. w19103
Number of pages: 50 Posted: 11 Jun 2013 Last Revised: 18 Jun 2013
Robin L. Lumsdaine and Rogier Jan Dave Potter van Loon
American University - Department of Finance and Real Estate and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 14 (606,611)

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28.

Market Set-Up in Advance of Federal Reserve Policy Decisions

NBER Working Paper No. w19814
Number of pages: 49 Posted: 18 Jan 2014
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
Downloads 9 (641,405)

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29.

Correlation, Models, and Risk Management in Challenging Times

Journal of Financial Econometrics, Vol. 7, Issue 1, pp. 40-51, 2009
Posted: 03 Jan 2009
Robin L. Lumsdaine
American University - Department of Finance and Real Estate

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