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Do stock prices move too much to be justified by subsequent changes in dividends?

[PDF] from ku.edu
RJ Shiller - 1981 - nber.org
Page 1. NBER WORKING PAPER SERIES DO STOCK PRICES MOVE TOO MUCH
TO BE JUSTIFIED BY SUBSEQUENT CHANGES IN DIVIDENDS? Robert J. Shiller
Working Paper No. 456 NATIONAL BUREAU OF ECONOMIC ...
Cited by 2666 - Related articles - All 43 versions

The dividend-price ratio and expectations of future dividends and discount factors

[PDF] from uni-frankfurt.de
JY Campbell… - Review of financial studies, 1988 - Soc Financial Studies
Page 1. The Dividend-Price Ratio and Expectations of Future Dividends and Discount
Factors John Y. Campbell Princeton University Robert J. Shiller Yale University
A dividend-ratio model is introduced here that makes the ...
Cited by 1992 - Related articles - All 26 versions

Cointegration and tests of present value models

[PDF] from harvard.edu
JY Campbell… - 1988 - nber.org
Page 1. NBER WORKING PAPER SERIES COINTEGRATION AND TESTS OF
PRESENT VALUE MODELS John Y. Campbell Robert J. Shi Her Working Paper
No. 1885 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
Cited by 1810 - Related articles - All 24 versions

Stock prices, earnings and expected dividends

[PDF] from harvard.edu
JY Campbell… - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES STOCK PRICES, EARNINGS AND EXPECTED
DIVIDENDS John Y. Campbell Robert J. Shiller Working Paper No. 2511 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
Cited by 1471 - Related articles - All 30 versions

[BOOK] Market volatility

RJ Shiller - 1992 - books.google.com
Page 1. Page 2. Page 3. 73/e 4% C 97/s 39 26 5 43V4d 24V2 47/a 37 24V2- 27/ 47 h m1,
4 25V2 10; . 71 17 ■ o / B 3 o 287/ 8- V 1 ■II 141 2 — 2~ 1 III 13', 13 2 I1 Hi V/a 23 35 mv.
"I jnaCp «■ 11 24 10% d 9", 9% - % lov. ebo,d , 20■ 17 768 44'. ...
Cited by 1283 - Related articles - All 10 versions

Yield spreads and interest rate movements: A bird's eye view

[PDF] from harvard.edu
JY Campbell… - The Review of Economic …, 1991 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1991) 58,495-514 © 1991 The Review of Economic Studies
Limited 0034-6527/91/00300495 $02.00 Yield Spreads and Interest Rate Movements: A Bird's
Eye View JOHN Y. CAMPBELL Princeton University and NBER and ...
Cited by 1125 - Related articles - All 18 versions

The efficiency of the market for single-family homes

[PDF] from marginalq.com
KE Case… - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES THE EFFICIENCY OF THE MARKET
FOR SINGLE FAMILY HOMES Karl E. Case Robert J. Shiller Working Paper No.
2506 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
Cited by 1053 - Related articles - All 27 versions

Stock prices and social dynamics

[PDF] from yale.edu
RJ Shiller, S Fischer… - Brookings Papers on Economic …, 1984 - JSTOR
Page 1. ROBERT J. SHILLER Yale University Stock Prices and Social Dynamics
Fashion is the great governor of this world; it presides not only in matters of dress
and amusement, but in law, physic, politics, religion, and all other ...
Cited by 1041 - Related articles - All 12 versions

[BOOK] Animal spirits: How human psychology drives the economy, and why it matters for global capitalism

[PDF] from tu-darmstadt.de
GA Akerlof… - 2010 - books.google.com
... Robert Shiller is the Arthur M. Okun Professor of Economics at the Cowles Foundation for
Research in Economics and Professor of Finance at the International Center for Finance, Yale
University; research associate at the National Bureau of Economic Research; and co-founder ...
Cited by 976 - Related articles - All 28 versions

Comparing wealth effects: the stock market versus the housing market

[PDF] from escholarship.org
KE Case, RJ Shiller… - 2001 - nber.org
... John M. Quigley Department of Economics Evans Hall #3880 University of California Berkeley,
CA 94720-3880 quigley@econ.berkeley.edu Robert J. Shiller Cowles Foundation Yale University
Box 208281 New Haven, CT 06520-8281 and NBER robert.shiller@yale.edu ...
Cited by 797 - Related articles - BL Direct - All 83 versions

The determinants of the variability of stock market prices

[PDF] from cenet.org.cn
SJ Grossman… - 1981 - nber.org
... Recent work by Robert Shiller, and Stephen LeRoy and Richard Porter, has shown evidence
that the variability of stock price indices cannot be accounted for by information regarding future
dividends since dividends just do not seem to vary enough to justify the price movement ...
Cited by 684 - Related articles - All 19 versions

From efficient markets theory to behavioral finance

[PDF] from bilkent.edu.tr
RJ Shiller - The Journal of Economic Perspectives, 2003 - ingentaconnect.com
... He is a Research Associate at the National Bureau of Economic Research, Cambridge,
Massachusetts. His e-mail address is robert.shiller@yale.edu . Journal of Economic
Perspectives—Volume 17, Number 1—Winter 2003—Pages 83–104 Page 2. ...
Cited by 633 - Related articles - BL Direct - All 83 versions

The volatility of long-term interest rates and expectations models of the term structure

[PDF] from unibocconi.it
RJ Shiller - The Journal of Political Economy, 1979 - JSTOR
Page 1. The Volatility of Long-Term Interest Rates and Expectations Models of the
Term Structure Robert J. Shiller University of Pennsylvania and National Bureau of
Economic Research Models which represent long-term interest ...
Cited by 600 - Related articles - All 8 versions

Valuation ratios and the long-run stock market outlook: An update

[PDF] from unimib.it
JY Campbell… - 2001 - nber.org
... PO Box 208281 Cambridge, MA 02138 New Haven, CT 06520-8281 and NBER and NBER
john_campbell@harvard.edu robert.shiller@yale.edu Page 3. 1 Valuation Ratios and the
Long-Run Stock Market Outlook: An Update 1 John Y. Campbell and Robert J. Shiller 2 ...
Cited by 577 - Related articles - BL Direct - All 62 versions

Prices of single family homes since 1970: New indexes for four cities

[PDF] from yale.edu
KE Case… - 1987 - nber.org
Page 1. NBER WORKING PAPER SERIES PRICES OF SINGLE FAMILY HOMES
SINCE 1970: NEW INDEXES FOR FOUR CITIES Karl E. Case Robert J. Shiller
Working Paper No. 2393 NATIONAL BUREAU OF ECONOMIC ...
Cited by 488 - Related articles - All 29 versions

[BOOK] The new financial order: Risk in the 21st century

[PDF] from catoinstitute.org
RJ Shiller - 2004 - books.google.com
Page 1. THE NEW RISK IN THE 21st CENTURY By the author of Irrational Exuberance ROBERT
J. SHILLER Page 2. THE NEW RISK IN THE 21st CENTURY By the author of Irrational Exuberance
ROBERT J. SHILLER Page 3. The New Financial Order Page 4. Page 5. ...
Cited by 490 - Related articles - All 30 versions

[BOOK] Macro markets: Creating institutions for managing society's largest economic risks

RJ Shiller - 1994 - books.google.com
Page 1. Clarendon Lectures in Economics Robert]. Shiller MACRO MARKETS Creating
Institutions for Managing Society's Largest Economic Risks T144 s u» 4"'1/ Iv 4 p 440 '<5?
$043.19 J 96 Page 2. Page 3. MACRO MARKETS Page 4. Page 5. ...
Cited by 481 - Related articles - All 10 versions

Testing the random walk hypothesis* 1:: Power versus frequency of observation

[PDF] from iu.edu
RJ Shiller… - Economics Letters, 1985 - Elsevier
Cited by 479 - Related articles - All 14 versions

[BOOK] The subprime solution: How today's global financial crisis happened, and what to do about it

[PDF] from economist.com
RJ Shiller - 2008 - books.google.com
Page 1. "Robert ShilleP iS a ViSiOnary." Nassim Nicholas Taleb, author of The Black Swan
Robert J. Shiller Best-selling author of Irrational Exuberance Financial Crisis Happened, and
What to Do about It Page 2. The Subprime Solution Page 3. Page 4. ...
Cited by 488 - Related articles - All 23 versions

Forward rates and future policy: Interpreting the term structure of interest rates

[PDF] from yale.edu
RJ Shiller, JY Campbell, KL Schoenholtz… - Brookings Papers on …, 1983 - JSTOR
Page 1. ROBERT J. SHILLER JOHN Y. CAMPBELL KERMIT L. SCHOENHOLTZ
Yale University Forward Rates and Future Policy: Interpreting the Term Structure
of Interest Rates INTEREST RATES of all maturities have tended ...
Cited by 472 - Related articles - All 17 versions

Is there a bubble in the housing market?

[PDF] from wellesley.edu
KE Case… - Brookings Papers on Economic Activity, 2003 - JSTOR
Page 1. KARL E. CASE Wellesley College ROBERT J. SHILLER Yale University Is There a Bubble
in the Housing Market? THE POPULAR PRESS is full of speculation that the United States, as
well as other countries, is in a "housing bubble" that is about to burst. ...
Cited by 453 - Related articles - BL Direct - All 46 versions

The term structure of interest rates

[PDF] from dufe.edu.cn
RJ Shiller… - 1987 - nber.org
Page 1. NBER WORKING PAPER SERIES THE TERM STRUCTURE OF INTEREST RATES
Robert 3. Shiller 3. Huston McCulloch Working Paper No. 2341 NATIONAL BUREAU OF
ECONOMIC RESEARCH 1050 Massachusetts Avenue Cambridge, MA 02138 August 1987 ...
Cited by 435 - Related articles - All 12 versions

House price dynamics: The role of tax policy and demography

[PDF] from brookings.edu
JM Poterba, DN Weil… - Brookings Papers on Economic Activity, 1991 - JSTOR
HOUSE PRICES have recently attracted unusual attention because for the first time in
decades large areas in the United States have experienced declining nominal house prices.
Such house price declines are not unprecedented. Between 1929 and 1933, nominal ...
Cited by 400 - Related articles - All 8 versions

Human behavior and the efficiency of the financial system

[PDF] from whu.edu.cn
RJ Shiller - Handbook of macroeconomics, 1999 - Elsevier
Cited by 372 - Related articles - BL Direct - All 73 versions

Forecasting prices and excess returns in the housing market

[PDF] from macromarkets.com
KE Case… - Real Estate Economics, 1990 - Wiley Online Library
Page 1. AREUEA Journal, Vol. 18, No. 3, 1990 Forecasting Prices and Excess Returns
in the Housing Market Karl E. Case* and Robert J. ShiZler** The paper uses quarterly
indexes of existing single- family home prices estimated ...
Cited by 349 - Related articles - All 28 versions

Comparing information in forecasts from econometric models

[PDF] from yale.edu
RC Fair… - The American Economic Review, 1990 - JSTOR
Page 1. Comparing Information in Forecasts from Econometric Models By RAY C.
FAIR AND ROBERT J. SHILLER* The information contained in one model's forecast
compared to that in another can be assessed from a regression ...
Cited by 338 - Related articles - All 19 versions

Speculative prices and popular models

[PDF] from rose-hulman.edu
RJ Shiller - The Journal of Economic Perspectives, 1990 - JSTOR
... Shiller 65 References Case, Karl E., and Robert J. Shiller, "The Behavior of Home Buyers in Boom
and Post Boom Markets," New England Economic Review, November/December 1988, 29-46,
reprinted in Robert Shiller, Market Volatility. Cambridge: MIT Press, 1989, pp. ...
Cited by 336 - Related articles - All 15 versions

Rational expectations and the dynamic structure of macroeconomic models: A critical review

RJ Shiller - Journal of Monetary Economics, 1978 - Elsevier
This paper surveys critically the literature on rational expectations and the dynamic structure
of macroeconomic models. The theoretical framework common to thi.
Cited by 331 - Related articles - All 12 versions

Survey evidence on diffusion of interest and information among investors

RJ Shiller… - Journal of Economic Behavior & Organization, 1989 - Elsevier
Questionnaire surveys of institutional and individual investors were undertaken to learn about
patterns of communications. It was found that direct interpersona.
Cited by 288 - Related articles - All 5 versions

Stock ownership patterns, stock market fluctuations, and consumption

[PDF] from jhu.edu
JM Poterba, AA Samwick, A Shleifer… - Brookings papers on …, 1995 - JSTOR
... We are grateful to Rochelle Antoniewicz, John Campbell, Joel Dickson, Jerry Haus- man, N.
Gregory Mankiw, Thomas Morley, Chris Probyn, James Shapiro, Robert Shiller, Andrei Shleifer,
David Shulman, Christopher Sims, Justin Smith, Martha Starr- McCluer, David Wilcox ...
Cited by 276 - Related articles - BL Direct - All 17 versions

Conversation, information, and herd behavior

[PDF] from yale.edu
RJ Shiller - The American Economic Review, 1995 - JSTOR
Page 1. RHETORIC AND ECONOMIC BEHAVIORt Conversation, Information, and Herd Behavior
By ROBERT J. SHILLER* People who interact with each other regu- larly tend to think and behave
similarly. Sometimes this "herd behavior" is so strik- ing as to suggest a puzzle. ...
Cited by 274 - Related articles - BL Direct - All 25 versions

The behavior of home buyers in boom and post-boom markets

[PDF] from yale.edu
KE Case… - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES THE BEHAVIOR OF HOME BUYERS
IN BOOM AND POST BOOM MARKETS Karl E. Case Robert J. Shiller Working Paper
No. 2748 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 250 - Related articles - All 33 versions

Inflation, rational expectations and the term structure of interest rates

F Modigliani… - Economica, 1973 - JSTOR
Page 1. [FEBRUARY Inflation, Rational Expectations and the Term Structure of
Interest Rates By FRANCO MODIGLIANI and ROBERT J. SHILLER' In a number
of recent papers [11] [12],2 it has been shown that, for the United ...
Cited by 230 - Related articles - All 5 versions

[PDF] Why do people dislike inflation?

[PDF] from nber.org
RJ Shiller - 1997 - nber.org
... Robert Shiller, Cowles Foundation for Research in Economics, Yale University, Box 20828 1,
New Haven, CT 06520-8281 The short open-ended questionnaire distributed only in the United
States seems to have succeeded in encouraging participants to give their concerns ...
Cited by 229 - Related articles - View as HTML - BL Direct - All 27 versions

Movements in the equity premium

[PDF] from brookings.edu
OJ Blanchard, R Shiller… - Brookings Papers on Economic Activity, 1993 - JSTOR
REAL BOND RATES increased sharply in the early 1980s and have remained high since.
Even today, in the midst of a world recession and low US and Japanese short real rates,
long real rates throughout the world remain unusually high. Pessimists trace the high rates ...
Cited by 237 - Related articles - All 11 versions

A distributed lag estimator derived from smoothness priors

RJ Shiller - Econometrica: Journal of the Econometric Society, 1973 - JSTOR
Page 1. Econometrica, Vol. 41, No. 4 (July, 1973) A DISTRIBUTED LAG ESTIMATOR DERIVED
FROM SMOOTHNESS PRIORS' BY ROBERT J. SHILLER2 A distributed lag estimator is
developed here from Bayesian priors regarding the "smoothness" of the lag curve. ...
Cited by 221 - Related articles - All 7 versions

The use of volatility measures in assessing market efficiency

RJ Shiller - 1981 - nber.org
Page 1. NBER WORKING PAPER SERIES THE USE OF VOLATILITY MEASURES IN
ASSESSING MARKET EFFICIENCY Robert J. Shiller Working Paper No. 565 NATIONAL
BUREAU OF ECONOMIC RESEARCH IO5O Massachusetts ...
Cited by 204 - Related articles - All 12 versions

The term structure of interest rates revisited

[PDF] from brookings-tsinghua.cn
NG Mankiw, SM Goldfeld… - Brookings Papers on Economic …, 1986 - JSTOR
Page 1. N. GREGORY MANKIW Harvard University The Term Structure of Interest
Rates Revisited THE RELATIONSHIP between long-term and short-term interest
rates is crucial for macroeconomic policy evaluation. Since the ...
Cited by 202 - Related articles - All 11 versions

Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information

SJ Grossman… - Journal of Financial Economics, 1982 - Elsevier
Cited by 201 - Related articles - All 10 versions

Popular attitudes towards free markets: The Soviet Union and the United States compared

[PDF] from yale.edu
RJ Shiller, M Boycko… - 1991 - nber.org
Page 1. NBER WORKING PAPERS SERIES POPULAR ATTITUDES TOWARDS
FREE MARKETS: THE SOVIET UNION AND THE UNITED STATES Rcbert J. Shiller
Maxim Boycko Vladimir Korobov Working Paper No. 3453 ...
Cited by 200 - Related articles - All 21 versions

Estimating the continuous time consumption based asset pricing model

SJ Grossman, A Melino… - 1985 - nber.org
Page 1. NBER WORKING PAPER SERIES ESTIMATING THE CONTINUOUS TIME
CONSUMPTION BASED ASSET PRICING MODEL Sanford J. Grossman Angelo
Melino Robert J. Shiller Working Paper No. 1643 NATIONAL ...
Cited by 191 - Related articles - All 10 versions

International stock price movements: Links and messages

[PDF] from brookings.edu
GM Von Furstenberg, BN Jeon, NG Mankiw… - Brookings Papers on …, 1989 - JSTOR
Page 1. GEORGE M. VON FURSTENBERG Indiana University BANG NAM JEON Drexel
University International Stock Price Movements: Links and Messages SINCE THE
BEGINNING of 1986, the major stock markets have become ...
Cited by 194 - Related articles - All 10 versions

Interpreting cointegrated models

[PDF] from harvard.edu
JY Campbell… - Journal of Economic Dynamics and Control, 1988 - Elsevier
Cited by 193 - Related articles - All 14 versions

The stock market and investment in the new economy: Some tangible facts and intangible fictions

[PDF] from brookings.edu
SR Bond, JG Cummins, J Eberly… - Brookings Papers on …, 2000 - JSTOR
Page 1. STEPHEN R. BOND Institute for Fiscal Studies, London JASON G. CUMMINS
New York University The Stock Market and Investment in the New Economy: Some
Tangible Facts and Intangible Fictions In the Old Economy ...
Cited by 186 - Related articles - BL Direct - All 17 versions

Bubbles, human judgment, and expert opinion

[PDF] from psu.edu
RJ Shiller - Financial Analysts Journal, 2002 - JSTOR
Page 1. PERSPECTIVES Bubbles, Human Judgment, and Expert Opinion Robert
J. Shiller TJ he widespread public disagreement about whether the US stock market
has been undergoing a speculative bubble since about 1995 ...
Cited by 172 - Related articles - BL Direct - All 46 versions

Stock prices and bond yields* 1:: Can their comovements be explained in terms of present value models?

[PDF] from yale.edu
RJ Shiller… - Journal of Monetary Economics, 1992 - Elsevier
Cited by 168 - Related articles - All 13 versions

[PDF] A scorecard for indexed government debt

[PDF] from nber.org
JY Campbell… - 1996 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 1996, Volume 11 Volume Author/Editor:
Ben S. Bernanke and Julio J. Rotemberg, Editors Volume Publisher: MIT Press ...
Cited by 154 - Related articles - View as HTML - BL Direct - All 25 versions

Market volatility and investor behavior

RJ Shiller - The American Economic Review, 1990 - JSTOR
Page 1. Market Volatility and Investor Behavior By ROBERT J. SHILLER* It appears
that speculative asset prices tend to show excess volatility relative to simple present
value efficient markets models, and that prices are partly ...
Cited by 155 - Related articles - All 8 versions

Index-based futures and options markets in real estate

[PDF] from psu.edu
KE Case Jr, RJ Shiller… - The Journal of Portfolio …, 1993 - iijournals.com
Page 1. Index-Based Futures and Options Markets in Real Estate A big future for real estate in
institutional portfolios, $'. . Karl E. Case, Jr., Robert J. Shiller, and Allan N. Weiss KARL E. CASE
is Marion B. McLean Professor at Wellesley College, Wellesley (MA 02181). ...
Cited by 149 - Related articles - BL Direct - All 12 versions

Measuring bubble expectations and investor confidence

[PDF] from yale.edu
RJ Shiller - The Journal of Psychology and Financial Markets, 2000 - Taylor & Francis
Page 1. Measuring Bubble Expectations and Investor Confidence Robert J. Shiller This
paper presents evidence on two types of investor attitudes that change in impor- tant ways
through time, with important consequences for speculative markets. ...
Cited by 142 - Related articles - BL Direct - All 32 versions

Understanding recent trends in house prices and home ownership

[PDF] from frb.org
RJ Shiller - 2007 - nber.org
... Robert J. Shiller Yale University, Cowles Foundation Box 208281 30 Hillhouse Avenue,
Room 23a New Haven, CT 06520-8281 and NBER robert.shiller@yale.edu Page 3. 3
Understanding Recent Trends in House Prices and Home Ownership. 1 ...
Cited by 145 - Related articles - BL Direct - All 50 versions

Investor behavior in the October 1987 stock market crash: survey evidence

RJ Shiller - 1987 - nber.org
Page 1. NBER WORKING PAPER SERIES INVESTOR BEHAVIOR IN THE OCTOBER
1987 STOCK MARKET CRASH: SURVEY EVIDENCE Robert J. Shiller Working Paper
No. 2446 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 140 - Related articles - All 9 versions

Comovements in stock prices and comovements in dividends

RJ Shiller - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES COMOVEMENTS IN STOCK PRICES AND
COMOVEMENTS IN DIVIDENDS Robert J. Shiller Working Paper No. 2846 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
Cited by 126 - Related articles - All 12 versions

Why did the Nikkei crash? Expanding the scope of expectations data collection

[PDF] from yale.edu
RJ Shiller, F Kon-Ya… - The Review of Economics and Statistics, 1996 - JSTOR
Page 1. WHY DID THE NIKKEI CRASH? EXPANDING THE SCOPE OF EXPECTATIONS DATA
COLLECTION Robert J. Shiller, Fumiko Kon-Ya and Yoshiro Tsutsui* Abstract-Why did the
Japanese stock market lose most of its value between 1989 and 1992? ...
Cited by 121 - Related articles - All 14 versions

Social security and institutions for intergenerational, intragenerational, and international risk-sharing

[PDF] from uva.nl
RJ Shiller - Carnegie-Rochester Conference Series on Public …, 1999 - Elsevier
Cited by 123 - Related articles - BL Direct - All 34 versions

Arithmetic repeat sales price estimators

[PDF] from yale.edu
RJ Shiller - Journal of Housing Economics, 1991 - Elsevier
Cited by 119 - Related articles - All 25 versions

Consumption, asset markets, and macroeconomic fluctuations

RJ Shiller - 1982 - nber.org
Page 1. NBER WORKING PAPER SERIES CONSUMPTION, ASSET MARKETS AND
MACROECONOMIC FLITCTUATIONS Robert J. Shiller Working Paper No. 838 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts Avenue Cambridge MA 02138 ...
Cited by 115 - Related articles - All 13 versions

A simple account of the behavior of long-term interest rates

[PDF] from harvard.edu
JY Campbell… - 1983 - nber.org
Page 1. NBER WORKING PAPER SERIES A SIMPLE ACCOUNT OF THE BEHAVIOR
OF LONG-TERM INTEREST RATES John Y. Campbell Robert J. Shiller Working Paper
No. 1203 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 108 - Related articles - All 22 versions

The informational content of ex ante forecasts

[PDF] from 128.36.236.35
RC Fair… - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES THE INFORMATIONAL CONTENT OF EX
ANTE FORECASTS Ray C. Fair Robert J. Shiller Working Paper No. 2503 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
Cited by 102 - Related articles - All 21 versions

Home equity insurance

[PDF] from 128.36.236.35
RJ Shiller… - The Journal of Real Estate Finance and …, 1999 - Springer
Page 1. Journal of Real Estate Finance and Economics, 19:1, 21±47 (1999) © 1999 Kluwer
Academic Publishers, Boston. Manufactured in The Netherlands. Home Equity Insurance ROBERT
J. SHILLER Cowles Foundation, Yale University, New Haven, CT 06520 ...
Cited by 94 - Related articles - BL Direct - All 42 versions

World income components: measuring and exploiting international risk sharing opportunities

[PDF] from yale.edu
RJ Shiller… - 1995 - nber.org
Page 1. aisia jqq OT'ID{SIOW SIHflT4 OMI51UAHM :TMaMOqMOD EIMODMI UJSIOW
)RI5I JAMOITAM$IHTVII OMITIOJ1X1 IMA arrwiusioco DMI$IAH illid .t fldo5I
2iIuoBfl&LJA ofuIi QO .oVI nthoW HD$IA335I DIMO4ODH qO ...
Cited by 87 - Related articles - BL Direct - All 20 versions

Hunting for Homo Sovieticus: Situational versus attitudinal factors in economic behavior

[PDF] from brookings-tsinghua.cn
RJ Shiller, M Boycko, V Korobov, SG Winter… - Brookings Papers on …, 1992 - JSTOR
... Part of the work for this article was done while Robert Shiller was a fellow of the John Simon
Guggenheim Memorial Foundation and while Maxim Boycko was supported by the Ford
Foundation. 127 Page 2. 128 Br-ookings Paper-s on Economic Activity, 1:1992 ...
Cited by 87 - Related articles - All 18 versions

The Gibson paradox and historical movements in real interest rates

RJ Shiller… - The Journal of Political Economy, 1977 - JSTOR
Page 1. The Gibson Paradox and Historical Movements in Real Interest Rates Robert
J. Shiller and Jeremy J. Siegel University of Pennsylvania This paper analyzes the
correlation between interest rates and prices which has ...
Cited by 83 - Related articles - All 6 versions

Mortgage default risk and real estate prices: the use of index-based futures and options in real estate

[PDF] from msfraud.org
KE Case, RJ Shiller… - 1995 - nber.org
Page 1. NBER WORKING PAPER SERIES MORTGAGE DEFAULT RISK AND REAL
ESTATE PRICES: THE USE OF INDEX-BASED FUTURES AND OPTIONS IN REAL ESTATE
Karl E. Case Robert J. Shiller Allan N. Weiss Working Paper No. ...
Cited by 78 - Related articles - BL Direct - All 45 versions

[PDF] The dividend-price ratio and expectations of future dividends and discount factors

[PDF] from yale.edu
RJ Shiller - Review of Financial Studies, 1988 - dido.econ.yale.edu
Page 1. COULES FOUNDATION FOR RESEARCH IN ECONOMICS AT YALE
UNIVERSITY Box 2125, Yale Station New Haven, Connecticut 06520 COWLES
FOUNDATION DISCUSSION PAPER NO. 812 Note: Cowies Foundation ...
Cited by 76 - Related articles - All 6 versions

Moral hazard in home equity conversion

[PDF] from 128.36.236.35
RJ Shiller… - Real Estate Economics, 2000 - Wiley Online Library
... to other uses and reduce their exposure to real estate risk. *Yale University, New
Haven, CT 06520-8281 or robert.shiller@yale.edu. **Case Shiller Weiss, Inc. Page
2. 2 Shiller and Weiss We will consider a number of home ...
Cited by 74 - Related articles - BL Direct - All 40 versions

[PDF] Can the Fed Control Real Interest Rates?

[PDF] from nber.org
RJ Shiller - 1980 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: Rational Expectations and Economic Policy Volume Author/Editor: Stanley
Fischer, editor Volume Publisher: University of Chicago Press ...
Cited by 72 - Related articles - View as HTML - All 10 versions

Measuring asset values for cash settlement in derivative markets: hedonic repeated measures indices and perpetual futures

[PDF] from yale.edu
RJ Shiller - 1993 - nber.org
Page 1. NBER TECHNICAL WORKING PAPER SERIES MEASURING ASSET VALUES FOR
CASH SETTLEMENT IN DERIVATIVE MARKETS: HEDONIC REPEATED MEASURES INDICES
AND PERPETUAL FUTURES Roben J. Shiller Technical Working Paper No. ...
Cited by 70 - Related articles - BL Direct - All 23 versions

[PDF] The promise of prediction markets

[PDF] from arlingtoneconomics.com
KJ Arrow, R Forsythe, M Gorham… - … -NEW YORK THEN …, 2008 - arlingtoneconomics.com
Page 1. www.sciencemag.org SCIENCE VOL 320 16 MAY 2008 877 POLICYFORUM
Prediction markets are forums for trad- ing contracts that yield payments based on
the outcome of uncertain events. There is mounting evidence ...
Cited by 71 - Related articles - View as HTML - BL Direct - All 22 versions

The life-cycle personal accounts proposal for social security: A review

[PDF] from house.gov
RJ Shiller - 2005 - nber.org
... percent. Robert J. Shiller Yale University, Cowles Foundation Box 208281 30 Hillhouse Avenue,
Room 23a New Haven, CT 06520-8281 and NBER robert.shiller@yale.edu Page 3. 3 ... 4.0 3.0
4.0 Ethan Harris (Lehman Brothers) 4.0 3.5 2.5 Robert Shiller (Yale) 4.6 2.2 2.7 ...
Cited by 68 - Related articles - BL Direct - All 36 versions

Fashions, fads, and bubbles in financial markets

RJ Shiller - Knights, Raiders and Targets, New York ua, 1988 - books.google.com
Page 69. Fashions, Fads, and Bubbles in Financial Markets ROBERT J. SHILLER For hundreds
of years it has been com- monly accepted that prices in speculative markets are influenced by
capricious changes in investor sentiments, changing fashions, fads, or bubbles. ...
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Public resistance to indexation: A puzzle

[PDF] from yale.edu
RJ Shiller, CL Schultze… - Brookings Papers on Economic Activity, 1997 - JSTOR
Page 1. ROBERT J. SHILLER Yale University Public Resistance to Indexation: A
Puzzle THE INDEXATION OF payments makes excellent sense for all sorts of
long-term contracts. Future payments should not be expressed in ...
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[PDF] A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993

[PDF] from macromarkets.com
KE Case… - New England Economic Review, 1994 - macromarkets.com
Page 1. Karl E. Case and Robert J. Shiller Karl E. Case is the Marion Butler McLean
Professor of Economics at Wellesley College and Visiting Scholar at the Federal
Reserve Bank of Boston. Robert ]. Shiller is the Stanley B. Resor ...
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[PDF] Long-term perspectives on the current boom in home prices

[PDF] from 83.143.248.39
RJ Shiller - The Economists' Voice, 2006 - 83.143.248.39
Page 1. - - Economists' Voice www.bepress.com/ev March, 2006 © The Berkeley Electronic Press
Robert J. Shiller is a professor of economics at Yale. In addition to being the author of numerous
academic articles he is the author of the acclaimed book “Irrational Exuberance.” ...
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Aggregate income risks and hedging mechanisms

[PDF] from yale.edu
RJ Shiller - The Quarterly Review of Economics and Finance, 1995 - Elsevier
Cited by 54 - Related articles - BL Direct - All 29 versions

Macro markets and financial security

[PDF] from frb.org
S Athanasoulis, R Shiller… - … economics: bright ideas …, 2002 - books.google.com
Today, people have a rich set of investment options, ranging from low-risk money market
instruments to high-risk growth stocks. They can choose to invest in mutual funds, hedge
funds, and pension plans. They can hedge themselves with options and other derivatives ...
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Investor behavior in the October 1987 stock market crash: The case of Japan

RJ Shiller, F Kon-Ya… - Journal of the Japanese and …, 1991 - Elsevier
Cited by 52 - Related articles - All 10 versions

The Squam Lake Report: Fixing the Financial System*

[PDF] from unc.edu
K French, M Baily, J Campbell… - Journal of Applied …, 2010 - Wiley Online Library
In these excerpts from The Squam Lake Report, fifteen distinguished economists analyze
where the global financial system failed, and how such failures might be prevented (or at
least their damage better contained) in the future. Although there were many contributing ...
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[CITATION] Rational expectations and the structure of interest rates

RJ Shiller - 1972 - en.scientificcommons.org
Cited by 48 - Related articles - Cached - All 2 versions

Understanding inflation-indexed bond markets

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JY Campbell, RJ Shiller… - 2009 - nber.org
... NBER john_campbell@harvard.edu Robert J. Shiller Yale University, Cowles
Foundation Box 208281 30 Hillhouse Avenue, Room 11a New Haven, CT
06520-8281 and NBER robert.shiller@yale.edu Luis M. Viceira George ...
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[PDF] Home-buyers, Housing and the Macroeconomy

[PDF] from escholarship.org
KE Case, JM Quigley… - 2003 - escholarship.org
Page 1. ...
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Social security and individual accounts as elements of overall risk-sharing

[PDF] from yale.edu
RJ Shiller - The American Economic Review, 2003 - JSTOR
... University of Pennsylvania. * Cowles Foundation and International Center for Fi- nance,
Yale University, New Haven, CT 06520-8285 (e-mail: robert.shiller@Yale.edu). I.
The Fundamental Risk-Management Problem The aspect ...
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The dividend ratio model and small sample bias* 1:: A Monte Carlo study

JY Campbell… - Economics letters, 1989 - Elsevier
Cited by 42 - Related articles - All 10 versions

Alternative tests of rational expectations models: The case of the term structure

RJ Shiller - Journal of Econometrics, 1981 - en.scientificcommons.org
Cited by 36 - Related articles - Cached - All 7 versions

Speculative behavior in the stock markets: evidence from the United States and Japan

RJ Shiller, F Kon-Ya… - 1991 - nber.org
Page 1. NBER WORKING PAPERS SERIES SPECULATIVE BEHAVIOR IN THE
STOCK MARKETS : EVIDENCE FROM THE UNITED STATES AND JAPAN Robert
J. Shiller Fumiko Kon-Ya Yoshiro Tsutsui Working Paper No. ...
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The significance of the market portfolio

[PDF] from dufe.edu.cn
SG Athanasoulis… - Review of Financial Studies, 2000 - Soc Financial Studies
Page 1. The Significance of the Market Portfolio Stefano G. Athanasoulis Robert J. Shiller
Yale University Arguments for creating a market to allow trading the portfolio of all
endowments in the entire world, the “market portfolio,” are considered. ...
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[PDF] Portfolio insurance and other investor fashions as factors in the 1987 stock market crash

[PDF] from nber.org
R Shiller - 1988 - nber.org
October 19, 1987 saw by far the biggest one-day price drop in US stock market history. The
price drop was about the same in percentage terms as the two-day drop of October 28-29,
1929. In asking what happened in the 1987 crash, the first question should be: What ...
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Derivatives markets for home prices

[PDF] from berkeley.edu
RJ Shiller - 2008 - nber.org
... Psychological barriers to the full success of such markets are discussed. Robert J. Shiller
Yale University, Cowles Foundation Box 208281 30 Hillhouse Avenue, Room 11a New
Haven, CT 06520-8281 and NBER robert.shiller@yale.edu Page 3. ...
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Are institutional investors speculators?

J Pound… - The Journal of Portfolio Management, 1987 - iijournals.com
... of Business, April 1972, pp. 179-211. Shiller, Robert ]. "Stock Prices and Social
Dynamics." Brookings Papers on Economic Activity, 1984-11, pp. 457-497. Shiller,
Robert J., and John Pound. "Survey Evidence on Diffusion of ...
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The volatility of stock market prices

[PDF] from utah.edu
RJ Shiller - Science, 1987 - sciencemag.org
Page 1. The Volatility of Stock Market Prices ROBERT J. SHILLER Ifthe volatility
of stock market prices is to be understood in terms of the efficient markets hypothesis,
then there should be evidence that true investment value ...
Cited by 30 - Related articles - All 18 versions

Historic turning points in real estate

[PDF] from yale.edu
RJ Shiller - Eastern Economic Journal, 2008 - palgrave-journals.com
... Historic Turning Points in Real Estate. Robert J Shiller a. a Cowles Foundation for Research
in Economics and International Center for Finance, Yale University, 30 Hillhouse Avenue, New
Haven, CT 06520-8281, USA. E-mail: robert.shiller@yale.edu. Top of page Abstract. ...
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[CITATION] Irrational exuberance

RJ Shiller - REPORT-INSTITUTE FOR …, 1999 - UNIVERSITY OF MARYLAND
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Indexed units of account: Theory and assessment of historical experience

[PDF] from yale.edu
RJ Shiller - 1998 - nber.org
Page 1. INDEXED UNITS OF ACCOUNT: THEORY AND ASSESSMENT OF
HISTORICAL EXPERIENCE Robert J. Shiller Working Paper 6356 Page 2. NBER
WORKING PAPER SERIES INDEXED UNITS OF ACCOUNT: THEORY ...
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Low interest rates and high asset prices: An interpretation in terms of changing popular economic models

[PDF] from yale.edu
RJ Shiller - 2007 - nber.org
... Robert J. Shiller Yale University, Cowles Foundation Box 208281 30 Hillhouse Avenue, Room
23a New Haven, CT 06520-8281 and NBER robert.shiller@yale.edu Page 3. 3 Low Interest
Rates and High Asset Prices: An Interpretation in Terms of Changing ...
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The invention of inflation-indexed bonds in early America

RJ Shiller - 2003 - nber.org
... Robert J. Shiller Yale University, Cowles Foundation Box 208281 30 Hillhouse Avenue, Room
23a New Haven, CT 06520-8281 and NBER robert.shiller@yale.edu Page 3. 3 The Invention
of Inflation-Indexed Bonds in Early America Robert J. Shiller ...
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Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital

RJ Shiller… - Journal of Financial Economics, 1979 - Elsevier
A model of the tax structure of interest rates is developed and simple approximate expressions
relating yield to coupon are derived. The effect on these simple.
Cited by 24 - Related articles - All 8 versions

Behavioral economics and institutional innovation

[PDF] from yale.edu
RJ Shiller - Southern Economic Journal, 2005 - papers.ssrn.com
Page 1. YALE INTERNATIONAL CENTER FOR FINANCE ICF Working Paper No. 04-50 COWLES
FOUNDATION For Research in Economics Discussion Paper No. 1499 January 2005
BEHAVIORAL ECONOMICS AND INSTITUTIONAL INNOVATION Robert J. Shiller ...
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Samuelson's dictum and the stock market

[PDF] from yale.edu
J Jung… - Economic Inquiry, 2005 - Wiley Online Library
... University. 30 Hillhouse Ave., New Haven, CT 06520. Phone 1-203-432-3708, Fax
1-203-432-6167, E-mail robert.shiller@yale.edu 1. This quote is from a private letter
from Paul Samuelson to John Campbell and Robert Shiller. The ...
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Initial public offerings: Investor behavior and underpricing

RJ Shiller - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES INITIAL PUBLIC OFFERINCS: INVESTOR
BEHAVIOR AND UNDERPRICINC Robert J. Shiller Working Paper No. 2806 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
Cited by 23 - Related articles - All 7 versions

[PDF] Causes of changing financial market volatility

[PDF] from kansascityfed.com
RJ Shiller - Financial market volatility, 1989 - kansascityfed.com
Page 1. Causes of Changing Financial Market Volatility Robert J. Shiller Financial
market prices, prices of stocks, bonds, foreign exchange, and other investment assets,
have shown striking changes in volatility through time. ...
Cited by 23 - Related articles - View as HTML - All 23 versions

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