
AUTHOR INDEX SHILLER, Robert J.
CFDP = Cowles Foundation Discussion
Paper; CFP = Cowles Commission/Foundation Paper (Reprint)
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| Cowles Foundation Discussion
Papers |
CFDP 667,
"Forward Rates and Future Policy: Interpreting the Term Structure of Interest
Rates" (1983) (with John Y. Campbell, Kermit L. Schoenholtz) [84pp] |
CFDP 719,
"Stock Prices and Social Dynamics" (1984) [95pp] |
CFDP 719R,
"Stock Prices and Social Dynamics" (1984) [75pp, abstract] [CFP 616] |
CFDP 732,
"Testing the Random Walk Hypothesis: Power Versus Frequency of Observation"
(1984) (with P. Perron) [28pp, abstract] |
CFDP 785,
"Cointegration and Tests of Present Value Models" (1986) (with John Y. Campbell)
[41pp, abstract] |
CFDP 794,
"Survey Evidence on Diffusion of Interest Among Institutional Investors" (1986)
(with John Pound) abstract [26pp] |
CFDP 812, "The
Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors"
(1986) (with John Y. Campbell) [39pp, abstract] |
CFDP 816,
"Ultimate Sources of Aggregate Variability" (1987) [23pp, abstract] |
CFDP 833R,
"Econometric Modeling as Information Aggregation" (1987) (with Ray C. Fair)
(1988) [25pp, abstract] [CFP 754] |
CFDP 843, "The
Term Structure of Interest Rates. U.S. Government Term Structure Data" (1987) (with
J. Huston McCulloch) [119pp, abstract]
[CFP 766] |
CFDP 851,
"Prices of Single Family Homes Since 1970: New Indexes for Four Cities" (1987)
(with Karl E. Case) [53pp, abstract] |
CFDP 853,
"Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence"
(1987) [43pp, abstract] |
CFDP 857, "The
Informational Content of Ex Ante Forecasts" (1988) (with Ray C. Fair) [17pp, abstract] [CFP 736] |
CFDP 858,
"Stock Prices, Earnings and Expected Dividends" (1988) (with John Y. Campbell)
[41pp, abstract] |
CFDP 890, "The
Behavior of Home Buyers in Boom and Post-Boom Markets" (1988) (with Karl E. Case)
[39pp] |
CFDP 952,
"Popular Attitudes Towards Free Markets: The Soviet Union and the United States
Compared" (1990) (with Maxim Boycko, Vladimir Korobov) [72pp, abstract] [CFP 787] |
CFDP 953,
"Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of
Present Value Models?" (1990) (with Andrea E. Beltratti) [33pp, abstract] [CFP 833] |
CFDP 970,
"Actual and Warranted Relations Between Asset Prices" (1991) (with Andrea E.
Beltratti) [22pp, abstract] [CFP 859] |
CFDP 971,
"Arithmetic Repeat Sales Price Estimators" (1991) [26pp, abstract] [CFP 781] |
CFDP 1006,
"Index-Based Futures and Options Markets in Real Estate" (1992) (with Karl E.
Case, Allan N. Weiss) [25pp, abstract] |
CFDP 1012,
"Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock
Markets" (1992) (with Fumiko Kon-Ya, Yoshiro Tsutsui) [51pp, abstract] [CFP 922] |
CFDP 1036,
"Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated
Measures Indices and Perpetual Futures" (1992) [35pp, abstract] [CFP 856] |
CFDP 1048,
"Aggregate Income Risks and Hedging Mechanisms" (1993) [37pp, abstract] Reprinted in Quarterly Review
of Economics and Finance, 1995. |
CFDP 1074,
"Home Equity Insurance" (1994) (with Allan N. Weiss) [53pp, abstract] [CFP 1007] |
CFDP 1092,
"Conversation, Information, and Herd Behavior" (1995) [15pp, abstract] [CFP 909] |
CFDP 1097,
"World Income Components: Measuring and Exploiting International Risk Sharing
Opportunities" (1995) (with Stefano Athanasoulis) [32pp, abstract] |
CFDP 1098,
"Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and
Options in Real Estate" (1995) (with Karl E. Case, Allan N. Weiss) [21pp, abstract] |
CFDP 1110,
"Labor Income Indices Designed for Use in Contracts Promoting Income Risk
Management" (1995) (with Ryan Schneider) [33pp, abstract] [CFP 964] |
CFDP 1115, "Why
Do People Dislike Inflation?" (1996) [54pp, abstract] |
CFDP 1125, "A
Scorecard for Indexed Government Debt" (1996) (with John Y. Campbell) [47pp, abstract] |
CFDP 1145,
"Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral
Considerations" (1997) [17pp, abstract] |
CFDP 1154, "The
Significance of the Market Portfolio" (1997) (with Stefano G. Athanasoulis) [32pp, abstract] [CFP 997] |
CFDP 1171,
"Indexed Units of Account: Theory and Assessment of Historical Experience"
(1998) [28pp, abstract] |
CFDP 1172,
"Human Behavior and the Efficiency of the Financial System" (1998) [34pp, abstract] [CFP 1025] |
CFDP 1177,
"Moral Hazard in Home Equity Conversion" (1998) (with Allan N. Weiss) [29pp, abstract] [CFP 1014] |
CFDP 1179,
"Designing Indexed Units of Account" (1998) [23pp, abstract] |
CFDP 1185,
"Social Security and Institutions for Intergenerational, Intragenerational and
International Risk Sharing" (1998) [38pp, abstract] [CFP 993] |
CFDP 1212,
"Measuring Bubble Expectations and Investor Confidence" (1999) [25pp, abstract] [CDP 1004] |
CFDP 1239,
"World Income Components: Measuring and Exploiting Risk-Sharing Opportunities"
(1999) (with Stefano G. Athanasoulis) [43pp, abstract]
[CFP 1029] |
CFDP 1295,
"Valuation Ratios and the Long-Run Stock Market Outlook: An Update" (2001) (with
John Y. Campbell) [31pp, abstract] |
CFDP 1303,
"Bubbles, Human Judgment, and Expert Opinion" (2001) [17pp, abstract] |
CFDP 1335, Comparing
Wealth Effects: The Stock Market versus the Housing Market" (2001) (with Karl E.
Case, John M. Quigley) [25pp, abstract] [CFP 1181] |
CFDP 1385,
"From Efficient Market Theory to Behavioral Finance" (2002) [43pp, abstract] [CFP 1055] |
CFDP 1386, "One
Simple Test of Samuelson's Dictum for the Stock Market" (2002) (with Jeeman Jung)
[18pp, abstract] [CFP
1183] |
CFDP 1442, "The
Invention of Inflation-Indexed Bonds in Early America" (2003) [20pp, abstract] |
CFDP 1459,
"Household Reaction to Changes in Housing Wealth" (2004) [18pp, abstract] |
CFDP 1461,
"Radical Financial Innovation" (2004) [28pp, abstract] |
CFDP 1499,
"Bahavioral Economics and Institutional Innovation" (2005) [24pp, abstract] [CFP 1150] |
CFDP 1504, "The
Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation" (2005)
[34pp, abstract] |
CFDP 1610,
"Historic Turning Points in Real Estate" (2007) [abstract, 28pp] |
CFDP 1630,
"Understanding Recent Trends in House Prices and Home Ownership" (2007) [46pp, abstract] |
CFDP 1632, "Low
Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular
Models" (2007) [32pp, abstract] |
CFDP 1648,
"Derivatives Markets for Home Prices" (March 2008) [abstract, 27pp] |
CFDP 1696,
"Understanding Inflation-Indexed Bond Markets" (May 2009) (with
John Campbell, Luis Viceira) [47pp, abstract] |
|
| Cowles Foundation Papers
(Reprints) |
CFP 593,
"Smoothness Priors and Nonlinear Regression." Journal of the American
Statistical Association (September 1984), 79(387): 609-615 |
CFP 595, "The
Determinants of Interest Rates: Old Controversies Reopened." AEA Papers and
Proceedings (May 1984), 74(2): 44-48 (with John Y. Campbell) |
CFP 616, "Stock
Prices and Social Dynamics." Brookings Papers on Economic Activity (1984), 2:
457-510 [CFDP 719R] |
CFP 670, "The
Volatility of Stock Market Prices." Science (January 2, 1987), 235: 33-37 |
CFP 736, "The
Informational Content of Ex Ante Forecasts." Review of Economics and Statistics
(May 1989), 71(2): 325-331 (with Ray C. Fair) [CFDP 857] |
CFP 754,
"Comparing Information in Forecasts from Econometric Models." American
Economic Review (June 1990), 80(3): 376-389 (with Ray C. Fair) [CFDP 833R] |
CFP 766, "The
Term Structure of Interest Rates." In B.M. Friedman and F.H. Hahn, eds., Handbook
of Monetary Economics, Vol. 1, 1990, pp. 627-715 [CFDP 843] |
CFP 781,
"Arithmetic Repeat Sales Price Estimators." Journal of Housing Economics
(1991), 1: 110-126 [CFDP 971] |
CFP 787,
"Popular Attitudes Toward Free Markets: The Soviet Union and the United States
Compared." American Economic Review (June 1991), 81(3): 385-400 (with Maxim
Boycko, Vladimir Korobov) [CFDP 952] |
CFP 817,
"Hunting for Homo Sovieticus: Situational Versus Attitudinal Factors in Economic
Behavior." Brookings Papers on Economic Activity (1992), 1: 127-194 (with
Maxim Boycko, Vladimir Korobov) |
CFP 833, "Stock
Prices and Bond Yields." Journal of Monetary Economics (1992), 30: 25-46 (with
Andrea E. Beltratti) [CFDP 953] |
CFP 856,
"Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated
Measures Indices and Perpetual Futures." Journal of Finance (July 1993),
48(3): 911-931 [CFDP 1036] |
CFP 859,
"Actual and Warranted Relations Between Asset Prices." Oxford Economic Papers
(1993), 45: 387-402 (with Andrea E. Beltratti) [CFDP 970] |
CFP 909,
"Conversation, Information, and Herd Behavior." Rhetoric and Economic
Behavior (May 1995), 85(2): 181-185 [CFDP 1092] |
CFP 922, "Why
Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection." Review
of Economics and Statistics (1996) 78(1): 156-164 (with Fumiko Kon-Ya, Yoshiro
Tsutsui) [CFDP 1012] |
CFP 946,
"Public Resistance to Indexation: A Puzzle." Brookings Papers on Economic
Activity (1997), 1: 159-228 |
CFP 964, "Labor
Income Indices Designed for Use in Contracts Promoting Income Risk Management." Review
of Income and Wealth (1998), 44(2): 163-182 (with Ryan Schneider) [CFDP 1110] |
CFP 983,
"Evaluating Real Estate Valuation Systems" Journal of Real Estate Finance and
Economics (1999), 18(2): 147-161 (with Allan N. Weiss) |
CFP 993,
"Social Security and Institutions for Intergenerational, Intragenerational and
International Risk-Sharing." Carnegie-Rochester Conference Series on Public Policy
(1999), 50: 165-204 [CFDP 1185] |
CFP 997, "The Significance of the
Market Portfolio." Review of Financial Studies (Summer 2000), 13(2): 301-329
(with Stefano G. Athanasoulis) [CFDP 1154] |
CFP 1000, "The
ET Interview: Professor James Tobin." Econometric Theory (1999), 15: 867-900 |
CFP 1004,
"Measuring Bubble Expectations and Investor Confidence." Journal of
Psychology and Financial Markets (2000), 1(1): 49-60 [CFDP1212] |
CFP 1007, "Home
Equity Insurance." Journal of Real Estate Finance and Economics (1999), 19(1):
21-47 (with Allan N. Weiss) [CFDP 1074] |
CFP 1014, "Moral Hazard in Home
Equity Conversion." Real Estate Economics (2000), 28(1): 1-31 (with Allan W.
Weiss) [CFDP 1177] |
CFP
1025, "Human Behavior and the Efficiency of the Financial System." In J.B.
Taylor and M. Woodford, eds., Handbook of Macroeconomics, Vol. 1C, Part 6, 1999,
pp. 1306-1340 [CFDP 1172] |
CFP 1029, "World Income Components:
Measuring and Exploiting Risk-Sharing Opportunities." The American Economic Review
(2001), 91(4): 1031-1054 (with Stefano Athanasoulis) [CFDP 1239] |
CFP 1055, "From Efficient
Markets Theory to Behavioral Finance." Journal of Economic Perspectives
(Winter 2003), 17(1): 83-104 [CFDP 1385] |
CFP 1061, "Social Security
and Individual Accounts as Elements of Overall Risk-Sharing." AEA Papers and
Proceedings, 93(2), 2003 |
CFP 1089, "Is There a Bubble in the
Housing Market?" Brookings Papers on Economic Activity, 2, 2003 (with Karl E.
Case) [64pp] |
CFP 1148, "An Interview with Robert
J. Shiller," by John Y. Campbell. Macroeconomic Dynamics (2004), 8(5): 649-683 |
CFP 1150, "Behavioral Economics and
Institutional Innovation." Southern Economic Journal (2005), 72(2): 269-283
[CFDP 1499] |
CFP 1180, "Tools for
Financial Innovation: Neoclassical versus Behavioral Finance." The Financial
Review (2006), 41(1): 1-8 |
CFP 1181, "Comparing Wealth Effects:
The Stock Market vs. the Housing Market." Advances in Macroeconomics (2005)
5(1): 1-34 (with Karl E. Case, John M. Quigley) [CFDP 1335] |
CFP 1182, "Life-Cycle
Portfolios as Government Policy," Economists' Voice (2005), 2(1), Article 14 |
CFP 1183, "Samuelson's
Dictum and the Stock Market." Economic Inquiry (2005), 43(2): 221-228 (with
Jeeman Jung) [CFDP 1386] |
CFP 1209, "A
Decade of Boom and Bust in Single Family Home Prices: Boston and Los Angeles,
1983-1993" (with Karl E. Case). Revue D'Economie Financiere (December 1993),
pp. 389-407 and reprinted in New England Economic Review (March/April 1994), 40-51 |
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