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]

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: 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: 1-8

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