CFDP 667, "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates" (June 1983) (with John Y. Campbell, Kermit L. Schoenholtz) [84pp] Reprinted in Brookings Papers on Economic Activity (1983), 1: 173-217

CFDP 719, "Stock Prices and Social Dynamics" (August 1984) [95pp]

CFDP 719R, "Stock Prices and Social Dynamics" (Revised October 1984) [75pp, abstract] Reprinted in Brookings Papers on Economic Activity (1984), 2: 457-510 [CFP 616]

CFDP 732, "Testing the Random Walk Hypothesis: Power Versus Frequency of Observation" (December 1984) (with Pierre Perron) [28pp, abstract] Reprinted in Economics Letters (1985), 18: 381-386

CFDP 785, "Cointegration and Tests of Present Value Models" (March 1986) (with John Y. Campbell) [41pp, abstract] Reprinted in Journal of Political Economy (October 1987), 95: 1062-1088; also in Robert F. Engle and Clive W.J. Granger (eds.), Long-Run Economic Relationships: Readings in Cointegration, Oxford University Press, 1991, pp. 191-217; and Andrew W. Lo (ed.), Financial Econometrics, Edward Elgar, 2005

CFDP 794, "Survey Evidence on Diffusion of Interest Among Institutional Investors" (May 1986) (with John Pound) abstract [26pp] Reprinted in Journal of Economic Behavior and Organization (August 1989), 12(1): 47-66

CFDP 812, "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors" (December 1986) (with John Y. Campbell) [39pp, abstract] Reprinted in Review of Financial Studies (Fall 1988), 1: 195-228; also in Andrew W. Lo (ed.), Market Efficiency: Stock Market Behavior in Theory and Practice, Edward Elgar, 1996

CFDP 816, "Ultimate Sources of Aggregate Variability" (January 1987) [23pp, abstract] Reprinted in American Economic Review, Papers and Proceedings (May 1987), 77(2): 87-92

CFDP 833R, "Econometric Modeling as Information Aggregation" (January 1987, revised January 1988) (with Ray C. Fair) (1988) [25pp, abstract] Reprinted in American Economic Review (June 1990), 80(3): 376-389 [CFP 754]

CFDP 843, "The Term Structure of Interest Rates. U.S. Government Term Structure Data" (July 1987) (with J. Huston McCulloch) [119pp, abstract] Reprinted in B.M. Friedman and F.H. Hahn, eds., Handbook of Monetary Economics, Vol. 1, 1990, pp. 627-715 [CFP 766]

CFDP 851, "Prices of Single Family Homes Since 1970: New Indexes for Four Cities" (October 1987) (with Karl E. Case) [53pp, abstract] Reprinted in New England Economic Review, Federal Reserve Bank of Boston, issue Sep., pp. 45-56

CFDP 853, "Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence" (November 1987) [43pp, abstract] Reprinted in Journal of the Japanese and International Economies (1991), 5: 1-13

CFDP 857, "The Informational Content of Ex Ante Forecasts" (January 1988) (with Ray C. Fair) [17pp, abstract] Reprinted in Review of Economics and Statistics (May 1989), 71(2): 325-331 [CFP 736]

CFDP 858, "Stock Prices, Earnings and Expected Dividends" (February 1988) (with John Y. Campbell) [41pp, abstract] Reprinted in Journal of Finance, Papers and Proceedings (July 1988), 43: 662-676

CFDP 890, "The Behavior of Home Buyers in Boom and Post-Boom Markets" (November 1988) (with Karl E. Case) [39pp] Reprinted in New England Economic Review, Federal Reserve Bank of Boston, issue November, pp. 29-46; also in Russian in Constants (Ukraine) (1993), 1(2): 1-20; also reprinted in E. White, ed., Stock Market Crashes and Speculative Mania, Cheltanham: Eglar, 1996

CFDP 952, "Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared" (August 1990) (with Maxim Boycko, Vladimir Korobov) [72pp, abstract] Reprinted in American Economic Review (June 1991), 81(3): 385-400 [CFP 787]

CFDP 953, "Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?" (September 1990) (with Andrea E. Beltratti) [33pp, abstract] Reprinted in Journal of Monetary Economics (1992), 30: 25-46 [CFP 833]

CFDP 970, "Actual and Warranted Relations Between Asset Prices" (February 1991) (with Andrea E. Beltratti) [22pp, abstract] Reprinted in Oxford Economic Papers (1993), 45: 387-402 [CFP 859]

CFDP 971, "Arithmetic Repeat Sales Price Estimators" (February 1991) [26pp, abstract] Reprinted in Journal of Housing Economics (1991), 1: 110-126[CFP 781]

CFDP 1006, "Index-Based Futures and Options Markets in Real Estate" (December 1991) (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" (March 1992) (with Fumiko Kon-Ya, Yoshiro Tsutsui) [51pp, abstract] Reprinted in Review of Economics and Statistics (1996) 78(1): 156-164 [CFP 922]

CFDP 1036, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures" (November 1992) [35pp, abstract] Reprinted in Journal of Finance (July 1993), 48(3): 911-931 [CFP 856]

CFDP 1048, "Aggregate Income Risks and Hedging Mechanisms" (June 1993) [37pp, abstract] Reprinted in Quarterly Review of Economics and Finance (1995), 35(2): 119-152

CFDP 1074, "Home Equity Insurance" (July 1994) (with Allan N. Weiss) [53pp, abstract] Reprinted in Journal of Real Estate Finance and Economics (1999), 19(1): 21-47 [CFP 1007]

CFDP 1092, "Conversation, Information, and Herd Behavior" (February 1995) [15pp, abstract] Reprinted in Rhetoric and Economic Behavior (May 1995), 85(2): 181-185 [CFP 909]

CFDP 1097, "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities" (May 1995, revised June 1997) (with Stefano Athanasoulis) [32pp, abstract] Reprinted in American Economic Review (September 2001), 91(4): 1031-1054

CFDP 1098, "Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate" (May 1995) (with Karl E. Case, Allan N. Weiss) [21pp, abstract] Reprinted in Journal of Housing Research (1996), 7(2): 243-258

CFDP 1110, "Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management" (August 1995) (with Ryan Schneider) [33pp, abstract] Reprinted in Review of Income and Wealth (1998), 44(2): 163-182 [CFP 964]

CFDP 1115, "Why Do People Dislike Inflation?" (March 1996) [54pp, abstract] Reprinted in Reducing Inflation: Motivation and Strategy, NBER, 1997, pp. 13-70

CFDP 1125, "A Scorecard for Indexed Government Debt" (May 1996) (with John Y. Campbell) [47pp, abstract] Reprinted in Ben S. Bernanke and Julio Rotemberg (eds.), National Bureau of Economic Research Macroeconomics Annual 1996, MIT Press, 1996, pp. 155-197

CFDP 1145, "Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations" (January 1997) [17pp, abstract] Reprinted in Economic Notes (1997), 26(2): 361-378

CFDP 1154, "The Significance of the Market Portfolio" (June 1997) (with Stefano G. Athanasoulis) [32pp, abstract] [CFP 997]

CFDP 1171, "Indexed Units of Account: Theory and Assessment of Historical Experience" (February 1998) [28pp, abstract] Reprinted in F. Lefort, K. Schmidt-Hebbel, and N. Loayza (eds.), Indexation, Inflation and Monetary Policy, Vol. 2, Central Bank of Chile, 2002, pp. 105-134

CFDP 1172, "Human Behavior and the Efficiency of the Financial System" (February 1998) [34pp, abstract] Reprinted in J.B. Taylor and M. Woodford, eds., Handbook of Macroeconomics, Vol. 1C, Part 6, 1999, pp. 1306-1340 [CFP 1025]

CFDP 1177, "Moral Hazard in Home Equity Conversion" (May 1998) (with Allan N. Weiss) [29pp, abstract] Reprinted in Real Estate Economics (2000), 28(1): 1-31 [CFP 1014]

CFDP 1179, "Designing Indexed Units of Account" (May 1998) [23pp, abstract] Reprinted in Lawrence R. Klein, ed., Long-Run Growth and Short-Run Stabilization: Essays in Memory of Albert Ando. Edward Elgar, 2006, pp. 288-302

CFDP 1185, "Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing" (July 1998) [38pp, abstract] Reprinted in Carnegie-Rochester Conference Series on Public Policy (1999), 50: 165-204 [CFP 993]

CFDP 1212, "Measuring Bubble Expectations and Investor Confidence" (March 1999) [25pp, abstract] Reprinted in Journal of Psychology and Financial Markets (2000), 1(1): 49-60 [CDP 1004]

CFDP 1239, "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities" (November 1999) (with Stefano G. Athanasoulis) [43pp, abstract] Reprinted in American Economic Review (2001), 91(4): 1031-1054 [CFP 1029]

CFDP 1295, "Valuation Ratios and the Long-Run Stock Market Outlook: An Update" (March 2001) (with John Y. Campbell) [31pp, abstract] Reprinted in in Richard H. Thaler), Advances in Behavioral Finance II, Princeton: Princeton University Press, 2005

CFDP 1303, "Bubbles, Human Judgment, and Expert Opinion" (May 2001) [17pp, abstract] Reprinted in Financial Analysts Journal (May/June 2002), 58(3): 18–26; and The ICFAI Journal of Behavioral Finance (India) (September 2004), 1(3): 7–17

CFDP 1335, Comparing Wealth Effects: The Stock Market versus the Housing Market" (October 2001) (with Karl E. Case, John M. Quigley) [25pp, abstract] Reprinted in Advances in Macroeconomics (2005) 5(1): 1-34 [CFP 1181]

CFDP 1385, "From Efficient Market Theory to Behavioral Finance" (October 2002) [43pp, abstract] Reprinted in Journal of Economic Perspectives (Winter 2003), 17(1): 83-104 [CFP 1055]

CFDP 1386, "One Simple Test of Samuelson's Dictum for the Stock Market" (October 2002) (with Jeeman Jung) [18pp, abstract] Reprinted in Economic Inquiry (2005), 43(2): 221-228 [CFP 1183]

CFDP 1442, "The Invention of Inflation-Indexed Bonds in Early America" (October 2003) [20pp, abstract] Reprinted in William N. Goetzmann and Geert K. Rouwenhorst, editors, The Origins of Value: The Financial Innovations that Created Modern Capital Markets. Oxford: Oxford University Press, 2005

CFDP 1459, "Household Reaction to Changes in Housing Wealth" (April 2004) [18pp, abstract]

CFDP 1461, "Radical Financial Innovation" (April 2004) [28pp, abstract] Reprinted in Eytan Sheshinski, Robert J. Strom and William J. Baumol, eds., Entrepreneurship, Innovation and the Growth Mechanism of the Free Market Economies, in Honor of William Baumol. Princeton University Press, 2006, pp. 306-323

CFDP 1499, "Bahavioral Economics and Institutional Innovation" (January 2005) [24pp, abstract] Reprinted in Southern Economic Journal (2005), 72(2): 269-283 [CFP 1150]

CFDP 1504, "The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation" (April 2005) [34pp, abstract] Reprinted in Journal of Policy Modelling (2006), 28: 427-444

CFDP 1610, "Historic Turning Points in Real Estate" (June 2007) [abstract, 28pp] Reprinted in Eastern Economic Journal (Winter 2008), 34(1): 1-13 [http://www.jstor.org/stable/20642389]

CFDP 1630, "Understanding Recent Trends in House Prices and Home Ownership" (September 2007) [46pp, abstract] Reprinted in Housing, Housing Finance and Monetary Policy, Jackson Hole Conference Series, Federal Reserve Bank of Kansas City, 2008, pp. 85-123

CFDP 1632, "Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models" (October 2007) [32pp, abstract] Reprinted in Brookings Papers on Economic Activity (2007), 2: 111-132

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] Reprinted in Brookings Papers on Economic Activity (Spring 2009), 79-120 [doi:10.1353/eca.0.0045]

CFDP 1717, "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation" (August 2009) (with Mark Kamstra) [30pp, abstract]

CFDP 1784, "Wealth Effects Revisited 1978-2009" (February 2011) (with Karl E. Case, John M. Quigley) [40pp, abstract]

CFDP 1788, "Economists as Worldly Philosophers" (March 2011) (with Virginia M. Shiller) [12pp, abstract]

CFDP 1794, "Continuous Workout Mortgages" (April 2011) (with Rafal M. Wojakowski, M. Shahid Ebrahim and Mark B. Shackleton) [41pp, abstract]

CFDP 1817, "Irving Fisher, Debt Deflation and Crises" (August 2011) [8pp, abstract]

CFDP 1876, "What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets" (September 2012) (with Karl E. Case, Anne K. Thompson) [40pp, abstract]

CFDP 1884, "Wealth Effects Revisited 1975-2012" (December 2012) (with Karl E. Case, John M. Quigley) [34pp, abstract]

CFDP 1894, "Reflections on Finance and the Good Society" (May 2013) [10pp, abstract]

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." 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

CFP 1300, "Property Derivatives for Managing European Real-Estate Risk" (with Frank J. Fabozzi, Radu S. Tunaru) European Financial Management (2010), 16(1): 8-26