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Information about:
Stijn Van Nieuwerburgh

Personal Details | Affiliation | Works
This is information that was supplied by Stijn Van Nieuwerburgh in registering through RePEc. If you are Stijn Van Nieuwerburgh , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Stijn
Middle Name:
Last Name: Van Nieuwerburgh
Suffix:

RePEc Short-ID: pva368

Email: [This author has chosen not to make the email address public]
Homepage:
http://www.stern.nyu.edu/~svnieuwe
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor

Works

|
Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009. "Technological Change and the Growing Inequality in Managerial Compensation," NBER Working Papers 14661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "Information Acquisition and Under-Diversification," NBER Working Papers 13904, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Stijn Van Nieuwerburgh & Laura Veldkamp, 2007. "Information Immobility and the Home Bias Puzzle," NBER Working Papers 13366, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Published as:

  5. Hanno Lustig & Stijn Van Nieuwerburg & Adrien Verdelhan, 2007. "The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤," Boston University - Department of Economics - Working Papers Series WP2007-030, Boston University - Department of Economics. [Downloadable!]

  6. Ralph S.J Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh, 2007. "Mortgage Timing," NBER Working Papers 13361, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  7. John Ameriks & Andrew Caplin & Steven Laufer & Stijn Van Nieuwerburgh, 2007. "The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives," NBER Working Papers 13105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics. [Downloadable!]
    Other versions:

    Published as:

  9. Stijn Van Nieuwerburgh & Pierre-Olivier Weill, 2006. "Why Has House Price Dispersion Gone Up?," NBER Working Papers 12538, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  10. Hanno Lustig & Stijn Van Nieuwerburgh, 2006. "Can Housing Collateral Explain Long-Run Swings in Asset Returns?," NBER Working Papers 12766, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  11. Stijn Van Nieuwerburgh & Hanno Lustig, 2005. "The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street," 2005 Meeting Papers 105, Society for Economic Dynamics. [Downloadable!]

  12. Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Acquisition and Portfolio Underdiversification," 2005 Meeting Papers 77, Society for Economic Dynamics. [Downloadable!]

  13. Hanno Lustig & Stijn Van Nieuwerburgh, 2005. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," NBER Working Papers 11564, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  14. Stijn van Nieuwerburgh & Michael Kumhof, 2005. "Monetary Policy in an Equilibrium Portfolio Balance Model," 2005 Meeting Papers 851, Society for Economic Dynamics. [Downloadable!]
    Other versions:

  15. Lettau, Martin & van Nieuwerburgh, Stijn, 2005. "Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability," CEPR Discussion Papers 5355, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  16. Stijn Van Nieuwerburgh & Hanno Lustig, 2004. "Housing Collateral and Consumption Insurance Across US Regions," 2004 Meeting Papers 548, Society for Economic Dynamics.

  17. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "How Much Does Household Collateral Constrain Regional Risk Sharing?," NBER Working Papers 10505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  18. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "A Theory of Housing Collateral, Consumption Insurance and Risk Premia," NBER Working Papers 10955, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  19. Hanno Lustig & Stijn Van Nieuwerburgh, 2003. "Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective," NBER Working Papers 9959, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  20. Hanno Lustig & Stijn Van Nieuwerburgh, 2002. "Housing Collateral, Consumption Insurance and Risk Premia," Macroeconomics 0211008, EconWPA. [Downloadable!]

  21. Michael Kumhof & Stijn van Nieuwerburgh, 2002. "A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention," IMF Working Papers 02/29, International Monetary Fund.


Articles

  1. Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009. "Mortgage timing," Journal of Financial Economics, Elsevier, vol. 93(2), pages 292-324, August. [Downloadable!] (restricted)
    Other versions:
    • Ralph S.J Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh, 2007. "Mortgage Timing," NBER Working Papers 13361, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, vol. 64(3), pages 1187-1215, 06. [Downloadable!] (restricted)
    Other versions:

  3. Hanno Lustig & Stijn Van Nieuwerburgh, 2008. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(5), pages 2097-2137, September. [Downloadable!] (restricted)
    Other versions:

  4. Martin Lettau & Stijn Van Nieuwerburgh, 2008. "Reconciling the Return Predictability Evidence," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(4), pages 1607-1652, July. [Downloadable!] (restricted)
    Other versions:

  5. Stijn Van Nieuwerburgh & Laura Veldkamp, 2006. "Inside Information and the Own Company Stock Puzzle," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 623-633, 04-05. [Downloadable!] (restricted)

  6. Van Nieuwerburgh, Stijn & Veldkamp, Laura, 2006. "Learning asymmetries in real business cycles," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 753-772, May. [Downloadable!] (restricted)
    Other versions:

  7. Nieuwerburgh, Stijn Van & Buelens, Frans & Cuyvers, Ludo, 2006. "Stock market development and economic growth in Belgium," Explorations in Economic History, Elsevier, vol. 43(1), pages 13-38, January. [Downloadable!] (restricted)

  8. Hanno N. Lustig & Stijn G. Van Nieuwerburgh, 2005. "Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective," Journal of Finance, American Finance Association, vol. 60(3), pages 1167-1219, 06. [Downloadable!] (restricted)
    Other versions:

  9. Hanno Lustig & Stijn Van Nieuwerburgh, . "How Much Does Household Collateral Constrain Regional Risk Sharing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics. [Downloadable!] (restricted)
    Other versions:

    Also available as:


Software components

  1. Hanno Lustig & Stijn Van Nieuwerburgh, 2009. "Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?"," Computer Codes 06-187, Review of Economic Dynamics. [Downloadable!]
    Published as:

  2. Thomas Sargent & Stijn Van Nieuwerburgh, 2001. "Matlab code for the robustness in forward looking models, oligopoly example," QM&RBC Codes 32, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]


NEP Fields

22 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2007-05-26
  2. NEP-BEC: Business Economics (3) 2006-12-22 2007-08-14 2009-01-31
  3. NEP-CBA: Central Banking (1) 2007-05-04
  4. NEP-DEV: Development (1) 2007-08-14
  5. NEP-DGE: Dynamic General Equilibrium (8) 2002-11-18 2004-06-07 2004-12-12 2005-09-11 2006-10-14 2006-12-22 2008-03-25 2009-01-31 Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2005-12-09 2006-04-01
  7. NEP-FIN: Finance (7) 2004-12-12 2004-12-15 2005-12-01 2005-12-01 2005-12-01 2005-12-09 2006-04-01 Author is listed
  8. NEP-FOR: Forecasting (3) 2005-12-09 2006-04-01 2007-01-13
  9. NEP-GEO: Economic Geography (1) 2006-10-14
  10. NEP-HIS: Business, Economic & Financial History (1) 2007-08-14
  11. NEP-IAS: Insurance Economics (2) 2003-09-08 2004-12-12
  12. NEP-IFN: International Finance (2) 2005-12-01 2007-05-04
  13. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-08-14
  14. NEP-LAB: Labour Economics (1) 2009-01-31
  15. NEP-MAC: Macroeconomics (7) 2005-12-01 2006-10-14 2007-05-04 2007-05-26 2007-09-09 2008-03-25 2009-01-31 Author is listed
  16. NEP-MON: Monetary Economics (2) 2005-12-01 2007-05-04
  17. NEP-RMG: Risk Management (3) 2006-04-01 2006-12-22 2007-01-13
  18. NEP-URE: Urban & Real Estate Economics (6) 2003-09-08 2004-06-07 2004-12-12 2006-10-14 2006-12-22 2007-09-09 Author is listed

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This page was last updated on 2009-11-5.


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