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Robert J. Shiller

Global rank #36 99%

Institution: Yale University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://robertshiller.com

First Publication: 1977

Most Recent: 2017

RePEc ID: psh69 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 5.03 0.00 0.00 0.00 20.11
All Time 38.88 21.78 14.24 0.00 214.83

Publication Statistics

Raw Publications 54
Coauthorship-Adjusted Count 78.25

Publications (54)

Year Article Journal Tier Authors
2017 Narrative Economics American Economic Review S 1
2016 Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later American Economic Review S 2
2016 Foreword American Economic Review S 1
2014 Why Is Housing Finance Still Stuck in Such a Primitive Stage? American Economic Review S 1
2014 Speculative Asset Prices American Economic Review S 1
2013 Mitigating financial fragility with Continuous Workout Mortgages Journal of Economic Behavior and Organization B 4
2013 Reflections on Finance and the Good Society American Economic Review S 1
2012 What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets Brookings Papers on Economic Activity B 3
2011 Economists as Worldly Philosophers American Economic Review S 2
2009 Understanding Inflation-Indexed Bond Markets Brookings Papers on Economic Activity B 3
2007 Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models Brookings Papers on Economic Activity B 1
2003 Is There a Bubble in the Housing Market? Brookings Papers on Economic Activity B 2
2003 Social Security and Individual Accounts as Elements of Overall Risk-Sharing American Economic Review S 1
2001 World Income Components: Measuring and Exploiting Risk-Sharing Opportunities American Economic Review S 2
2000 The Significance of the Market Portfolio. The Review of Financial Studies A 2
1999 THE ET INTERVIEW: PROFESSOR JAMES TOBIN Econometric Theory B 1
1997 Public Resistance to Indexation: A Puzzle Brookings Papers on Economic Activity B 1
1996 Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection. Review of Economics and Statistics A 3
1995 Conversation, Information, and Herd Behavior. American Economic Review S 1
1993 Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures. Journal of Finance A 1
1993 Actual and Warranted Relations between Asset Prices. Oxford Economic Papers C 2
1992 Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior Brookings Papers on Economic Activity B 3
1992 Stock prices and bond yields : Can their comovements be explained in terms of present value models? Journal of Monetary Economics A 2
1991 Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared. American Economic Review S 3
1991 Yield Spreads and Interest Rate Movements: A Bird's Eye View Review of Economic Studies S 2
1990 Comparing Information in Forecasts from Econometric Models. American Economic Review S 2
1990 Market Volatility and Investor Behavior. American Economic Review S 1
1990 A Scott-Type Regression Test of the Dividend Ratio Model. Review of Economics and Statistics A 1
1989 The Efficiency of the Market for Single-Family Homes. American Economic Review S 2
1989 The dividend ratio model and small sample bias : A Monte Carlo study Economics Letters C 2
1989 The Informational Context of Ex Ante Forecasts. Review of Economics and Statistics A 2
1989 Comovements in Stock Prices and Comovements in Dividends Journal of Finance A 1
1989 Survey evidence on diffusion of interest and information among investors Journal of Economic Behavior and Organization B 2
1988 Interpreting cointegrated models Journal of Economic Dynamics and Control B 2
1988 The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors The Review of Financial Studies A 1
1988 The Probability of Gross Violations of a Present Value Variance Inequality. Journal of Political Economy S 1
1987 Cointegration and Tests of Present Value Models. Journal of Political Economy S 2
1987 Ultimate Sources of Aggregate Variability American Economic Review S 1
1986 The Marsh-Merton Model of Managers' Smoothing of Dividends. American Economic Review S 1
1985 Testing the random walk hypothesis : Power versus frequency of observation Economics Letters C 2
1985 An Unbiased Reexamination of Stock Market Volatility: Discussion. Journal of Finance A 1
1984 A Simple Account of the Behavior of Long-Term Interest Rates. American Economic Review S 2
1984 Stock Prices and Social Dynamics Brookings Papers on Economic Activity B 1
1983 Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates Brookings Papers on Economic Activity B 3
1983 Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply. American Economic Review S 1
1982 Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information Journal of Financial Economics A 2
1981 The Determinants of the Variability of Stock Market Prices. American Economic Review S 2
1981 Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? American Economic Review S 1
1981 The Use of Volatility Measures in Assessing Market Efficiency. Journal of Finance A 1
1981 Alternative tests of rational expectations models : The case of the term structure Journal of Econometrics A 1
1979 Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital Journal of Financial Economics A 2
1979 The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure. Journal of Political Economy S 1
1978 Rational expectations and the dynamic structure of macroeconomic models : A critical review Journal of Monetary Economics A 1
1977 The Gibson Paradox and Historical Movements in Real Interest Rates. Journal of Political Economy S 2