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Stijn Van Nieuwerburgh

Global rank #709 99%

Institution: Centre for Economic Policy Research (CEPR)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www0.gsb.columbia.edu/faculty/svannieuwerburgh/

First Publication: 2005

Most Recent: 2024

RePEc ID: pva368 ↗

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 2.35 6.20 1.17 0.00 22.96
Last 10 Years 6.09 10.56 1.51 0.00 46.98
All Time 8.60 18.10 3.85 0.00 74.46

Publication Statistics

Raw Publications 42
Coauthorship-Adjusted Count 30.68

Publications (42)

Year Article Journal Tier Authors
2024 What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark Journal of Finance A 4
2024 Aggregate lapsation risk Journal of Financial Economics A 3
2024 The U.S. Public Debt Valuation Puzzle Econometrica S 4
2023 Affordable Housing and City Welfare Review of Economic Studies S 3
2023 Machine-learning the skill of mutual fund managers Journal of Financial Economics A 4
2023 Identifying the Benefits from Homeownership: A Swedish Experiment American Economic Review S 4
2022 Can the covid bailouts save the economy? Economic Policy B 3
2022 Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis Brookings Papers on Economic Activity B 4
2022 Flattening the curve: Pandemic-Induced revaluation of urban real estate Journal of Financial Economics A 4
2022 Take the Q train: Value capture of public infrastructure projects Journal of Urban Economics A 3
2021 A Macroeconomic Model With Financially Constrained Producers and Intermediaries Econometrica S 3
2021 Out‐of‐Town Home Buyers and City Welfare Journal of Finance A 2
2021 Financial Fragility with SAM? Journal of Finance A 3
2021 Valuing Private Equity Investments Strip by Strip Journal of Finance A 2
2021 Self-driving cars will change cities The Review of Financial Studies A 3
2020 “Medical Insurance: A Case Study of the Tradeoff between Risk Spreading and Appropriate Incentives” Quarterly Journal of Economics S 2
2020 New Methods for the Cross-Section of Returns The Review of Financial Studies A 1
2020 Firm Volatility in Granular Networks Journal of Political Economy S 4
2018 Are Mutual Fund Managers Paid for Investment Skill? The Review of Financial Studies A 4
2017 ESBies: safety in the tranches Economic Policy B 6
2017 The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium Journal of Political Economy S 3
2017 The cross-section and time series of stock and bond returns Journal of Monetary Economics A 3
2016 The Sovereign-Bank Diabolic Loop and ESBies American Economic Review S 9
2016 Phasing out the GSEs Journal of Monetary Economics A 3
2016 A Rational Theory of Mutual Funds' Attention Allocation Econometrica S 3
2016 Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees American Economic Review S 3
2016 The common factor in idiosyncratic volatility: Quantitative asset pricing implications Journal of Financial Economics A 4
2014 Time-Varying Fund Manager Skill Journal of Finance A 3
2013 The Wealth-Consumption Ratio Review of Asset Pricing Studies B 3
2011 The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives Journal of Finance A 4
2011 Technological change and the growing inequality in managerial compensation Journal of Financial Economics A 3
2010 Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk American Economic Review S 4
2010 How Much Does Household Collateral Constrain Regional Risk Sharing? Review of Economic Dynamics B 2
2010 Information Acquisition and Under-Diversification Review of Economic Studies S 2
2010 Why Has House Price Dispersion Gone Up? Review of Economic Studies S 2
2009 Mortgage timing Journal of Financial Economics A 3
2009 Information Immobility and the Home Bias Puzzle Journal of Finance A 2
2008 Reconciling the Return Predictability Evidence The Review of Financial Studies A 2
2008 The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street The Review of Financial Studies A 2
2006 Stock market development and economic growth in Belgium Explorations in Economic History B 3
2006 Learning asymmetries in real business cycles Journal of Monetary Economics A 2
2005 Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective Journal of Finance A 2