Robert J. Shiller

Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?

Year: 1980
Journal: American Economic Review
Authors: Robert J. Shiller

Alternative Tests of Rational Expectations Models: The Case of the Term Structure

Year: 1980
Journal: Journal of Econometrics
Authors: Robert J. Shiller

Consumption Correlation and Risk Measurement in Economies with Nontraded Assets and Heterogeneous Information

Year: 1981
Journal: Journal of Financial Economics
Authors: Sanford J. Grossman; Robert J. Shiller

Consumption, Asset Markets, and Macroeconomic Fluctuations

Year: 1982
Journal: No Journal Matched
Authors: Robert J. Shiller

A Simple Account of the Behavior of Long-Term Interest Rates

Year: 1983
Journal: American Economic Review
Authors: John Y. Campbell; Robert J. Shiller

Conventional Valuation and the Term Structure of Interest Rates

Year: 1985
Journal: No Journal Matched
Authors: Robert J. Shiller

Estimating the Continuous Time Consumption Based Asset Pricing Model

Year: 1985
Journal: Journal of Business and Economic Statistics
Authors: Sanford J. Grossman; Angelo Melino; Robert J. Shiller

Survey Evidence on Diffusion of Interest Among Institutional Investors

Year: 1986
Journal: Journal of Economic Behavior and Organization
Authors: Robert J. Shiller; John Pound

Cointegration and Tests of Present Value Models

Year: 1986
Journal: Journal of Political Economy
Authors: John Y. Campbell; Robert J. Shiller

Speculative Behavior of Institutional Investors

Year: 1986
Journal: Journal of Portfolio Management
Authors: John Pound; Robert J. Shiller

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Year: 1986
Journal: Review of Financial Studies
Authors: John Y. Campbell; Robert J. Shiller

Ultimate Sources of Aggregate Variability

Year: 1987
Journal: American Economic Review
Authors: Robert J. Shiller

Econometric Modeling as Information Aggregation

Year: 1987
Journal: American Economic Review
Authors: Ray C. Fair; Robert J. Shiller

Prices of Single Family Homes Since 1970: New Indexes for Four Cities

Year: 1987
Journal: No Journal Matched
Authors: Karl E. Case; Robert J. Shiller

Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence

Year: 1987
Journal: No Journal Matched
Authors: Robert J. Shiller

The Term Structure of Interest Rates

Year: 1987
Journal: No Journal Matched
Authors: Robert J. Shiller; J. Huston McCulloch

Stock Prices, Earnings, and Expected Dividends

Year: 1988
Journal: Journal of Finance
Authors: John Y. Campbell; Robert J. Shiller

Interpreting Cointegrated Models

Year: 1988
Journal: Journal of Economic Dynamics and Control
Authors: John Y. Campbell; Robert J. Shiller

Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan

Year: 1988
Journal: Journal of the Japanese and International Economies
Authors: Robert J. Shiller; Fumiko Konya; Yoshiro Tsutsui

The Behavior of Home Buyers in Boom and Post-Boom Markets

Year: 1988
Journal: No Journal Matched
Authors: Karl E. Case; Robert J. Shiller

Initial Public Offerings: Investor Behavior and Underpricing

Year: 1988
Journal: No Journal Matched
Authors: Robert J. Shiller

The Informational Content of Ex Ante Forecasts

Year: 1988
Journal: Review of Economics and Statistics
Authors: Ray C. Fair; Robert J. Shiller

The Efficiency of the Market for Single Family Homes

Year: 1988
Journal: American Economic Review
Authors: Karl E. Case; Robert J. Shiller

Yield Spreads and Interest Rate Movements: A Bird's Eye View

Year: 1989
Journal: Review of Economic Studies
Authors: John Y. Campbell; Robert J. Shiller

Comovements in Stock Prices and Comovements in Dividends

Year: 1989
Journal: Journal of Finance
Authors: Robert J. Shiller

Forecasting Prices and Excess Returns in the Housing Market

Year: 1990
Journal: Real Estate Economics
Authors: Karl E. Case; Robert J. Shiller

Home Equity Insurance

Year: 1994
Journal: Journal of Real Estate Finance and Economics
Authors: Robert J. Shiller; Allan N. Weiss

Comparing Wealth Effects: The Stock Market versus the Housing Market

Year: 2001
Journal: B.E. Journal of Macroeconomics
Authors: Karl E. Case; John M. Quigley; Robert J. Shiller

Valuation Ratios and the Long-Run Stock Market Outlook: An Update

Year: 2001
Journal: Journal of Portfolio Management
Authors: John Y. Campbell; Robert J. Shiller

One Simple Test of Samuelson's Dictum for the Stock Market

Year: 2002
Journal: Economic Inquiry
Authors: Jeeman Jung; Robert J. Shiller

The Invention of Inflation-Indexed Bonds in Early America

Year: 2003
Journal: Financial Innovation
Authors: Robert J. Shiller

The Lifecycle Personal Accounts Proposal for Social Security: An Evaluation

Year: 2005
Journal: Journal of Policy Modeling
Authors: Robert J. Shiller

Understanding Recent Trends in House Prices and Home Ownership

Year: 2007
Journal: Economic Policy
Authors: Robert J. Shiller

Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models

Year: 2007
Journal: Brookings Papers on Economic Activity
Authors: Robert J. Shiller

Derivatives Markets for Home Prices

Year: 2008
Journal: No Journal Matched
Authors: Robert J. Shiller

Understanding Inflation-Indexed Bond Markets

Year: 2009
Journal: Brookings Papers on Economic Activity
Authors: John Y. Campbell; Robert J. Shiller; Luis M. Viceira

Wealth Effects Revisited: 1978-2009

Year: 2011
Journal: No Journal Matched
Authors: Karl E. Case; John M. Quigley; Robert J. Shiller

Continuous Workout Mortgages

Year: 2011
Journal: No Journal Matched
Authors: Robert J. Shiller; Rafal M. Wojakowski; M. Shahid Ebrahim; Mark B. Shackleton

What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets

Year: 2012
Journal: Brookings Papers on Economic Activity
Authors: Karl E. Case; Robert J. Shiller; Anne Thompson

Wealth Effects Revisited: 1975-2012

Year: 2013
Journal: Critical Finance Review
Authors: Karl E. Case; John M. Quigley; Robert J. Shiller

Changing Times, Changing Values: A Historical Analysis of Sectors Within the US Stock Market, 1872-2013

Year: 2014
Journal: No Journal Matched
Authors: Oliver D. Bunn; Robert J. Shiller

Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later

Year: 2016
Journal: American Economic Review
Authors: Maxim Boycko; Robert J. Shiller

Crash Beliefs from Investor Surveys

Year: 2016
Journal: No Journal Matched
Authors: William N. Goetzmann; Dasol Kim; Robert J. Shiller

Narrative Economics

Year: 2017
Journal: American Economic Review
Authors: Robert J. Shiller

Narratives about Technology-Induced Job Degradations Then and Now

Year: 2019
Journal: Journal of Policy Modeling
Authors: Robert J. Shiller

Popular Economic Narratives Advancing the Longest US Economic Expansion 2009-2019

Year: 2020
Journal: Journal of Policy Modeling
Authors: Robert J. Shiller

Crash Narratives

Year: 2022
Journal: No Journal Matched
Authors: William N. Goetzmann; Dasol Kim; Robert J. Shiller