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Information about:
Robert J. Shiller

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Personal Details

First Name: Robert
Middle Name: J.
Last Name: Shiller
Suffix:

RePEc Short-ID: psh69

Email:
Homepage: http://robertshiller.com
Postal Address: Cowles Foundation, Yale University 30 Hillhouse Ave. New Haven CT 06520-8281
Phone: 203 432-3708

Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. Robert J. Shiller, 2008. "Derivatives Markets for Home Prices," NBER Working Papers 13962, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Robert J. Shiller, 2007. "Understanding Recent Trends in House Prices and Home Ownership," NBER Working Papers 13553, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Robert J. Shiller, 2007. "Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models," NBER Working Papers 13558, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Robert J. Shiller, 2005. "The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation," Cowles Foundation Discussion Papers 1504, Cowles Foundation, Yale University. [Downloadable!]

  5. Robert J. Shiller, 2005. "Behavioral Economics and Institutional Innovation," Cowles Foundation Discussion Papers 1499, Cowles Foundation, Yale University. [Downloadable!]

  6. Robert J. Shiller, 2005. "The Life-Cycle Personal Accounts Proposal for Social Security: A Review," NBER Working Papers 11300, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Robert J. Shiller, 2004. "Household Reaction to Changes in Housing Wealth," Cowles Foundation Discussion Papers 1459, Cowles Foundation, Yale University. [Downloadable!]

  8. Robert J. Shiller, 2004. "Radical Financial Innovation," Cowles Foundation Discussion Papers 1461, Cowles Foundation, Yale University. [Downloadable!]

  9. Robert J. Shiller, 2003. "The Invention of Inflation-Indexed Bonds in Early America," Cowles Foundation Discussion Papers 1442, Cowles Foundation, Yale University. [Downloadable!]
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  10. Robert J. Shiller, 2002. "From Efficient Market Theory to Behavioral Finance," Cowles Foundation Discussion Papers 1385, Cowles Foundation, Yale University. [Downloadable!]
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  11. Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," Cowles Foundation Discussion Papers 1386, Cowles Foundation, Yale University. [Downloadable!]
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  12. Stefano Athanasoulis & Robert J. Shiller, 2001. "Defining Residual Risk-Sharing Opportunities: Pooling World Income Components," Yale School of Management Working Papers ysm209, Yale School of Management. [Downloadable!]
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  13. John Y. Campbell & Robert J. Shiller, 2001. "Valuation Ratios and the Long-run Stock Market Outlook: An Update," Cowles Foundation Discussion Papers 1295, Cowles Foundation, Yale University. [Downloadable!]
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  14. Karl E. Case & John M. Quigley & Robert J. Shiller, 2001. "Comparing Wealth Effects: The Stock Market versus the Housing Market," Cowles Foundation Discussion Papers 1335, Cowles Foundation, Yale University. [Downloadable!]
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  15. Robert J. Shiller, 2001. "Bubbles, Human Judgment, and Expert Opinion," Cowles Foundation Discussion Papers 1303, Cowles Foundation, Yale University. [Downloadable!]

  16. Robert J. Shiller, 1999. "Measuring Bubble Expectations and Investor Confidence," Cowles Foundation Discussion Papers 1212, Cowles Foundation, Yale University. [Downloadable!]
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  17. Stefano G. Athanasoulis & Robert J. Shiller, 1999. "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," Cowles Foundation Discussion Papers 1239, Cowles Foundation, Yale University. [Downloadable!]
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  18. Shiller, R.J. & Weiss, A.N., 1999. "Evaluating Real Estate Valuation Systems," Papers 983r, Yale - Economic Growth Center.
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  19. Robert J. Shiller & Allan N. Weiss, 1998. "Moral Hazard in Home Equity Conversion," Cowles Foundation Discussion Papers 1177, Cowles Foundation, Yale University. [Downloadable!]
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  20. Robert J. Shiller, 1998. "Designing Indexed Units of Account," Cowles Foundation Discussion Papers 1179, Cowles Foundation, Yale University. [Downloadable!]
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  21. Robert J. Shiller, 1998. "Human Behavior and the Efficiency of the Financial System," Cowles Foundation Discussion Papers 1172, Cowles Foundation, Yale University. [Downloadable!]
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  22. Robert J. Shiller, 1998. "Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing," Cowles Foundation Discussion Papers 1185, Cowles Foundation, Yale University. [Downloadable!]
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  23. Robert Shiller, 1998. "Indexed Units of Account: Theory and Assessment of Historical Experience," Working Papers Central Bank of Chile 28, Central Bank of Chile. [Downloadable!]
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  24. Robert J. Shiller & Stefano G. Athanasoulis, 1997. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers 1097, Cowles Foundation, Yale University. [Downloadable!]
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  25. Robert J. Shiller, 1997. "Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations," Cowles Foundation Discussion Papers 1145, Cowles Foundation, Yale University. [Downloadable!]

  26. Stefano G. Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers 1154, Cowles Foundation, Yale University. [Downloadable!]
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  27. Robert J. Shiller, 1996. "Why Do People Dislike Inflation?," Cowles Foundation Discussion Papers 1115, Cowles Foundation, Yale University. [Downloadable!]
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  28. John Y. Campbell & Robert J. Shiller, 1996. "A Scorecard for Indexed Government Data," Harvard Institute of Economic Research Working Papers 1758, Harvard - Institute of Economic Research.

  29. John Y. Campbell & Robert J. Shiller, 1996. "A Scorecard for Indexed Government Debt," Cowles Foundation Discussion Papers 1125, Cowles Foundation, Yale University. [Downloadable!]
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  30. Robert J. Shiller & Ryan Schneider, 1995. "Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management," Cowles Foundation Discussion Papers 1110, Cowles Foundation, Yale University. [Downloadable!]
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  31. Robert J. Shiller, 1995. "Conversation, Information, and Herd Behavior," Cowles Foundation Discussion Papers 1092, Cowles Foundation, Yale University. [Downloadable!]
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  32. Robert J. Shiller & Karl E. Case & Allan N. Weiss, 1995. "Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate," Cowles Foundation Discussion Papers 1098, Cowles Foundation, Yale University. [Downloadable!]
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  33. Robert J. Shiller & Allan N. Weiss, 1994. "Home Equity Insurance," Cowles Foundation Discussion Papers 1074, Cowles Foundation, Yale University. [Downloadable!]
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  34. Robert J. Shiller, 1994. "Hedging inflation and income risks," Working Papers in Applied Economic Theory 94-10, Federal Reserve Bank of San Francisco.
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  35. Robert J. Shiller, 1993. "Aggregate Income Risks and Hedging Mechanisms," Cowles Foundation Discussion Papers 1048, Cowles Foundation, Yale University. [Downloadable!]
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  36. Robert J. Shiller, 1992. "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Cowles Foundation Discussion Papers 1036, Cowles Foundation, Yale University. [Downloadable!]
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  37. Robert J. Shiller & Maxim Boycko & Vladimir Korobov, 1992. "Hunting for Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior," NBER Reprints 1741, National Bureau of Economic Research, Inc.

  38. Robert J. Shiller & Fumiko Kon-Ya & Yoshiro Tsutsui, 1992. "Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets," Cowles Foundation Discussion Papers 1012, Cowles Foundation, Yale University. [Downloadable!]

  39. John Y. Campbell & Robert J. Shiller, 1991. "Yield Spreads and Interest Rate Movements: A Bird's Eye View," NBER Working Papers 3153, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  40. Karl E. Case & Robert J. Shiller & Allan N. Weiss, 1991. "Index-Based Futures and Options Markets in Real Estate," Cowles Foundation Discussion Papers 1006, Cowles Foundation, Yale University. [Downloadable!]

  41. Robert J. Shiller & Fumiko Kon-Ya & Yoshiro Tsutsui, 1991. "Speculative Behavior in the Stock Markets: Evidence from the United States and Japan," NBER Working Papers 3613, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  42. Robert J. Shiller, 1991. "Arithmetic Repeat Sales Price Estimators," Cowles Foundation Discussion Papers 971, Cowles Foundation, Yale University. [Downloadable!]

  43. Andrea E. Beltratti & Robert J. Shiller, 1991. "Actual and Warranted Relations Between Asset Prices," Cowles Foundation Discussion Papers 970, Cowles Foundation, Yale University. [Downloadable!]
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  44. Karl E. Case & Robert J. Shiller, 1990. "Forecasting Prices and Excess Returns in the Housing Market," NBER Working Papers 3368, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  45. Robert J. Shiller & Andrea E. Beltratti, 1990. "Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?," Cowles Foundation Discussion Papers 953, Cowles Foundation, Yale University. [Downloadable!]
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  46. Robert J. Shiller & Maxim Boycko & Vladimir Korobov, 1990. "Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared," Cowles Foundation Discussion Papers 952, Cowles Foundation, Yale University. [Downloadable!]
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  47. Robert J. Shiller, 1989. "Comovements in Stock Prices and Comovements in Dividends," NBER Working Papers 2846, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  48. Karl E. Case & Robert J. Shiller, 1989. "The Efficiency of the Market for Single-Family Homes," NBER Working Papers 2506, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  49. Robert J. Shiller, 1989. "Initial Public Offerings: Investor Behavior and Underpricing," NBER Working Papers 2806, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  50. John Y. Campbell & Robert J. Shiller, 1989. "Interpreting Cointegrated Models," NBER Working Papers 2568, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  51. John Y. Campbell & Robert J. Shiller, 1988. "Stock Prices, Earnings and Expected Dividends," Cowles Foundation Discussion Papers 858, Cowles Foundation, Yale University. [Downloadable!]
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  52. Robert J. Shiller & Fumiko Konya & Yoshiro Tsutsui, 1988. "Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan," NBER Working Papers 2684, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  53. Ray C. Fair & Robert J. Shiller, 1988. "The Informational Content of Ex Ante Forecasts," Cowles Foundation Discussion Papers 857, Cowles Foundation, Yale University. [Downloadable!]
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  54. John Y. Campbell & Robert J. Shiller, 1988. "The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study," NBER Technical Working Papers 0067, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  55. Robert J. Shiller & Karl E. Case, 1988. "The Behavior of Home Buyers in Boom and Post-Boom Markets," Cowles Foundation Discussion Papers 890, Cowles Foundation, Yale University. [Downloadable!]
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  56. Robert J. Shiller, 1987. "Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence," Cowles Foundation Discussion Papers 853, Cowles Foundation, Yale University. [Downloadable!]

  57. Karl E. Case & Robert J. Shiller, 1987. "Prices of Single Family Homes Since 1970: New Indexes for Four Cities," Cowles Foundation Discussion Papers 851, Cowles Foundation, Yale University. [Downloadable!]
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  58. Robert J. Shiller, 1987. "Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence," NBER Working Papers 2446, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  59. Ray C. Fair & Robert J. Shiller, 1987. "Econometric Modeling as Information Aggregation," Cowles Foundation Discussion Papers 833R, Cowles Foundation, Yale University, revised Jan 1988. [Downloadable!]
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  60. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates," NBER Working Papers 2341, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  61. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates. U.S. Government Term Structure Data," Cowles Foundation Discussion Papers 843, Cowles Foundation, Yale University. [Downloadable!]

  62. Robert J. Shiller, 1987. "Ultimate Sources of Aggregate Variability," Cowles Foundation Discussion Papers 816, Cowles Foundation, Yale University. [Downloadable!]
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  63. Robert J. Shiller & John Pound, 1986. "Survey Evidence on Diffusion of Investment Among Institutional Investors," NBER Working Papers 1851, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  64. John Y. Campbell & Robert J. Shiller, 1986. "Cointegration and Tests of Present Value Models," Cowles Foundation Discussion Papers 785, Cowles Foundation, Yale University. [Downloadable!]
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  65. Robert J. Shiller & John Y. Campbell, 1986. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," Cowles Foundation Discussion Papers 812, Cowles Foundation, Yale University. [Downloadable!]
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  66. John Pound & Robert J. Shiller, 1986. "Speculative Behavior of Institutional Investors," NBER Working Papers 1964, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  67. Robert J. Shiller & John Pound, 1986. "Survey Evidence on Diffusion of Interest Among Institutional Investors," Cowles Foundation Discussion Papers 794, Cowles Foundation, Yale University. [Downloadable!]

  68. Sanford J. Grossman & Angelo Melino & Robert J. Shiller, 1985. "Estimating the Continuous Time Consumption Based Asset Pricing Model," NBER Working Papers 1643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  69. Robert J. Shiller, 1985. "Conventional Valuation and the Term Structure of Interest Rates," NBER Working Papers 1610, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  70. Pierre Perron & Robert J. Shiller, 1984. "Testing the Random Walk Hypothesis: Power Versus Frequency of Observation," Cowles Foundation Discussion Papers 732, Cowles Foundation, Yale University. [Downloadable!]
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  71. Robert J. Shiller, 1984. "Stock Prices and Social Dynamics," Cowles Foundation Discussion Papers 719R, Cowles Foundation, Yale University. [Downloadable!]

  72. Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983. "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates," Cowles Foundation Discussion Papers 667, Cowles Foundation, Yale University. [Downloadable!]
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  73. John Y. Campbell & Robert J. Shiller, 1983. "A Simple Account of the Behavior of Long-Term Interest Rates," NBER Working Papers 1203, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  74. Robert J. Shiller, 1982. "Consumption, Asset Markets, and Macroeconomic Fluctuations," NBER Working Papers 0838, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  75. Sanford J. Grossman & Robert J. Shiller, 1982. "Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information," NBER Working Papers 0690, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  76. Robert J. Shiller, 1982. "Smoothness Priors and Nonlinear Regression," NBER Technical Working Papers 0025, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  77. Robert J. Shiller, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," NBER Working Papers 0456, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  78. Robert J. Shiller, 1981. "The Use of Volatility Measures in Assessing Market Efficiency," NBER Working Papers 0565, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  79. Robert J. Shiller, 1980. "Alternative Tests of Rational Expectations Models: The Case of the Term Structure," NBER Working Papers 0563, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  80. Robert J. Shiller & Franco Modigliani, 1980. "Coupon and Tax Effects on New and Seasoned Bond Yields and the Measurement of the Cost of Debt Capital," NBER Reprints 0058, National Bureau of Economic Research, Inc.
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  81. Robert J. Shiller, 1979. "Can the Fed Control Real Interest Rates?," NBER Working Papers 0348, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  82. Robert J. Shiller, 1975. "Alternative Prior Representations of Smoothness for Distributed Lag Estimation," NBER Working Papers 0089, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  83. Robert J. Shiller, 1975. "Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review," NBER Working Papers 0093, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  84. Robert J. Shiller, 1971. "Estimation of the investment and price equations of a macroeconometric model," Staff Studies 61, Board of Governors of the Federal Reserve System (U.S.).

  85. S. Grossman & R. Shiller, . "The Determinants of the Variability of Stock Market Price," Rodney L. White Center for Financial Research Working Papers 18-80, Wharton School Rodney L. White Center for Financial Research.
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Articles

  1. Robert J. Shiller, 2005. "Shiller Comments on Geanakoplos," American Journal of Economics and Sociology, Blackwell Publishing, vol. 64(1), pages 307-310, 01. [Downloadable!] (restricted)

  2. Jeeman Jung & Robert J. Shiller, 2005. "Samuelson's Dictum and the Stock Market," Economic Inquiry, Oxford University Press, vol. 43(2), pages 221-228, April. [Downloadable!] (restricted)

  3. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter. [Downloadable!] (restricted)
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  4. Robert J. Shiller, 2003. "Social Security and Individual Accounts as Elements of Overall Risk-Sharing," American Economic Review, American Economic Association, vol. 93(2), pages 343-347, May. [Downloadable!] (restricted)

  5. Athanasoulis, Stefano G. & Shiller, Robert J., 2002. "Defining residual risk-sharing opportunities: Pooling world income components," Research in Economics, Elsevier, vol. 56(1), pages 61-84, June. [Downloadable!] (restricted)
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  6. Stefano G. Athanasoulis & Robert J. Shiller, 2001. "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," American Economic Review, American Economic Association, vol. 91(4), pages 1031-1054, September. [Downloadable!] (restricted)
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  7. Athanasoulis, Stefano G & Shiller, Robert J, 2000. "The Significance of the Market Portfolio," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 13(2), pages 301-29.
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  8. Shiller, Robert J & Weiss, Allan N, 1999. "Home Equity Insurance," The Journal of Real Estate Finance and Economics, Springer, vol. 19(1), pages 21-47, July. [Downloadable!] (restricted)
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  9. Stefano Athanasoulis & Robert Shiller & Eric van Wincoop, 1999. "Macro markets and financial security," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 21-39. [Downloadable!]

  10. Shiller, Robert J & Weiss, Allan N, 1999. "Evaluating Real Estate Valuation Systems," The Journal of Real Estate Finance and Economics, Springer, vol. 18(2), pages 147-61, March. [Downloadable!] (restricted)
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  11. Shiller, Robert J & Schneider, Ryan, 1998. "Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management," Review of Income and Wealth, Blackwell Publishing, vol. 44(2), pages 163-82, June.
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  12. Shiller, Robert J & Kon-Ya, Fumiko & Tsutsui, Yoshiro, 1996. "Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 156-64, February. [Downloadable!] (restricted)

  13. Shiller, Robert J, 1995. "Hedging Inflation and Income Risks," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 63(0), pages 1-21, Suppl..
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  14. Shiller, Robert J., 1995. "Aggregate income risks and hedging mechanisms," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(2), pages 119-152. [Downloadable!] (restricted)
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  15. Shiller, Robert J, 1995. "Conversation, Information, and Herd Behavior," American Economic Review, American Economic Association, vol. 85(2), pages 181-85, May. [Downloadable!] (restricted)
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  16. Karl E. Case & Robert J. Shiller, 1994. "A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 40-51.

  17. Beltratti, Andrea E & Shiller, Robert J, 1993. "Actual and Warranted Relations between Asset Prices," Oxford Economic Papers, Oxford University Press, vol. 45(3), pages 387-402, July. [Downloadable!] (restricted)
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  18. Shiller, Robert J. & Beltratti, Andrea E., 1992. "Stock prices and bond yields : Can their comovements be explained in terms of present value models?," Journal of Monetary Economics, Elsevier, vol. 30(1), pages 25-46, October. [Downloadable!] (restricted)
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  19. Campbell, John Y & Shiller, Robert J, 1991. "Yield Spreads and Interest Rate Movements: A Bird's Eye View," Review of Economic Studies, Blackwell Publishing, vol. 58(3), pages 495-514, May. [Downloadable!] (restricted)
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  20. Shiller, Robert J & Boycko, Maxim & Korobov, Vladimir, 1991. "Popular Attitudes toward Free Markets: The Soviet Union and the United States Compared," American Economic Review, American Economic Association, vol. 81(3), pages 385-400, June.
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  21. Shiller, Robert J, 1990. "Speculative Prices and Popular Models," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 55-65, Spring. [Downloadable!] (restricted)

  22. Shiller, Robert J, 1990. "Market Volatility and Investor Behavior," American Economic Review, American Economic Association, vol. 80(2), pages 58-62, May. [Downloadable!] (restricted)

  23. Fair, Ray C & Shiller, Robert J, 1990. "Comparing Information in Forecasts from Econometric Models," American Economic Review, American Economic Association, vol. 80(3), pages 375-89, June. [Downloadable!] (restricted)

  24. Shiller, Robert J, 1990. "A Scott-Type Regression Test of the Dividend Ratio Model," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 356-61, May. [Downloadable!] (restricted)

  25. Fair, Ray C & Shiller, Robert J, 1989. "The Informational Context of Ex Ante Forecasts," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 325-31, May. [Downloadable!] (restricted)
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  26. Case, Karl E & Shiller, Robert J, 1989. "The Efficiency of the Market for Single-Family Homes," American Economic Review, American Economic Association, vol. 79(1), pages 125-37, March. [Downloadable!] (restricted)
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  27. John Y. Campbell, Robert J. Shiller, 1988. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 1(3), pages 195-228. [Downloadable!] (restricted)
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  28. Robert J. Shiller, 1988. "Causes of changing financial market volatility," Proceedings, Federal Reserve Bank of Kansas City, pages 1-32.

  29. Karl E. Case & Robert J. Shiller, 1988. "The behavior of home buyers in boom and post-boom markets," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-46.
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  30. Shiller, Robert J, 1988. "The Probability of Gross Violations of a Present Value Variance Inequality," Journal of Political Economy, University of Chicago Press, vol. 96(5), pages 1089-92, October. [Downloadable!] (restricted)

  31. Campbell, John Y & Shiller, Robert J, 1987. "Cointegration and Tests of Present Value Models," Journal of Political Economy, University of Chicago Press, vol. 95(5), pages 1062-88, October. [Downloadable!] (restricted)
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  32. Shiller, Robert J, 1987. "Ultimate," American Economic Review, American Economic Association, vol. 77(2), pages 87-92, May. [Downloadable!] (restricted)

  33. Grossman, S J & Melino, Angelo & Shiller, Robert J, 1987. "Estimating the Continuous-Time Consumption-Based Asset-Pricing Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 315-27, July.

  34. Karl E. Case & Robert J. Shiller, 1987. "Prices of single-family homes since 1970: new indexes for four cities," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 45-56.
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  35. Shiller, Robert J, 1986. "The Marsh-Merton Model of Managers' Smoothing of Dividends," American Economic Review, American Economic Association, vol. 76(3), pages 499-503, June. [Downloadable!] (restricted)

  36. Shiller, Robert J, 1986. "Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?]," Journal of Business, University of Chicago Press, vol. 59(4), pages S501-05, October. [Downloadable!] (restricted)

  37. Campbell, John Y & Shiller, Robert J, 1984. "A Simple Account of the Behavior of Long-Term Interest Rates," American Economic Review, American Economic Association, vol. 74(2), pages 44-48, May. [Downloadable!] (restricted)
    Other versions:

  38. Shiller, Robert J, 1983. "Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?: Reply," American Economic Review, American Economic Association, vol. 73(1), pages 236-37, March. [Downloadable!] (restricted)

  39. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-36, June. [Downloadable!] (restricted)
    Other versions:

  40. Grossman, Sanford J & Shiller, Robert J, 1981. "The Determinants of the Variability of Stock Market Prices," American Economic Review, American Economic Association, vol. 71(2), pages 222-27, May. [Downloadable!] (restricted)
    Other versions:

  41. Shiller, Robert J, 1979. "The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure," Journal of Political Economy, University of Chicago Press, vol. 87(6), pages 1190-1219, December. [Downloadable!] (restricted)

  42. Shiller, Robert J & Siegel, Jeremy J, 1977. "The Gibson Paradox and Historical Movements in Real Interest Rates," Journal of Political Economy, University of Chicago Press, vol. 85(5), pages 891-907, October. [Downloadable!] (restricted)

  43. Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-88, July. [Downloadable!] (restricted)

  44. Modigliani, Franco & Shiller, Robert J, 1973. "Inflation, Rational Expectations and the Term Structure of Interest Rates," Economica, London School of Economics and Political Science, vol. 40(157), pages 12-43, February. [Downloadable!] (restricted)

  45. Shiller, Robert J, 1973. "Rational Expectations and the Term Structure of Interest Rates: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(3), pages 856-60, August. [Downloadable!] (restricted)

  46. RePEc:cup:macdyn:v:8:y:2004:i:1:p:1-2 is not listed on IDEAS

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-06-27
  2. NEP-CBA: Central Banking (2) 2004-01-05 2007-11-10
  3. NEP-CBE: Cognitive & Behavioural Economics (2) 2002-11-18 2005-02-13
  4. NEP-CDM: Collective Decision-Making (1) 1998-08-21
  5. NEP-CFN: Corporate Finance (4) 2001-11-21 2002-11-18 2002-11-18 2002-11-28
  6. NEP-CMP: Computational Economics (2) 2005-04-24 2005-05-07
  7. NEP-ENT: Entrepreneurship (2) 2001-11-27 2001-11-27
  8. NEP-EVO: Evolutionary Economics (1) 2005-02-13
  9. NEP-FIN: Finance (4) 2001-04-11 2002-11-18 2002-11-28 2004-06-27
  10. NEP-FMK: Financial Markets (8) 1999-03-08 2001-04-11 2001-05-16 2001-11-27 2002-11-18 2002-11-18 2002-11-28 2008-04-29 Author is listed
  11. NEP-GEO: Economic Geography (1) 2007-11-10
  12. NEP-HIS: Business, Economic & Financial History (1) 2004-03-14
  13. NEP-HPE: History & Philosophy of Economics (1) 2005-02-13
  14. NEP-IFN: International Finance (1) 1998-08-21
  15. NEP-INO: Innovation (1) 2004-06-27
  16. NEP-LTV: Unemployment, Inequality & Poverty (1) 2004-06-27
  17. NEP-MAC: Macroeconomics (2) 2004-01-05 2004-03-14
  18. NEP-MFD: Microfinance (1) 2004-01-05
  19. NEP-MON: Monetary Economics (2) 1999-07-28 2007-11-10
  20. NEP-NET: Network Economics (2) 2001-11-27 2001-11-27
  21. NEP-PKE: Post Keynesian Economics (2) 2002-11-18 2005-02-13
  22. NEP-PUB: Public Finance (1) 1998-08-21
  23. NEP-RMG: Risk Management (4) 2002-11-28 2004-01-05 2004-03-14 2008-04-29
  24. NEP-TID: Technology & Industrial Dynamics (1) 2004-03-14
  25. NEP-URE: Urban & Real Estate Economics (3) 2004-06-27 2004-06-27 2007-11-10
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This page was last updated on 2008-5-8.

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