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Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability

Lettau, Martin; Nieuwerburgh, Stijn van - 2005

Persistent link: https://www.econbiz.de/10003226085

Johannes Stroebel : winner of the 2023 Fischer Black Prize

Nieuwerburgh, Stijn van - In: The journal of finance : the journal of the American … 78 (2023) 5, pp. 2417-2420

Persistent link: https://www.econbiz.de/10014380924

Why are REITs currently so expensive?

Nieuwerburgh, Stijn van - 2017

Persistent link: https://www.econbiz.de/10011739511

The Remote Work Revolution : Impact on Real Estate Values and the Urban Environment

Nieuwerburgh, Stijn van - National Bureau of Economic Research - 2022

The covid-19 pandemic induced a major shift in the prevalence of remote and hybrid work arrangements. This article reviews the effects of this remote work revolution for residential and commercial real estate values and for the future of cities. It also discusses consequences for productivity,...

Persistent link: https://www.econbiz.de/10013462710

The remote work revolution : impact on real estate values and the urban environment : 2023 AREUEA presidential address

Nieuwerburgh, Stijn van - In: Real estate economics 51 (2023) 1, pp. 7-48

Persistent link: https://www.econbiz.de/10014253753

Affordable housing and city welfare

Favilukis, Jack; Mabille, Pierre; Nieuwerburgh, Stijn van - In: The review of economic studies : RES 90 (2023) 1, pp. 293-330

Persistent link: https://www.econbiz.de/10013547774

Fiscal capacity : an asset pricing perspective

Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - In: Annual review of financial economics 15 (2023), pp. 197-219

Persistent link: https://www.econbiz.de/10014426279

Attention allocation over the business cycle

Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - 2009

Persistent link: https://www.econbiz.de/10003897450

The macroeconomic effects of housing wealth, housing finance, and limited risk-sharing in general equilibrium

Favilukis, Jack; Ludvigson, Sydney C.; Nieuwerburgh, … - 2010

Persistent link: https://www.econbiz.de/10003972346

The cross-section and time series of stock and bond returns

Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2010

"We propose an arbitrage-free stochastic discount factor (SDF) model that jointly prices the cross-section of returns on portfolios of stocks sorted on book-to-market dimension, the cross-section of government bonds sorted by maturity, the dynamics of bond yields, and time series variation in...

Persistent link: https://www.econbiz.de/10003933912