Robin L. Lumsdaine

American University - Department of Finance and Real Estate

Kogod School of Business

4400 Massachusetts Ave., N.W.

Washington, DC 20016-8044

United States

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

31

DOWNLOADS
Rank 13,017

SSRN RANKINGS

Top 13,017

in Total Papers Downloads

4,631

SSRN CITATIONS
Rank 3,153

SSRN RANKINGS

Top 3,153

in Total Papers Citations

106

CROSSREF CITATIONS

323

Scholarly Papers (31)

1.
Downloads 929 ( 30,695)
Citation 28

The Dynamics of Emerging Market Equity Flows

Number of pages: 61 Posted: 24 Sep 1999
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 883 (32,462)

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The Dynamics of Emerging Market Equity Flows

NBER Working Paper No. w7219
Number of pages: 62 Posted: 26 Jun 2000 Last Revised: 25 Mar 2021
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 46 (493,673)

Abstract:

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2.

What the Market Watched: Bloomberg News Stories and Bank Returns as the Financial Crisis Unfolded

Number of pages: 62 Posted: 02 Oct 2009 Last Revised: 23 Sep 2010
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 667 (48,281)
Citation 4

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Financial crisis, banks, news, stock returns, Federal Reserve

3.

The Intrafirm Complexity of Systemically Important Financial Institutions

Journal of Financial Stability, 2020
Number of pages: 57 Posted: 12 May 2015 Last Revised: 17 Oct 2020
American University - Department of Finance and Real Estate, Dartmouth College - Department of Mathematics, University of Washington - Department of Statistics, Dartmouth College and University of Oxford
Downloads 604 (54,906)
Citation 8

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4.
Downloads 526 ( 65,267)
Citation 34

Dating the Integration of World Equity Markets

EFA 2001 Barcelona Meetings
Number of pages: 61 Posted: 06 Oct 2001
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 485 (71,490)
Citation 36

Abstract:

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Dating the Integration of World Equity Markets

NBER Working Paper No. w6724
Number of pages: 65 Posted: 17 Jul 2000 Last Revised: 17 May 2021
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 41 (517,338)

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5.

The Relationship Between Oil Prices and Breakeven Inflation Rates

Number of pages: 20 Posted: 30 Dec 2009
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 467 (75,672)
Citation 5

Abstract:

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breakeven inflation, oil prices, TIPS, inflation-linked bonds, inflation-indexed, inflation expectations

6.

Market Set-Up in Advance of Federal Reserve Policy Rate Decisions

Economic Journal, 126, 2016
Number of pages: 56 Posted: 17 Dec 2013 Last Revised: 17 Dec 2016
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
Downloads 211 (177,208)

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FOMC, announcements, federal funds rate, anticipatory signals

7.

Identifying the Common Component of International Economic Fluctuations: A New Approach

Number of pages: 45 Posted: 30 May 2001
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 163 (222,781)
Citation 4

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Economic Fluctuations, International and European Business Cycles, Autoregressive Conditional Heteroskedasticity

8.

Estimation of Panel Group Structure Models with Structural Breaks in Group Memberships and Coefficients

Number of pages: 61 Posted: 25 Jun 2020 Last Revised: 01 Feb 2021
Robin L. Lumsdaine, Ryo Okui and Wendun Wang
American University - Department of Finance and Real Estate, Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 123 (278,623)

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Panel data, grouped patterns, structural breaks, group membership change

9.

What Say They About Their Mandate? A Textual Assessment of Federal Reserve Speeches

Number of pages: 91 Posted: 02 Oct 2019
Myrthe Dieijen and Robin L. Lumsdaine
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and American University - Department of Finance and Real Estate
Downloads 99 (323,718)

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Financial Stability, Dual Mandate, FOMC, Latent Dirichlet Allocation (LDA), Dynamic Topic Model

10.

An Epidemiological Model of Economic Crisis Spread Across Sectors in the United States

Number of pages: 83 Posted: 24 Jan 2018 Last Revised: 23 Jun 2018
Tinbergen Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 99 (323,718)
Citation 2

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Flow of Funds, Economic Downturn, Susceptible-Infected-Removed (SIR), Contagion, Epidemiology

11.

The Effect of Health Care Policy Uncertainty on Households' Consumption and Portfolio Choice

Number of pages: 70 Posted: 12 Jul 2019 Last Revised: 19 Feb 2020
Thomas T. Wiemann and Robin L. Lumsdaine
University of Chicago - Department of Economics and American University - Department of Finance and Real Estate
Downloads 79 (372,038)
Citation 1

Abstract:

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Health and Retirement Study (HRS), Semiparametric Methods, Censored Regression, Latent Class Analysis, Model-Based Recursive Partitioning

The Complexity of Bank Holding Companies: A Topological Approach

Journal of Banking and Finance, Forthcoming
Number of pages: 89 Posted: 27 Mar 2020
Mark D. Flood, Dror Y. Kenett, Robin L. Lumsdaine and Jonathan Simon
R. H. Smith School of Business, U. of Maryland, Financial Industry Regulatory Authority (FINRA), American University - Department of Finance and Real Estate and University of Iowa
Downloads 44 (503,018)

Abstract:

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Orderly Resolution, Supervisory Coordination, Opacity, Graph Quotient, Edge Contraction, Y-15

The Complexity of Bank Holding Companies: a Topological Approach

NBER Working Paper No. w23755
Number of pages: 55 Posted: 06 Sep 2017 Last Revised: 30 May 2021
Mark D. Flood, Dror Y. Kenett, Robin L. Lumsdaine and Jonathan Simon
R. H. Smith School of Business, U. of Maryland, Financial Industry Regulatory Authority (FINRA), American University - Department of Finance and Real Estate and University of Iowa
Downloads 23 (625,720)
Citation 1

Abstract:

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13.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

NBER Working Paper No. w3558
Number of pages: 62 Posted: 28 Jan 2002 Last Revised: 24 Mar 2021
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 67 (407,414)
Citation 2

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14.

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

NBER Working Paper No. w3510
Number of pages: 53 Posted: 13 Nov 2007 Last Revised: 04 Feb 2021
Anindya Banerjee, Robin L. Lumsdaine and James H. Stock
European University Institute - Department of Economics, American University - Department of Finance and Real Estate and Harvard University - Department of Economics
Downloads 60 (430,874)
Citation 5

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15.

Identifying the Common Component in International Economic Fluctuations A New Approach

IMF Working Paper No. 99/154
Number of pages: 38 Posted: 15 Feb 2006
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 49 (472,214)

Abstract:

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Economic Fluctuations International and European Business Cycles Autoregressive Conditional Heteroskedasticty

16.

Public Information and the Persistence of Bond Market Volatility

NBER Working Paper No. w5446
Number of pages: 28 Posted: 13 Jul 2000 Last Revised: 21 Mar 2008
Charles M. Jones, Owen A. Lamont and Robin L. Lumsdaine
Columbia Business School, Harvard University - Department of Economics and American University - Department of Finance and Real Estate
Downloads 47 (480,415)
Citation 2

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Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren

NBER Working Paper No. w20756
Number of pages: 55 Posted: 22 Dec 2014 Last Revised: 20 Mar 2021
Robin L. Lumsdaine and Stephanie Vermeer
American University - Department of Finance and Real Estate and Roland Berger Strategy Consultants
Downloads 24 (618,424)

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Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren

Netspar Discussion Paper No. 01/2015-017
Number of pages: 39 Posted: 13 Aug 2015
Robin L. Lumsdaine and Stephanie Vermeer
American University - Department of Finance and Real Estate and Roland Berger Strategy Consultants
Downloads 19 (655,809)
Citation 1

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Aging, grandparents/grandparenthood, health and retirement study, labor force participation

18.

Factors Affecting Labor Supply Decisions and Retirement Income

NBER Working Paper No. w5223
Number of pages: 88 Posted: 27 Aug 2000 Last Revised: 11 Apr 2021
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 41 (506,812)

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19.

Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits

NBER Working Paper No. w4613
Number of pages: 64 Posted: 18 May 2000 Last Revised: 08 Feb 2021
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 39 (516,153)
Citation 3

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20.

Why are Retirement Rates so High at Age 65?

NBER Working Paper No. w5190
Number of pages: 44 Posted: 10 Jun 2000 Last Revised: 08 Mar 2021
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 35 (535,909)
Citation 1

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Sectoral Slowdowns in the UK: Evidence from Transmission Probabilities and Economic Linkages

Number of pages: 56 Posted: 01 Apr 2021
Eva F. Janssens and Robin L. Lumsdaine
Tinbergen Institute and American University - Department of Finance and Real Estate
Downloads 26 (604,227)

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Flow of Funds, contagion, epidemiology, intersectoral networks, Gibbs sampling, Bayesian priors

Sectoral Slowdowns in the UK: Evidence From Transmission Probabilities and Economic Linkages

Tinbergen Institute Discussion Paper 2021-027/III
Number of pages: 58 Posted: 19 Apr 2021
Eva F. Janssens and Robin L. Lumsdaine
Tinbergen Institute and American University - Department of Finance and Real Estate
Downloads 8 (745,375)

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Flow of Funds, Contagion, Epidemiology, Intersectoral Networks, Gibbs Sampling, Bayesian Priors

22.

Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks

NBER Working Paper No. w6397
Number of pages: 27 Posted: 11 Jun 2000 Last Revised: 26 Jun 2021
Dan Ben-David, Robin L. Lumsdaine and David H. Papell
Tel Aviv University - Eitan Berglas School of Economics, American University - Department of Finance and Real Estate and University of Houston - Department of Economics
Downloads 32 (551,759)

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23.

Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models

NBER Working Paper No. w4201
Number of pages: 64 Posted: 10 Jul 2007 Last Revised: 26 Jun 2021
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 31 (557,167)

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24.

Aging and Labor Force Participation: A Review of Trends and Explanations

NBER Working Paper No. w3420
Number of pages: 72 Posted: 25 May 2006 Last Revised: 08 May 2021
David A. Wise and Robin L. Lumsdaine
National Bureau of Economic Research (NBER) and American University - Department of Finance and Real Estate
Downloads 28 (574,692)
Citation 1

Abstract:

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25.

Identifying the Common Component in International Economic Fluctuations

NBER Working Paper No. w5984
Number of pages: 37 Posted: 06 Sep 2000
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 26 (587,174)

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26.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369
Number of pages: 45 Posted: 12 Apr 2004 Last Revised: 17 Sep 2010
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 22 (613,611)
Citation 1

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27.

How Survey Design Affects Inference Regarding Health Perceptions and Outcomes

NBER Working Paper No. w17244
Number of pages: 52 Posted: 24 Jul 2011 Last Revised: 13 Feb 2021
Anneke Exterkate and Robin L. Lumsdaine
affiliation not provided to SSRN and American University - Department of Finance and Real Estate
Downloads 16 (655,531)

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28.

Wall Street vs. Main Street: an Evaluation of Probabilities

NBER Working Paper No. w19103
Number of pages: 50 Posted: 11 Jun 2013 Last Revised: 14 Mar 2021
Robin L. Lumsdaine and Rogier Jan Dave Potter van Loon
American University - Department of Finance and Real Estate and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 14 (670,220)

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29.

Market Set-Up in Advance of Federal Reserve Policy Decisions

NBER Working Paper No. w19814
Number of pages: 49 Posted: 18 Jan 2014 Last Revised: 21 Feb 2021
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
Downloads 10 (700,796)

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30.

Large Learning Gains in Pockets of Extreme Poverty: Experimental Evidence from Guinea Bissau

NBER Working Paper No. w27799
Number of pages: 81 Posted: 14 Sep 2020 Last Revised: 17 Jul 2021
Independent, Columbia University, American University - Department of Finance and Real Estate, London School of Economics & Political Science (LSE) - London School of Economics, affiliation not provided to SSRN, affiliation not provided to SSRN, Independent, Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Independent
Downloads 3 (755,499)
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31.

Correlation, Models, and Risk Management in Challenging Times

Journal of Financial Econometrics, Vol. 7, Issue 1, pp. 40-51, 2009
Posted: 03 Jan 2009
Robin L. Lumsdaine
American University - Department of Finance and Real Estate

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