Sydney C. Ludvigson

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Identifer

Contact

Affiliations

• New York University (NYU) / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Measuring Uncertainty
  American Economic Review, American Economic Association (2015)
  by Kyle Jurado & Sydney C. Ludvigson & Serena Ng
  (ReDIF-article, aea:aecrev:v:105:y:2015:i:3:p:1177-1216)
• Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?
  American Economic Review, American Economic Association (2001)
  by Sydney C. Ludvigson & Alexander Michaelides
  (ReDIF-article, aea:aecrev:v:91:y:2001:i:3:p:631-647)
• Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
  American Economic Review, American Economic Association (2004)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-article, aea:aecrev:v:94:y:2004:i:1:p:276-299)
• Consumer Confidence and Consumer Spending
  Journal of Economic Perspectives, American Economic Association (2004)
  by Sydney C. Ludvigson
  (ReDIF-article, aea:jecper:v:18:y:2004:i:2:p:29-50)
• Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Lettau, Martin & Ludvigson, Sydney & Ma, Sai
  (ReDIF-paper, cpr:ceprdp:10335)
• Origins of Stock Market Fluctuations
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan
  (ReDIF-paper, cpr:ceprdp:10336)
• Consumption, Aggregate Wealth and Expected Stock Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:2223)
• Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3103)
• Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3104)
• Measuring and Modelling Variation in the Risk-Return Trade-off
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3105)
• Expected Returns and Expected Dividend Growth
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3507)
• Euler Equation Errors
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:4922)
• Euler Equation Errors
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:5245)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
  by Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica
  (ReDIF-paper, cpr:ceprdp:5519)
• An Estimation of Economic Models with Recursive Preferences
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012)
  by Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson
  (ReDIF-paper, cwl:cwldpp:1883)
• An Empirical Investigation of Habit-Based Asset Pricing Models
  Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
  by Sydney C. Ludvigson & Xiaohong Chen
  (ReDIF-paper, ecm:nawm04:332)
• An estimation of economic models with recursive preferences
  Quantitative Economics, Econometric Society (2013)
  by Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson
  (ReDIF-article, ecm:quante:v:4:y:2013:i:1:p:39-83)
• Advances in Consumption-Based Asset Pricing: Empirical Tests
  Handbook of the Economics of Finance, Elsevier (2013)
  by Ludvigson, Sydney C.
  (ReDIF-chapter, eee:finchp:2-b-799-906)
• tay's as good as cay: Reply
  Finance Research Letters, Elsevier (2005)
  by Lettau, Martin & Ludvigson, Sydney C.
  (ReDIF-article, eee:finlet:v:2:y:2005:i:1:p:15-22)
• Expected returns and expected dividend growth
  Journal of Financial Economics, Elsevier (2005)
  by Lettau, Martin & Ludvigson, Sydney C.
  (ReDIF-article, eee:jfinec:v:76:y:2005:i:3:p:583-626)
• The empirical risk-return relation: A factor analysis approach
  Journal of Financial Economics, Elsevier (2007)
  by Ludvigson, Sydney C. & Ng, Serena
  (ReDIF-article, eee:jfinec:v:83:y:2007:i:1:p:171-222)
• The macroeconomic effects of government debt in a stochastic growth model
  Journal of Monetary Economics, Elsevier (1996)
  by Ludvigson, Sydney
  (ReDIF-article, eee:moneco:v:38:y:1996:i:1:p:25-45)
• Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
  Journal of Monetary Economics, Elsevier (2002)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-article, eee:moneco:v:49:y:2002:i:1:p:31-66)
• An estimation of economic models with recursive preferences
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)
  by Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C.
  (ReDIF-paper, ehl:lserod:24502)
• An estimation of economic models with recursive preferences
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013)
  by Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C.
  (ReDIF-paper, ehl:lserod:37392)
• The declining equity premium: what role does macroeconomic risk play?
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter
  (ReDIF-article, fip:fedgpr:y:2005:x:27)
• Housing, credit and consumer expenditure: commentary
  Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2007)
  by Sydney C. Ludvigson
  (ReDIF-article, fip:fedkpr:y:2007:p:335-350)
• Does consumer confidence forecast household expenditure? a sentiment index horse race
  Economic Policy Review, Federal Reserve Bank of New York (1998)
  by Jason Bram & Sydney C. Ludvigson
  (ReDIF-article, fip:fednep:y:1998:i:jun:p:59-78:n:v.4no.2)
• How important is the stock market effect on consumption?
  Economic Policy Review, Federal Reserve Bank of New York (1999)
  by Sydney C. Ludvigson & Charles Steindel
  (ReDIF-article, fip:fednep:y:1999:i:jul:p:29-51:n:v.5no.2)
• Monetary policy transmission through the consumption-wealth channel
  Economic Policy Review, Federal Reserve Bank of New York (2002)
  by Martin Lettau & Sydney C. Ludvigson & Charles Steindel
  (ReDIF-article, fip:fednep:y:2002:i:may:p:117-133:n:v.8no.1)
• Consumption and credit: a model of time-varying liquidity constraints
  Research Paper, Federal Reserve Bank of New York (1996)
  by Sydney C. Ludvigson
  (ReDIF-paper, fip:fednrp:9624)
• The channel of monetary transmission to demand: evidence from the market for automobile credit
  Research Paper, Federal Reserve Bank of New York (1996)
  by Sydney C. Ludvigson
  (ReDIF-paper, fip:fednrp:9625)
• Consumer sentiment and household expenditure: reevaluating the forecasting equations
  Research Paper, Federal Reserve Bank of New York (1996)
  by Sydney C. Ludvigson
  (ReDIF-paper, fip:fednrp:9636)
• Does consumer confidence forecast household expenditure?: A sentiment index horse race
  Research Paper, Federal Reserve Bank of New York (1997)
  by Jason Bram & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednrp:9708)
• Approximation bias in linearized Euler equations
  Research Paper, Federal Reserve Bank of New York (1997)
  by Sydney C. Ludvigson & Christina H. Paxson
  (ReDIF-paper, fip:fednrp:9712)
• Elasticities of substitution in real business cycle models with home production
  Research Paper, Federal Reserve Bank of New York (1997)
  by John Y. Campbell & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednrp:9733)
• How important is the stock market effect on consumption?
  Research Paper, Federal Reserve Bank of New York (1998)
  by Sydney C. Ludvigson & Charles Steindel
  (ReDIF-paper, fip:fednrp:9821)
• A primer on the economics and time series econometrics of wealth effects: a comment
  Staff Reports, Federal Reserve Bank of New York (2001)
  by Nathan Barczi & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednsr:131)
• Consumption, aggregate wealth and expected stock returns
  Staff Reports, Federal Reserve Bank of New York (1999)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednsr:77)
• Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying
  Staff Reports, Federal Reserve Bank of New York (1999)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednsr:93)
• An Estimation of Economic Models with Recursive
  FMG Discussion Papers, Financial Markets Group (2007)
  by Sydney C. Ludvigson & Xiaohong Chen & Jack Favilukis
  (ReDIF-paper, fmg:fmgdps:dp603)
• Elasticities of Substitution in Real Business Cycle Models with Home Production
  Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000)
  by John Y. Campbell & Sydney Ludvigson
  (ReDIF-paper, fth:harver:1900)
• Elasticities of Substitution in Real Business Cycle Models with Home Production
  Scholarly Articles, Harvard University Department of Economics (2001)
  by Campbell, John & Ludvigson, Sydney
  (ReDIF-paper, hrv:faseco:3163262)
• An estimation of economic models with recursive preferences
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
  by Xiaohong Chen & Jack Favilukis & Sydney Ludvigson
  (ReDIF-paper, ifs:cemmap:32/12)
• Land of addicts? an empirical investigation of habit-based asset pricing models
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009)
  by Xiaohong Chen & Sydney C. Ludvigson
  (ReDIF-article, jae:japmet:v:24:y:2009:i:7:p:1057-1093)
• The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit
  Journal of Money, Credit and Banking, Blackwell Publishing (1998)
  by Ludvigson, Sydney
  (ReDIF-article, mcb:jmoncb:v:30:y:1998:i:3:p:365-83)
• Elasticities of Substitution in Real Business Cycle Models with Home Protection
  Journal of Money, Credit and Banking, Blackwell Publishing (2001)
  by Campbell, John Y & Ludvigson, Sydney
  (ReDIF-article, mcb:jmoncb:v:33:y:2001:i:4:p:847-75)
• International Capital Flows and House Prices: Theory and Evidence
  NBER Chapters, National Bureau of Economic Research, Inc (2012)
  by Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh
  (ReDIF-chapter, nbr:nberch:12626)
• Shocks and Crashes
  NBER Chapters, National Bureau of Economic Research, Inc (2013)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-chapter, nbr:nberch:12932)
• Approximation Bias in Linearized Euler Equations
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1999)
  by Sydney Ludvigson & Christina H. Paxson
  (ReDIF-paper, nbr:nberte:0236)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter
  (ReDIF-paper, nbr:nberwo:10270)
• Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Xiaohong Chen & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:10503)
• The Empirical Risk-Return Relation: A Factor Analysis Approach
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Sydney C. Ludvigson & Serena Ng
  (ReDIF-paper, nbr:nberwo:11477)
• Euler Equation Errors
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:11606)
• Investor Information, Long-Run Risk, and the Term Structure of Equity
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:12912)
• A Factor Analysis of Bond Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Sydney C. Ludvigson & Serena Ng
  (ReDIF-paper, nbr:nberwo:15188)
• The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:15988)
• Advances in Consumption-Based Asset Pricing: Empirical Tests
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:16810)
• Shocks and Crashes
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:16996)
• An Estimation of Economic Models with Recursive Preferences
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:17130)
• International Capital Flows and House Prices: Theory and Evidence
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:17751)
• Measuring Uncertainty
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Kyle Jurado & Sydney C. Ludvigson & Serena Ng
  (ReDIF-paper, nbr:nberwo:19456)
• Origins of Stock Market Fluctuations
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:19818)
• Foreign Ownership of U.S. Safe Assets: Good or Bad?
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:19917)
• Capital Share Risk in U.S. Asset Pricing
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Martin Lettau & Sydney C. Ludvigson & Sai Ma
  (ReDIF-paper, nbr:nberwo:20744)
• Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Sydney C. Ludvigson & Sai Ma & Serena Ng
  (ReDIF-paper, nbr:nberwo:21803)
• Monetary Policy and Asset Valuation
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:22572)
• Shock Restricted Structural Vector-Autoregressions
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Sydney C. Ludvigson & Sai Ma & Serena Ng
  (ReDIF-paper, nbr:nberwo:23225)
• Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both?
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Josue Cox & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:25285)
• Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Martin Lettau & Sydney C. Ludvigson & Paulo Manoel
  (ReDIF-paper, nbr:nberwo:25381)
• How the Wealth Was Won: Factors Shares as Market Fundamentals
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:25769)
• COVID-19 and The Macroeconomic Effects of Costly Disasters
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Sydney C. Ludvigson & Sai Ma & Serena Ng
  (ReDIF-paper, nbr:nberwo:26987)
• Belief Distortions and Macroeconomic Fluctuations
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Francesco Bianchi & Sydney C. Ludvigson & Sai Ma
  (ReDIF-paper, nbr:nberwo:27406)
• What Explains the COVID-19 Stock Market?
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Josue Cox & Daniel L. Greenwald & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:27784)
• Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Francesco Bianchi & Sydney C. Ludvigson & Sai Ma
  (ReDIF-paper, nbr:nberwo:30072)
• What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Francesco Bianchi & Sydney C. Ludvigson & Sai Ma
  (ReDIF-paper, nbr:nberwo:32301)
• Elasticities of Substitution in Real Business Cycle Models with Home Production
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by John Y. Campbell & Sydney Ludvigson
  (ReDIF-paper, nbr:nberwo:6763)
• Expected Returns and Expected Dividend Growth
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-paper, nbr:nberwo:9605)
• Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-paper, nbr:nberwo:9848)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  The Review of Financial Studies, Society for Financial Studies (2008)
  by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter
  (ReDIF-article, oup:rfinst:v:21:y:2008:i:4:p:1653-1687)
• Macro Factors in Bond Risk Premia
  The Review of Financial Studies, Society for Financial Studies (2009)
  by Sydney C. Ludvigson & Serena Ng
  (ReDIF-article, oup:rfinst:v:22:y:2009:i:12:p:5027-5067)
• Investor Information, Long-Run Risk, and the Term Structure of Equity
  The Review of Financial Studies, Society for Financial Studies (2015)
  by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-article, oup:rfinst:v:28:y:2015:i:3:p:706-742.)
• Code and data files for "Euler Equation Errors"
  Computer Codes, Review of Economic Dynamics (2008)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-software, red:ccodes:08-106)
• The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia
  EconomicDynamics Newsletter, Review of Economic Dynamics (2008)
  by Sydney Ludvigson
  (ReDIF-article, red:ecodyn:v:9:y:2008:i:2:agenda)
• Euler Equation Errors
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-article, red:issued:08-106)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, red:sed004:644)
• Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Sydney Ludvigson & Xiaohong Chen
  (ReDIF-paper, red:sed004:692)
• Euler Equation Errors
  2005 Meeting Papers, Society for Economic Dynamics (2005)
  by Sydney C. Ludvigson & Martin Lettau
  (ReDIF-paper, red:sed005:487)
• The Empirical Risk-Return Relation: a factor analysis approach
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Sydney Ludvigson & Serena Ng
  (ReDIF-paper, red:sed006:236)
• Investor Information, Long-Run Risk, and the Duration fo Risky Assets
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Mariano M. Croce & Martin Lettau & Sydney Ludvigson
  (ReDIF-paper, red:sed006:628)
• An Estimation of Economic Models with Recursive Preferences
  2007 Meeting Papers, Society for Economic Dynamics (2007)
  by Sydney Ludvigson & Jack Favalukus & Xiaohong Chen
  (ReDIF-paper, red:sed007:543)
• The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
  2010 Meeting Papers, Society for Economic Dynamics (2010)
  by Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis
  (ReDIF-paper, red:sed010:733)
• Foreign Ownership of U.S. Safe Assets: Good or Bad?
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis
  (ReDIF-paper, red:sed012:297)
• The Origins of Stock Market Fluctuations
  2014 Meeting Papers, Society for Economic Dynamics (2014)
  by Sydney Ludvigson & Martin Lettau & Daniel Greenwald
  (ReDIF-paper, red:sed014:542)
• Consumption And Credit: A Model Of Time-Varying Liquidity Constraints
  The Review of Economics and Statistics, MIT Press (1999)
  by Sydney Ludvigson
  (ReDIF-article, tpr:restat:v:81:y:1999:i:3:p:434-447)
• Approximation Bias In Linearized Euler Equations
  The Review of Economics and Statistics, MIT Press (2001)
  by Sydney Ludvigson & Christina H. Paxson
  (ReDIF-article, tpr:restat:v:83:y:2001:i:2:p:242-256)
• Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
  Journal of Political Economy, University of Chicago Press (2001)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-article, ucp:jpolec:v:109:y:2001:i:6:p:1238-1287)
• Shocks and Crashes
  NBER Macroeconomics Annual, University of Chicago Press (2014)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-article, ucp:macann:doi:10.1086/674605)