Sydney C. Ludvigson
Names
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Sydney |
| middle: |
C. |
| last: |
Ludvigson |
Identifer
Contact
Affiliations
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New York University (NYU)
/ Department of Economics
Research profile
author of:
- Measuring Uncertainty (RePEc:aea:aecrev:v:105:y:2015:i:3:p:1177-1216)
by Kyle Jurado & Sydney C. Ludvigson & Serena Ng - Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? (RePEc:aea:aecrev:v:91:y:2001:i:3:p:631-647)
by Sydney C. Ludvigson & Alexander Michaelides - Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (RePEc:aea:aecrev:v:94:y:2004:i:1:p:276-299)
by Martin Lettau & Sydney C. Ludvigson - Consumer Confidence and Consumer Spending (RePEc:aea:jecper:v:18:y:2004:i:2:p:29-50)
by Sydney C. Ludvigson - Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing (RePEc:cpr:ceprdp:10335)
by Lettau, Martin & Ludvigson, Sydney & Ma, Sai - Origins of Stock Market Fluctuations (RePEc:cpr:ceprdp:10336)
by Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan - Consumption, Aggregate Wealth and Expected Stock Returns (RePEc:cpr:ceprdp:2223)
by Lettau, Martin & Ludvigson, Sydney - Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment (RePEc:cpr:ceprdp:3103)
by Lettau, Martin & Ludvigson, Sydney - Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption (RePEc:cpr:ceprdp:3104)
by Lettau, Martin & Ludvigson, Sydney - Measuring and Modelling Variation in the Risk-Return Trade-off (RePEc:cpr:ceprdp:3105)
by Lettau, Martin & Ludvigson, Sydney - Expected Returns and Expected Dividend Growth (RePEc:cpr:ceprdp:3507)
by Lettau, Martin & Ludvigson, Sydney - Euler Equation Errors (RePEc:cpr:ceprdp:4922)
by Lettau, Martin & Ludvigson, Sydney - Euler Equation Errors (RePEc:cpr:ceprdp:5245)
by Lettau, Martin & Ludvigson, Sydney - The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (RePEc:cpr:ceprdp:5519)
by Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica - An Estimation of Economic Models with Recursive Preferences (RePEc:cwl:cwldpp:1883)
by Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson - An Empirical Investigation of Habit-Based Asset Pricing Models (RePEc:ecm:nawm04:332)
by Sydney C. Ludvigson & Xiaohong Chen - An estimation of economic models with recursive preferences (RePEc:ecm:quante:v:4:y:2013:i:1:p:39-83)
by Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson - Advances in Consumption-Based Asset Pricing: Empirical Tests (RePEc:eee:finchp:2-b-799-906)
by Ludvigson, Sydney C. - tay's as good as cay: Reply (RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22)
by Lettau, Martin & Ludvigson, Sydney C. - Expected returns and expected dividend growth (RePEc:eee:jfinec:v:76:y:2005:i:3:p:583-626)
by Lettau, Martin & Ludvigson, Sydney C. - The empirical risk-return relation: A factor analysis approach (RePEc:eee:jfinec:v:83:y:2007:i:1:p:171-222)
by Ludvigson, Sydney C. & Ng, Serena - The macroeconomic effects of government debt in a stochastic growth model (RePEc:eee:moneco:v:38:y:1996:i:1:p:25-45)
by Ludvigson, Sydney - Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment (RePEc:eee:moneco:v:49:y:2002:i:1:p:31-66)
by Lettau, Martin & Ludvigson, Sydney - An estimation of economic models with recursive preferences (RePEc:ehl:lserod:24502)
by Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C. - An estimation of economic models with recursive preferences (RePEc:ehl:lserod:37392)
by Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C. - The declining equity premium: what role does macroeconomic risk play? (RePEc:fip:fedgpr:y:2005:x:27)
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - Housing, credit and consumer expenditure: commentary (RePEc:fip:fedkpr:y:2007:p:335-350)
by Sydney C. Ludvigson - Does consumer confidence forecast household expenditure? a sentiment index horse race (RePEc:fip:fednep:y:1998:i:jun:p:59-78:n:v.4no.2)
by Jason Bram & Sydney C. Ludvigson - How important is the stock market effect on consumption? (RePEc:fip:fednep:y:1999:i:jul:p:29-51:n:v.5no.2)
by Sydney C. Ludvigson & Charles Steindel - Monetary policy transmission through the consumption-wealth channel (RePEc:fip:fednep:y:2002:i:may:p:117-133:n:v.8no.1)
by Martin Lettau & Sydney C. Ludvigson & Charles Steindel - Consumption and credit: a model of time-varying liquidity constraints (RePEc:fip:fednrp:9624)
by Sydney C. Ludvigson - The channel of monetary transmission to demand: evidence from the market for automobile credit (RePEc:fip:fednrp:9625)
by Sydney C. Ludvigson - Consumer sentiment and household expenditure: reevaluating the forecasting equations (RePEc:fip:fednrp:9636)
by Sydney C. Ludvigson - Does consumer confidence forecast household expenditure?: A sentiment index horse race (RePEc:fip:fednrp:9708)
by Jason Bram & Sydney C. Ludvigson - Approximation bias in linearized Euler equations (RePEc:fip:fednrp:9712)
by Sydney C. Ludvigson & Christina H. Paxson - Elasticities of substitution in real business cycle models with home production (RePEc:fip:fednrp:9733)
by John Y. Campbell & Sydney C. Ludvigson - How important is the stock market effect on consumption? (RePEc:fip:fednrp:9821)
by Sydney C. Ludvigson & Charles Steindel - A primer on the economics and time series econometrics of wealth effects: a comment (RePEc:fip:fednsr:131)
by Nathan Barczi & Martin Lettau & Sydney C. Ludvigson - Consumption, aggregate wealth and expected stock returns (RePEc:fip:fednsr:77)
by Martin Lettau & Sydney C. Ludvigson - Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying (RePEc:fip:fednsr:93)
by Martin Lettau & Sydney C. Ludvigson - An Estimation of Economic Models with Recursive (RePEc:fmg:fmgdps:dp603)
by Sydney C. Ludvigson & Xiaohong Chen & Jack Favilukis - Elasticities of Substitution in Real Business Cycle Models with Home Production (RePEc:fth:harver:1900)
by John Y. Campbell & Sydney Ludvigson - Elasticities of Substitution in Real Business Cycle Models with Home Production (RePEc:hrv:faseco:3163262)
by Campbell, John & Ludvigson, Sydney - An estimation of economic models with recursive preferences (RePEc:ifs:cemmap:32/12)
by Xiaohong Chen & Jack Favilukis & Sydney Ludvigson - Land of addicts? an empirical investigation of habit-based asset pricing models (RePEc:jae:japmet:v:24:y:2009:i:7:p:1057-1093)
by Xiaohong Chen & Sydney C. Ludvigson - The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit (RePEc:mcb:jmoncb:v:30:y:1998:i:3:p:365-83)
by Ludvigson, Sydney - Elasticities of Substitution in Real Business Cycle Models with Home Protection (RePEc:mcb:jmoncb:v:33:y:2001:i:4:p:847-75)
by Campbell, John Y & Ludvigson, Sydney - International Capital Flows and House Prices: Theory and Evidence (RePEc:nbr:nberch:12626)
by Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Shocks and Crashes (RePEc:nbr:nberch:12932)
by Martin Lettau & Sydney C. Ludvigson - Approximation Bias in Linearized Euler Equations (RePEc:nbr:nberte:0236)
by Sydney Ludvigson & Christina H. Paxson - The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (RePEc:nbr:nberwo:10270)
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior (RePEc:nbr:nberwo:10503)
by Xiaohong Chen & Sydney C. Ludvigson - The Empirical Risk-Return Relation: A Factor Analysis Approach (RePEc:nbr:nberwo:11477)
by Sydney C. Ludvigson & Serena Ng - Euler Equation Errors (RePEc:nbr:nberwo:11606)
by Martin Lettau & Sydney C. Ludvigson - Investor Information, Long-Run Risk, and the Term Structure of Equity (RePEc:nbr:nberwo:12912)
by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson - A Factor Analysis of Bond Risk Premia (RePEc:nbr:nberwo:15188)
by Sydney C. Ludvigson & Serena Ng - The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium (RePEc:nbr:nberwo:15988)
by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Advances in Consumption-Based Asset Pricing: Empirical Tests (RePEc:nbr:nberwo:16810)
by Sydney C. Ludvigson - Shocks and Crashes (RePEc:nbr:nberwo:16996)
by Martin Lettau & Sydney C. Ludvigson - An Estimation of Economic Models with Recursive Preferences (RePEc:nbr:nberwo:17130)
by Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson - International Capital Flows and House Prices: Theory and Evidence (RePEc:nbr:nberwo:17751)
by Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Measuring Uncertainty (RePEc:nbr:nberwo:19456)
by Kyle Jurado & Sydney C. Ludvigson & Serena Ng - Origins of Stock Market Fluctuations (RePEc:nbr:nberwo:19818)
by Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson - Foreign Ownership of U.S. Safe Assets: Good or Bad? (RePEc:nbr:nberwo:19917)
by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Capital Share Risk in U.S. Asset Pricing (RePEc:nbr:nberwo:20744)
by Martin Lettau & Sydney C. Ludvigson & Sai Ma - Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (RePEc:nbr:nberwo:21803)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - Monetary Policy and Asset Valuation (RePEc:nbr:nberwo:22572)
by Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson - Shock Restricted Structural Vector-Autoregressions (RePEc:nbr:nberwo:23225)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? (RePEc:nbr:nberwo:25285)
by Josue Cox & Sydney C. Ludvigson - Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? (RePEc:nbr:nberwo:25381)
by Martin Lettau & Sydney C. Ludvigson & Paulo Manoel - How the Wealth Was Won: Factor Shares as Market Fundamentals (RePEc:nbr:nberwo:25769)
by Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson - COVID-19 and The Macroeconomic Effects of Costly Disasters (RePEc:nbr:nberwo:26987)
by Sydney C. Ludvigson & Sai Ma & Serena Ng - Belief Distortions and Macroeconomic Fluctuations (RePEc:nbr:nberwo:27406)
by Francesco Bianchi & Sydney C. Ludvigson & Sai Ma - What Explains the COVID-19 Stock Market? (RePEc:nbr:nberwo:27784)
by Josue Cox & Daniel L. Greenwald & Sydney C. Ludvigson - A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History (RePEc:nbr:nberwo:30072)
by Francesco Bianchi & Sydney C. Ludvigson & Sai Ma - What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market (RePEc:nbr:nberwo:32301)
by Francesco Bianchi & Sydney C. Ludvigson & Sai Ma - The Prestakes of Stock Market Investing (RePEc:nbr:nberwo:34420)
by Francesco Bianchi & Do Q. Lee & Sydney C. Ludvigson & Sai Ma - Elasticities of Substitution in Real Business Cycle Models with Home Production (RePEc:nbr:nberwo:6763)
by John Y. Campbell & Sydney Ludvigson - Expected Returns and Expected Dividend Growth (RePEc:nbr:nberwo:9605)
by Martin Lettau & Sydney Ludvigson - Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (RePEc:nbr:nberwo:9848)
by Martin Lettau & Sydney Ludvigson - The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (RePEc:oup:rfinst:v:21:y:2008:i:4:p:1653-1687)
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - Macro Factors in Bond Risk Premia (RePEc:oup:rfinst:v:22:y:2009:i:12:p:5027-5067)
by Sydney C. Ludvigson & Serena Ng - Investor Information, Long-Run Risk, and the Term Structure of Equity (RePEc:oup:rfinst:v:28:y:2015:i:3:p:706-742.)
by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson - Code and data files for "Euler Equation Errors" (RePEc:red:ccodes:08-106)
by Martin Lettau & Sydney Ludvigson - The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia (RePEc:red:ecodyn:v:9:y:2008:i:2:agenda)
by Sydney Ludvigson - Euler Equation Errors (RePEc:red:issued:08-106)
by Martin Lettau & Sydney Ludvigson - The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (RePEc:red:sed004:644)
by Martin Lettau & Sydney C. Ludvigson - Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models (RePEc:red:sed004:692)
by Sydney Ludvigson & Xiaohong Chen - Euler Equation Errors (RePEc:red:sed005:487)
by Sydney C. Ludvigson & Martin Lettau - The Empirical Risk-Return Relation: a factor analysis approach (RePEc:red:sed006:236)
by Sydney Ludvigson & Serena Ng - Investor Information, Long-Run Risk, and the Duration fo Risky Assets (RePEc:red:sed006:628)
by Mariano M. Croce & Martin Lettau & Sydney Ludvigson - An Estimation of Economic Models with Recursive Preferences (RePEc:red:sed007:543)
by Sydney Ludvigson & Jack Favalukus & Xiaohong Chen - The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium (RePEc:red:sed010:733)
by Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis - Foreign Ownership of U.S. Safe Assets: Good or Bad? (RePEc:red:sed012:297)
by Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis - The Origins of Stock Market Fluctuations (RePEc:red:sed014:542)
by Sydney Ludvigson & Martin Lettau & Daniel Greenwald - Consumption And Credit: A Model Of Time-Varying Liquidity Constraints (RePEc:tpr:restat:v:81:y:1999:i:3:p:434-447)
by Sydney Ludvigson - Approximation Bias In Linearized Euler Equations (RePEc:tpr:restat:v:83:y:2001:i:2:p:242-256)
by Sydney Ludvigson & Christina H. Paxson - Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying (RePEc:ucp:jpolec:v:109:y:2001:i:6:p:1238-1287)
by Martin Lettau & Sydney Ludvigson - Shocks and Crashes (RePEc:ucp:macann:doi:10.1086/674605)
by Martin Lettau & Sydney C. Ludvigson