Untitled
SSRN Home Search and Download Papers Browse Abstract and Paper Submission Subscribe to Networks View Briefcase Top Papers Top Authors Top Institutions

Feedback to SSRN (Beta)


 
  • Selected
  • Entire List
 Sydney Ludvigson
 SSRN Author Rank: 1,844 by Downloads
 Professor
 New York University - Department of Economics
 269 Mercer Street, 7th Floor
 New York, NY 10011
 United States
 212-998-8927 (Phone)
 212-995-4186 (Fax)
 email address
 National Bureau of Economic Research (NBER)
 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Sydney Ludvigson's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,079
Total
Citations
1,083
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia wre Time-Varying | Show Abstract | Download |
Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; FRB of New York Staff Reports, No. 93
Working Paper Series
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
31 Jan 00
Last Revised:
30 Apr 08
884
(6,111)
102

2.   Incl. Electronic Paper
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Jessica A. Wachter
University of Pennsylvania - The Wharton School
Posted:
12 Aug 04
Last Revised:
20 Feb 09
638
( 10,028)
60

3.   Incl. Electronic Paper
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
11 Aug 99
Last Revised:
30 Apr 08
507
( 14,018)
231

4.  
Expected Returns and Expected Dividend Growth | Show Abstract | Download |
AFA 2003 Washington, DC Meetings; New York University Economics Department Working Paper No. FIN-02-024
Working Paper Series
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
15 Aug 02
Last Revised:
30 Apr 08
495
(14,499)
64

5.   Incl. Electronic Paper
Serena Ng
University of Michigan at Ann Arbor - Department of Economics
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
14 Jul 05
Last Revised:
09 Aug 05
406
( 18,890)
23

6.  
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
26 Apr 00
Last Revised:
30 Apr 08
347
(23,004)
2

7.   Incl. Electronic Paper
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
05 Feb 05
Last Revised:
25 Jul 09
249
( 33,910)
8

8.   Incl. Electronic Paper
Xiaohong Chen
Yale University - Cowles Foundation
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
20 Nov 03
Last Revised:
11 May 09
187
( 45,647)
31

9.  
Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race | Show Abstract | Download |
Economic Policy Review, Vol. 4, No. 2, June 1998
Accepted Paper Series
Jason Bram
Federal Reserve Bank of New York
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
23 Oct 07
Last Revised:
16 Aug 09
187
(45,912)
22

10.  
Monetary Policy Transmission through the Consumption-Wealth Channel | Show Abstract | Download |
Economic Policy Review, Vol. 8, No. 1, May 2002
Accepted Paper Series
Martin Lettau
Haas School of Business
Charles Steindel
Federal Reserve Bank of New York
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
26 Oct 05
Last Revised:
30 Apr 08
151
(56,548)
11

11.   Incl. Electronic Paper
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
27 Sep 02
Last Revised:
23 Dec 08
130
( 64,152)
69

12.   Incl. Electronic Paper
Alexander Michaelides
London School of Economics
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
15 Feb 00
Last Revised:
18 Nov 08
129
( 64,537)
1

13.   Incl. Electronic Paper
John Y. Campbell
Harvard University - Department of Economics
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
04 Feb 99
Last Revised:
26 Nov 03
119
( 69,003)
7

14.  
How Important is the Stock Market Effect on Consumption? | Show Abstract | Download |
Economic Policy Review, Vol. 5, No. 2, July 1999
Accepted Paper Series
Charles Steindel
Federal Reserve Bank of New York
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
01 Aug 07
Last Revised:
06 Sep 07
114
(71,462)
30

15.  
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
07 Oct 06
Last Revised:
30 Apr 08
91
(84,425)
213

16.  
Xiaohong Chen
Yale University - Cowles Foundation
Jack Favilukis
London School of Economics & Political Science (LSE)
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
14 Mar 08
Last Revised:
14 Mar 08
77
(94,237)
7

17.  
Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows | Show Abstract | Download |
AFA 2008 New Orleans Meetings, AFA 2009 San Francisco Meetings Paper
Working Paper Series
Mariano Massimiliano Croce
Kenan-Flagler Business School
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
26 Feb 07
Last Revised:
29 Sep 08
50
(118,849)
11

18.  
Martin Lettau
Haas School of Business
Nathan A Barczi
Massachusetts Institute of Technology (MIT)
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
03 Oct 06
Last Revised:
30 Apr 08
50
(118,849)
5

19.  
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
07 Jan 02
Last Revised:
10 Jan 02
39
(131,573)
37

20.  
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
22 Jul 03
Last Revised:
22 Jul 03
37
(134,069)
58

21.   Incl. Electronic Paper
Serena Ng
University of Michigan at Ann Arbor - Department of Economics
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
14 Sep 06
Last Revised:
24 Nov 09
35
( 0)
19

22.  
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
07 Jan 02
Last Revised:
15 Jan 02
33
(139,494)
6

23.  
Mariano Massimiliano Croce
Kenan-Flagler Business School
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
03 Nov 08
Last Revised:
03 Feb 09
31
(142,387)
11

24.  
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
19 Dec 01
Last Revised:
20 Feb 02
29
(145,664)
23

25.  
Xiaohong Chen
Yale University - Cowles Foundation
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
31 May 04
Last Revised:
31 May 04
20
(167,186)
29

26.  
Mariano Massimiliano Croce
Kenan-Flagler Business School
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
17 Feb 07
Last Revised:
29 Sep 08
18
(172,894)
3

27.  
Approximation Bias in Linearized Euler Equations | Show Abstract | Download |
NBER Working Paper No. T0236
Working Paper Series
Christina H. Paxson
Princeton University
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
10 Jul 00
Last Revised:
10 Jul 00
14
(184,395)
12

28.  
Summary of Floor Discussion | Show Abstract | Download |
Economic Policy Review, Vol. 3, No. 1, February 1997
Accepted Paper Series
Jason Bram
Federal Reserve Bank of New York
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
12 Nov 07
Last Revised:
12 Nov 07
8
(201,147)
 

29.  
A Factor Analysis of Bond Risk Premia | Show Abstract | Download |
NBER Working Paper No. w15188
Working Paper Series
Sydney C. Ludvigson
New York University - Department of Economics
Serena Ng
Columbia University
Posted:
28 Jul 09
Last Revised:
14 Aug 09
4
(209,890)
 

30.  
Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia are Time-Varying | Show Abstract |
Journal of Political Economy, Vol. 109, December 2001
Accepted Paper Series
Martin Lettau
Haas School of Business
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
19 Nov 01
Last Revised:
30 Apr 08
0
(0)
 

31.  
Consumption and Credit: A Model of Time-Varying Liquidity Constraints | Show Abstract |
Review of Economics and Statistics, Vol. 81, No. 3, August 1999
Accepted Paper Series
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
06 Jun 00
Last Revised:
28 Mar 08
0
(0)
 

32.  
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit | Show Abstract |
Journal of Money, Credit and Banking, Vol. 30, No. 3, Part 1 (August 1998)
Accepted Paper Series
Sydney C. Ludvigson
New York University - Department of Economics
Posted:
11 Apr 98
Last Revised:
11 Apr 98
0
(0)
 


Records 1 - 32 of 32 matches
[ 1 ]

© 2009 Social Science Electronic Publishing, Inc. All Rights Reserved. Terms of Use  Privacy Policy
This page was served by apollo 4 in 0.641 seconds.