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Ludvigson, Sydney C.
 SSRN Author Rank: 2,514 by Downloads
 Professor
 

New York University - Department of Economics


 19 West 4th Street, 6th floor
 New York, NY 10012
 United States
 212-998-8927 (Phone)
 212-995-4186 (Fax)
 HOME PAGE: http://www.econ.nyu.edu/user/ludvigsons/
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Ludvigson, Sydney C.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,310		 Total
Citations
1,977
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
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
31 Jan 00
1,082
(8,166) 		275
2.   Incl. Electronic Paper
Lettau, Martin
University of California - Haas School of Business
Wachter, Jessica A.
University of Pennsylvania - Finance Department
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
12 Aug 04
Last Revised:
13 Dec 11
777
(13,748) 		106
3.   Incl. Electronic Paper
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
15 Aug 02
Last Revised:
23 Dec 08
751
(14,442) 		108
4.   Incl. Electronic Paper
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
11 Aug 99
Last Revised:
30 Apr 08
570
(21,432) 		452
5.  
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
Bram, Jason
Federal Reserve Bank of New York
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
23 Oct 07
565
(21,683) 		37
6.   Incl. Electronic Paper
Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
14 Jul 05
Last Revised:
09 Aug 05
539
(23,062) 		60
7.   Incl. Electronic Paper
Favilukis, Jack
London School of Economics & Political Science (LSE)
Ludvigson, Sydney C.
New York University - Department of Economics
Nieuwerburgh, Stijn Van
affiliation not provided to SSRN
Posted:
10 May 10
Last Revised:
16 Feb 12
491
(26,100) 		29
8.  
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
26 Apr 00
418
(32,241) 		2
9.   Incl. Electronic Paper
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
05 Feb 05
Last Revised:
19 Sep 10
291
(49,952) 		9
10.   Incl. Electronic Paper
Chen, Xiaohong
Yale University - Cowles Foundation
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
20 Nov 03
Last Revised:
11 May 09
259
(56,980) 		44
11.  
Monetary Policy Transmission through the Consumption-Wealth Channel | Show Abstract | Download |
Economic Policy Review, Vol. 8, No. 1, May 2002
Accepted Paper Series
Steindel, Charles
Federal Reserve Bank of New York
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
26 Oct 05
181
(82,408) 		13
12.   Incl. Electronic Paper
Chen, Xiaohong
Yale University - Cowles Foundation
Favilukis, Jack
London School of Economics & Political Science (LSE)
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
14 Mar 08
Last Revised:
15 Dec 12
178
(83,734) 		14
13.  
How Important is the Stock Market Effect on Consumption? | Show Abstract | Download |
Economic Policy Review, Vol. 5, No. 2, July 1999
Accepted Paper Series
Steindel, Charles
Federal Reserve Bank of New York
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
01 Aug 07
169
(87,943) 		51
14.   Incl. Electronic Paper
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
17 Feb 07
Last Revised:
03 Oct 12
146
(100,363) 		31
15.   Incl. Electronic Paper
Michaelides, Alexander
University of Cyprus - Department of Public and Business Administration
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
15 Feb 00
Last Revised:
18 Nov 08
138
(105,337) 		5
16.   Incl. Electronic Paper
Campbell, John Y.
Harvard University - Department of Economics
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
04 Feb 99
Last Revised:
10 Oct 10
126
(113,581) 		10
17.   Incl. Electronic Paper
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
19 Nov 01
Last Revised:
30 Apr 08
107
(128,985) 		315
18.   Incl. Electronic Paper
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
28 Feb 11
Last Revised:
14 Apr 11
99
(136,255) 		5
19.   Incl. Electronic Paper
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
24 Apr 11
Last Revised:
02 May 11
64
(177,876) 		4
20.  
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Barczi, Nathan A
Massachusetts Institute of Technology (MIT)
Posted:
03 Oct 06
64
(177,876) 		6
21.   Incl. Electronic Paper
Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
14 Sep 06
Last Revised:
29 Jul 10
48
(204,307) 		97
22.  
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
07 Jan 02
41
(217,939) 		79
23.  
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
22 Jul 03
39
(222,074) 		87
24.  
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
07 Jan 02
34
(233,387) 		25
25.  
Foreign Ownership of U.S. Safe Assets: Good or Bad? | Show Abstract | Download |
NYU Working Paper No. FIN-11-057
Working Paper Series
Favilukis, Jack
London School of Economics & Political Science (LSE)
Ludvigson, Sydney C.
New York University - Department of Economics
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
13 Jan 12
Last Revised:
24 Feb 12
31
(240,772) 		 
26.  
Lettau, Martin
University of California - Haas School of Business
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
19 Dec 01
30
(243,454) 		53
27.  
Chen, Xiaohong
Yale University - Cowles Foundation
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
31 May 04
23
(265,097) 		42
28.  
A Factor Analysis of Bond Risk Premia | Show Abstract | Download |
NBER Working Paper No. w15188
Working Paper Series
Ludvigson, Sydney C.
New York University - Department of Economics
Ng, Serena
Columbia University
Posted:
28 Jul 09
15
(293,152) 		9
29.  
Approximation Bias in Linearized Euler Equations | Show Abstract | Download |
NBER Working Paper No. t0236
Working Paper Series
Paxson, Christina H.
Princeton University
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
10 Jul 00
15
(293,152) 		12
30.  
Summary of Floor Discussion | Show Abstract | Download |
Economic Policy Review, Vol. 3, No. 1, February 1997
Accepted Paper Series
Bram, Jason
Federal Reserve Bank of New York
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
12 Nov 07
11
(307,307) 		 
31.  
Favilukis, Jack
London School of Economics & Political Science (LSE)
Kohn, David
New York University (NYU)
Ludvigson, Sydney C.
New York University - Department of Economics
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
14 Jan 12
8
(316,933) 		2
32.  
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
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
06 Jun 00
 
33.  
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
Ludvigson, Sydney C.
New York University - Department of Economics
Posted:
11 Apr 98
 

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