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Sydney C. Ludvigson

New York University - Department of Economics

Professor

19 West 4th Street, 6th floor

New York, NY 10012

United States

http://www.econ.nyu.edu/user/ludvigsons/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • New York University - Department of Economics

    • Email
    • Tel: 212-998-8927
    • Fax: 212-995-4186
SCHOLARLY PAPERS

40

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9,080

CITATIONS
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Top 160

in Total Papers Citations

2,006

Scholarly Papers (40)

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1.

Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia wre Time-Varying

Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; FRB of New York Staff Reports, No. 93
Number of pages: 59 Posted: 31 Jan 2000
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 1,115 (14,105)
Citation 276

Abstract:

2.

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Downloads 1,008 ( 16,983)
Citation 35

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Journal of Political Economy, Forthcoming
Number of pages: 114 Posted: 10 May 2010 Last Revised: 07 Oct 2015
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 865 (21,019)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 13 Jan 2012
Stijn Van Nieuwerburgh, Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance, University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and affiliation not provided to SSRN
Downloads 46 (346,744)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NBER Working Paper No. w15988
Number of pages: 96 Posted: 17 May 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 40 (367,385)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 16 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 34 (390,681)
Citation 35

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 22 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 23 (444,483)
Citation 35

Abstract:

3.

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Downloads 838 ( 22,395)
Citation 102

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

AFA 2005 Philadelphia Meetings; 14th Annual Utah Winter Finance Conference Paper
Number of pages: 59 Posted: 12 Aug 2004
Martin Lettau, Jessica A. Wachter and Sydney C. Ludvigson
University of California - Haas School of Business, University of Pennsylvania - Finance Department and New York University - Department of Economics
Downloads 682 (29,563)
Citation 102

Abstract:

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

NBER Working Paper No. w10270
Number of pages: 62 Posted: 25 May 2006 Last Revised: 26 Jul 2010
Martin Lettau, Jessica A. Wachter and Sydney C. Ludvigson
University of California - Haas School of Business, University of Pennsylvania - Finance Department and New York University - Department of Economics
Downloads 81 (257,642)
Citation 102

Abstract:

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

NYU Working Paper No. S-MF-04-08
Number of pages: 46 Posted: 12 Nov 2008
Martin Lettau, Sydney C. Ludvigson and Jessica A. Wachter
University of California - Haas School of Business, New York University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 51 (331,089)
Citation 102

Abstract:

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

CEPR Discussion Paper No. 5519
Number of pages: 49 Posted: 09 Jun 2006
Martin Lettau, Jessica A. Wachter and Sydney C. Ludvigson
University of California - Haas School of Business, University of Pennsylvania - Finance Department and New York University - Department of Economics
Downloads 24 (438,810)
Citation 102
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Abstract:

Equity premium, macroeconomic volatility, stock market boom, regime shifts

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1653-1687, 2008
Posted: 08 Aug 2008
Martin Lettau, Sydney C. Ludvigson and Jessica A. Wachter
University of California - Haas School of Business, New York University - Department of Economics and University of Pennsylvania - Finance Department

Abstract:

G12

4.

Expected Returns and Expected Dividend Growth

Downloads 796 ( 24,158)
Citation 112

Expected Returns and Expected Dividend Growth

AFA 2003 Washington, DC Meetings; New York University Economics Department Working Paper No. FIN-02-024
Number of pages: 64 Posted: 15 Aug 2002
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 549 (39,583)
Citation 112

Abstract:

Expected Returns and Expected Dividend Growth

NYU Working Paper No. S-MF-04-06
Number of pages: 49 Posted: 12 Nov 2008
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 102 (221,261)
Citation 112

Abstract:

Risk premia, dividend growth, cash-flow predictability, return predictability

Expected Returns and Expected Dividend Growth

NYU Working Paper No. FIN-02-024
Number of pages: 64 Posted: 03 Nov 2008
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 43 (356,870)
Citation 112

Abstract:

Expected Returns and Expected Dividend Growth

NBER Working Paper No. w9605
Number of pages: 48 Posted: 05 Apr 2003
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 36 (382,562)
Citation 112

Abstract:

Expected Returns and Expected Dividend Growth

NYU Working Paper No. SC-AM-02-04
Number of pages: 64 Posted: 13 Nov 2008
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 30 (408,020)
Citation 112

Abstract:

Expected Returns and Expected Dividend Growth

CEPR Discussion Paper No. 3507
Number of pages: 62 Posted: 27 Sep 2002
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 18 (473,412)
Citation 112
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Abstract:

Dividend growth, consumption, cointegration

Expected Returns and Expected Dividend Growth

NYU Working Paper No. S-MF-02-08
Number of pages: 64 Posted: 12 Nov 2008
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 18 (473,412)
Citation 112

Abstract:

5.

Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race

Economic Policy Review, Vol. 4, No. 2, June 1998
Number of pages: 20 Posted: 23 Oct 2007
Jason Bram and Sydney C. Ludvigson
Federal Reserve Bank of New York and New York University - Department of Economics
Downloads 748 (16,276)
Citation 38

Abstract:

consumber confidence, household expenditures

6.

Consumption, Aggregate Wealth and Expected Stock Returns

Downloads 615 ( 34,544)
Citation 450

Consumption, Aggregate Wealth and Expected Stock Returns

FRB of New York Staff Report No. 77
Number of pages: 57 Posted: 11 Aug 1999
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 615 (34,046)
Citation 450

Abstract:

Consumption, Aggregate Wealth and Expected Stock Returns

Journal of Finance
Posted: 01 Feb 2001
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics

Abstract:

7.

The Empirical Risk-Return Relation: A Factor Analysis Approach

Downloads 580 ( 37,328)
Citation 57

The Empirical Risk-Return Relation: A Factor Analysis Approach

Number of pages: 58 Posted: 14 Jul 2005
Serena Ng and Sydney C. Ludvigson
Columbia Business School - Economics Department and New York University - Department of Economics
Downloads 523 (42,164)
Citation 57

Abstract:

Risk-premia, excess returns, stock market volatility

The Empirical Risk-Return Relation: A Factor Analysis Approach

NBER Working Paper No. w11477
Number of pages: 58 Posted: 09 Aug 2005
Serena Ng and Sydney C. Ludvigson
Columbia Business School - Economics Department and New York University - Department of Economics
Downloads 57 (313,506)
Citation 57

Abstract:

8.

Forecasting Stock Returns: New Out-of-Sample Evidence

Number of pages: 26 Posted: 26 Apr 2000
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 425 (54,189)
Citation 2

Abstract:

9.

Euler Equation Errors

Downloads 307 ( 80,833)
Citation 10

Euler Equation Errors

AFA 2007 Chicago Meetings Paper
Number of pages: 56 Posted: 05 Feb 2005
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 194 (129,835)
Citation 10

Abstract:

Pricing errors, consumption-based asset pricing, CRRA utility

Euler Equation Errors

NYU Working Paper No. FIN-06-012
Number of pages: 53 Posted: 03 Nov 2008
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 43 (356,870)
Citation 10

Abstract:

Euler Equation Errors

CEPR Discussion Paper No. 5245
Number of pages: 63 Posted: 21 Jun 2005
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 25 (433,263)
Citation 10
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Abstract:

Consumption CAPM and pricing errors

Euler Equation Errors

NYU Working Paper No. FIN-05-026
Number of pages: 61 Posted: 03 Nov 2008
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 24 (438,810)
Citation 10

Abstract:

Euler Equation Errors

NBER Working Paper No. w11606
Number of pages: 62 Posted: 14 Sep 2006
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 21 (455,977)
Citation 10

Abstract:

10.

Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models

Downloads 277 ( 90,796)
Citation 43

Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models

AFA 2004 San Diego Meetings
Number of pages: 70 Posted: 20 Nov 2003
Xiaohong Chen and Sydney C. Ludvigson
Yale University - Cowles Foundation and New York University - Department of Economics
Downloads 223 (113,280)
Citation 43

Abstract:

Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models

NYU Working Paper No. S-MF-04-09
Number of pages: 59 Posted: 12 Nov 2008
Xiaohong Chen and Sydney C. Ludvigson
Yale University - Cowles Foundation and New York University - Department of Economics
Downloads 54 (322,092)
Citation 43

Abstract:

11.

Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows

Downloads 213 (119,041)
Citation 31

Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows

AFA 2008 New Orleans Meetings, AFA 2009 San Francisco Meetings Paper
Number of pages: 59 Posted: 26 Feb 2007
Mariano Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson
University of North Carolina Kenan-Flagler Business School, University of California - Haas School of Business and New York University - Department of Economics
Downloads 116 (201,309)
Citation 31

Abstract:

Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows

Review of Financial Studies, 2015, NYU Working Paper No. FIN-06-011
Number of pages: 58 Posted: 03 Nov 2008 Last Revised: 10 Mar 2017
Mariano Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson
University of North Carolina Kenan-Flagler Business School, University of California - Haas School of Business and New York University - Department of Economics
Downloads 60 (305,393)
Citation 30

Abstract:

Investor Information, Long-Run Risk, and the Term Structure of Equity

NBER Working Paper No. w12912
Number of pages: 57 Posted: 17 Feb 2007
Mariano Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson
University of North Carolina Kenan-Flagler Business School, University of California - Haas School of Business and New York University - Department of Economics
Downloads 37 (378,649)
Citation 31

Abstract:

12.

An Estimation of Economic Models with Recursive Preferences

Downloads 198 (127,650)
Citation 13

An Estimation of Economic Models with Recursive Preferences

Number of pages: 56 Posted: 14 Mar 2008
Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson
Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics
Downloads 111 (208,038)
Citation 13

Abstract:

An Estimation of Economic Models with Recursive Preferences

Cowles Foundation Discussion Paper No. 1883
Number of pages: 59 Posted: 15 Dec 2012
Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson
Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics
Downloads 40 (367,385)
Citation 13

Abstract:

An Estimation of Economic Models with Recursive Preferences

Number of pages: 61 Posted: 10 Jun 2011
Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson
Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics
Downloads 33 (394,826)
Citation 13

Abstract:

non-expected utility, recursive utility

An Estimation of Economic Models with Recursive Preferences

NBER Working Paper No. w17130
Number of pages: 61 Posted: 20 Jun 2011
Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson
Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics
Downloads 14 (496,726)
Citation 13

Abstract:

13.

Monetary Policy Transmission through the Consumption-Wealth Channel

Economic Policy Review, Vol. 8, No. 1, May 2002
Number of pages: 17 Posted: 26 Oct 2005
Charles Steindel, Martin Lettau and Sydney C. Ludvigson
Federal Reserve Bank of New York, University of California - Haas School of Business and New York University - Department of Economics
Downloads 188 (127,094)
Citation 13

Abstract:

monetary policy transmission

14.

How Important is the Stock Market Effect on Consumption?

Economic Policy Review, Vol. 5, No. 2, July 1999
Number of pages: 23 Posted: 01 Aug 2007
Charles Steindel and Sydney C. Ludvigson
Federal Reserve Bank of New York and New York University - Department of Economics
Downloads 175 (130,665)
Citation 49

Abstract:

stock markets, consumption

15.

Can Buffer Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?

Downloads 148 (165,481)
Citation 5

Can Buffer Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?

Number of pages: 32 Posted: 15 Feb 2000
Alexander Michaelides and Sydney C. Ludvigson
Imperial College Business School and New York University - Department of Economics
Downloads 148 (165,745)
Citation 5

Abstract:

Can Buffer Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?

American Economic Review
Posted: 15 Feb 2000
Alexander Michaelides and Sydney C. Ludvigson
Imperial College Business School and New York University - Department of Economics

Abstract:

16.

Elasticities of Substitution in Real Business Cycle Models with Home Production

Downloads 132 (181,451)
Citation 11

Elasticities of Substitution in Real Business Cycle Models with Home Production

Harvard Institute of Economics Research Paper No. 1900
Number of pages: 44 Posted: 04 Feb 1999
John Y. Campbell and Sydney C. Ludvigson
Harvard University - Department of Economics and New York University - Department of Economics
Downloads 113 (205,309)
Citation 11

Abstract:

Elasticities of Substitution in Real Business Cycle Models with Home Production

NBER Working Paper No. w6763
Number of pages: 57 Posted: 26 Aug 2000
John Y. Campbell and Sydney C. Ludvigson
Harvard University - Department of Economics and New York University - Department of Economics
Downloads 19 (467,682)
Citation 11

Abstract:

17.

Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia are Time-Varying

Downloads 122 (193,045)

Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia are Time-Varying

FRB of New York Staff Report No. 93
Number of pages: 59 Posted: 07 Oct 2006
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 122 (193,787)
Citation 322

Abstract:

Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia are Time-Varying

Journal of Political Economy, Vol. 109, December 2001
Posted: 19 Nov 2001
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics

Abstract:

18.

Advances in Consumption-Based Asset Pricing: Empirical Tests

Downloads 121 (194,273)
Citation 5

Advances in Consumption-Based Asset Pricing: Empirical Tests

THE HANDBOOK OF THE ECONOMICS OF FINANCE, George Constantinides, Vol. 2, Milton Harris, Rene Stulz, eds., Elsevier Science B.V., 2011
Number of pages: 123 Posted: 27 Mar 2011 Last Revised: 14 Apr 2011
Sydney C. Ludvigson
New York University - Department of Economics
Downloads 80 (259,631)
Citation 5

Abstract:

Advances in Consumption-Based Asset Pricing: Empirical Tests

NBER Working Paper No. w16810
Number of pages: 127 Posted: 28 Feb 2011
Sydney C. Ludvigson
New York University - Department of Economics
Downloads 41 (363,729)
Citation 5

Abstract:

19.

Foreign Ownership of U.S. Safe Assets: Good or Bad?

Downloads 88 (242,499)

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NYU Working Paper No. 2451/31435
Number of pages: 70 Posted: 13 Jan 2012 Last Revised: 10 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 84 (251,826)

Abstract:

international capital flows, international risk sharing, foreign purchases of safe assets

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NBER Working Paper No. w19917
Number of pages: 62 Posted: 24 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 4 (551,089)

Abstract:

20.

Shocks and Crashes

Downloads 85 (247,887)
Citation 3

Shocks and Crashes

Number of pages: 72 Posted: 24 Apr 2011
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 60 (305,393)
Citation 3

Abstract:

structural disturbances, origins, business cycles, macro-finance

Shocks and Crashes

NBER Working Paper No. w16996
Number of pages: 78 Posted: 02 May 2011
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 25 (433,263)
Citation 3

Abstract:

21.

Macro Factors in Bond Risk Premia

Downloads 73 (271,572)
Citation 97

Macro Factors in Bond Risk Premia

NBER Working Paper No. w11703
Number of pages: 66 Posted: 14 Sep 2006
Serena Ng and Sydney C. Ludvigson
Columbia Business School - Economics Department and New York University - Department of Economics
Downloads 73 (274,294)
Citation 97

Abstract:

Macro Factors in Bond Risk Premia

The Review of Financial Studies, Vol. 22, Issue 12, pp. 5027-5067, 2009
Posted: 24 Nov 2009
Sydney C. Ludvigson and Serena Ng
New York University - Department of Economics and Columbia Business School - Economics Department

Abstract:

E0, E4, G10, G12

22.

A Primer on the Economics and Time Series Econometrics of Wealth Effects: A Comment

FRB of New York Staff Report No. 131
Number of pages: 33 Posted: 03 Oct 2006
Martin Lettau, Sydney C. Ludvigson and Nathan A Barczi
University of California - Haas School of Business, New York University - Department of Economics and Massachusetts Institute of Technology (MIT)
Downloads 70 (257,290)
Citation 6

Abstract:

wealth effect, cointegretion, permanent income

23.

Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

NBER Working Paper No. w9848
Number of pages: 44 Posted: 22 Jul 2003
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 44 (325,909)
Citation 93

Abstract:

24.

Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption

CEPR Discussion Paper No. 3104
Number of pages: 65 Posted: 07 Jan 2002
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 41 (356,744)
Citation 81
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Abstract:

Wealth effect, cointegration, consumption, asset values

25.

Measuring and Modelling Variation in the Risk-Return Trade-off

CEPR Discussion Paper No. 3105
Number of pages: 74 Posted: 07 Jan 2002
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 36 (374,281)
Citation 27
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Abstract:

Sharpe ratio, expected returns, volatility, consumption

26.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818
Number of pages: 64 Posted: 17 Jan 2014
Daniel L. Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 34 (360,138)

Abstract:

27.

Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment

CEPR Discussion Paper No. 3103
Number of pages: 63 Posted: 19 Dec 2001
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Downloads 30 (397,823)
Citation 50
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Abstract:

Q-Theory, investment, risk premia

28.

Measuring Uncertainty

NBER Working Paper No. w19456
Number of pages: 49 Posted: 20 Sep 2013
Kyle Jurado, Sydney C. Ludvigson and Serena Ng
Duke University - Department of Economics, New York University - Department of Economics and Columbia Business School - Economics Department
Downloads 25 (347,147)
Citation 2

Abstract:

29.

Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior

NBER Working Paper No. w10503
Number of pages: 59 Posted: 31 May 2004
Xiaohong Chen and Sydney C. Ludvigson
Yale University - Cowles Foundation and New York University - Department of Economics
Downloads 24 (420,832)
Citation 42

Abstract:

30.

A Factor Analysis of Bond Risk Premia

NBER Working Paper No. w15188
Number of pages: 60 Posted: 28 Jul 2009
Sydney C. Ludvigson and Serena Ng
New York University - Department of Economics and Columbia Business School - Economics Department
Downloads 23 (385,674)
Citation 9

Abstract:

31.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751
Number of pages: 64 Posted: 14 Jan 2012
Jack Y Favilukis, David Kohn, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, Pontificia Universidad Catolica de Chile, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 18 (456,936)
Citation 6

Abstract:

32.

Approximation Bias in Linearized Euler Equations

NBER Working Paper No. t0236
Number of pages: 49 Posted: 10 Jul 2000
Christina H. Paxson and Sydney C. Ludvigson
Princeton University and New York University - Department of Economics
Downloads 18 (430,937)
Citation 11

Abstract:

33.

Summary of Floor Discussion

Economic Policy Review, Vol. 3, No. 1, February 1997
Number of pages: 2 Posted: 12 Nov 2007
Jason Bram and Sydney C. Ludvigson
Federal Reserve Bank of New York and New York University - Department of Economics
Downloads 11 (482,828)

Abstract:

New York City, New York City economy

34.

Capital Share Risk in U.S. Asset Pricing

Downloads 9 (503,157)

Capital Share Risk in U.S. Asset Pricing

NBER Working Paper No. w20744
Number of pages: 52 Posted: 15 Dec 2014
Martin Lettau, Sydney C. Ludvigson and Sai Ma
University of California - Haas School of Business, New York University - Department of Economics and New York University (NYU) - Department of Economics
Downloads 9 (525,111)
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Abstract:

Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing

CEPR Discussion Paper No. DP10335
Number of pages: 80 Posted: 23 Jan 2015
Martin Lettau, Sydney C. Ludvigson and Sai Ma
University of California - Haas School of Business, New York University - Department of Economics and New York University (NYU) - Department of Economics
Downloads 0
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Abstract:

capital share, heterogeneous agents, inequality, labor share, momentum, value premium

35.

Origins of Stock Market Fluctuations

CEPR Discussion Paper No. DP10336
Number of pages: 65 Posted: 23 Jan 2015
Daniel L. Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 1 (547,435)
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Abstract:

labor income, stock market wealth, stock prices

36.

Shock Restricted Structural Vector-Autoregressions

NBER Working Paper No. w23225
Number of pages: 36 Posted: 19 Mar 2017
Sydney C. Ludvigson, Sai Ma and Serena Ng
New York University - Department of Economics, New York University (NYU) - Department of Economics and Columbia Business School - Economics Department
Downloads 0 (503,157)
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Abstract:

37.

Monetary Policy and Asset Valuation

NBER Working Paper No. w22572
Number of pages: 83 Posted: 31 Aug 2016 Last Revised: 02 Sep 2016
Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson
Duke University, University of California - Haas School of Business and New York University - Department of Economics
Downloads 0 (477,709)
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Abstract:

38.

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper No. w21803
Number of pages: 44 Posted: 14 Dec 2015
Sydney C. Ludvigson, Sai Ma and Serena Ng
New York University - Department of Economics, New York University (NYU) - Department of Economics and Columbia Business School - Economics Department
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Abstract:

39.

Consumption and Credit: A Model of Time-Varying Liquidity Constraints

Review of Economics and Statistics, Vol. 81, No. 3, August 1999
Posted: 06 Jun 2000
Sydney C. Ludvigson
New York University - Department of Economics

Abstract:

40.

The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit

Journal of Money, Credit and Banking, Vol. 30, No. 3, Part 1 (August 1998)
Posted: 11 Apr 1998
Sydney C. Ludvigson
New York University - Department of Economics

Abstract:

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