Author Page for Sydney C. Ludvigson

1.

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 1,289 (14,601)

Abstract:

2.

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

Downloads 1,171 ( 16,935)

Citation 42

5

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 Columbia University Graduate School of Business

Downloads 1,001 (21,063)

Citation 14

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

Columbia University Graduate School of Business, University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and affiliation not provided to SSRN

Downloads 55 (375,459)

Citation 1

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 Last Revised: 18 May 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 Columbia University Graduate School of Business

Downloads 46 (407,088)

Citation 4

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 Columbia University Graduate School of Business

Downloads 39 (434,921)

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 Columbia University Graduate School of Business

Downloads 30 (476,810)

Abstract:

3.

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 1,158 (17,227)

Citation 6

Abstract:

4.

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

Downloads 865 ( 26,469)

Citation 116

5

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 705 (34,568)

Citation 1

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 83 (299,235)

Citation 3

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 53 (382,176)

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 (511,207)

Citation 7

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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:

5.

Expected Returns and Expected Dividend Growth

Downloads 824 ( 28,365)

Citation 123

7

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 559 (47,167)

Citation 1

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 107 (252,821)

Abstract:

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 46 (407,088)

Abstract:

Expected Returns and Expected Dividend Growth

NBER Working Paper No. w9605

Number of pages: 48 Posted: 05 Apr 2003 Last Revised: 04 Apr 2015

Martin Lettau and Sydney C. Ludvigson

University of California - Haas School of Business and New York University - Department of Economics

Downloads 39 (434,921)

Citation 5

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 34 (457,037)

Abstract:

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 21 (530,207)

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

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Citation 5

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6.

Consumption, Aggregate Wealth and Expected Stock Returns

Downloads 640 ( 39,960)

2

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 640 (39,357)

Citation 16

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 607 ( 42,878)

Citation 139

2

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 541 (49,147)

Abstract:

The Empirical Risk-Return Relation: A Factor Analysis Approach

NBER Working Paper No. w11477

Number of pages: 58 Posted: 09 Aug 2005 Last Revised: 02 Apr 2015

Serena Ng and Sydney C. Ludvigson

Columbia Business School - Economics Department and New York University - Department of Economics

Downloads 66 (341,961)

Citation 4

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 440 (64,446)

Abstract:

9.

Euler Equation Errors

Downloads 325 ( 91,705)

Citation 8

5

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 199 (151,316)

Abstract:

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 47 (403,281)

Abstract:

Euler Equation Errors

NBER Working Paper No. w11606

Number of pages: 62 Posted: 14 Sep 2006 Last Revised: 19 Sep 2010

Martin Lettau and Sydney C. Ludvigson

University of California - Haas School of Business and New York University - Department of Economics

Downloads 27 (493,136)

Abstract:

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 27 (493,136)

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 (505,048)

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10.

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

Downloads 289 (104,266)

Citation 38

2

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 229 (132,050)

Citation 3

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 60 (359,390)

Abstract:

11.

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

Downloads 280 (107,810)

Citation 31

3

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 (Max) Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson

Finance Department, Bocconi University, University of California - Haas School of Business and New York University - Department of Economics

Downloads 149 (195,707)

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 (Max) Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson

Finance Department, Bocconi University, University of California - Haas School of Business and New York University - Department of Economics

Downloads 76 (315,710)

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 Last Revised: 03 Oct 2012

Mariano (Max) Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson

Finance Department, Bocconi University, University of California - Haas School of Business and New York University - Department of Economics

Downloads 55 (375,459)

Citation 1

Abstract:

12.

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 228 (133,123)

Citation 3

Abstract:

13.

An Estimation of Economic Models with Recursive Preferences

Downloads 214 (141,527)

Citation 12

4

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 116 (238,612)

Citation 3

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 45 (410,825)

Citation 1

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 36 (448,072)

Abstract:

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 17 (555,981)

Abstract:

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 214 (141,527)

Citation 2

Abstract:

15.

Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?

Downloads 155 (189,002)

3

Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?

Number of pages: 49 Posted: 04 Jan 2019

Martin Lettau, Sydney C. Ludvigson and Paulo Manoel

University of California - Haas School of Business, New York University - Department of Economics and University of California, Berkeley - Haas School of Business

Downloads 120 (232,550)

Abstract:

Characteristics of Mutual Fund Portfolios: Where are the Value Funds?

NBER Working Paper No. w25381

Number of pages: 50 Posted: 26 Dec 2018

Martin Lettau, Sydney C. Ludvigson and Paulo Manoel

University of California - Haas School of Business, New York University - Department of Economics and University of California, Berkeley - Haas School of Business

Downloads 33 (461,708)

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Abstract:

Characteristics of Mutual Fund Portfolios: Where are the Value Funds?

CEPR Discussion Paper No. DP13395

Number of pages: 50 Posted: 17 Dec 2018

Martin Lettau, Sydney C. Ludvigson and Paulo Manoel

University of California - Haas School of Business, New York University - Department of Economics and University of California, Berkeley - Haas School of Business

Downloads 2 (665,816)

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16.

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

Downloads 154 (190,015)

2

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 154 (190,339)

Citation 3

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:

17.

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

Downloads 149 (195,290)

Citation 20

2

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 149 (195,707)

Citation 20

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.

Elasticities of Substitution in Real Business Cycle Models with Home Production

Downloads 142 (203,086)

Citation 2

2

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 120 (232,550)

Citation 2

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 Last Revised: 10 Oct 2010

John Y. Campbell and Sydney C. Ludvigson

Harvard University - Department of Economics and New York University - Department of Economics

Downloads 22 (523,755)

Abstract:

19.

Advances in Consumption-Based Asset Pricing: Empirical Tests

Downloads 132 (215,438)

Citation 21

2

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 87 (290,539)

Citation 1

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 45 (410,825)

Abstract:

20.

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

Downloads 131 (216,733)

2

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 Columbia University Graduate School of Business

Downloads 124 (226,833)

Abstract:

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 Columbia University Graduate School of Business

Downloads 7 (623,728)

Abstract:

21.

Capital Share Risk in U.S. Asset Pricing

Downloads 117 (235,988)

Citation 4

4

Capital Share Risk in U.S. Asset Pricing

Journal of Finance, Forthcoming

Number of pages: 52 Posted: 22 Aug 2018

Martin Lettau, Sydney C. Ludvigson and Sai Ma

University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve

Downloads 92 (280,227)

Abstract:

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 Board of Governors of the Federal Reserve

Downloads 25 (505,048)

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 Board of Governors of the Federal Reserve

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Capital Share Risk in U.S. Asset Pricing

CEPR Discussion Paper No. DP12628

Number of pages: 77 Posted: 22 Jan 2018 Last Revised: 29 Jan 2018

Martin Lettau, Sydney C. Ludvigson and Sai Ma

University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve

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22.

Shocks and Crashes

Downloads 103 (258,217)

2

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 67 (339,177)

Citation 1

Abstract:

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 36 (448,072)

Abstract:

23.

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 94 (274,280)

Citation 12

Abstract:

24.

Macro Factors in Bond Risk Premia

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Citation 11

2

Macro Factors in Bond Risk Premia

NBER Working Paper No. w11703

Number of pages: 66 Posted: 14 Sep 2006 Last Revised: 25 Jun 2010

Serena Ng and Sydney C. Ludvigson

Columbia Business School - Economics Department and New York University - Department of Economics

Downloads 94 (276,319)

Citation 11

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:

25.

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 89 (283,958)

Citation 5

Abstract:

26.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818

Number of pages: 64 Posted: 17 Jan 2014

Daniel 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 77 (310,133)

Citation 1

Abstract:

27.

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 Last Revised: 04 Apr 2015

Martin Lettau and Sydney C. Ludvigson

University of California - Haas School of Business and New York University - Department of Economics

Downloads 55 (369,757)

Citation 5

Abstract:

28.

A Factor Analysis of Bond Risk Premia

NBER Working Paper No. w15188

Number of pages: 60 Posted: 28 Jul 2009 Last Revised: 04 Jul 2010

Sydney C. Ludvigson and Serena Ng

New York University - Department of Economics and Columbia Business School - Economics Department

Downloads 54 (372,944)

Citation 1

Abstract:

29.

How the Wealth Was Won: Factors Shares as Market Fundamentals

NBER Working Paper No. w25769

Number of pages: 56 Posted: 22 Apr 2019

Daniel 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 52 (379,310)

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Abstract:

30.

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 (417,943)

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Abstract:

31.

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 (438,023)

Citation 3

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32.

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper No. w21803

Number of pages: 52 Posted: 14 Dec 2015

Sydney C. Ludvigson, Sai Ma and Serena Ng

New York University - Department of Economics, Board of Governors of the Federal Reserve and Columbia Business School - Economics Department

Downloads 31 (459,808)

Citation 2

Abstract:

33.

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 Last Revised: 14 Sep 2010

Xiaohong Chen and Sydney C. Ludvigson

Yale University - Cowles Foundation and New York University - Department of Economics

Downloads 30 (464,572)

Abstract:

34.

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 (464,572)

Citation 1

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Abstract:

35.

Monetary Policy and Asset Valuation

NBER Working Paper No. w22572

Number of pages: 78 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 27 (479,452)

Abstract:

36.

Approximation Bias in Linearized Euler Equations

NBER Working Paper No. t0236

Number of pages: 49 Posted: 10 Jul 2000 Last Revised: 26 Aug 2010

Christina H. Paxson and Sydney C. Ludvigson

Princeton University and New York University - Department of Economics

Downloads 25 (490,229)

Citation 3

Abstract:

37.

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 Columbia University Graduate School of Business

Downloads 21 (512,908)

Abstract:

38.

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 15 (547,805)

Abstract:

39.

Shock Restricted Structural Vector-Autoregressions

NBER Working Paper No. w23225

Number of pages: 34 Posted: 19 Mar 2017

Sydney C. Ludvigson, Sai Ma and Serena Ng

New York University - Department of Economics, Board of Governors of the Federal Reserve and Columbia Business School - Economics Department

Downloads 14 (553,869)

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40.

Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both?

NBER Working Paper No. w25285

Number of pages: 52 Posted: 26 Nov 2018

Josue Cox and Sydney C. Ludvigson

New York University (NYU) - Department of Economics and New York University - Department of Economics

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41.

Origins of Stock Market Fluctuations

CEPR Discussion Paper No. DP10336

Number of pages: 65 Posted: 23 Jan 2015

Daniel 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

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42.

Monetary Policy and Asset Valuation

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Monetary Policy and Asset Valuation

CEPR Discussion Paper No. DP12275

Number of pages: 85 Posted: 11 Sep 2017

Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson

Duke University, University of California - Haas School of Business and New York University - Department of Economics

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Monetary Policy and Asset Valuation

CEPR Discussion Paper No. DP12671

Number of pages: 85 Posted: 05 Feb 2018

Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson

Duke University, University of California - Haas School of Business and New York University - Department of Economics

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43.

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:

44.

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

Sydney C. Ludvigson

New York University - Department of Economics

Professor

National Bureau of Economic Research (NBER)

44

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Scholarly Papers (44)

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

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Expected Returns and Expected Dividend Growth

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Euler Equation Errors

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Characteristics of Mutual Fund Portfolios: Where are the Value Funds?

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Characteristics of Mutual Fund Portfolios: Where are the Value Funds?

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

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Capital Share Risk in U.S. Asset Pricing

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