Author Page for Sydney C. Ludvigson

University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 1,222 (34,158)

Citation 102

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: 10 Mar 2023

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 190 (316,608)

Citation 17

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 110 (498,219)

Citation 1

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 74 (645,207)

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 53 (763,747)

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 1,236 (34,198)

Citation 6

Abstract:

4.

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 1,200 (35,644)

Citation 10

Abstract:

5.

Expected Returns and Expected Dividend Growth

Downloads 1,134 (38,710)

Citation 82

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 645 (81,976)

Citation 2

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 151 (387,558)

Citation 1

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 139 (417,146)

Citation 1

Abstract:

Expected Returns and Expected Dividend Growth

NBER Working Paper No. w9605

Number of pages: 48 Posted: 05 Apr 2003 Last Revised: 01 Oct 2022

Martin Lettau and Sydney C. Ludvigson

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

Downloads 74 (645,207)

Citation 65

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 55 (750,693)

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 50 (784,026)

Abstract:

Expected Returns and Expected Dividend Growth

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 20 (1,058,173)

Citation 13

Add to Cart

Abstract:

6.

Consumption, Aggregate Wealth and Expected Stock Returns

Downloads 990 (47,029)

Citation 26

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 990 (46,273)

Citation 26

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 Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Downloads 979 (47,711)

Citation 54

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 764 (65,864)

Citation 4

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: 25 Jul 2022

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 102 (527,166)

Citation 4

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 88 (581,682)

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 25 (1,001,263)

Citation 46

Add to Cart

Abstract:

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:

8.

The Empirical Risk-Return Relation: A Factor Analysis Approach

Downloads 707 (74,146)

Citation 32

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

Downloads 601 (89,911)

Citation 2

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: 12 Nov 2022

Serena Ng and Sydney C. Ludvigson

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

Downloads 106 (512,319)

Citation 30

Abstract:

9.

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

Downloads 523 (108,274)

Citation 56

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 293 (206,966)

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 130 (437,551)

Citation 4

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: 14 Oct 2022

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 100 (534,590)

Citation 52

Abstract:

10.

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

Downloads 516 (110,081)

Citation 2

3

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

NBER Working Paper No. w25381

Number of pages: 63 Posted: 26 Dec 2018 Last Revised: 08 May 2023

Martin Lettau, Sydney C. Ludvigson and Paulo Manoel

University of California - Haas School of Business, New York University - Department of Economics and University of Kentucky - Department of Finance & Quantitative Methods

Downloads 304 (199,043)

Abstract:

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 Kentucky - Department of Finance & Quantitative Methods

Downloads 208 (290,866)

Abstract:

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

CEPR Discussion Paper No. DP13395

Number of pages: 65 Posted: 17 Dec 2018 Last Revised: 15 Mar 2021

Martin Lettau, Sydney C. Ludvigson and Paulo Manoel

University of California - Haas School of Business, New York University - Department of Economics and University of Kentucky - Department of Finance & Quantitative Methods

Downloads 4 (1,259,574)

Citation 2

Add to Cart

Abstract:

11.

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 487 (118,210)

Abstract:

12.

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 233 (262,013)

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 72 (655,101)

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 69 (670,464)

Abstract:

Euler Equation Errors

NBER Working Paper No. w11606

Number of pages: 62 Posted: 14 Sep 2006 Last Revised: 20 Mar 2022

Martin Lettau and Sydney C. Ludvigson

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

Downloads 52 (770,449)

Citation 4

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 26 (990,447)

Add to Cart

Abstract:

13.

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

Downloads 440 (133,111)

Citation 22

2

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

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 281 (216,194)

Citation 21

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 159 (370,962)

Citation 1

Abstract:

14.

Monetary Policy and Asset Valuation

Downloads 379 (157,926)

Citation 5

3

Monetary Policy and Asset Valuation

Journal of Finance, Forthcoming

Number of pages: 79 Posted: 12 Apr 2021

Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson

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

Downloads 376 (157,888)

Citation 4

Abstract:

Monetary Policy and Asset Valuation

CEPR Discussion Paper No. DP12275

Number of pages: 133 Posted: 11 Sep 2017 Last Revised: 14 May 2021

Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson

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

Downloads 2 (1,282,627)

Citation 1

Add to Cart

Abstract:

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

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

Downloads 1 (1,295,074)

Add to Cart

Abstract:

15.

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 377 (159,764)

Citation 5

Abstract:

16.

An Estimation of Economic Models with Recursive Preferences

Downloads 339 (178,536)

Citation 44

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 143 (405,396)

Citation 4

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 82 (607,926)

Citation 16

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 78 (626,375)

Abstract:

An Estimation of Economic Models with Recursive Preferences

NBER Working Paper No. w17130

Number of pages: 61 Posted: 20 Jun 2011 Last Revised: 23 Apr 2023

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 (893,689)

Citation 24

Abstract:

17.

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

Downloads 318 (191,011)

Citation 113

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 318 (189,516)

Citation 113

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.

How the Wealth Was Won: Factor Shares as Market Fundamentals

NBER Working Paper No. w25769

Number of pages: 95 Posted: 22 Apr 2019 Last Revised: 31 May 2023

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 295 (206,984)

Citation 6

Abstract:

19.

Measuring Uncertainty

NBER Working Paper No. w19456

Number of pages: 49 Posted: 20 Sep 2013 Last Revised: 01 Mar 2023

Kyle Jurado, Sydney C. Ludvigson and Serena Ng

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

Downloads 251 (243,781)

Citation 371

Abstract:

20.

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

Downloads 245 (250,803)

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 213 (285,728)

Abstract:

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

NBER Working Paper No. w19917

Number of pages: 62 Posted: 24 Feb 2014 Last Revised: 04 Jun 2023

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 32 (930,414)

Abstract:

21.

Capital Share Risk in U.S. Asset Pricing

Downloads 223 (273,401)

Citation 29

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 System

Downloads 172 (346,373)

Citation 29

Abstract:

Capital Share Risk in U.S. Asset Pricing

NBER Working Paper No. w20744

Number of pages: 52 Posted: 15 Dec 2014 Last Revised: 08 Mar 2023

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 System

Downloads 48 (798,119)

Abstract:

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 System

Downloads 2 (1,282,627)

Add to Cart

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 System

Downloads 1 (1,295,074)

Add to Cart

Abstract:

22.

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

Downloads 203 (298,675)

Citation 13

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 203 (297,613)

Citation 13

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:

23.

Advances in Consumption-Based Asset Pricing: Empirical Tests

Downloads 195 (309,944)

Citation 20

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 111 (494,848)

Citation 5

Abstract:

Advances in Consumption-Based Asset Pricing: Empirical Tests

NBER Working Paper No. w16810

Number of pages: 127 Posted: 28 Feb 2011 Last Revised: 08 Jun 2023

Sydney C. Ludvigson

New York University - Department of Economics

Downloads 84 (598,952)

Citation 15

Abstract:

24.

Elasticities of Substitution in Real Business Cycle Models with Home Production

Downloads 189 (318,995)

Citation 7

2

Elasticities of Substitution in Real Business Cycle Models with Home Production

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 146 (398,523)

Citation 7

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: 26 Jun 2022

John Y. Campbell and Sydney C. Ludvigson

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

Downloads 43 (835,695)

Abstract:

25.

What Explains the Covid-19 Stock Market?

NBER Working Paper No. w27784

Number of pages: 36 Posted: 14 Sep 2020 Last Revised: 02 Jun 2023

Josue Cox, Daniel Greenwald and Sydney C. Ludvigson

New York University (NYU) - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University - Department of Economics

Downloads 186 (325,160)

Citation 9

Abstract:

26.

Macro Factors in Bond Risk Premia

Downloads 176 (340,027)

Citation 58

2

Macro Factors in Bond Risk Premia

NBER Working Paper No. w11703

Number of pages: 66 Posted: 14 Sep 2006 Last Revised: 25 Dec 2022

Serena Ng and Sydney C. Ludvigson

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

Downloads 176 (339,426)

Citation 58

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 University - Columbia Business School, Economics

Abstract:

27.

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 102 (527,166)

Citation 8

Abstract:

Shocks and Crashes

NBER Working Paper No. w16996

Number of pages: 78 Posted: 02 May 2011 Last Revised: 11 Jun 2023

Martin Lettau and Sydney C. Ludvigson

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

Downloads 67 (680,921)

Abstract:

28.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818

Number of pages: 64 Posted: 17 Jan 2014 Last Revised: 25 Feb 2023

Daniel Greenwald, Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson

New York University (NYU) - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics

Downloads 157 (374,953)

Citation 4

Abstract:

29.

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper No. w21803

Number of pages: 52 Posted: 14 Dec 2015 Last Revised: 28 Jan 2023

Sydney C. Ludvigson, Sai Ma and Serena Ng

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

Downloads 156 (376,919)

Citation 60

Abstract:

30.

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 130 (436,254)

Citation 6

Abstract:

31.

A Factor Analysis of Bond Risk Premia

NBER Working Paper No. w15188

Number of pages: 60 Posted: 28 Jul 2009 Last Revised: 03 Jul 2022

Sydney C. Ludvigson and Serena Ng

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

Downloads 118 (469,850)

Citation 12

Abstract:

32.

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 2022

Xiaohong Chen and Sydney C. Ludvigson

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

Downloads 116 (475,995)

Abstract:

33.

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: 30 Nov 2022

Martin Lettau and Sydney C. Ludvigson

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

Downloads 101 (526,440)

Citation 45

Abstract:

34.

Monetary Policy and Asset Valuation

NBER Working Paper No. w22572

Number of pages: 131 Posted: 31 Aug 2016 Last Revised: 01 Apr 2022

Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson

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

Downloads 96 (548,155)

Abstract:

35.

Covid-19 and the Macroeconomic Effects of Costly Disasters

NBER Working Paper No. w26987

Number of pages: 24 Posted: 13 Apr 2020 Last Revised: 29 Mar 2023

Sydney C. Ludvigson, Sai Ma and Serena Ng

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

Downloads 80 (608,654)

Citation 15

Abstract:

36.

Belief Distortions and Macroeconomic Fluctuations

Downloads 78 (617,493)

Citation 1

2

Belief Distortions and Macroeconomic Fluctuations

NBER Working Paper No. w27406

Number of pages: 91 Posted: 22 Jun 2020 Last Revised: 21 May 2023

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 76 (640,251)

Citation 1

Abstract:

Belief Distortions and Macroeconomic Fluctuations

CEPR Discussion Paper No. DP15003

Number of pages: 93 Posted: 28 Jul 2020 Last Revised: 04 Feb 2022

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 2 (1,282,627)

Add to Cart

Abstract:

37.

Shock Restricted Structural Vector-Autoregressions

NBER Working Paper No. w23225

Number of pages: 49 Posted: 19 Mar 2017 Last Revised: 18 Jun 2023

Sydney C. Ludvigson, Sai Ma and Serena Ng

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

Downloads 74 (635,369)

Citation 5

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

Independent and New York University - Department of Economics

Downloads 71 (659,286)

Abstract:

39.

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

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 66 (674,276)

Citation 9

Add to Cart

Abstract:

40.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751

Number of pages: 64 Posted: 14 Jan 2012 Last Revised: 03 Jul 2023

Jack Y Favilukis, David Kohn, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, Instituto de Economia, Pontificia Universidad Catolica de Chile, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 53 (747,170)

Citation 3

Abstract:

41.

Approximation Bias in Linearized Euler Equations

NBER Working Paper No. t0236

Number of pages: 49 Posted: 10 Jul 2000 Last Revised: 24 Feb 2023

Christina H. Paxson and Sydney C. Ludvigson

Princeton University and New York University - Department of Economics

Downloads 44 (807,517)

Citation 2

Abstract:

42.

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

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 42 (822,160)

Add to Cart

Abstract:

43.

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

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 31 (913,483)

Citation 6

Add to Cart

Abstract:

44.

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 Last Revised: 02 Feb 2023

Josue Cox and Sydney C. Ludvigson

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

Downloads 29 (932,094)

Citation 6

Abstract:

45.

What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market

NBER Working Paper No. w32301

Number of pages: 110 Posted: 08 Apr 2024

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 23 (992,216)

Citation 1

Add to Cart

Abstract:

46.

Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

NBER Working Paper No. w30072

Number of pages: 74 Posted: 23 May 2022 Last Revised: 04 Jun 2023

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 22 (1,003,054)

Citation 5

Abstract:

47.

How the Wealth Was Won: Factor Shares as Market Fundamentals

CEPR Discussion Paper No. DP14200

Number of pages: 58 Posted: 17 Dec 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 5 (1,199,891)

Citation 4

Add to Cart

Abstract:

48.

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

Downloads 3 (1,220,592)

Citation 1

Add to Cart

Abstract:

49.

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

Posted: 06 Jun 2000

Sydney C. Ludvigson

New York University - Department of Economics

Abstract:

50.

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)

50

Top 4,572

17,201

Top 153

1,300

Scholarly Papers (50)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Expected Returns and Expected Dividend Growth

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

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

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

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

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Euler Equation Errors

Abstract:

Abstract:

Abstract:

Abstract:

Monetary Policy and Asset Valuation

Abstract:

Monetary Policy and Asset Valuation

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Capital Share Risk in U.S. Asset Pricing

Abstract:

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

Abstract:

Abstract:

Abstract: