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

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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 2022

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 104 (355,331)

Citation 6

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 64 (474,138)

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 46 (552,577)

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 34 (619,287)

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 1,187 (25,102)

Citation 6

Abstract:

4.

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

Downloads 895 ( 37,589)

Citation 134

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 723 (49,426)

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 88 (395,827)

Citation 10

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 59 (493,978)

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 (682,407)

Citation 20

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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:

5.

Expected Returns and Expected Dividend Growth

Downloads 872 ( 38,988)

Citation 141

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 567 (67,728)

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 125 (311,756)

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 Apr 2022

Martin Lettau and Sydney C. Ludvigson

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

Downloads 52 (524,004)

Citation 19

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 50 (533,299)

Citation 1

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 36 (607,175)

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 24 (690,351)

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 18 (741,063)

Citation 15

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Abstract:

6.

Consumption, Aggregate Wealth and Expected Stock Returns

Downloads 760 ( 46,893)

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 760 (46,271)

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 Empirical Risk-Return Relation: A Factor Analysis Approach

Downloads 634 ( 59,437)

Citation 168

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 556 (69,411)

Citation 1

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: 13 May 2022

Serena Ng and Sydney C. Ludvigson

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

Downloads 78 (425,591)

Citation 30

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 454 (89,845)

Abstract:

9.

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 402 (103,414)

Citation 3

Abstract:

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 205 (206,426)

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 52 (524,004)

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 37 (601,196)

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 32 (632,058)

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

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Abstract:

11.

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

Downloads 335 (126,833)

Citation 50

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 175 (237,522)

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 94 (379,596)

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 Apr 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 66 (466,544)

Citation 19

Abstract:

12.

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

Downloads 334 (127,667)

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 Kentucky - Department of Finance & Quantitative Methods

Downloads 180 (231,773)

Abstract:

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: 09 May 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 152 (269,032)

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

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Abstract:

13.

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

Downloads 319 (133,472)

Citation 49

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 249 (171,242)

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 70 (452,281)

Citation 1

Abstract:

14.

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 275 (155,621)

Citation 6

Abstract:

15.

Monetary Policy and Asset Valuation

Downloads 247 (173,191)

Citation 3

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

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

Downloads 246 (173,286)

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

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

Downloads 1 (928,815)

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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

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

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Citation 1

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Abstract:

16.

An Estimation of Economic Models with Recursive Preferences

Downloads 237 (180,202)

Citation 29

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 124 (313,650)

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 50 (533,299)

Citation 18

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 41 (578,754)

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 2022

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 22 (706,826)

Citation 10

Abstract:

17.

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

Downloads 197 (214,175)

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 197 (214,058)

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: Factors Shares as Market Fundamentals

NBER Working Paper No. w25769

Number of pages: 77 Posted: 22 Apr 2019 Last Revised: 15 Jun 2022

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 190 (221,134)

Citation 4

Abstract:

19.

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

Downloads 172 (240,861)

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 163 (252,443)

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 2022

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 9 (828,816)

Abstract:

20.

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

Downloads 170 (243,249)

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 170 (243,554)

Citation 11

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:

21.

Measuring Uncertainty

NBER Working Paper No. w19456

Number of pages: 49 Posted: 20 Sep 2013 Last Revised: 28 Feb 2022

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 162 (253,317)

Citation 212

Abstract:

22.

What Explains the Covid-19 Stock Market?

NBER Working Paper No. w27784

Number of pages: 36 Posted: 14 Sep 2020 Last Revised: 02 Jun 2022

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 152 (266,888)

Abstract:

23.

Elasticities of Substitution in Real Business Cycle Models with Home Production

Downloads 150 (269,723)

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 125 (311,756)

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 25 (682,407)

Abstract:

24.

Capital Share Risk in U.S. Asset Pricing

Downloads 149 (271,196)

Citation 13

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 119 (323,269)

Citation 9

Abstract:

Capital Share Risk in U.S. Asset Pricing

NBER Working Paper No. w20744

Number of pages: 52 Posted: 15 Dec 2014 Last Revised: 07 Mar 2022

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 30 (645,567)

Citation 1

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

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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 0

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Abstract:

25.

Advances in Consumption-Based Asset Pricing: Empirical Tests

Downloads 147 (274,183)

Citation 25

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 88 (395,827)

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 2022

Sydney C. Ludvigson

New York University - Department of Economics

Downloads 59 (493,978)

Abstract:

26.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818

Number of pages: 64 Posted: 17 Jan 2014 Last Revised: 25 Feb 2022

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 135 (292,995)

Citation 4

Abstract:

27.

Macro Factors in Bond Risk Premia

Downloads 127 (306,806)

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 Jun 2022

Serena Ng and Sydney C. Ludvigson

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

Downloads 127 (308,096)

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:

28.

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 73 (441,930)

Citation 8

Abstract:

Shocks and Crashes

NBER Working Paper No. w16996

Number of pages: 78 Posted: 02 May 2011 Last Revised: 11 Jun 2022

Martin Lettau and Sydney C. Ludvigson

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

Downloads 43 (568,030)

Abstract:

29.

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 98 (366,827)

Citation 6

Abstract:

30.

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 79 (417,901)

Citation 3

Abstract:

31.

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 May 2022

Martin Lettau and Sydney C. Ludvigson

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

Downloads 79 (417,901)

Citation 20

Abstract:

32.

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper No. w21803

Number of pages: 52 Posted: 14 Dec 2015 Last Revised: 30 Jul 2022

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 65 (467,680)

Citation 60

Abstract:

33.

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

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

Downloads 62 (475,084)

Abstract:

34.

Covid-19 and the Macroeconomic Effects of Costly Disasters

NBER Working Paper No. w26987

Number of pages: 24 Posted: 13 Apr 2020 Last Revised: 28 Mar 2022

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 53 (510,818)

Citation 11

Abstract:

35.

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 41 (566,783)

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Abstract:

36.

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 Mar 2022

Xiaohong Chen and Sydney C. Ludvigson

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

Downloads 38 (582,311)

Abstract:

37.

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 36 (593,386)

Citation 9

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Abstract:

38.

Approximation Bias in Linearized Euler Equations

NBER Working Paper No. t0236

Number of pages: 49 Posted: 10 Jul 2000 Last Revised: 24 Feb 2022

Christina H. Paxson and Sydney C. Ludvigson

Princeton University and New York University - Department of Economics

Downloads 32 (616,531)

Citation 1

Abstract:

39.

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

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Citation 6

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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: 02 Jan 2022

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

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Citation 3

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41.

Shock Restricted Structural Vector-Autoregressions

NBER Working Paper No. w23225

Number of pages: 49 Posted: 19 Mar 2017 Last Revised: 18 Jun 2022

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

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Citation 5

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42.

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

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43.

Belief Distortions and Macroeconomic Fluctuations

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2

Belief Distortions and Macroeconomic Fluctuations

NBER Working Paper No. w27406

Number of pages: 91 Posted: 22 Jun 2020 Last Revised: 08 Jul 2022

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

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

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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

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

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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: 04 Aug 2022

Josue Cox and Sydney C. Ludvigson

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

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Citation 2

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45.

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

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46.

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

NBER Working Paper No. w30072

Number of pages: 65 Posted: 23 May 2022 Last Revised: 11 Jul 2022

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

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

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47.

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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Citation 1

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48.

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

Posted: 06 Jun 2000

Sydney C. Ludvigson

New York University - Department of Economics

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49.

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)

49

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Scholarly Papers (49)

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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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Monetary Policy and Asset Valuation

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Monetary Policy and Asset Valuation

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