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Sydney C. Ludvigson - Publications

Affiliations: 
Economics New York University, New York, NY, United States 
Area:
Finance, Theory Economics
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36 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Bianchi F, Ludvigson SC, Ma S. Belief Distortions and Macroeconomic Fluctuations National Bureau of Economic Research. DOI: 10.3386/W27406  0.4
2020 Ludvigson SC, Ma S, Ng S. Covid19 and the Macroeconomic Effects of Costly Disasters National Bureau of Economic Research. DOI: 10.3386/W26987  0.418
2019 Greenwald DL, Lettau M, Ludvigson SC. How the Wealth Was Won: Factors Shares as Market Fundamentals National Bureau of Economic Research. DOI: 10.3386/W25769  0.527
2019 Lettau M, Ludvigson SC, Ma S. Capital Share Risk in U.S. Asset Pricing Journal of Finance. 74: 1753-1792. DOI: 10.1111/Jofi.12772  0.546
2018 Lettau M, Ludvigson SC, Manoel P. Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? National Bureau of Economic Research. DOI: 10.2139/Ssrn.3304181  0.484
2017 Ludvigson SC, Ma S, Ng S. Shock Restricted Structural Vector-Autoregressions National Bureau of Economic Research. DOI: 10.3386/W23225  0.346
2017 Favilukis JY, Ludvigson SC, Nieuwerburgh SV. The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium Journal of Political Economy. 125: 140-223. DOI: 10.2139/Ssrn.1602163  0.501
2016 Bianchi F, Lettau M, Ludvigson SC. Monetary Policy and Asset Valuation National Bureau of Economic Research. DOI: 10.3386/W22572  0.417
2015 Ludvigson SC, Ma S, Ng S. Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? National Bureau of Economic Research. DOI: 10.3386/W21803  0.377
2015 Croce MM, Lettau M, Ludvigson SC. Investor information, long-run risk, and the term structure of equity Review of Financial Studies. 28: 706-742. DOI: 10.1093/Rfs/Hhu084  0.416
2014 Favilukis JY, Ludvigson SC, Nieuwerburgh SV. Foreign Ownership of U.S. Safe Assets: Good or Bad? National Bureau of Economic Research. DOI: 10.2139/Ssrn.1896626  0.481
2013 Chen X, Favilukis J, Ludvigson SC. An estimation of economic models with recursive preferences Quantitative Economics. 4: 39-83. DOI: 10.3982/Qe97  0.529
2013 Lettau M, Ludvigson SC. Shocks and crashes Nber Macroeconomics Annual. 28: 293-354. DOI: 10.1086/674605  0.496
2013 Ludvigson SC. Advances in Consumption-Based Asset Pricing: Empirical Tests Handbook of the Economics of Finance. 2: 799-906. DOI: 10.1016/B978-0-44-459406-8.00012-3  0.496
2012 Chen X, Favilukis JY, Ludvigson SC. An Estimation of Economic Models with Recursive Preferences National Bureau of Economic Research. DOI: 10.2139/Ssrn.2188924  0.52
2010 Lettau M, Ludvigson SC. Measuring and Modeling Variation in the Risk-Return Trade-off Handbook of Financial Econometrics, Vol 1. 617-690. DOI: 10.1016/B978-0-444-50897-3.50014-6  0.473
2009 Ludvigson SC, Ng S. A Factor Analysis of Bond Risk Premia National Bureau of Economic Research. 313-371. DOI: 10.1201/B10440-13  0.403
2009 Ludvigson SC, Ng S. Macro factors in bond risk premia Review of Financial Studies. 22: 5027-5067. DOI: 10.1093/Rfs/Hhp081  0.472
2009 Lettau M, Ludvigson SC. Euler equation errors Review of Economic Dynamics. 12: 255-283. DOI: 10.1016/J.Red.2008.11.004  0.41
2009 Chen X, Ludvigson SC. Land of addicts? An empirical investigation of habit-based asset pricing models Journal of Applied Econometrics. 24: 1057-1093. DOI: 10.1002/Jae.1091  0.504
2008 Lettau M, Ludvigson SC, Wachter JA. The declining equity premium: What role does macroeconomic risk play? Review of Financial Studies. 21: 1653-1687. DOI: 10.1093/Rfs/Hhm020  0.56
2007 Ludvigson SC, Ng S. The empirical risk-return relation: A factor analysis approach Journal of Financial Economics. 83: 171-222. DOI: 10.1016/J.Jfineco.2005.12.002  0.512
2005 Ludvigson SC, Ng S. Macro Factors in Bond Risk Premia National Bureau of Economic Research. DOI: 10.3386/W11703  0.46
2005 Lettau M, Ludvigson SC. Expected returns and expected dividend growth Journal of Financial Economics. 76: 583-626. DOI: 10.2139/Ssrn.320244  0.524
2005 Lettau M, Ludvigson SC. tay's as good as cay: Reply Finance Research Letters. 2: 15-22. DOI: 10.1016/J.Frl.2004.10.002  0.404
2004 Ludvigson SC. Consumer confidence and consumer spending Journal of Economic Perspectives. 18: 29-50. DOI: 10.1257/0895330041371222  0.434
2004 Lettau M, Ludvigson SC. Understanding trend and cycle in asset values: Reevaluating the wealth effect on consumption American Economic Review. 94: 276-299. DOI: 10.1257/000282804322970805  0.478
2002 Lettau M, Ludvigson SC. Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment Journal of Monetary Economics. 49: 31-66. DOI: 10.1016/S0304-3932(01)00097-6  0.522
2001 Campbell JY, Ludvigson S. Elasticities of substitution in real business cycle models with home production Journal of Money, Credit and Banking. 33: X-875. DOI: 10.2307/2673926  0.469
2001 Lettau M, Ludvigson SC, Barczi NA. A Primer on the Economics and Time Series Econometrics of Wealth Effects: A Comment Staff Reports. DOI: 10.2139/Ssrn.921886  0.457
2001 Lettau M, Ludvigson SC. Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia are Time-Varying Journal of Political Economy. 109: 1238-1287. DOI: 10.2139/Ssrn.203369  0.52
2001 Ludvigson S, Paxson CH. Approximation bias in linearized Euler equations Review of Economics and Statistics. 83: 242-256. DOI: 10.1162/00346530151143789  0.386
2001 Lettau M, Ludvigson SC. Consumption, Aggregate Wealth, and Expected Stock Returns Journal of Finance. 56: 815-849. DOI: 10.1111/0022-1082.00347  0.53
1999 Ludvigson SC. Consumption And Credit: A Model Of Time-Varying Liquidity Constraints The Review of Economics and Statistics. 81: 434-447. DOI: 10.1162/003465399558364  0.415
1998 Ludvigson SC. The channel of monetary transmission to demand: evidence from the market for automobile credit Journal of Money, Credit and Banking. 30: 365-383. DOI: 10.2307/2601106  0.362
1996 Ludvigson S. The macroeconomic effects of government debt in a stochastic growth model Journal of Monetary Economics. 38: 25-45. DOI: 10.1016/0304-3932(96)01271-8  0.47
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