NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Sydney C. Ludvigson

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

February 2014Foreign Ownership of U.S. Safe Assets: Good or Bad?
with Jack Favilukis, Stijn Van Nieuwerburgh: w19917
January 2014Origins of Stock Market Fluctuations
with Daniel L. Greenwald, Martin Lettau: w19818
September 2013Measuring Uncertainty
with Kyle Jurado, Serena Ng: w19456
May 2013Shocks and Crashes
with Martin Lettau
in NBER Macroeconomics Annual 2013, Volume 28, Jonathan A. Parker and Michael Woodford, editors
August 2012International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Stijn Van Nieuwerburgh
in Housing and the Financial Crisis, Edward L. Glaeser and Todd Sinai, editors
January 2012International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Stijn Van Nieuwerburgh: w17751
June 2011An Estimation of Economic Models with Recursive Preferences
with Xiaohong Chen, Jack Favilukis: w17130
April 2011Shocks and Crashes
with Martin Lettau: w16996
February 2011Advances in Consumption-Based Asset Pricing: Empirical Tests
w16810
May 2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
with Jack Favilukis, Stijn Van Nieuwerburgh: w15988
July 2009A Factor Analysis of Bond Risk Premia
with Serena Ng: w15188
February 2007Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows
with Mariano M. Croce, Martin Lettau: w12912
October 2005Macro Factors in Bond Risk Premia
with Serena Ng: w11703
September 2005Euler Equation Errors
with Martin Lettau: w11606
July 2005The Empirical Risk-Return Relation: A Factor Analysis Approach
with Serena Ng: w11477
May 2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
with Xiaohong Chen: w10503
February 2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
with Martin Lettau, Jessica A. Wachter: w10270
July 2003Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
with Martin Lettau: w9848
April 2003Expected Returns and Expected Dividend Growth
with Martin Lettau: w9605
March 1999Approximation Bias in Linearized Euler Equations
with Christina H. Paxson: t0236
October 1998Elasticities of Substitution in Real Business Cycle Models with Home Production
with John Y. Campbell: w6763

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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