NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Sydney C. Ludvigson

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

February 2014Foreign Ownership of U.S. Safe Assets: Good or Bad?
with Jack Favilukis, Stijn Van Nieuwerburgh: w19917

Forthcoming: Foreign Ownership of U.S. Safe Assets: Good or Bad?, Jack Favilukis, Sydney C. Ludvigson, Stijn Van Nieuwerburgh. in Sovereign Debt and Financial Crisis, Kalemli-Ozcan, Reinhart, and Rogoff. 2014

January 2014Origins of Stock Market Fluctuations
with Daniel L. Greenwald, Martin Lettau: w19818
September 2013Measuring Uncertainty
with Kyle Jurado, Serena Ng: w19456
January 2012International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Stijn Van Nieuwerburgh: w17751

Published: International Capital Flows and House Prices: Theory and Evidence, Jack Favilukis, David Kohn, Sydney C. Ludvigson, Stijn Van Nieuwerburgh. in Housing and the Financial Crisis, Glaeser and Sinai. 2013

June 2011An Estimation of Economic Models with Recursive Preferences
with Xiaohong Chen, Jack Favilukis: w17130

An Estimation of Recursive Preferences,” (with Jack Favilukis and Xiaohong Chen), in Quantitative Economics (forthcoming).

April 2011Shocks and Crashes
with Martin Lettau: w16996

Published: Shocks and Crashes, Martin Lettau, Sydney C. Ludvigson. in NBER Macroeconomics Annual 2013, Volume 28, Parker and Woodford. 2014

February 2011Advances in Consumption-Based Asset Pricing: Empirical Tests
w16810

"Advances in Consumption-Based Asset Pricing: Empirical Tests." Forthcoming in the Handbook of the Economics of Finance, e.d. by George M. Constantinides, Milton Harris and Rene M. Stulz, vol. 2, Elsevier Science B.V., North Holland, Amersterdam.

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

Published: "A Factor Analysis of Bond Risk Premia" (with Serena Ng). Handbook of Empirical Economics and Finance, 2010, e.d. by Aman Uhla and David E. A. Giles, pp. 313-372. Chapman and Hall, Boca Raton, FL.

February 2007Investor Information, Long-Run Risk, and the Term Structure of Equity
with Mariano M. Croce, Martin Lettau: w12912
October 2005Macro Factors in Bond Risk Premia
with Serena Ng: w11703

Published: Sydney C. Ludvigson & Serena Ng, 2009. "Macro Factors in Bond Risk Premia," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(12), pages 5027-5067, December. citation courtesy of

September 2005Euler Equation Errors
with Martin Lettau: w11606

Published:

  • Martin Lettau & Sydney Ludvigson, 2008. "Code and data files for "Euler Equation Errors"," Computer Codes 08-106, Review of Economic Dynamics.
  • Lettau, Matt and Sydney Ludvigson. "Euler Equation Errors." Review of Economic Dynamics 12 (2009): 255-283. citation courtesy of

July 2005The Empirical Risk-Return Relation: A Factor Analysis Approach
with Serena Ng: w11477

Published: Ludvigson, Sydney C. & Ng, Serena, 2007. "The empirical risk-return relation: A factor analysis approach," Journal of Financial Economics, Elsevier, vol. 83(1), pages 171-222, January. citation courtesy of

May 2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
with Xiaohong Chen: w10503

Published: Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.

February 2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
with Martin Lettau, Jessica A. Wachter: w10270

Published:

July 2003Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
with Martin Lettau: w9848

Published: Lettau, Martin and Sydney C. Ludvigson. "Understanding Trend And Cycle In Asset Values: Reevaluating The Wealth Effect On Consumption," American Economic Review, 2004, v94(1,Mar), 276-299. citation courtesy of

April 2003Expected Returns and Expected Dividend Growth
with Martin Lettau: w9605

Published: Lettau, Martin & Ludvigson, Sydney C., 2005. "Expected returns and expected dividend growth," Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June. citation courtesy of

March 1999Approximation Bias in Linearized Euler Equations
with Christina H. Paxson: t0236

Published: Ludvigson, Sydney and Christina H. Paxson. "Approximation Bias In Linearized Euler Equations," Review of Economics and Statistics, 2001, v83(2,May), 242-256.

October 1998Elasticities of Substitution in Real Business Cycle Models with Home Production
with John Y. Campbell: w6763

Published: Campbell, John Y. and Syndney Ludvigson. "Elasticities Of Substitution In Real Business Cycle Models With Home Production," Journal of Money, Credit and Banking, 2001, v33(4,Nov), 847-875. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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