Sydney C. Ludvigson
Department of Economics
New York University
19 W. 4th Street, 6th Floor
New York, NY 10002
Tel: 212/998-8927
Fax: 212/995-4186
E-Mail: 
WWW: http://www.sydneyludvigson.com/
NBER Program Affiliations:
AP
NBER Affiliation: Research Associate
Institutional Affiliation: New York University
Information about this author at RePEc
NBER Working Papers and Publications
| April 2019 | How the Wealth Was Won: Factors Shares as Market Fundamentals
with Daniel L. Greenwald, Martin Lettau: w25769
|
| December 2018 | Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?
with Martin Lettau, Paulo Manoel: w25381
|
| November 2018 | Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both?
with Josue Cox: w25285
|
| March 2017 | Shock Restricted Structural Vector-Autoregressions
with Sai Ma, Serena Ng: w23225
|
| August 2016 | Monetary Policy and Asset Valuation
with Francesco Bianchi, Martin Lettau: w22572
|
| December 2015 | Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
with Sai Ma, Serena Ng: w21803
|
| December 2014 | Capital Share Risk in U.S. Asset Pricing
with Martin Lettau, Sai Ma: w20744
|
| February 2014 | Foreign Ownership of U.S. Safe Assets: Good or Bad?
with Jack Favilukis, Stijn Van Nieuwerburgh: w19917
|
| January 2014 | Origins of Stock Market Fluctuations
with Daniel L. Greenwald, Martin Lettau: w19818
|
| September 2013 | Measuring Uncertainty
with Kyle Jurado, Serena Ng: w19456
Published: Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March. citation courtesy of 
|
| May 2013 | Shocks and Crashes
with Martin Lettau
in NBER Macroeconomics Annual 2013, Volume 28, Jonathan A. Parker and Michael Woodford, editors
|
| August 2012 | International 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 2012 | International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Stijn Van Nieuwerburgh: w17751
|
| June 2011 | An 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). citation courtesy of
|
| April 2011 | Shocks and Crashes
with Martin Lettau: w16996
|
| February 2011 | Advances in Consumption-Based Asset Pricing: Empirical Tests
w16810
Published: Handbook of the Economics of Finance Volume 2, Part B, 2013, Pages 799–906 Cover image Chapter 12 – Advances in Consumption-Based Asset Pricing: Empirical Tests * Sydney C. Ludvigson
|
| May 2010 | The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
with Jack Favilukis, Stijn Van Nieuwerburgh: w15988
Published: Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2017. "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 125(1), pages 140-223. citation courtesy of
|
| July 2009 | A 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 2007 | Investor Information, Long-Run Risk, and the Term Structure of Equity
with Mariano M. Croce, Martin Lettau: w12912
Published: Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2015. "Investor Information, Long-Run Risk, and the Term Structure of Equity," Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 706-742. citation courtesy of
|
| October 2005 | Macro 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 2005 | Euler 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 2005 | The 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 2004 | Land 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 2004 | The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
with Martin Lettau, Jessica A. Wachter: w10270
Published:
|
| July 2003 | Understanding 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 2003 | Expected 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 1999 | Approximation 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 1998 | Elasticities 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
|
|
|
