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Sydney C Ludvigson
Sydney C Ludvigson
Silver Professor of Economics, New York University
Verified email at nyu.edu - Homepage
Title
Cited by
Cited by
Year
Measuring uncertainty
K Jurado, SC Ludvigson, S Ng
The American Economic Review 105 (3), 1177-1216, 2015
32192015
Consumption, aggregate wealth, and expected stock returns
M Lettau, S Ludvigson
the Journal of Finance 56 (3), 815-849, 2001
28672001
Resurrecting the (C) CAPM: A cross‐sectional test when risk premia are time‐varying
M Lettau, S Ludvigson
Journal of Political Economy 109 (6), 1238-1287, 2001
18372001
Macro factors in bond risk premia
SC Ludvigson, S Ng
The Review of Financial Studies 22 (12), 5027-5067, 2009
13212009
Consumer confidence and consumer spending
SC Ludvigson
The Journal of Economic Perspectives 18 (2), 29-50, 2004
9372004
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
SC Ludvigson, S Ma, S Ng
National Bureau of Economic Research, 2015
868*2015
The empirical risk–return relation: A factor analysis approach
SC Ludvigson, S Ng
Journal of Financial Economics 83 (1), 171-222, 2007
8512007
Understanding trend and cycle in asset values: Reevaluating the wealth effect on consumption
M Lettau, SC Ludvigson
american economic review 94 (1), 276-299, 2004
8052004
The macroeconomic effects of housing wealth, housing finance, and limited risk sharing in general equilibrium
J Favilukis, SC Ludvigson, S Van Nieuwerburgh
Journal of Political Economy 125 (1), 140-223, 2017
7622017
The declining equity premium: What role does macroeconomic risk play?
M Lettau, SC Ludvigson, JA Wachter
Review of Financial Studies 21 (4), 1653-1687, 2008
5892008
How important is the stock market effect on consumption?
C Steindel, SC Ludvigson
Economic Policy Review 5 (2), 1999
5861999
Does consumer confidence forecast household expenditure? A sentiment index horse race
J Bram, S Ludvigson
Economic Policy Review 4 (2), 1998
5181998
Expected returns and expected dividend growth
M Lettau, SC Ludvigson
Journal of Financial Economics 76 (3), 583-626, 2005
5102005
Measuring and Modeling Variation in the Risk-Return Trade-off-CHAPTER 11
M Lettau, SC Ludvigson
Elsevier BV, 0
503*
Consumption and credit: a model of time-varying liquidity constraints
S Ludvigson
The Review of Economics and Statistics 81 (3), 434-447, 1999
4341999
COVID-19 and the macroeconomic effects of costly disasters
SC Ludvigson, S Ma, S Ng
National Bureau of Economic Research, 2020
2982020
Land of addicts? an empirical investigation of habit‐based asset pricing models
X Chen, SC Ludvigson
Journal of Applied Econometrics 24 (7), 1057-1093, 2009
2712009
Monetary policy transmission through the consumption-wealth channel
M Lettau, S Ludvigson, C Steindel
FRBNY Economic Policy Review 8 (1), 117-34, 2002
251*2002
A Factor Analysis of Bond Risk Premia
SC Ludvigson, S Ng
Handbook of Empirical Economics and Finance, 313-371, 2010
229*2010
The macroeconomic effects of government debt in a stochastic growth model
S Ludvigson
Journal of Monetary Economics 38 (1), 25-45, 1996
1971996
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Articles 1–20