Access Statistics for Sydney C. Ludvigson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Analysis of Bond Risk Premia 0 0 3 187 1 1 12 494
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 0 258 0 0 4 865
Advances in Consumption-Based Asset Pricing: Empirical Tests 0 0 1 60 0 0 5 183
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 0 1 188
An Estimation of Economic Models with Recursive 0 0 0 64 0 0 1 218
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 0 0 81
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 0 2 99
An Estimation of Economic Models with Recursive Preferences 0 0 1 68 1 3 6 233
An estimation of economic models with recursive preferences 0 0 0 30 0 0 0 67
An estimation of economic models with recursive preferences 0 0 0 2 0 0 1 54
An estimation of economic models with recursive preferences 0 0 0 12 0 1 3 66
Approximation Bias in Linearized Euler Equations 0 0 0 183 0 0 1 962
Approximation bias in linearized Euler equations 0 0 1 99 0 1 4 515
Belief Distortions and Macroeconomic Fluctuations 0 0 0 39 2 3 8 139
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 1 6 221 0 2 22 718
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 0 26 1 1 2 78
Capital Share Risk in U.S. Asset Pricing 0 0 0 32 0 0 1 101
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 22 0 0 4 148
Consumer sentiment and household expenditure: reevaluating the forecasting equations 0 0 0 139 0 0 3 503
Consumption and credit: a model of time-varying liquidity constraints 0 0 0 407 1 1 8 933
Consumption, Aggregate Wealth and Expected Stock Returns 0 0 0 287 0 0 3 1,026
Consumption, aggregate wealth and expected stock returns 0 0 1 469 2 3 8 1,550
Does consumer confidence forecast household expenditure?: A sentiment index horse race 0 0 1 238 2 4 15 970
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? 0 0 0 28 0 1 1 87
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 23 1 1 3 229
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 214 0 0 0 848
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 134 0 0 2 466
Elasticities of substitution in real business cycle models with home production 1 1 1 123 1 2 5 530
Euler Equation Errors 0 0 1 49 0 0 1 180
Euler Equation Errors 0 0 0 44 0 0 0 200
Euler Equation Errors 0 0 0 62 0 0 2 282
Euler Equation Errors 0 0 0 112 0 0 1 508
Expected Returns and Expected Dividend Growth 0 0 0 213 1 1 1 1,104
Expected Returns and Expected Dividend Growth 0 0 0 198 0 0 1 904
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 0 0 1 71
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 0 0 162
How important is the stock market effect on consumption? 0 1 3 425 2 5 23 1,231
How the Wealth Was Won: Factor Shares as Market Fundamentals 1 3 5 118 2 9 20 275
International Capital Flows and House Prices: Theory and Evidence 0 0 1 125 0 0 4 379
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 0 0 2 339
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 142 0 0 2 654
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 1 2 333
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 0 0 472
Measuring Uncertainty 1 1 5 203 2 4 29 853
Measuring and Modelling Variation in the Risk-Return Trade-off 1 2 3 289 2 4 9 912
Monetary Policy and Asset Valuation 0 0 0 71 0 0 6 151
Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach 1 1 1 37 2 3 6 62
Origins of Stock Market Fluctuations 0 0 0 166 0 0 7 254
Origins of Stock Market Fluctuations 0 0 0 77 0 1 12 135
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 0 1 976 0 0 4 3,100
Shock Restricted Structural Vector-Autoregressions 0 0 1 142 0 0 6 198
Shocks and Crashes 0 0 0 72 0 0 2 167
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 0 0 1 359
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 1 2 777
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 1 92 0 1 3 376
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 0 580 0 0 4 1,605
The Empirical Risk-Return Relation: a factor analysis approach 0 0 1 277 0 1 4 793
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 3 170 0 0 8 592
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 2 5 219
The Origins of Stock Market Fluctuations 0 0 0 0 0 1 7 132
The channel of monetary transmission to demand: evidence from the market for automobile credit 0 0 0 149 0 1 2 487
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 1 124 0 0 4 540
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 4 210 0 0 20 684
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 1 2 2 198 1 2 3 653
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 6 450 6 26 38 1,301
What Explains the COVID-19 Stock Market? 0 1 1 43 0 3 8 192
What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market 1 1 10 20 3 4 19 41
Total Working Papers 7 14 66 9,918 34 94 394 34,028


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An estimation of economic models with recursive preferences 0 0 1 12 0 1 2 67
Approximation Bias In Linearized Euler Equations 0 0 0 106 0 0 3 556
Consumer Confidence and Consumer Spending 7 12 15 312 10 18 39 957
Consumption And Credit: A Model Of Time-Varying Liquidity Constraints 1 2 7 378 2 4 28 1,061
Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? 0 0 0 109 1 1 1 637
Does consumer confidence forecast household expenditure? a sentiment index horse race 0 0 3 368 0 2 6 1,299
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 0 1 3 626
Euler Equation Errors 0 0 5 222 0 1 11 1,163
Expected returns and expected dividend growth 1 2 5 243 1 2 12 862
Housing, credit and consumer expenditure: commentary 0 0 0 44 0 1 3 127
How important is the stock market effect on consumption? 1 1 3 597 47 170 202 2,293
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 19 0 1 3 120
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 0 0 3 380
Macro Factors in Bond Risk Premia 0 2 8 145 5 13 42 697
Measuring Uncertainty 2 6 33 414 11 29 125 1,748
Monetary policy transmission through the consumption-wealth channel 0 0 6 462 3 9 19 1,122
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 0 7 546 2 5 18 1,892
Shocks and Crashes 0 0 2 9 1 3 7 86
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit 0 0 0 0 0 2 6 375
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 6 163 3 3 30 588
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia 0 0 0 113 0 0 2 375
The declining equity premium: what role does macroeconomic risk play? 0 0 1 25 0 0 4 225
The empirical risk-return relation: A factor analysis approach 0 0 2 418 1 4 26 1,092
The macroeconomic effects of government debt in a stochastic growth model 0 0 0 343 0 0 5 680
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 2 103 0 0 3 326
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 3 318 0 1 8 959
tay's as good as cay: Reply 0 0 1 62 0 0 1 211
Total Journal Articles 12 25 110 5,648 87 271 612 20,524


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Consumption-Based Asset Pricing: Empirical Tests 0 0 6 83 0 0 16 254
International Capital Flows and House Prices: Theory and Evidence 0 1 1 65 1 3 8 251
Shocks and Crashes 0 0 0 27 0 0 2 149
Total Chapters 0 1 7 175 1 3 26 654


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Euler Equation Errors" 0 0 0 240 0 1 3 629
Total Software Items 0 0 0 240 0 1 3 629


Statistics updated 2025-06-06