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 3 168 3 6 17 383
A primer on the economics and time series econometrics of wealth effects: a comment 0 1 4 255 2 6 16 838
Advances in Consumption-Based Asset Pricing: Empirical Tests 0 0 5 49 2 3 16 142
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 1 2 4 169
An Estimation of Economic Models with Recursive 0 0 1 61 1 2 5 205
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 3 3 6 69
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 5 6 13 76
An Estimation of Economic Models with Recursive Preferences 0 0 0 59 5 7 13 183
An estimation of economic models with recursive preferences 0 0 0 2 3 5 10 46
An estimation of economic models with recursive preferences 0 0 0 30 4 7 14 56
An estimation of economic models with recursive preferences 0 0 1 11 6 11 15 39
Approximation Bias in Linearized Euler Equations 0 0 0 181 3 5 13 946
Approximation bias in linearized Euler equations 0 0 0 95 5 11 18 488
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 2 23 3 3 9 44
Capital Share Risk in U.S. Asset Pricing 0 1 4 26 1 5 14 68
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 2 2 1 7 17 17
Consumer sentiment and household expenditure: reevaluating the forecasting equations 0 0 1 126 1 1 5 468
Consumption and credit: a model of time-varying liquidity constraints 0 0 1 390 2 4 14 814
Consumption, Aggregate Wealth and Expected Stock Returns 0 0 2 278 0 1 15 966
Consumption, aggregate wealth and expected stock returns 1 1 4 465 3 7 41 1,466
Does consumer confidence forecast household expenditure?: A sentiment index horse race 1 2 6 223 4 7 24 872
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? 1 1 16 16 3 6 28 28
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 212 2 4 9 832
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 4 21 1 3 10 77
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 134 1 3 8 447
Elasticities of substitution in real business cycle models with home production 0 0 1 120 1 2 7 495
Euler Equation Errors 0 0 0 110 0 1 5 487
Euler Equation Errors 0 0 0 48 1 6 12 167
Euler Equation Errors 0 0 1 62 2 3 8 264
Euler Equation Errors 0 0 0 44 0 0 4 180
Expected Returns and Expected Dividend Growth 1 1 1 211 3 6 11 1,033
Expected Returns and Expected Dividend Growth 0 0 2 193 0 3 15 827
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 1 18 2 3 8 142
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 1 23 1 2 5 54
How important is the stock market effect on consumption? 1 2 4 413 2 6 20 1,156
How the Wealth Was Won: Factors Shares as Market Fundamentals 1 4 89 89 5 18 139 139
International Capital Flows and House Prices: Theory and Evidence 0 0 1 119 0 0 14 339
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 2 4 10 303
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 138 0 0 11 622
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 1 1 1 81 1 4 8 308
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 2 130 1 4 9 455
Measuring Uncertainty 1 2 8 153 5 15 61 518
Measuring and Modelling Variation in the Risk-Return Trade-off 0 0 2 256 1 3 10 847
Monetary Policy and Asset Valuation 0 0 0 57 1 2 9 71
Origins of Stock Market Fluctuations 0 0 1 70 0 1 23 96
Origins of Stock Market Fluctuations 0 2 34 161 1 6 101 203
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 1 2 960 4 9 26 2,967
Shock Restricted Structural Vector-Autoregressions 1 2 16 113 7 14 41 106
Shocks and Crashes 0 0 0 69 0 1 8 147
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 1 88 1 3 13 337
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 102 3 5 8 326
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 1 3 12 745
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 3 570 4 5 14 1,559
The Empirical Risk-Return Relation: a factor analysis approach 0 1 4 267 4 6 12 735
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 1 2 6 151 4 6 35 517
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 3 15 173
The Origins of Stock Market Fluctuations 0 0 0 0 0 2 10 79
The channel of monetary transmission to demand: evidence from the market for automobile credit 0 0 1 146 1 7 14 462
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 1 1 2 123 3 5 12 516
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 2 7 28 122 7 26 89 313
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 1 187 0 1 10 626
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 7 430 0 1 23 1,197
Total Working Papers 13 32 276 9,012 134 311 1,186 29,250


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 0 5 3 6 8 44
Approximation Bias In Linearized Euler Equations 0 0 3 101 7 11 25 529
Consumer Confidence and Consumer Spending 1 2 4 276 4 6 22 788
Consumption And Credit: A Model Of Time-Varying Liquidity Constraints 0 0 10 337 3 9 32 915
Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? 0 0 0 105 1 2 9 607
Does consumer confidence forecast household expenditure? a sentiment index horse race 0 2 11 324 6 17 47 1,105
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 1 4 16 515
Euler Equation Errors 0 0 5 197 7 17 57 968
Expected returns and expected dividend growth 0 4 27 176 6 15 80 629
Housing, credit and consumer expenditure: commentary 0 0 1 43 0 0 6 112
How important is the stock market effect on consumption? 2 2 7 563 4 9 33 1,882
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 2 12 1 4 13 78
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 1 111 1 2 8 346
Macro Factors in Bond Risk Premia 1 1 15 100 7 17 64 470
Measuring Uncertainty 3 8 29 207 20 46 184 783
Monetary policy transmission through the consumption-wealth channel 1 2 20 411 3 4 46 995
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 1 3 9 516 5 10 28 1,731
Shocks and Crashes 0 0 0 4 0 1 13 46
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit 0 0 0 0 3 6 11 338
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 1 11 133 5 14 60 434
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia 0 0 0 113 3 3 4 358
The declining equity premium: what role does macroeconomic risk play? 1 1 2 21 1 2 12 172
The empirical risk-return relation: A factor analysis approach 1 3 14 333 7 16 60 805
The macroeconomic effects of government debt in a stochastic growth model 2 3 9 303 4 7 19 597
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 0 92 4 6 17 286
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 12 288 2 6 53 843
tay's as good as cay: Reply 0 0 0 57 0 2 4 193
Total Journal Articles 13 32 192 4,828 108 242 931 16,569


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 3 4 16 43 7 15 49 121
International Capital Flows and House Prices: Theory and Evidence 0 0 6 51 0 1 27 163
Shocks and Crashes 0 0 1 22 0 1 8 81
Total Chapters 3 4 23 116 7 17 84 365


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 5 216 0 3 15 568
Total Software Items 0 0 5 216 0 3 15 568


Statistics updated 2019-11-03