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 2 189 1 3 24 518
A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History 0 0 0 37 0 0 17 79
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 0 259 1 2 17 883
Advances in Consumption-Based Asset Pricing: Empirical Tests 0 0 0 60 0 2 29 213
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 0 6 194
An Estimation of Economic Models with Recursive 0 0 1 65 0 1 9 227
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 1 3 21 254
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 1 16 117
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 1 11 93
An estimation of economic models with recursive preferences 0 0 0 30 0 1 11 78
An estimation of economic models with recursive preferences 0 0 0 2 1 1 12 68
An estimation of economic models with recursive preferences 0 0 0 12 0 2 10 76
Approximation Bias in Linearized Euler Equations 0 0 0 183 0 2 14 976
Approximation bias in linearized Euler equations 0 0 0 99 0 0 10 525
Belief Distortions and Macroeconomic Fluctuations 0 0 2 42 1 2 26 168
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 0 3 225 0 1 31 752
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 1 27 0 1 6 85
Capital Share Risk in U.S. Asset Pricing 0 0 0 32 0 2 17 118
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 22 1 2 18 166
Consumer sentiment and household expenditure: reevaluating the forecasting equations 0 0 0 139 1 1 11 514
Consumption and credit: a model of time-varying liquidity constraints 0 0 0 407 0 0 20 954
Consumption, Aggregate Wealth and Expected Stock Returns 1 1 3 290 1 2 25 1,055
Consumption, aggregate wealth and expected stock returns 0 0 1 470 0 0 28 1,584
Does consumer confidence forecast household expenditure?: A sentiment index horse race 0 0 0 238 3 6 30 1,003
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? 0 0 0 30 0 1 15 107
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 23 0 0 5 235
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 1 215 0 1 12 860
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 1 135 0 1 10 476
Elasticities of substitution in real business cycle models with home production 0 0 0 123 0 1 19 550
Euler Equation Errors 0 0 0 112 0 0 13 521
Euler Equation Errors 0 0 0 49 1 3 18 198
Euler Equation Errors 0 0 0 44 1 1 11 211
Euler Equation Errors 0 0 0 62 0 1 17 301
Expected Returns and Expected Dividend Growth 0 0 0 213 0 0 8 1,113
Expected Returns and Expected Dividend Growth 0 0 0 198 0 0 17 924
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 1 1 19 0 1 12 174
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 1 2 16 88
How important is the stock market effect on consumption? 0 0 1 426 1 1 167 1,511
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 2 2 120 2 5 35 315
International Capital Flows and House Prices: Theory and Evidence 0 0 1 126 1 1 17 397
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 1 2 25 365
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 142 1 3 27 681
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 1 1 13 348
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 1 19 491
Measuring Uncertainty 0 2 8 211 2 4 44 902
Measuring and Modelling Variation in the Risk-Return Trade-off 0 0 0 289 0 0 13 925
Monetary Policy and Asset Valuation 0 0 0 72 0 3 29 184
Origins of Stock Market Fluctuations 0 0 1 78 0 2 11 148
Origins of Stock Market Fluctuations 0 0 0 166 0 0 15 274
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 0 0 976 0 1 52 3,154
Shock Restricted Structural Vector-Autoregressions 1 2 3 145 1 5 21 221
Shocks and Crashes 0 0 0 73 2 3 13 183
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 1 1 25 403
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 0 2 15 375
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 2 22 799
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 1 581 3 3 17 1,623
The Empirical Risk-Return Relation: a factor analysis approach 0 0 0 278 0 0 18 812
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 4 174 2 4 30 622
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 3 40 260
The Origins of Stock Market Fluctuations 0 0 0 0 1 1 10 143
The Prestakes of Stock Market Investing 0 1 10 10 2 5 36 36
The channel of monetary transmission to demand: evidence from the market for automobile credit 0 0 0 149 1 2 31 522
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 124 0 0 9 549
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 1 211 1 6 28 715
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 0 198 0 0 10 663
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 1 451 0 3 51 1,355
What Explains the COVID-19 Stock Market? 0 0 5 48 1 4 28 222
What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market 0 1 2 23 2 7 34 77
Total Working Papers 2 11 56 9,983 41 123 1,497 35,733

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 12 1 4 20 87
Approximation Bias In Linearized Euler Equations 0 0 1 107 1 1 23 580
Consumer Confidence and Consumer Spending 0 0 12 327 1 3 81 1,050
Consumption And Credit: A Model Of Time-Varying Liquidity Constraints 0 0 4 382 0 2 20 1,085
Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? 0 0 0 109 0 2 6 644
Does consumer confidence forecast household expenditure? a sentiment index horse race 0 1 4 372 0 1 17 1,316
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 1 1 11 638
Euler Equation Errors 0 0 1 224 2 6 25 1,192
Expected returns and expected dividend growth 0 0 1 244 3 6 23 889
Housing, credit and consumer expenditure: commentary 0 0 0 44 1 1 17 145
How important is the stock market effect on consumption? 0 0 1 598 0 4 236 2,564
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 20 0 2 16 137
Land of addicts? an empirical investigation of habit-based asset pricing models 0 1 2 119 0 3 20 400
Macro Factors in Bond Risk Premia 0 0 2 148 2 9 45 747
Measuring Uncertainty 5 8 29 452 9 24 155 1,961
Monetary policy transmission through the consumption-wealth channel 0 0 0 464 0 0 66 1,194
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 0 5 551 1 5 38 1,936
Shocks and Crashes 0 0 0 9 1 1 19 107
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit 0 0 0 0 1 2 22 399
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 1 1 166 1 8 19 618
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia 0 0 0 113 1 1 12 389
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 0 10 237
The empirical risk-return relation: A factor analysis approach 0 1 4 422 6 9 27 1,123
The macroeconomic effects of government debt in a stochastic growth model 0 1 3 346 0 2 11 694
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 0 103 3 4 19 346
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 2 2 2 320 3 4 13 976
tay's as good as cay: Reply 0 0 0 62 1 1 12 223
Total Journal Articles 8 15 72 5,739 39 106 983 21,677

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 2 85 3 5 43 299
International Capital Flows and House Prices: Theory and Evidence 0 0 1 66 1 3 45 299
Shocks and Crashes 0 0 0 27 1 3 14 163
Total Chapters 0 0 3 178 5 11 102 761

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 0 12 641
Total Software Items 0 0 0 240 0 0 12 641

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11