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

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 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

Statistics updated 2019-11-03