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 1 1 2 189 4 11 15 508
A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History 0 0 1 37 1 11 14 73
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 1 259 2 8 12 877
Advances in Consumption-Based Asset Pricing: Empirical Tests 0 0 0 60 0 20 24 207
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 3 4 192
An Estimation of Economic Models with Recursive 0 0 0 64 1 4 6 224
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 1 8 9 90
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 2 5 14 244
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 1 7 13 112
An estimation of economic models with recursive preferences 0 0 0 12 1 5 6 71
An estimation of economic models with recursive preferences 0 0 0 30 1 7 10 77
An estimation of economic models with recursive preferences 0 0 0 2 1 6 10 64
Approximation Bias in Linearized Euler Equations 0 0 0 183 1 5 6 968
Approximation bias in linearized Euler equations 0 0 0 99 1 7 9 523
Belief Distortions and Macroeconomic Fluctuations 1 1 2 41 3 8 19 155
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 2 4 224 4 13 25 741
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 0 26 0 0 2 79
Capital Share Risk in U.S. Asset Pricing 0 0 0 32 1 11 12 113
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 22 0 5 8 156
Consumer sentiment and household expenditure: reevaluating the forecasting equations 0 0 0 139 2 7 8 511
Consumption and credit: a model of time-varying liquidity constraints 0 0 0 407 4 13 16 948
Consumption, Aggregate Wealth and Expected Stock Returns 0 1 1 288 1 11 18 1,044
Consumption, aggregate wealth and expected stock returns 0 0 1 470 0 10 29 1,576
Does consumer confidence forecast household expenditure?: A sentiment index horse race 0 0 0 238 3 10 24 990
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? 0 0 2 30 1 8 14 100
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 1 215 0 7 10 858
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 1 135 0 4 6 472
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 23 0 1 4 232
Elasticities of substitution in real business cycle models with home production 0 0 1 123 1 17 21 549
Euler Equation Errors 0 0 0 112 0 5 7 515
Euler Equation Errors 0 0 0 49 1 6 11 191
Euler Equation Errors 0 0 0 44 1 6 7 207
Euler Equation Errors 0 0 0 62 1 8 12 294
Expected Returns and Expected Dividend Growth 0 0 0 198 4 7 17 921
Expected Returns and Expected Dividend Growth 0 0 0 213 2 4 7 1,110
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 1 8 9 171
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 1 10 13 84
How important is the stock market effect on consumption? 0 0 1 425 13 96 260 1,486
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 0 3 118 4 23 39 305
International Capital Flows and House Prices: Theory and Evidence 0 0 0 125 3 9 12 391
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 1 7 12 351
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 142 3 8 15 669
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 8 11 343
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 10 12 484
Measuring Uncertainty 0 2 4 206 4 19 32 881
Measuring and Modelling Variation in the Risk-Return Trade-off 0 0 2 289 2 8 13 921
Monetary Policy and Asset Valuation 0 0 1 72 4 13 24 175
Origins of Stock Market Fluctuations 0 0 0 166 1 6 13 267
Origins of Stock Market Fluctuations 0 0 1 78 0 7 11 145
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 0 0 976 7 29 38 3,138
Shock Restricted Structural Vector-Autoregressions 0 0 0 142 0 7 14 212
Shocks and Crashes 0 0 1 73 2 5 11 178
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 2 17 23 398
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 3 13 19 795
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 0 8 10 369
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 0 580 3 6 9 1,614
The Empirical Risk-Return Relation: a factor analysis approach 0 0 1 278 2 10 16 808
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 1 2 3 173 1 12 16 608
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 1 26 32 249
The Origins of Stock Market Fluctuations 0 0 0 0 1 7 9 140
The Prestakes of Stock Market Investing 1 2 9 9 2 13 26 26
The channel of monetary transmission to demand: evidence from the market for automobile credit 0 0 0 149 2 17 23 509
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 124 0 7 8 548
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 1 211 1 8 19 703
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 2 198 0 4 10 661
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 1 1 1 451 2 8 46 1,321
What Explains the COVID-19 Stock Market? 0 0 4 46 1 8 20 209
What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market 1 1 3 22 3 9 19 56
Total Working Papers 6 13 54 9,958 116 714 1,273 35,207

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 3 6 11 77
Approximation Bias In Linearized Euler Equations 0 0 1 107 3 14 20 576
Consumer Confidence and Consumer Spending 0 2 21 321 5 30 69 1,008
Consumption And Credit: A Model Of Time-Varying Liquidity Constraints 1 2 4 380 4 10 20 1,077
Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? 0 0 0 109 0 3 6 642
Does consumer confidence forecast household expenditure? a sentiment index horse race 0 1 1 369 0 8 11 1,308
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 1 6 9 634
Euler Equation Errors 0 0 2 224 4 9 20 1,182
Expected returns and expected dividend growth 0 1 3 244 1 6 14 874
Housing, credit and consumer expenditure: commentary 0 0 0 44 3 8 13 139
How important is the stock market effect on consumption? 0 0 1 597 12 115 400 2,523
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 20 2 9 14 133
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 2 6 13 393
Macro Factors in Bond Risk Premia 0 0 3 146 6 17 38 722
Measuring Uncertainty 2 12 29 437 18 62 162 1,881
Monetary policy transmission through the consumption-wealth channel 0 0 2 464 3 22 49 1,162
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 1 2 548 1 8 21 1,908
Shocks and Crashes 0 0 0 9 0 6 14 97
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit 0 0 0 0 1 13 17 390
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 165 0 2 17 602
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia 0 0 0 113 1 6 10 385
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 7 10 235
The empirical risk-return relation: A factor analysis approach 0 0 0 418 3 9 18 1,106
The macroeconomic effects of government debt in a stochastic growth model 0 1 1 344 0 4 9 689
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 0 103 1 7 10 336
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 0 318 1 4 11 969
tay's as good as cay: Reply 0 0 0 62 0 5 5 216
Total Journal Articles 3 20 73 5,696 75 402 1,011 21,264

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 2 2 85 4 26 32 286
International Capital Flows and House Prices: Theory and Evidence 0 0 2 66 9 21 29 277
Shocks and Crashes 0 0 0 27 1 3 3 152
Total Chapters 0 2 4 178 14 50 64 715

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 1 7 8 636
Total Software Items 0 0 0 240 1 7 8 636

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Statistics updated 2026-03-04