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 4 182 0 1 9 462
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 0 257 1 1 6 858
Advances in Consumption-Based Asset Pricing: Empirical Tests 1 1 4 56 2 2 7 174
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 0 0 183
An Estimation of Economic Models with Recursive 0 0 0 63 0 0 0 214
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 0 0 80
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 0 1 92
An Estimation of Economic Models with Recursive Preferences 0 0 1 63 0 0 8 215
An estimation of economic models with recursive preferences 0 0 0 11 0 0 5 57
An estimation of economic models with recursive preferences 0 0 0 2 0 0 0 51
An estimation of economic models with recursive preferences 0 0 0 30 0 0 1 65
Approximation Bias in Linearized Euler Equations 0 0 0 183 0 1 2 961
Approximation bias in linearized Euler equations 0 0 1 96 0 1 4 505
Belief Distortions and Macroeconomic Fluctuations 0 1 8 36 0 2 22 112
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 1 12 202 2 12 82 634
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 1 25 0 0 3 75
Capital Share Risk in U.S. Asset Pricing 0 1 1 31 1 2 4 96
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 1 1 22 0 1 22 137
Consumer sentiment and household expenditure: reevaluating the forecasting equations 0 0 1 135 0 1 3 495
Consumption and credit: a model of time-varying liquidity constraints 0 0 2 406 0 1 14 919
Consumption, Aggregate Wealth and Expected Stock Returns 0 0 3 287 3 3 8 1,022
Consumption, aggregate wealth and expected stock returns 0 0 1 467 2 4 9 1,529
Does consumer confidence forecast household expenditure?: A sentiment index horse race 0 0 0 233 0 0 7 933
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? 0 0 1 28 0 0 1 84
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 23 5 14 38 205
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 134 0 0 0 463
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 1 1 214 0 1 1 847
Elasticities of substitution in real business cycle models with home production 0 0 0 122 0 0 2 525
Euler Equation Errors 0 0 2 112 0 0 5 502
Euler Equation Errors 0 0 0 48 0 0 0 178
Euler Equation Errors 0 0 0 62 0 0 2 280
Euler Equation Errors 0 0 0 44 0 0 0 198
Expected Returns and Expected Dividend Growth 0 0 0 197 3 4 21 891
Expected Returns and Expected Dividend Growth 0 0 1 213 0 7 25 1,087
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 0 1 161
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 0 0 1 67
How important is the stock market effect on consumption? 0 0 0 421 0 0 3 1,204
How the Wealth Was Won: Factors Shares as Market Fundamentals 0 0 1 111 2 4 12 241
International Capital Flows and House Prices: Theory and Evidence 0 0 1 121 0 0 3 362
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 0 0 5 334
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 140 1 2 6 646
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 0 3 330
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 0 3 471
Measuring Uncertainty 1 2 7 187 5 14 50 764
Measuring and Modelling Variation in the Risk-Return Trade-off 0 0 7 280 2 2 10 893
Monetary Policy and Asset Valuation 0 0 1 69 0 3 12 139
Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach 0 0 29 29 1 3 38 38
Origins of Stock Market Fluctuations 0 0 1 76 0 0 4 118
Origins of Stock Market Fluctuations 0 0 0 164 1 2 9 240
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 1 1 6 974 1 2 15 3,073
Shock Restricted Structural Vector-Autoregressions 0 1 2 139 2 3 8 181
Shocks and Crashes 0 0 0 72 0 0 0 162
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 1 1 3 356
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 0 1 773
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 89 0 0 2 367
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 0 2 578 0 0 5 1,593
The Empirical Risk-Return Relation: a factor analysis approach 0 0 0 275 0 0 5 781
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 2 165 0 1 4 570
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 0 1 5 207
The Origins of Stock Market Fluctuations 0 0 0 0 0 0 3 114
The channel of monetary transmission to demand: evidence from the market for automobile credit 0 0 0 149 2 2 3 485
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 123 0 0 1 535
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 2 13 199 2 9 48 635
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 1 194 0 0 3 647
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 2 444 3 5 12 1,259
What Explains the COVID-19 Stock Market? 0 1 4 40 1 2 27 164
Total Working Papers 3 15 125 9,742 43 114 617 33,039


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 2 8 0 0 2 60
Approximation Bias In Linearized Euler Equations 0 0 1 106 0 0 3 549
Consumer Confidence and Consumer Spending 0 1 4 294 0 3 17 888
Consumption And Credit: A Model Of Time-Varying Liquidity Constraints 1 2 6 366 3 6 22 1,015
Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? 0 0 1 108 0 0 3 633
Does consumer confidence forecast household expenditure? a sentiment index horse race 1 2 6 356 1 6 26 1,257
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 2 8 28 606
Euler Equation Errors 0 0 3 215 1 1 14 1,141
Expected returns and expected dividend growth 0 2 15 232 3 7 37 822
Housing, credit and consumer expenditure: commentary 0 0 1 44 0 0 3 124
How important is the stock market effect on consumption? 1 2 5 590 3 7 27 2,050
Investor Information, Long-Run Risk, and the Term Structure of Equity 1 1 3 18 2 2 6 110
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 116 0 0 1 370
Macro Factors in Bond Risk Premia 1 2 10 121 6 10 40 608
Measuring Uncertainty 2 3 24 338 20 42 153 1,423
Monetary policy transmission through the consumption-wealth channel 0 2 9 449 0 2 19 1,079
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 0 2 535 1 2 12 1,850
Shocks and Crashes 0 0 0 4 0 0 1 70
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit 0 0 0 0 1 1 2 366
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 1 2 146 3 3 9 522
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia 0 0 0 113 0 0 1 372
The declining equity premium: what role does macroeconomic risk play? 0 0 0 24 0 0 1 217
The empirical risk-return relation: A factor analysis approach 0 3 25 407 1 8 66 1,019
The macroeconomic effects of government debt in a stochastic growth model 1 4 12 338 1 4 19 664
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 2 101 0 0 5 320
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 3 311 0 1 8 937
tay's as good as cay: Reply 1 1 1 60 1 1 2 209
Total Journal Articles 10 27 137 5,400 49 114 527 19,281


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 2 2 12 68 5 7 26 210
International Capital Flows and House Prices: Theory and Evidence 0 0 1 62 1 1 8 230
Shocks and Crashes 0 0 2 26 2 2 7 142
Total Chapters 2 2 15 156 8 10 41 582


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 1 236 1 2 9 620
Total Software Items 0 0 1 236 1 2 9 620


Statistics updated 2023-03-10