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 1 169 4 8 25 401
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 1 255 0 2 10 842
Advances in Consumption-Based Asset Pricing: Empirical Tests 0 0 1 49 2 3 13 151
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 1 8 175
An Estimation of Economic Models with Recursive 0 0 0 61 1 1 5 208
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 1 2 5 71
An Estimation of Economic Models with Recursive Preferences 0 1 1 60 2 3 11 187
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 1 1 11 81
An estimation of economic models with recursive preferences 0 0 0 11 1 1 17 44
An estimation of economic models with recursive preferences 0 0 0 30 1 2 10 59
An estimation of economic models with recursive preferences 0 0 0 2 1 1 8 49
Approximation Bias in Linearized Euler Equations 0 0 1 182 0 0 9 950
Approximation bias in linearized Euler equations 0 0 0 95 0 0 15 491
Belief Distortions and Macroeconomic Fluctuations 4 4 4 4 5 5 5 5
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 1 24 0 1 8 49
Capital Share Risk in U.S. Asset Pricing 0 2 4 29 3 7 17 80
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 9 11 1 10 54 63
Consumer sentiment and household expenditure: reevaluating the forecasting equations 1 1 2 128 2 3 9 476
Consumption and credit: a model of time-varying liquidity constraints 0 2 5 395 1 11 33 842
Consumption, Aggregate Wealth and Expected Stock Returns 0 2 4 282 4 6 17 981
Consumption, aggregate wealth and expected stock returns 0 0 2 465 4 10 32 1,488
Covid19 and the Macroeconomic Effects of Costly Disasters 13 55 55 55 27 105 105 105
Does consumer confidence forecast household expenditure?: A sentiment index horse race 0 2 5 226 1 6 25 890
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? 0 1 7 22 3 6 30 51
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 134 1 1 9 453
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 1 22 2 5 20 94
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 212 1 2 10 838
Elasticities of substitution in real business cycle models with home production 0 0 0 120 3 3 14 507
Euler Equation Errors 0 0 0 110 1 1 5 491
Euler Equation Errors 0 0 0 48 2 2 12 173
Euler Equation Errors 0 0 0 44 2 4 9 189
Euler Equation Errors 0 0 0 62 1 1 8 269
Expected Returns and Expected Dividend Growth 1 1 2 195 3 4 15 839
Expected Returns and Expected Dividend Growth 0 1 2 212 3 6 19 1,045
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 1 18 0 1 10 148
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 1 23 0 0 6 57
How important is the stock market effect on consumption? 0 0 6 416 1 1 19 1,165
How the Wealth Was Won: Factors Shares as Market Fundamentals 0 0 18 98 4 5 64 177
International Capital Flows and House Prices: Theory and Evidence 1 1 2 120 3 5 11 347
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 0 3 12 311
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 1 1 139 0 1 6 627
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 1 81 2 4 12 316
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 1 131 3 3 10 461
Measuring Uncertainty 4 8 15 165 9 27 69 567
Measuring and Modelling Variation in the Risk-Return Trade-off 0 12 12 268 1 17 25 868
Monetary Policy and Asset Valuation 0 0 2 59 2 3 19 87
Origins of Stock Market Fluctuations 0 1 4 74 0 1 13 108
Origins of Stock Market Fluctuations 0 0 4 163 1 4 18 215
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 1 1 4 963 4 7 27 2,985
Shock Restricted Structural Vector-Autoregressions 1 3 10 121 1 6 35 125
Shocks and Crashes 0 1 1 70 1 2 6 152
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 1 1 89 2 4 11 345
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 3 11 752
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 102 2 4 12 333
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 1 6 575 1 7 23 1,575
The Empirical Risk-Return Relation: a factor analysis approach 0 1 3 269 2 7 22 751
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 1 1 8 157 2 3 26 534
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 2 5 16 184
The Origins of Stock Market Fluctuations 0 0 0 0 1 3 14 88
The channel of monetary transmission to demand: evidence from the market for automobile credit 0 0 2 148 1 2 17 471
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 1 123 1 1 12 523
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 6 13 29 141 19 37 116 392
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 2 189 0 0 7 632
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 2 6 436 0 5 20 1,216
Total Working Papers 34 119 249 9,213 149 395 1,272 30,149


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 2 2 10 48
Approximation Bias In Linearized Euler Equations 0 0 1 102 1 1 16 534
Consumer Confidence and Consumer Spending 0 5 7 281 3 14 33 815
Consumption And Credit: A Model Of Time-Varying Liquidity Constraints 1 4 7 343 3 14 41 943
Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? 0 0 0 105 1 1 14 619
Does consumer confidence forecast household expenditure? a sentiment index horse race 0 6 10 332 6 22 50 1,138
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 3 6 23 531
Euler Equation Errors 0 2 3 199 4 15 74 1,018
Expected returns and expected dividend growth 3 9 26 194 10 22 80 684
Housing, credit and consumer expenditure: commentary 0 0 0 43 1 1 4 116
How important is the stock market effect on consumption? 1 4 9 570 11 17 53 1,921
Investor Information, Long-Run Risk, and the Term Structure of Equity 1 2 2 14 4 6 13 87
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 1 112 1 3 13 357
Macro Factors in Bond Risk Premia 2 2 8 104 8 15 55 503
Measuring Uncertainty 5 12 48 246 20 48 201 920
Monetary policy transmission through the consumption-wealth channel 0 4 23 431 1 7 35 1,024
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 1 3 12 523 4 10 42 1,761
Shocks and Crashes 0 0 0 4 1 1 12 57
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit 0 0 0 0 0 2 19 349
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 2 2 5 136 3 12 37 453
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia 0 0 0 113 1 2 8 363
The declining equity premium: what role does macroeconomic risk play? 0 1 3 22 1 6 13 181
The empirical risk-return relation: A factor analysis approach 1 3 16 346 2 13 61 849
The macroeconomic effects of government debt in a stochastic growth model 0 0 7 307 2 4 22 611
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 4 4 96 2 9 21 300
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 1 5 8 296 4 11 40 874
tay's as good as cay: Reply 0 0 0 57 0 1 8 199
Total Journal Articles 18 68 200 4,981 99 265 998 17,255


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 9 47 2 5 36 140
International Capital Flows and House Prices: Theory and Evidence 0 1 2 52 1 6 16 175
Shocks and Crashes 0 0 0 22 2 2 14 93
Total Chapters 0 1 11 121 5 13 66 408


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 2 218 1 2 11 576
Total Software Items 0 0 2 218 1 2 11 576


Statistics updated 2020-07-04