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 1 2 189 3 9 20 513
A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History 0 0 1 37 5 6 18 78
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 1 259 4 6 16 881
Advances in Consumption-Based Asset Pricing: Empirical Tests 0 0 0 60 2 4 28 211
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 1 2 6 194
An Estimation of Economic Models with Recursive 0 1 1 65 1 3 8 226
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 1 3 11 92
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 2 3 15 114
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 3 6 16 248
An estimation of economic models with recursive preferences 0 0 0 30 0 1 10 77
An estimation of economic models with recursive preferences 0 0 0 12 2 3 7 73
An estimation of economic models with recursive preferences 0 0 0 2 2 4 13 67
Approximation Bias in Linearized Euler Equations 0 0 0 183 5 7 12 974
Approximation bias in linearized Euler equations 0 0 0 99 1 3 10 525
Belief Distortions and Macroeconomic Fluctuations 1 2 3 42 8 13 28 165
COVID-19 and The Macroeconomic Effects of Costly Disasters 0 0 3 224 6 10 29 747
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 1 1 1 27 5 5 7 84
Capital Share Risk in U.S. Asset Pricing 0 0 0 32 2 3 14 115
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 22 4 5 13 161
Consumer sentiment and household expenditure: reevaluating the forecasting equations 0 0 0 139 2 4 10 513
Consumption and credit: a model of time-varying liquidity constraints 0 0 0 407 3 7 19 951
Consumption, Aggregate Wealth and Expected Stock Returns 0 1 2 289 5 7 24 1,050
Consumption, aggregate wealth and expected stock returns 0 0 1 470 7 7 35 1,583
Does consumer confidence forecast household expenditure?: A sentiment index horse race 0 0 0 238 3 9 28 996
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? 0 0 2 30 5 7 19 106
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 1 215 0 1 11 859
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 1 135 0 3 9 475
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 23 3 3 7 235
Elasticities of substitution in real business cycle models with home production 0 0 1 123 0 1 20 549
Euler Equation Errors 0 0 0 62 5 6 17 299
Euler Equation Errors 0 0 0 44 1 3 9 209
Euler Equation Errors 0 0 0 112 1 3 10 518
Euler Equation Errors 0 0 0 49 2 3 13 193
Expected Returns and Expected Dividend Growth 0 0 0 213 2 4 9 1,112
Expected Returns and Expected Dividend Growth 0 0 0 198 0 5 18 922
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 23 0 1 13 84
Foreign Ownership of U.S. Safe Assets: Good or Bad? 0 0 0 18 0 3 11 173
How important is the stock market effect on consumption? 0 0 0 425 7 32 276 1,505
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 0 1 118 4 9 37 310
International Capital Flows and House Prices: Theory and Evidence 1 1 1 126 2 7 16 395
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 5 11 22 361
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 142 4 10 22 676
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 3 4 14 347
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 2 4 16 488
Measuring Uncertainty 1 2 6 208 7 17 43 894
Measuring and Modelling Variation in the Risk-Return Trade-off 0 0 1 289 4 6 15 925
Monetary Policy and Asset Valuation 0 0 1 72 3 9 29 180
Origins of Stock Market Fluctuations 0 0 0 166 4 5 17 271
Origins of Stock Market Fluctuations 0 0 1 78 1 1 11 146
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 0 0 976 9 21 52 3,152
Shock Restricted Structural Vector-Autoregressions 0 0 0 142 1 3 17 215
Shocks and Crashes 0 0 1 73 1 3 12 179
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 5 20 797
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 3 6 26 402
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 2 3 13 372
The Empirical Risk-Return Relation: A Factor Analysis Approach 0 1 1 581 3 8 14 1,619
The Empirical Risk-Return Relation: a factor analysis approach 0 0 1 278 3 6 19 812
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 1 3 173 3 6 21 613
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium 0 0 0 0 4 8 38 256
The Origins of Stock Market Fluctuations 0 0 0 0 2 3 10 142
The Prestakes of Stock Market Investing 0 1 9 9 1 4 28 28
The channel of monetary transmission to demand: evidence from the market for automobile credit 0 0 0 149 7 12 32 519
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 124 1 1 9 549
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? 0 0 1 211 4 5 23 707
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 1 198 1 1 10 662
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 1 451 8 17 41 1,336
What Explains the COVID-19 Stock Market? 1 1 4 47 3 5 21 213
What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market 0 1 3 22 10 14 29 67
Total Working Papers 5 15 56 9,967 208 419 1,516 35,510

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 7 14 81
Approximation Bias In Linearized Euler Equations 0 0 1 107 2 6 23 579
Consumer Confidence and Consumer Spending 1 2 18 323 9 25 81 1,028
Consumption And Credit: A Model Of Time-Varying Liquidity Constraints 1 2 4 381 2 7 21 1,080
Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? 0 0 0 109 0 0 6 642
Does consumer confidence forecast household expenditure? a sentiment index horse race 0 0 1 369 4 4 13 1,312
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 2 4 11 637
Euler Equation Errors 0 0 2 224 3 7 22 1,185
Expected returns and expected dividend growth 0 0 2 244 6 8 20 881
Housing, credit and consumer expenditure: commentary 0 0 0 44 2 6 15 142
How important is the stock market effect on consumption? 0 0 1 597 10 38 303 2,549
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 20 0 4 15 135
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 2 5 16 396
Macro Factors in Bond Risk Premia 1 1 2 147 2 16 40 732
Measuring Uncertainty 2 5 28 440 16 48 174 1,911
Monetary policy transmission through the consumption-wealth channel 0 0 2 464 7 18 58 1,177
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 2 3 5 551 13 18 35 1,925
Shocks and Crashes 0 0 0 9 4 8 20 105
The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit 0 0 0 0 5 6 20 395
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 2 165 3 6 23 608
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia 0 0 0 113 3 4 13 388
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 2 2 12 237
The empirical risk-return relation: A factor analysis approach 1 2 2 420 3 9 21 1,112
The macroeconomic effects of government debt in a stochastic growth model 0 0 1 344 0 1 10 690
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 0 103 2 4 13 339
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 0 318 0 2 11 970
tay's as good as cay: Reply 0 0 0 62 3 5 10 221
Total Journal Articles 8 15 72 5,708 108 268 1,020 21,457

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 8 36 290
International Capital Flows and House Prices: Theory and Evidence 0 0 1 66 11 27 45 295
Shocks and Crashes 0 0 0 27 6 8 10 159
Total Chapters 0 0 3 178 20 43 91 744

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 5 6 12 641
Total Software Items 0 0 0 240 5 6 12 641

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Statistics updated 2026-05-06