Sydney C. Ludvigson : Citation Profile

Are you Sydney C. Ludvigson?

New York University (NYU)

31

H index

43

i10 index

6789

Citations

RESEARCH PRODUCTION:

27

Articles

65

Papers

3

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 261
   Journals where Sydney C. Ludvigson has often published
   Relations with other researchers
   Recent citing documents: 1091.    Total self citations: 46 (0.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu153
   Updated: 2023-08-19    RAS profile: 2016-09-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ma, Sai (4)

Ng, Serena (2)

Bianchi, Francesco (2)

Greenwald, Daniel (2)

Cox, Josue (2)

Lettau, Martin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sydney C. Ludvigson.

Is cited by:

GUPTA, RANGAN (164)

Sousa, Ricardo (64)

Wohar, Mark (50)

Van Nieuwerburgh, Stijn (36)

Hoffmann, Mathias (35)

Marfe, Roberto (34)

Byrne, Joseph (30)

Zhang, Lu (28)

Guo, Hui (26)

Pierdzioch, Christian (26)

Balcilar, Mehmet (26)

Cites to:

Campbell, John (106)

Lettau, Martin (52)

Hansen, Lars (35)

Cochrane, John (35)

Van Nieuwerburgh, Stijn (31)

French, Kenneth (31)

Constantinides, George (30)

Fama, Eugene (24)

Mankiw, N. Gregory (23)

Abel, Andrew (22)

Lustig, Hanno (22)

Main data

Where Sydney C. Ludvigson has published?

Journals with more than one article published# docs
Review of Financial Studies3
American Economic Review3
Economic Policy Review3
The Review of Economics and Statistics2
Journal of Monetary Economics2
Journal of Financial Economics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc28
CEPR Discussion Papers / C.E.P.R. Discussion Papers10
Research Paper / Federal Reserve Bank of New York7
Staff Reports / Federal Reserve Bank of New York3
2006 Meeting Papers / Society for Economic Dynamics2
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing Sydney C. Ludvigson (2022 and 2021)

YearTitle of citing document
2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

Full description at Econpapers || Download paper

2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

Full description at Econpapers || Download paper

2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

Full description at Econpapers || Download paper

2023Measuring stock market uncertainty. (2023). Dakey, Prasad Teja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:149-162.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Precautionary motives with multiple instruments. (2021). Peter, Richard ; Heinzel, Christoph. In: Working Papers. RePEc:ags:inrasl:316521.

Full description at Econpapers || Download paper

2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

Full description at Econpapers || Download paper

2022Financial Regulation, Interest Rate Responses, and Distributive Effects. (2022). Schabert, Andreas ; Rottger, Joost ; Loenser, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:143.

Full description at Econpapers || Download paper

2022The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161.

Full description at Econpapers || Download paper

2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

Full description at Econpapers || Download paper

2022News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

Full description at Econpapers || Download paper

2021Is completeness necessary? Estimation in nonidentified linear models. (2020). Babii, Andrii ; FLORENS, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473.

Full description at Econpapers || Download paper

2021How does monetary policy affect income inequality in Japan? Evidence from grouped data. (2018). Feldkircher, Martin ; Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:1803.08868.

Full description at Econpapers || Download paper

2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

Full description at Econpapers || Download paper

2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

Full description at Econpapers || Download paper

2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

Full description at Econpapers || Download paper

2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

Full description at Econpapers || Download paper

2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

Full description at Econpapers || Download paper

2021Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. (2020). Babii, Andrii ; Chen, XI ; Kumar, Rohit ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2010.08463.

Full description at Econpapers || Download paper

2021Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694.

Full description at Econpapers || Download paper

2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

Full description at Econpapers || Download paper

2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

Full description at Econpapers || Download paper

2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

Full description at Econpapers || Download paper

2021Deep Structural Estimation: With an Application to Option Pricing. (2021). Scheidegger, Simon ; Didisheim, Antoine ; Chen, Hui. In: Papers. RePEc:arx:papers:2102.09209.

Full description at Econpapers || Download paper

2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

Full description at Econpapers || Download paper

2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944.

Full description at Econpapers || Download paper

2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

Full description at Econpapers || Download paper

2022Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

Full description at Econpapers || Download paper

2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

Full description at Econpapers || Download paper

2022Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250.

Full description at Econpapers || Download paper

2021Uncertainty, volatility and the persistence norms of financial time series. (2021). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:2110.00098.

Full description at Econpapers || Download paper

2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

Full description at Econpapers || Download paper

2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

Full description at Econpapers || Download paper

2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

Full description at Econpapers || Download paper

2022Pandemic Recession and Helicopter Money: Venice, 1629--1631. (2022). Ugolini, Stefano ; Masciandaro, Donato ; Goodhart, Charles. In: Papers. RePEc:arx:papers:2201.07181.

Full description at Econpapers || Download paper

2022Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473.

Full description at Econpapers || Download paper

2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

Full description at Econpapers || Download paper

2022Weighted-average quantile regression. (2022). Chetverikov, Denis ; Tsyvinski, Aleh ; Liu, Yukun. In: Papers. RePEc:arx:papers:2203.03032.

Full description at Econpapers || Download paper

2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

Full description at Econpapers || Download paper

2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

Full description at Econpapers || Download paper

2022Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach. (2022). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2207.07578.

Full description at Econpapers || Download paper

2022A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

Full description at Econpapers || Download paper

2023Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves. (2023). Wang, Weichen ; Liao, Yuan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2301.00092.

Full description at Econpapers || Download paper

2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

Full description at Econpapers || Download paper

2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

Full description at Econpapers || Download paper

2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

Full description at Econpapers || Download paper

2023The Effects of the Pandemic on Market Power and Profitability. (2023). Ramirez-Cuellar, Jaime ; Espinosa-Torres, Juan Andres. In: Papers. RePEc:arx:papers:2303.08765.

Full description at Econpapers || Download paper

2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

Full description at Econpapers || Download paper

2023Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823.

Full description at Econpapers || Download paper

2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Inflation, Inflation Instability and Nominal Uncertainty in Bulgarian Economy. (2022). Georgieva, Sonya ; Tsvetkov, Tsvetomir. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:8:p:41-64.

Full description at Econpapers || Download paper

2021Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko.

Full description at Econpapers || Download paper

2022The macroeconomic cost of climate volatility. (2022). Mumtaz, Haroon ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:2202.

Full description at Econpapers || Download paper

2022Expectation-Driven Term Structure of Equity and Bond Yields. (2022). Zhao, Guihai ; Zeng, Ming. In: Staff Working Papers. RePEc:bca:bocawp:22-21.

Full description at Econpapers || Download paper

2022House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data. (2022). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: Staff Working Papers. RePEc:bca:bocawp:22-39.

Full description at Econpapers || Download paper

2023We Didn’t Start the Fire: Effects of a Natural Disaster on Consumers’ Financial Distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Staff Working Papers. RePEc:bca:bocawp:23-15.

Full description at Econpapers || Download paper

2023Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19.

Full description at Econpapers || Download paper

2023Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:23-4.

Full description at Econpapers || Download paper

2021Time variation in lifecycle consumption and income.. (2021). st Aubyn, Carolyn ; Basso, Henrique S ; Aksoy, Yunus. In: Working Papers. RePEc:bde:wpaper:2111.

Full description at Econpapers || Download paper

2021Revisiting the Case for a Fiscal Union: the Federal Fiscal Channel of Downside-Risk Sharing in the United States. (2021). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1351_21.

Full description at Econpapers || Download paper

2022Inequality, Income Dynamics, and Transitions of Mexican Workers. (2022). David, Jaume ; Jose, Inguanzo ; Leon, Fernandez ; Alfonso, Cebreros ; Mariana, Calderon ; Daniela, Puggioni. In: Working Papers. RePEc:bdm:wpaper:2022-14.

Full description at Econpapers || Download paper

2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

Full description at Econpapers || Download paper

2021Borrower versus Ban Channels in Lending: Experimental- and Administrative-Based Evidence. (2021). Sette, Enrico ; Peydro, Jose-Luis ; Michelangeli, Valentina. In: Working Papers. RePEc:bge:wpaper:1307.

Full description at Econpapers || Download paper

2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

Full description at Econpapers || Download paper

2021Monetary-Fiscal Crosswinds in the European Monetary Union. (2021). Ricco, Giovanni ; Reichlin, Lucrezia ; Tarbe, Matthieu. In: BIS Working Papers. RePEc:bis:biswps:940.

Full description at Econpapers || Download paper

2021The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF. (2021). Zakrajek, Egon ; Yue, Vivian Z ; Wei, Bin ; Gilchrist, Simon. In: BIS Working Papers. RePEc:bis:biswps:963.

Full description at Econpapers || Download paper

2021Indebted Demand. (2021). Mian, Atif ; Sufi, Amir ; Straub, Ludwig. In: BIS Working Papers. RePEc:bis:biswps:968.

Full description at Econpapers || Download paper

2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

Full description at Econpapers || Download paper

2022Macroeconomic Forecasting Using Data from Social Media. (2022). Shulyak, Elena. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:4:p:86-112.

Full description at Econpapers || Download paper

2021Momentum, Reversals, and Business Cycle Turning Points. (2021). Xiao, Yuchao ; Min, Byoungkyu. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:4:p:679-708.

Full description at Econpapers || Download paper

2021The effect of increasing retirement age on consumption in China. (2021). Cao, Zhan ; Tang, Yizhou. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:136-150.

Full description at Econpapers || Download paper

2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

Full description at Econpapers || Download paper

2021Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model. (2021). Kundu, Srikanta ; Sarkar, Kaustav Kanti ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:469-493.

Full description at Econpapers || Download paper

2022Policy uncertainty and income distribution: Asymmetric evidence from state?level data in the United States. (2022). Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen ; Hasanzade, Mehrnoosh. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:179-220.

Full description at Econpapers || Download paper

2022Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837.

Full description at Econpapers || Download paper

2021COVID?19 and food processing in Canada. (2021). Hailu, Getu. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:2:p:177-187.

Full description at Econpapers || Download paper

2021Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128.

Full description at Econpapers || Download paper

2021Asymmetric effects of sectoral shifts under low and high uncertainty. (2021). Berg, Kimberly ; Vu, Nam T. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1149-1171.

Full description at Econpapers || Download paper

2022Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793.

Full description at Econpapers || Download paper

2022Historical evidence for larger government spending multipliers in uncertain times than in slumps. (2022). Goemans, Pascal. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1164-1185.

Full description at Econpapers || Download paper

2021Life with habit and expectation: A new explanation of equity premium puzzle. (2021). Cover, James ; Zhuang, Boyi. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12174.

Full description at Econpapers || Download paper

2021Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12179.

Full description at Econpapers || Download paper

2022Is the value effect due to M&A deals? Evidence from the Italian stock market. (2022). Roma, Antonio. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12194.

Full description at Econpapers || Download paper

2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

Full description at Econpapers || Download paper

2023Exponential growth bias in the prediction of COVID?19 spread and economic expectation. (2023). Banerjee, Ritwik ; Majumdar, Priyama. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:653-689.

Full description at Econpapers || Download paper

2023The stock market and NO2 emissions effects of COVID?19 around the world. (2023). Klose, Jens ; Tillmann, Peter. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:2:p:556-594.

Full description at Econpapers || Download paper

2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

Full description at Econpapers || Download paper

2021Sentiment?scaled CAPM and market mispricing. (2021). Han, Xiao ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:208-243.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and momentum. (2021). Wu, Yangru ; Sun, Minxing ; Gu, Ming ; Xu, Weike. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:237-259.

Full description at Econpapers || Download paper

2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

Full description at Econpapers || Download paper

2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

Full description at Econpapers || Download paper

2022The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178.

Full description at Econpapers || Download paper

2022Board monitoring and advising trade?offs amidst economic policy uncertainty. (2022). Zhang, Rong Rong ; Pham, Duong T ; Frye, Melissa B. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:5-26.

Full description at Econpapers || Download paper

2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

Full description at Econpapers || Download paper

2022Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Sydney C. Ludvigson:

YearTitleTypeCited
2015Measuring Uncertainty In: American Economic Review.
[Full Text][Citation analysis]		article1132
2013Measuring Uncertainty.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1132		paper
2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review.
[Full Text][Citation analysis]		article58
2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption In: American Economic Review.
[Full Text][Citation analysis]		article396
2003Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 396		paper
2004Consumer Confidence and Consumer Spending In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article299
2015Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Origins of Stock Market Fluctuations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper38
2014Origins of Stock Market Fluctuations.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2014The Origins of Stock Market Fluctuations.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 38		paper
1999Consumption, Aggregate Wealth and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper949
1999Consumption, aggregate wealth and expected stock returns.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 949		paper
2001Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper67
2002Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment.(2002) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		article
2001Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2001Measuring and Modelling Variation in the Risk-Return Trade-off In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2002Expected Returns and Expected Dividend Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper179
2005Expected returns and expected dividend growth.(2005) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 179		article
2003Expected Returns and Expected Dividend Growth.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 179		paper
2005Euler Equation Errors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2005Euler Equation Errors.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2005Euler Equation Errors.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2009Euler Equation Errors.(2009) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2005Euler Equation Errors.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2006The Declining Equity Premium: What Role Does Macroeconomic Risk Play? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper220
2005The declining equity premium: what role does macroeconomic risk play?.(2005) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 220		article
2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 220		paper
2008The Declining Equity Premium: What Role Does Macroeconomic Risk Play?.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 220		article
2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 220		paper
2012An Estimation of Economic Models with Recursive Preferences In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper59
2013An estimation of economic models with recursive preferences.(2013) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		article
2007An estimation of economic models with recursive preferences.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2013An estimation of economic models with recursive preferences.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2012An estimation of economic models with recursive preferences.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2011An Estimation of Economic Models with Recursive Preferences.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2007An Estimation of Economic Models with Recursive Preferences.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 59		paper
2004An Empirical Investigation of Habit-Based Asset Pricing Models In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper17
2013Advances in Consumption-Based Asset Pricing: Empirical Tests In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter48
2011Advances in Consumption-Based Asset Pricing: Empirical Tests.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2005tays as good as cay: Reply In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2007The empirical risk-return relation: A factor analysis approach In: Journal of Financial Economics.
[Full Text][Citation analysis]		article272
2005The Empirical Risk-Return Relation: A Factor Analysis Approach.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 272		paper
2006The Empirical Risk-Return Relation: a factor analysis approach.(2006) In: 2006 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 272		paper
1996The macroeconomic effects of government debt in a stochastic growth model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article72
2007Housing, credit and consumer expenditure: commentary In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]		article0
1998Does consumer confidence forecast household expenditure? a sentiment index horse race In: Economic Policy Review.
[Full Text][Citation analysis]		article175
1997Does consumer confidence forecast household expenditure?: A sentiment index horse race.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175		paper
1999How important is the stock market effect on consumption? In: Economic Policy Review.
[Full Text][Citation analysis]		article202
1998How important is the stock market effect on consumption?.(1998) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 202		paper
2002Monetary policy transmission through the consumption-wealth channel In: Economic Policy Review.
[Full Text][Citation analysis]		article67
1996Consumption and credit: a model of time-varying liquidity constraints In: Research Paper.
[Full Text][Citation analysis]		paper134
1999Consumption And Credit: A Model Of Time-Varying Liquidity Constraints.(1999) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 134		article
1996The channel of monetary transmission to demand: evidence from the market for automobile credit In: Research Paper.
[Full Text][Citation analysis]		paper55
1998The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit..(1998) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 55		article
1996Consumer sentiment and household expenditure: reevaluating the forecasting equations In: Research Paper.
[Full Text][Citation analysis]		paper3
1997Approximation bias in linearized Euler equations In: Research Paper.
[Full Text][Citation analysis]		paper72
1999Approximation Bias in Linearized Euler Equations.(1999) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		paper
2001Approximation Bias In Linearized Euler Equations.(2001) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		article
1997Elasticities of substitution in real business cycle models with home production In: Research Paper.
[Full Text][Citation analysis]		paper63
2000Elasticities of Substitution in Real Business Cycle Models with Home Production.(2000) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2001Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2001Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 63		article
1998Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2001A primer on the economics and time series econometrics of wealth effects: a comment In: Staff Reports.
[Full Text][Citation analysis]		paper10
1999Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying In: Staff Reports.
[Full Text][Citation analysis]		paper523
2001Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying.(2001) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 523		article
2009Land of addicts? an empirical investigation of habit-based asset pricing models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article120
2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
[Full Text][Citation analysis]		chapter78
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
2013Shocks and Crashes In: NBER Chapters.
[Full Text][Citation analysis]		chapter39
2011Shocks and Crashes.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2014Shocks and Crashes.(2014) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		article
2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2007Investor Information, Long-Run Risk, and the Term Structure of Equity In: NBER Working Papers.
[Full Text][Citation analysis]		paper69
2015Investor Information, Long-Run Risk, and the Term Structure of Equity.(2015) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		article
2009A Factor Analysis of Bond Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]		paper269
2010The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 269		paper
2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2014Capital Share Risk in U.S. Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: NBER Working Papers.
[Full Text][Citation analysis]		paper262
2016Monetary Policy and Asset Valuation In: NBER Working Papers.
[Full Text][Citation analysis]		paper37
2017Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2018Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2018Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2019How the Wealth Was Won: Factors Shares as Market Fundamentals In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2020COVID-19 and The Macroeconomic Effects of Costly Disasters In: NBER Working Papers.
[Full Text][Citation analysis]		paper67
2020Belief Distortions and Macroeconomic Fluctuations In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2020What Explains the COVID-19 Stock Market? In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2022Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2009Macro Factors in Bond Risk Premia In: Review of Financial Studies.
[Full Text][Citation analysis]		article523
2008The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia In: EconomicDynamics Newsletter.
[Full Text][Citation analysis]		article0
2006Investor Information, Long-Run Risk, and the Duration fo Risky Assets In: 2006 Meeting Papers.
[Full Text][Citation analysis]		paper10

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team