Sydney C. Ludvigson : Citation Profile

Are you Sydney C. Ludvigson?

New York University (NYU)

32

H index

43

i10 index

7378

Citations

RESEARCH PRODUCTION:

27

Articles

66

Papers

3

Chapters

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 263
   Journals where Sydney C. Ludvigson has often published
   Relations with other researchers
   Recent citing documents: 661.    Total self citations: 46 (0.62 %)

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   Permalink: http://citec.repec.org/plu153
   Updated: 2024-12-03    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Ma, Sai (4)

Bianchi, Francesco (3)

Greenwald, Daniel (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 (187)

Sousa, Ricardo (64)

Wohar, Mark (50)

Pierdzioch, Christian (37)

Van Nieuwerburgh, Stijn (36)

Hoffmann, Mathias (35)

Marfe, Roberto (34)

Byrne, Joseph (30)

Wang, Yudong (29)

Cepni, Oguzhan (28)

Zhang, Lu (28)

Cites to:

Campbell, John (107)

Lettau, Martin (52)

Hansen, Lars (36)

Cochrane, John (35)

French, Kenneth (32)

Van Nieuwerburgh, Stijn (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
Economic Policy Review3
American Economic Review3
The Review of Financial Studies3
The Review of Economics and Statistics2
Journal of Money, Credit and Banking2
Journal of Monetary Economics2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc29
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 (2024 and 2023)

YearTitle of citing document
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.

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2023ACE—Analytic Climate Economy. (2023). Traeger, Christian P. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:15:y:2023:i:3:p:372-406.

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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.

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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.

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2024The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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2024Army of Mortgagors: Long-Run Evidence on Credit Externalities and the Housing Market. (2024). Saidi, Farzad ; Kuhn, Moritz ; Herbst, Tobias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:293.

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

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2024Theory 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.

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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.

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

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

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

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

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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.

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

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

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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.

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2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

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2023New News is Bad News. (2023). Qin, Jimmy ; Mamaysky, Harry ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2309.05560.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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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.

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

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

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2023The Macroeconomic Effects of Debt Relief Policies During Recessions. (2023). Lee, Soyoung. In: Staff Working Papers. RePEc:bca:bocawp:23-48.

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2023The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23.

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2023Growth at Risk and Uncertainty: Evidence from Mexico. (2023). Alejandro, Trujillo ; Alfredo, Salgado. In: Working Papers. RePEc:bdm:wpaper:2023-08.

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2023The Covid-19 Pandemic and the Productivity Paradox. (2023). Mefford, Robert N. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:7:y:2023:i:1:p:11-18.

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2023Estimation of Economic Policy Uncertainty. (2023). Trunin, Pavel ; Petrova, Diana. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:48-61.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

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2023Firm?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.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Sentiments and spending intentions: Evidence from Florida. (2024). Walsh, Anita N ; Sandoval, Hector H. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1046-1073.

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2023EURQ: 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.

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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.

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2023Uncertainty and corporate investments in response to the Feds dual shocks. (2023). Menassa, Elie ; Adra, Samer. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:463-484.

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2023The price impact of analyst revisions and the state of the economy: Evidence around the world. (2023). Su, Chen. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:887-930.

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2024A literature review of the economics of COVID?19. (2021). Brodeur, Abel ; Islam, Anik ; Gray, David ; Bhuiyan, Suraiya. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:4:p:1007-1044.

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2023Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2024Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023Inference in Misspecified GARCH?M Models. (2022). Smallwood, Aaron D. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:334-355.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023Second?home buying and the housing boom and bust. (2022). Garcia, Daniel I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:33-58.

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2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2023The nexus between health expenditure, life expectancy, and economic growth: ARDL model analysis for Kenya. (2023). Alwago, Wycliffe Obwori. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:1064-1085.

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2023Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023Peering into a crystal ball: Forecasting behavior and industry foresight. (2023). Wilde, Daniel ; Kapoor, Rahul. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:3:p:704-736.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Expected, unexpected, good and bad aggregate uncertainty. (2023). Uribe, Jorge ; Chuliá, Helena ; Helena, Chulia. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:265-284:n:7.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Consumer Confidence and Household Investment. (2019). Rouillard, Jean-François ; Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:19-06.

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2023Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

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2023Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis. (2023). Piccillo, Giulia ; Poonpakdee, Poramapa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10646.

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2023Households’ Response to the Wealth Effects of Inflation. (2023). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10648.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2023Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Born, Benjamin. In: ifo Working Paper Series. RePEc:ces:ifowps:_400.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

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2023Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307.

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2023.

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2024Good Will Hunting: Do Disasters Make Us More Charitable?. (2024). Cevik, Serhan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:cevik.

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2023Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057.

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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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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]		article1338
2013Measuring Uncertainty.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1338		paper
2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review.
[Full Text][Citation analysis]		article60
2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption In: American Economic Review.
[Full Text][Citation analysis]		article405
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 nother version. Agregated cites: 405		paper
2004Consumer Confidence and Consumer Spending In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article318
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]		paper39
2014Origins of Stock Market Fluctuations.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 39		paper
2014The Origins of Stock Market Fluctuations.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 39		paper
1999Consumption, Aggregate Wealth and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper986
1999Consumption, aggregate wealth and expected stock returns.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 986		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]		paper68
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 nother version. Agregated cites: 68		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]		paper186
2005Expected returns and expected dividend growth.(2005) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 186		article
2003Expected Returns and Expected Dividend Growth.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 186		paper
2005Euler Equation Errors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper32
2005Euler Equation Errors.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2005Euler Equation Errors.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2009Euler Equation Errors.(2009) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2005Euler Equation Errors.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2006The Declining Equity Premium: What Role Does Macroeconomic Risk Play? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper229
2005The declining equity premium: what role does macroeconomic risk play?.(2005) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 229		article
2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 229		paper
2008The Declining Equity Premium: What Role Does Macroeconomic Risk Play?.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 229		article
2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 229		paper
2012An Estimation of Economic Models with Recursive Preferences In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper68
2013An estimation of economic models with recursive preferences.(2013) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 68		article
2007An estimation of economic models with recursive preferences.(2007) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 68		paper
2013An estimation of economic models with recursive preferences.(2013) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 68		paper
2012An estimation of economic models with recursive preferences.(2012) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 68		paper
2011An Estimation of Economic Models with Recursive Preferences.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2007An Estimation of Economic Models with Recursive Preferences.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 68		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]		chapter49
2011Advances in Consumption-Based Asset Pricing: Empirical Tests.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		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]		article290
2005The Empirical Risk-Return Relation: A Factor Analysis Approach.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 290		paper
2006The Empirical Risk-Return Relation: a factor analysis approach.(2006) In: 2006 Meeting Papers.
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This paper has nother version. Agregated cites: 290		paper
1996The macroeconomic effects of government debt in a stochastic growth model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article73
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]		article176
1997Does consumer confidence forecast household expenditure?: A sentiment index horse race.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176		paper
1999How important is the stock market effect on consumption? In: Economic Policy Review.
[Full Text][Citation analysis]		article204
1998How important is the stock market effect on consumption?.(1998) In: Research Paper.
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2002Monetary policy transmission through the consumption-wealth channel In: Economic Policy Review.
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1996Consumption and credit: a model of time-varying liquidity constraints In: Research Paper.
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1999Consumption And Credit: A Model Of Time-Varying Liquidity Constraints.(1999) In: The Review of Economics and Statistics.
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1996The channel of monetary transmission to demand: evidence from the market for automobile credit In: Research Paper.
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1998The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit..(1998) In: Journal of Money, Credit and Banking.
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1996Consumer sentiment and household expenditure: reevaluating the forecasting equations In: Research Paper.
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1997Approximation bias in linearized Euler equations In: Research Paper.
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1999Approximation Bias in Linearized Euler Equations.(1999) In: NBER Technical Working Papers.
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2001Approximation Bias In Linearized Euler Equations.(2001) In: The Review of Economics and Statistics.
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1997Elasticities of substitution in real business cycle models with home production In: Research Paper.
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2000Elasticities of Substitution in Real Business Cycle Models with Home Production.(2000) In: Harvard Institute of Economic Research Working Papers.
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2001Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles.
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2001Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking.
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1998Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers.
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2001A primer on the economics and time series econometrics of wealth effects: a comment In: Staff Reports.
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1999Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying In: Staff Reports.
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2001Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying.(2001) In: Journal of Political Economy.
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2009Land of addicts? an empirical investigation of habit-based asset pricing models In: Journal of Applied Econometrics.
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2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models.(2004) In: 2004 Meeting Papers.
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2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
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2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
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2013Shocks and Crashes In: NBER Chapters.
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2011Shocks and Crashes.(2011) In: NBER Working Papers.
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2014Shocks and Crashes.(2014) In: NBER Macroeconomics Annual.
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2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior In: NBER Working Papers.
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2007Investor Information, Long-Run Risk, and the Term Structure of Equity In: NBER Working Papers.
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2015Investor Information, Long-Run Risk, and the Term Structure of Equity.(2015) In: The Review of Financial Studies.
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2009A Factor Analysis of Bond Risk Premia In: NBER Working Papers.
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2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
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2010The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium.(2010) In: 2010 Meeting Papers.
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2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
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2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
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2014Capital Share Risk in U.S. Asset Pricing In: NBER Working Papers.
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2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: NBER Working Papers.
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2016Monetary Policy and Asset Valuation In: NBER Working Papers.
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2017Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers.
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2018Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? In: NBER Working Papers.
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2018Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? In: NBER Working Papers.
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2019How the Wealth Was Won: Factor Shares as Market Fundamentals In: NBER Working Papers.
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2020COVID-19 and The Macroeconomic Effects of Costly Disasters In: NBER Working Papers.
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2020Belief Distortions and Macroeconomic Fluctuations In: NBER Working Papers.
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2020What Explains the COVID-19 Stock Market? In: NBER Working Papers.
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2022Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach In: NBER Working Papers.
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2024What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market In: NBER Working Papers.
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2009Macro Factors in Bond Risk Premia In: The Review of Financial Studies.
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2008The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia In: EconomicDynamics Newsletter.
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2006Investor Information, Long-Run Risk, and the Duration fo Risky Assets In: 2006 Meeting Papers.
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