Sydney C. Ludvigson : Citation Profile

New York University (NYU)

33

H index

44

i10 index

7944

Citations

RESEARCH PRODUCTION:

27

Articles

68

Papers

3

Chapters

RESEARCH ACTIVITY:

   29 years (1996 - 2025). See details.
   Cites by year: 273
   Journals where Sydney C. Ludvigson has often published
   Relations with other researchers
   Recent citing documents: 623.    Total self citations: 46 (0.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu153
   Updated: 2026-01-10    RAS profile: 2025-04-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ma, Sai (5)

Bianchi, Francesco (4)

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 (199)

Sousa, Ricardo (68)

Wohar, Mark (52)

Pierdzioch, Christian (41)

Van Nieuwerburgh, Stijn (37)

Hoffmann, Mathias (35)

Marfe, Roberto (34)

Cepni, Oguzhan (34)

Byrne, Joseph (32)

Wang, Yudong (30)

Zhang, Lu (28)

Cites to:

Campbell, John (108)

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)

Lustig, Hanno (22)

Abel, Andrew (22)

Main data

Where Sydney C. Ludvigson has published?

Journals with more than one article published# docs
American Economic Review3
The Review of Financial Studies3
Economic Policy Review3
Journal of Financial Economics2
The Review of Economics and Statistics2
Journal of Monetary 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, Inc30
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
2004 Meeting Papers / Society for Economic Dynamics2
2006 Meeting Papers / Society for Economic Dynamics2

Recent works citing Sydney C. Ludvigson (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

Full description at Econpapers || Download paper

2024A Simple Explanation of Countercyclical Uncertainty. (2024). Throckmorton, Nathaniel ; Richter, Alexander ; Plante, Michael ; Bernstein, Joshua. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:16:y:2024:i:4:p:143-71.

Full description at Econpapers || Download paper

2025Business Sentiment of Japanese Companies and Wages in Thailand. (2025). Sakurai, Hiroaki. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356820.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

Full description at Econpapers || Download paper

2025Is completeness necessary? Estimation in nonidentified linear models. (2025). Babii, Andrii ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473.

Full description at Econpapers || Download paper

2025Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. (2021). Babii, Andrii ; Chen, XI ; Kumar, Rohit ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2010.08463.

Full description at Econpapers || Download paper

2025Deep Learning for Individual Heterogeneity. (2025). Misra, Sanjog ; Farrell, Max ; Liang, Tengyuan. In: Papers. RePEc:arx:papers:2010.14694.

Full description at Econpapers || Download paper

2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

Full description at Econpapers || Download paper

2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

Full description at Econpapers || Download paper

2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

Full description at Econpapers || Download paper

2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883.

Full description at Econpapers || Download paper

2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

Full description at Econpapers || Download paper

2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

Full description at Econpapers || Download paper

2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

Full description at Econpapers || Download paper

2024Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557.

Full description at Econpapers || Download paper

2024Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets. (2024). Jha, Ayush ; Shirvani, Abootaleb ; Fabozzi, Frank J ; Rachev, Svetlozar T. In: Papers. RePEc:arx:papers:2411.02804.

Full description at Econpapers || Download paper

2025Identification and Estimation of Simultaneous Equation Models Using Higher-Order Cumulant Restrictions. (2025). Jiang, Ziyu. In: Papers. RePEc:arx:papers:2501.06777.

Full description at Econpapers || Download paper

2025The E-Rule: A Novel Composite Indicator for Predicting Economic Recessions. (2025). Ebadi, Esmaeil. In: Papers. RePEc:arx:papers:2503.09839.

Full description at Econpapers || Download paper

2025Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

Full description at Econpapers || Download paper

2025Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2505.01921.

Full description at Econpapers || Download paper

2025Unemployment Dynamics Forecasting with Machine Learning Regression Models. (2025). Kim, Kyungsu. In: Papers. RePEc:arx:papers:2505.01933.

Full description at Econpapers || Download paper

2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

Full description at Econpapers || Download paper

2025Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation. (2025). Fabozzi, Frank J ; Rachev, Svetlozar T ; Jha, Ayush ; Shirvani, Abootaleb ; Jaffri, Ali. In: Papers. RePEc:arx:papers:2505.12198.

Full description at Econpapers || Download paper

2025Vague Knowledge: Evidence from Analyst Reports. (2025). Xiao, Kerry ; Zang, Amy. In: Papers. RePEc:arx:papers:2505.12269.

Full description at Econpapers || Download paper

2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

Full description at Econpapers || Download paper

2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

Full description at Econpapers || Download paper

2025Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206.

Full description at Econpapers || Download paper

2025Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766.

Full description at Econpapers || Download paper

2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

Full description at Econpapers || Download paper

2025Bias Correction in Factor-Augmented Regression Models with Weak Factors. (2025). Yamagata, Takashi ; Uematsu, Yoshimasa ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2509.02066.

Full description at Econpapers || Download paper

2025Causal mechanism and mediation analysis for macroeconomics dynamics: a bridge of Granger and Sims causality. (2025). Wang, Endong ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2509.05284.

Full description at Econpapers || Download paper

2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

Full description at Econpapers || Download paper

2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

Full description at Econpapers || Download paper

2025Wariness and Poverty Traps. (2025). Pham, Ngoc-Sang. In: Papers. RePEc:arx:papers:2510.14418.

Full description at Econpapers || Download paper

2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

Full description at Econpapers || Download paper

2025Control VAR: a counterfactual based approach to inference in macroeconomics. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23762.

Full description at Econpapers || Download paper

2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

Full description at Econpapers || Download paper

2025Corporate Earnings Calls and Analyst Beliefs. (2025). Matera, Giuseppe. In: Papers. RePEc:arx:papers:2511.15214.

Full description at Econpapers || Download paper

2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

Full description at Econpapers || Download paper

2024Inflation, Attention and Expectations. (2024). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: Working Papers. RePEc:bbh:wpaper:24-05.

Full description at Econpapers || Download paper

2024Down-payment requirements: Implications for portfolio choice and consumption. (2024). Karlman, Markus ; Balke, Kasper Kragh ; Kinnerud, Karin. In: Working Papers. RePEc:bbq:wpaper:0010.

Full description at Econpapers || Download paper

2024Winners and Losers from Property Taxation. (2024). Karlman, Markus ; Balke, Kasper Kragh ; Kinnerud, Karin. In: Working Papers. RePEc:bbq:wpaper:0011.

Full description at Econpapers || Download paper

2024Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09.

Full description at Econpapers || Download paper

2024COVID-19 and Supply Chain Disruptions: a novel perspective using a network of payments in Brazil. (2024). Silva, Thiago ; de Almeida, Carlos Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:595.

Full description at Econpapers || Download paper

2024COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil. (2024). Silva, Thiago ; Guerra, Solange Maria ; de Almeida, Carlos Eduardo ; Tabak, Benjamin Miranda. In: Working Papers Series. RePEc:bcb:wpaper:601.

Full description at Econpapers || Download paper

2025The Not So Quiet Revolution: signal and noise in central bank communication. (2025). Ferreira, Leonardo ; Garzeri, Caio ; Monteiro, Victor ; Lima, Antnio ; Guillen, Diogo. In: Working Papers Series. RePEc:bcb:wpaper:635.

Full description at Econpapers || Download paper

2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

Full description at Econpapers || Download paper

2024Types of consumer credit and bank distribution channels: insights from Italy. (2024). Affinito, Massimiliano ; Santorelli, Francesco ; Santioni, Raffaele ; Sabbi, Federica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_879_24.

Full description at Econpapers || Download paper

2024Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24.

Full description at Econpapers || Download paper

2024Consumption of households in Colombia: What do the retail trade indices tell us?. (2024). Florez, Luz ; Arango Thomas, Luis ; Marin, Johana N ; Posada, Carlos E. In: Borradores de Economia. RePEc:bdr:borrec:1275.

Full description at Econpapers || Download paper

2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

Full description at Econpapers || Download paper

2025Systemic Climate Risk. (2025). Jourde, Tristan ; Moreaux, Quentin. In: Working papers. RePEc:bfr:banfra:993.

Full description at Econpapers || Download paper

2024Inequality and the zero lower bound. (2024). Rachedi, Omar ; Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Marbet, Joel. In: BIS Working Papers. RePEc:bis:biswps:1160.

Full description at Econpapers || Download paper

2024House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212.

Full description at Econpapers || Download paper

2025Prediction of Consumer Confidence Index Using Machine Learning Techniques. (2025). Keerthy, P S ; Aluru, Sumera. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:67:p:487-497.

Full description at Econpapers || Download paper

2025Estimation and Forecasting of Russian Money Market Yield Curves. (2025). Magzhanov, Timur ; Fedorov, Dmitry ; Kartaev, Philipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:36-64.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Monetary policy communication shocks and the macroeconomy. (2025). Kolb, Benedikt ; Goodhead, Robert. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:173-198.

Full description at Econpapers || Download paper

2024The Janus model of money demand. (2024). McAdam, Peter ; Faria, Joo Ricardo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:20:y:2024:i:3:p:334-351.

Full description at Econpapers || Download paper

2024Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?. (2024). Cho, Dooyeon ; Rhee, Dongeun. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:35-60.

Full description at Econpapers || Download paper

2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

Full description at Econpapers || Download paper

2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

Full description at Econpapers || Download paper

2024Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753.

Full description at Econpapers || Download paper

2024Spending Less after (Seemingly) Bad News. (2024). Levi, Yaron ; Garmaise, Mark J ; Lustig, Hanno. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2429-2471.

Full description at Econpapers || Download paper

2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

Full description at Econpapers || Download paper

2024Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941.

Full description at Econpapers || Download paper

2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

Full description at Econpapers || Download paper

2024Global Demand and Supply Sentiment: Evidence From Earnings Calls. (2024). Ruch, Franz ; Taskin, Temel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:2:p:314-334.

Full description at Econpapers || Download paper

2024Durable goods and consumer behavior with liquidity constraints. (2024). Molina, José Alberto ; Gary, K K ; Kim, Youn H. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:1:p:155-193.

Full description at Econpapers || Download paper

2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

Full description at Econpapers || Download paper

2024The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China. (2024). Yu, Jun ; Chen, Chuanglian ; Zeng, Tao ; Liu, Xiaobin. In: Working Papers. RePEc:boa:wpaper:202421.

Full description at Econpapers || Download paper

2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

Full description at Econpapers || Download paper

2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

Full description at Econpapers || Download paper

2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

Full description at Econpapers || Download paper

2024Time-varying Investment Dynamics in the USA. (2024). Mendieta-Muñoz, Ivan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:18:n:1035.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Zampolli, F ; Turner, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519.

Full description at Econpapers || Download paper

2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25.

Full description at Econpapers || Download paper

2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

Full description at Econpapers || Download paper

2024Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters. (2024). Peersman, Gert ; Castelnuovo, Efrem ; Mori, Lorenzo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11140.

Full description at Econpapers || Download paper

2024Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects. (2024). Song, Dongho ; Fernandez-Villaverde, Jesus ; Mineyama, Tomohide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11192.

Full description at Econpapers || Download paper

2024Good Debt or Bad Debt?. (2024). Tamborini, Roberto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11503.

Full description at Econpapers || Download paper

2024Estimating the Macroeconomic Effects of Oil Supply News. (2024). Peersman, Gert ; Mori, Lorenzo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11532.

Full description at Econpapers || Download paper

2025Identifying Macroeconomic Shocks Using Firm-Level Data: Material Shortages in The German Manufacturing Sector. (2025). Zarges, Lara ; Fourn, Friederike. In: ifo Working Paper Series. RePEc:ces:ifowps:_418.

Full description at Econpapers || Download paper

2024UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva. In: Working Papers. RePEc:cii:cepidt:2024-09.

Full description at Econpapers || Download paper

2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

Full description at Econpapers || Download paper

2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Consumption Dynamics under Information Processing Constraints. (2024). Luo, Yulei. In: CEMA Working Papers. RePEc:cuf:wpaper:622.

Full description at Econpapers || Download paper

2024The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty. (2024). Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2072.

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]		article1521
2013Measuring Uncertainty.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1521		paper
2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review.
[Full Text][Citation analysis]		article63
2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption In: American Economic Review.
[Full Text][Citation analysis]		article414
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: 414		paper
2004Consumer Confidence and Consumer Spending In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article333
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]		paper40
2014Origins of Stock Market Fluctuations.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2014The Origins of Stock Market Fluctuations.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 40		paper
1999Consumption, Aggregate Wealth and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1017
1999Consumption, aggregate wealth and expected stock returns.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1017		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]		paper72
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: 72		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]		paper190
2005Expected returns and expected dividend growth.(2005) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 190		article
2003Expected Returns and Expected Dividend Growth.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 190		paper
2005Euler Equation Errors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2005Euler Equation Errors.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2005Euler Equation Errors.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2009Euler Equation Errors.(2009) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2005Euler Equation Errors.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2006The Declining Equity Premium: What Role Does Macroeconomic Risk Play? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper235
2005The declining equity premium: what role does macroeconomic risk play?.(2005) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 235		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: 235		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: 235		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: 235		paper
2012An Estimation of Economic Models with Recursive Preferences In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper71
2013An estimation of economic models with recursive preferences.(2013) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		article
2007An estimation of economic models with recursive preferences.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2013An estimation of economic models with recursive preferences.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2012An estimation of economic models with recursive preferences.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		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: 71		paper
2007An Estimation of Economic Models with Recursive Preferences.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 71		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]		article304
2005The Empirical Risk-Return Relation: A Factor Analysis Approach.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 304		paper
2006The Empirical Risk-Return Relation: a factor analysis approach.(2006) In: 2006 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 304		paper
1996The macroeconomic effects of government debt in a stochastic growth model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article82
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]		article188
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: 188		paper
1999How important is the stock market effect on consumption? In: Economic Policy Review.
[Full Text][Citation analysis]		article205
1998How important is the stock market effect on consumption?.(1998) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205		paper
2002Monetary policy transmission through the consumption-wealth channel In: Economic Policy Review.
[Full Text][Citation analysis]		article69
1996Consumption and credit: a model of time-varying liquidity constraints In: Research Paper.
[Full Text][Citation analysis]		paper141
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 nother version. Agregated cites: 141		article
1996The channel of monetary transmission to demand: evidence from the market for automobile credit In: Research Paper.
[Full Text][Citation analysis]		paper61
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 nother version. Agregated cites: 61		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]		paper78
1999Approximation Bias in Linearized Euler Equations.(1999) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2001Approximation Bias In Linearized Euler Equations.(2001) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		article
1997Elasticities of substitution in real business cycle models with home production In: Research Paper.
[Full Text][Citation analysis]		paper62
2000Elasticities of Substitution in Real Business Cycle Models with Home Production..(2000) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2001Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		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 nother version. Agregated cites: 62		article
1998Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2001A primer on the economics and time series econometrics of wealth effects: a comment In: Staff Reports.
[Full Text][Citation analysis]		paper14
1999Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying In: Staff Reports.
[Full Text][Citation analysis]		paper559
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 nother version. Agregated cites: 559		article
In: .
[Full Text][Citation analysis]		paper10
2009Land of addicts? an empirical investigation of habit-based asset pricing models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article127
2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
[Full Text][Citation analysis]		chapter80
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2013Shocks and Crashes In: NBER Chapters.
[Full Text][Citation analysis]		chapter40
2011Shocks and Crashes.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2014Shocks and Crashes.(2014) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		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]		paper75
2015Investor Information, Long-Run Risk, and the Term Structure of Equity.(2015) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		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]		paper314
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 nother version. Agregated cites: 314		paper
2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014Capital Share Risk in U.S. Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: NBER Working Papers.
[Full Text][Citation analysis]		paper489
2016Monetary Policy and Asset Valuation In: NBER Working Papers.
[Full Text][Citation analysis]		paper78
2017Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
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]		paper6
2019How the Wealth Was Won: Factor Shares as Market Fundamentals In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2020COVID-19 and The Macroeconomic Effects of Costly Disasters In: NBER Working Papers.
[Full Text][Citation analysis]		paper76
2020Belief Distortions and Macroeconomic Fluctuations In: NBER Working Papers.
[Full Text][Citation analysis]		paper38
2020What Explains the COVID-19 Stock Market? In: NBER Working Papers.
[Full Text][Citation analysis]		paper39
2022A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2024What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2025The Prestakes of Stock Market Investing In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2009Macro Factors in Bond Risk Premia In: The Review of Financial Studies.
[Full Text][Citation analysis]		article599
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. Last updated December, 22 2025. Contact: CitEc Team