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Sydney C. Ludvigson : Citation Profile

New York University (NYU)

32

H index

44

i10 index

7565

Citations

RESEARCH PRODUCTION:

27

Articles

67

Papers

3

Chapters

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 270
   Journals where Sydney C. Ludvigson has often published
   Relations with other researchers
   Recent citing documents: 376.    Total self citations: 46 (0.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu153
   Updated: 2025-03-22    RAS profile: 2023-03-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ma, Sai (4)

Bianchi, Francesco (3)

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 (192)

Sousa, Ricardo (64)

Wohar, Mark (50)

Pierdzioch, Christian (39)

Van Nieuwerburgh, Stijn (37)

Hoffmann, Mathias (35)

Marfe, Roberto (34)

Byrne, Joseph (31)

Cepni, Oguzhan (31)

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

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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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2025Is completeness necessary? Estimation in nonidentified linear models. (2020). Babii, Andrii ; FLORENS, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473.

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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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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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2024.

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2024.

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2024.

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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.

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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.

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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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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.

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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.

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2024.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2024.

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

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

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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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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2024Dividend based risk measures: A Markov chain approach. (2024). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:471:y:2024:i:c:s0096300324000833.

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2024Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704.

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2024Partisan conflict and corporate credit spreads: The role of political connection. (2024). Wang, Liyao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300175x.

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202470 years of US corporate profits. (2024). Barkai, Simcha ; Benzell, Seth G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000841.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2024Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Wang, KE ; Su, Zhi ; Lan, Minghui ; Liu, Lingxi ; Zhang, Yongji. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060.

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2024Energy transitions across household distributions in northern India. (2024). Nepal, Rabindra ; Best, Rohan ; Nibedita, Barsha. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1151-1163.

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2024The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Uncertainty, labour force participation and job search. (2024). Bilenkisi, Fikret. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001901.

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2024Regional market uncertainty and corporate investment. (2024). Zhang, Fan ; Song, Jeongseop. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001365.

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2024Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets. (2024). Chen, Weihua ; Mamon, Rogemar ; Zeng, Pingping ; Xiong, Heng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001463.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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2024Macroeconomic effects of political risk shocks. (2024). Haciolu-Hoke, Sinem. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003616.

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2024How to interpret consumer confidence shocks? State-level evidence. (2024). Yoo, Donghoon ; Choi, Sangyup ; Jeong, Jaehun. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004695.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. (2024). Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000472.

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2024Testing underidentification in linear models, with applications to dynamic panel and asset pricing models. (2024). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s030440762100097x.

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2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2024US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025.

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2024The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751.

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2024Uncertainty shocks, financial frictions, and business cycle asymmetries across countries. (2024). Chatterjee, Pratiti. In: European Economic Review. RePEc:eee:eecrev:v:162:y:2024:i:c:s001429212300274x.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024The pure benefit of risk in production: real options in general equilibrium. (2024). Mandler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124000461.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024The effect of actual and expected income shocks on mental wellbeing: Evidence from three East Asian countries during COVID-19. (2024). Ghasemi, Matina ; Cavoli, Tony ; Zamanzadeh, Akbar ; Rokni, Ladan. In: Economics & Human Biology. RePEc:eee:ehbiol:v:53:y:2024:i:c:s1570677x24000303.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Pantelous, Athanasios A ; Kallinterakis, Vasileios ; Hwang, Soosung ; Kontosakos, Vasileios E. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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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]		article1395
2013Measuring Uncertainty.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1395		paper
2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? In: American Economic Review.
[Full Text][Citation analysis]		article61
2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption In: American Economic Review.
[Full Text][Citation analysis]		article408
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: 408		paper
2004Consumer Confidence and Consumer Spending In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article326
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]		paper992
1999Consumption, aggregate wealth and expected stock returns.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 992		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]		paper70
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: 70		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.
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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.
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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]		paper232
2005The declining equity premium: what role does macroeconomic risk play?.(2005) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 232		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: 232		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: 232		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: 232		paper
2012An Estimation of Economic Models with Recursive Preferences In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper70
2013An estimation of economic models with recursive preferences.(2013) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		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: 70		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: 70		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: 70		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: 70		paper
2007An Estimation of Economic Models with Recursive Preferences.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 70		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 nother 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]		article293
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: 293		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: 293		paper
1996The macroeconomic effects of government debt in a stochastic growth model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article81
2007Housing, credit and consumer expenditure: commentary In: Proceedings - Economic Policy Symposium - Jackson Hole.
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1998Does consumer confidence forecast household expenditure? a sentiment index horse race In: Economic Policy Review.
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1997Does consumer confidence forecast household expenditure?: A sentiment index horse race.(1997) In: Research Paper.
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1999How important is the stock market effect on consumption? In: Economic Policy Review.
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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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