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List of works by Sydney C. Ludvigson

A Factor Analysis of Bond Risk Premia

scientific article published in July 2009

Advances in Consumption-Based Asset Pricing: Empirical Tests

scientific article published in February 2011

An Estimation of Economic Models with Recursive Preferences

scientific article published in June 2011

Approximation Bias in Linearized Euler Equations

scientific article published in March 1999

Belief Distortions and Macroeconomic Fluctuations

scientific article published in June 2020

COVID-19 and The Macroeconomic Effects of Costly Disasters

scientific article published in April 2020

Capital Share Risk in U.S. Asset Pricing

scientific article published in December 2014

Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?

scientific article published in December 2018

Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both?

Elasticities of Substitution in Real Business Cycle Models with Home Production

scientific article published in October 1998

Euler Equation Errors

Expected Returns and Expected Dividend Growth

scientific article published in April 2003

Foreign Ownership of U.S. Safe Assets: Good or Bad?

scientific article published in February 2014

How the Wealth Was Won: Factors Shares as Market Fundamentals

scientific article published in April 2019

International Capital Flows and House Prices: Theory and Evidence

scientific article published in January 2012

Investor Information, Long-Run Risk, and the Term Structure of Equity

scientific article published in February 2007

Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior

scientific article published in May 2004

Measuring Uncertainty

scientific article published in September 2013

Monetary Policy and Asset Valuation

scientific article published in August 2016

Origins of Stock Market Fluctuations

scientific article published in January 2014

Shock Restricted Structural Vector-Autoregressions

scientific article published in March 2017

Shocks and Crashes

scientific article published in April 2011

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

The Empirical Risk-Return Relation: A Factor Analysis Approach

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

scientific article published in May 2010

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

scientific article published in December 2015

Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

scientific article published in July 2003

What Explains the COVID-19 Stock Market?

scientific article published in September 2020