Sydney C. Ludvigson | Academic Influence

Sydney C. Ludvigson's AcademicInfluence.com Rankings

Sydney C. Ludvigson

Economics

#1483

World Rank

#1711

Historical Rank

Macroeconomics

#241

World Rank

#255

Historical Rank

economics Degrees

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Economics

Sydney C. Ludvigson's Degrees

Bachelors Economics University of California, Berkeley

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Why Is Sydney C. Ludvigson Influential?

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According to Wikipedia, Sydney C. Ludvigson is an economist and the Julius Silver, Roslyn S. Silver, and Enid Silver Winslow Professor of Economics at New York University. Since 2017, she serves as chair of NYU's economics department.

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Sydney C. Ludvigson's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Consumption, Aggregate Wealth and Expected Stock Returns (1999) (1960)
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001) (1242)
Macro Factors in Bond Risk Premia (2005) (988)
Consumer Confidence and Consumer Spending (2004) (654)
The Empirical Risk-Return Relation: A Factor Analysis Approach (2005) (611)
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2003) (586)
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium (2010) (534)
Expected Returns and Expected Dividend Growth (2002) (441)
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015) (394)
Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia Wre Time-Varying (1999) (387)
How Important is the Stock Market Effect on Consumption? (1999) (378)
Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race (1998) (353)
Measuring and Modelling Variation in the Risk-Return Trade-Off (2001) (308)
Consumption and Credit: A Model of Time-Varying Liquidity Constraints (1999) (265)
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models (2004) (238)
A Factor Analysis of Bond Risk Premia (2009) (179)
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment (2001) (175)
Monetary Policy Transmission through the Consumption-Wealth Channel (2005) (155)
The macroeconomic effects of government debt in a stochastic growth model (1996) (150)
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium (2017) (148)
Advances in Consumption-Based Asset Pricing: Empirical Tests (2011) (139)
Covid-19 and the Macroeconomic Effects of Costly Disasters (2020) (137)
An Estimation of Economic Models with Recursive Preferences (2011) (133)
Measuring and modeling varia-tion in the risk-return tradeoff (2005) (133)
Investor Information, Long-Run Risk, and the Term Structure of Equity (2007) (125)
International Capital Flows and House Prices: Theory and Evidence (2012) (116)
The channel of monetary transmission to demand: evidence from the market for automobile credit (1998) (93)
Does buffer-stock saving explain the smoothness and excess sensitivity of consumption? (2001) (90)
Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows (2006) (86)
Elasticities of Substitution in Real Business Cycle Models with Home Production (1998) (75)
Euler Equation Errors (2005) (69)
Measuring Uncertainty (2013) (68)
Understanding Trend and Cycle in Asset Values (2000) (65)
What Explains the Covid-19 Stock Market? (2020) (65)
Origins of Stock Market Fluctuations (2014) (64)
Monetary Policy and Asset Valuation (2016) (58)
How the Wealth Was Won: Factors Shares as Market Fundamentals (2019) (52)
Monetary Policy Transmission through the Consumption-Wealth Channel. (Session 2: The Macroeconomic Environment) (2002) (51)
Shocks and Crashes (2011) (45)
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior (2004) (44)
Capital Share Risk in U.S. Asset Pricing (2014) (43)
Shock Restricted Structural Vector-Autoregressions (2017) (42)
tay's as good as cay: Reply (2005) (40)
Can Buffer Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? (2000) (34)
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption (2001) (29)
Belief Distortions and Macroeconomic Fluctuations (2020) (28)
A Primer on the Economics and Time Series Econometrics of Wealth Effects: A Comment (2001) (28)
Characteristics of Mutual Fund Portfolios: Where are the Value Funds? (2018) (23)
Review Article: Perspectives on the Future of Asset Pricing (2021) (23)
Foreign Ownership of U.S. Safe Assets: Good or Bad? (2014) (18)
Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? (2018) (18)
Measuring Uncertainty: Supplementary Material (2015) (14)
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing (2015) (13)
Appendix for 2014 Update of "Measuring Uncertainty" Data (2014) (9)
COVID-19 and the Costs of Deadly Disasters (2021) (9)
Monetary Policy and Asset Valuation: Evidence from a Markov-Switching Cay (2016) (9)
International Capital Flows and House Prices (2013) (8)
Drivers of the great housing boom‐bust: Credit conditions, beliefs, or both? (2019) (8)
Consumer sentiment and household expenditure: reevaluating the forecasting equations (1996) (7)
An Estimation of Economic Models with Recursive (2007) (5)
Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia are Time-Varying (1999) (5)
Investor Information, Long-Run Risk, and the Duration fo Risky Assets (2006) (3)
Commentary : Housing , Credit and Consumer Expenditure (2008) (2)
An Empirical Investigation of Habit-Based Asset Pricing Models (2004) (2)
An algorithm to solve heterogenous agent models with aggregate uncertainty (2007) (2)
Capital Share Risk in U.S. Stock Pricing (2014) (2)
Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach (2022) (2)
Comments on: “Pseudo-True SDFs in Conditional Asset Pricing Models” by B. Antoine, K. Proulx, and E. Renault (2018) (1)
WORKING PAPER SERIES COVID 19 AND THE MACROECONOMIC E ¤ ECTS OF COSTLY DISASTERS (2020) (1)
Time-varying riskpremia and the cost of capital: An alternative implication of the Q theory (2002) (1)
Can We Explain the Consumption Excesses Yet? Aggregate Consumption Implications of Bu er Stock Saving Behavior (1998) (1)
Forecasting Stock Returns: New Out-of-Sample Evidence (2000) (1)
INSTRUMENTAL VARIABLE ESTIMATION BY ITERATIVE PROJECTIONS (2016) (1)
Housing, credit and consumer expenditure: commentary (2007) (1)
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models (2018) (0)
Technical Appendix for Macro Factors in Bond Risk Premia (2009) (0)
Replication data for: Measuring Uncertainty (2014) (0)
tay ’ s as good as cay : Reply 1 (2005) (0)
Executive Summary 2012 FAS Gender Equity Committee Report (2012) (0)
Summary of Floor Discussion (1997) (0)
Asia Crisis Postmortem: Where Did the Money Go and Did the United States Benefit? (2000) (0)
The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia (2008) (0)
Code and data files for "Euler Equation Errors" (2008) (0)
Internet Appendix for “Monetary Policy and Asset Valuation” (2021) (0)
WORKING PAPER SERIES BELIEF DISTORTIONS AND MACROECONOMIC FLUCTUATIONS (2020) (0)
Requiem of a Housing Boom and Bust (2018) (0)
Appropriate Country Weights for Inflation 11 Targeting in the European Monetary (2002) (0)
Theory and Evidence (2015) (0)
SERIES BELIEF DISTORTIONS AND MACROECONOMIC FLUCTUATIONS (2020) (0)
Glamour vs . Value : The Real Story April (2004) (0)

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What Schools Are Affiliated With Sydney C. Ludvigson?

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