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SYDNEYLUDVIGSON.COM

Sydney C. Ludvigson, Professor of Economics at New York University and NBER

Sydney C. Ludvigson  William R. Berkley Term Professor of Economics Department of Economics New York University 19 W. 4th Street, 6th floor New York, NY 10012 sydney.ludvigson@nyu.edu Phone: (212) 998 8927   Fax: (212) 995 4186

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Sydney C. Ludvigson, Professor of Economics at New York University and NBER | sydneyludvigson.com Reviews
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Sydney C. Ludvigson  William R. Berkley Term Professor of Economics Department of Economics New York University 19 W. 4th Street, 6th floor New York, NY 10012 sydney.ludvigson@nyu.edu Phone: (212) 998 8927   Fax: (212) 995 4186
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1 curriculum vitae
2 working papers
3 publications
4 data and appendixes
5 affect
6 menu
7 wells blog
8 latest posts
9 tweets
10 coupons
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curriculum vitae,working papers,publications,data and appendixes,affect,menu,wells blog,latest posts,tweets
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Sydney C. Ludvigson, Professor of Economics at New York University and NBER | sydneyludvigson.com Reviews

https://sydneyludvigson.com

Sydney C. Ludvigson  William R. Berkley Term Professor of Economics Department of Economics New York University 19 W. 4th Street, 6th floor New York, NY 10012 sydney.ludvigson@nyu.edu Phone: (212) 998 8927   Fax: (212) 995 4186

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Curriculum Vitae — Sydney C. Ludvigson, Professor of Economics at New York University and NBER

https://www.sydneyludvigson.com/curriculum-vitae

Alt : cv.pdf. Duis mollis, est non commodo luctus, nisi erat porttitor ligula, eget lacinia odio sem nec elit. Maecenas faucibus mollis interdum. Nulla vitae elit libero, a pharetra augue. You must select a collection to display.

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Working Papers — Sydney C. Ludvigson, Professor of Economics at New York University and NBER

https://www.sydneyludvigson.com/working-papers

Shock Restricted Structural Vector-Autoregressions". With Sai Ma and Serena Ng). Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? With Sai Ma and Serena Ng). Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing". With Martin Lettau and Sai Ma). Monetary Policy and Asset Valuation". With Francesco Bianchi and Martin Lettau). Origins of Stock Market Fluctuations". With Daniel Greenwald and Martin Lettau). Foreign Ownership of U.S. Safe Assets: Good or Bad?

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Publications — Sydney C. Ludvigson, Professor of Economics at New York University and NBER

https://www.sydneyludvigson.com/publications

The Macroecononomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium,". With Jack Favilukis and Stijn Van Nieuwerburgh). Journal of Political Economy,. 2017 125(1): pp. 140-223. Winner of best paper prize, Utah Winter Finance Conference, 2010. Additional results in NBER Working Paper version here. With Kyle Jurado and Serena Ng). The American Economic Review,. 2015 105(3): pp. 1177-1215. Supplementary material. Including data appendix). Data HERE. Elsevier Scien...

4

Data & Appendixes — Sydney C. Ludvigson, Professor of Economics at New York University and NBER

https://www.sydneyludvigson.com/data-and-appendixes

Updated macro and financial uncertainty data. Updated versions of data used in papers ". And "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? Including a new Markov-switching. Data used in "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? Data and large dataset used in ". Macro Factors in Bond Risk Premia. Data: For data (estimated factors and return data), used in 2009 RFS paper with Serena Ng, click. To "Shocks and Crashes." (PDF file). Rather than e...

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Seminar - Toan Phan's homepage

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International Macroeconomics Seminars at UNC. All seminars are held on Fridays at. 3:30-5pm in seminar room Gardner 211. Sep 9: Andrea Lanteri. Duke; organizer: Toan). Sep 16: Tomohiro Hirano. University of Tokyo/Columbia University; organizer: Toan). Sep 23: Kai Zhao. University of Connecticut; organizer: Simon). Oct 21: fall break. Oct 28: Ron Davies. University College Dublin; organizer: Simon). Nov 4: Andrew Graczyk (UNC). Nov 11: Nelson Mark. Notre Dame; organizer. Dec 2: Rafael dix Carneiro. Migrat...

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Sydney C. Ludvigson, Professor of Economics at New York University and NBER

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