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Economist
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.
[1]
She is a research associate at the
National Bureau of Economic Research
[2] and a co-director of the Asset Pricing Program. From 2008 to 2011, she was an associate editor of the
American Economic Review .
[3]
Education and career
She obtained her M.A. and Ph.D from
Princeton University and a B.A. in economics from the
University of California, Los Angeles .
[3] From 1996 to 2001, she was an economist at the
Federal Reserve Bank of New York . In 2001, she joined
New York University as an assistant professor. Since 2017, she is on the Economic Advisory Panel of the
Federal Reserve Bank of New York .
[4]
In 2008, she was awarded the Richard Stone Prize in
Applied Econometrics for the best paper in
Journal of Applied Econometrics .
[5]
[6] In 2017, she was nominated a Fellows of the Society for Financial Econometrics.
[7] In 2021, she was elected Fellow of the
Econometric Society .
[8]
Research
Her research is at the crossing of finance and economics and she mainly focuses on
asset pricing and
macroeconomics . Her works have been cited over 19000 times
[9] and is the 526th most cited economist in the world according to
IDEAS .
[10] She has written articles in the
Journal of Financ e ,
[11] the
Journal of Political Economy ,
[12] the
American Economic Review ,
[13]
[14]
The Review of Financial Studies
[15] and the
Journal of Economic Perspectives .
[16]
Her research has been featured in
The Wall Street Journal ,
[17]
Handelsblatt ,
[18]
Bloomberg ,
[19]
The Guardian
[20]
[21] and the
Investors Chronicle .
[22]
Selected bibliography
Lettau, Martin; Ludvigson, Sydney (2001). "Consumption, Aggregate Wealth, and Expected Stock Returns". The Journal of Finance. 56 (3): 815–849.
Lettau, Martin; Ludvigson, Sydney (2001-12-01). "Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying". Journal of Political Economy. 109 (6): 1238–1287.
Jurado, Kyle; Ludvigson, Sydney C.; Ng, Serena (2015). "Measuring Uncertainty". American Economic Review. 105 (3): 1177–1216.
Ludvigson, Sydney C.; Ng, Serena (2009). "Macro Factors in Bond Risk Premia". The Review of Financial Studies. 22 (12): 5027–5067.
Lettau, Martin; Ludvigson, Sydney C. (2004). "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption". American Economic Review. 94 (1): 276–299.
Ludvigson, Sydney C. (2004). "Consumer Confidence and Consumer Spending". Journal of Economic Perspectives. 18 (2): 29–50.
References
^
"Sydney Ludvigson Curriculum Vitae" . Retrieved January 15, 2022 .
^
"Sydney C. Ludvigson" . www.nber.org . Retrieved March 29, 2020 .
^
a
b
"Curriculum Vitae" . Sydney C. Ludvigson, Professor of Economics at New York University and NBER . Retrieved March 29, 2020 .
^
"Economic Advisory Panel - FEDERAL RESERVE BANK of NEW YORK" . www.newyorkfed.org . Retrieved March 29, 2020 .
^
"The JAE Richard Stone Prize in Applied Econometrics | International Association for Applied Econometrics" . appliedeconometrics.org . Retrieved March 29, 2020 .
^ Chen, Xiaohong; Ludvigson, Sydney C. (2009).
"Land of addicts? an empirical investigation of habit-based asset pricing models" . Journal of Applied Econometrics . 24 (7): 1057–1093.
doi :
10.1002/jae.1091 .
ISSN
1099-1255 .
^
"List of Fellows of The Society for Financial Econometrics" .
^
"2021 Election of Fellows" . Retrieved January 15, 2022 .
^
"Sydney C Ludvigson - Google Scholar Citations" . scholar.google.com . Retrieved April 22, 2022 .
^
"Economist Rankings, Number of Citations | IDEAS/RePEc" . ideas.repec.org . Retrieved April 22, 2023 .
^ Lettau, Martin; Ludvigson, Sydney (2001).
"Consumption, Aggregate Wealth, and Expected Stock Returns" . The Journal of Finance . 56 (3): 815–849.
doi :
10.1111/0022-1082.00347 .
ISSN
1540-6261 .
S2CID
6960348 .
^ Lettau, Martin; Ludvigson, Sydney (December 1, 2001).
"Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying" . Journal of Political Economy . 109 (6): 1238–1287.
doi :
10.1086/323282 .
ISSN
0022-3808 .
S2CID
5817329 .
^ Jurado, Kyle; Ludvigson, Sydney C.; Ng, Serena (2015).
"Measuring Uncertainty" . American Economic Review . 105 (3): 1177–1216.
doi :
10.1257/aer.20131193 .
ISSN
0002-8282 .
^ Lettau, Martin; Ludvigson, Sydney C. (2004).
"Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption" . American Economic Review . 94 (1): 276–299.
doi :
10.1257/000282804322970805 .
ISSN
0002-8282 .
S2CID
10687772 .
^ Ludvigson, Sydney C.; Ng, Serena (December 1, 2009).
"Macro Factors in Bond Risk Premia" . The Review of Financial Studies . 22 (12): 5027–5067.
doi :
10.1093/rfs/hhp081 .
ISSN
0893-9454 .
^ Ludvigson, Sydney C. (2004).
"Consumer Confidence and Consumer Spending" . Journal of Economic Perspectives . 18 (2): 29–50.
doi :
10.1257/0895330041371222 .
ISSN
0895-3309 .
^ Hulbert, Mark (February 4, 2019).
"Want to Invest in a True 'Value' Fund? Good Luck Finding One" . Wall Street Journal .
ISSN
0099-9660 . Retrieved March 29, 2020 .
^
"Wirtschaftswissenschaften: Umverteilung von unten nach oben: Unternehmen profitieren stärker als Mitarbeiter" . www.handelsblatt.com (in German). Retrieved March 29, 2020 .
^
"Too Many Companies Drain Value From the Economy" . BloombergQuint . Retrieved March 29, 2020 .
^ Reich, Robert (September 22, 2019).
"Donald Trump is no hero of the working class. And the GM strikers know it | Robert Reich" . The Guardian .
ISSN
0261-3077 . Retrieved March 29, 2020 .
^ Reich, Robert (January 19, 2020).
"Trump is on trial for abusing his power – the Davos elites should join him | Robert Reich" . The Guardian .
ISSN
0261-3077 . Retrieved March 29, 2020 .
^ Dillow, Chris (January 30, 2020).
"The productivity decoupling" . www.investorschronicle.co.uk . Retrieved March 29, 2020 .
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