Sydney C. Ludvigson

Ph.D. 1996, Princeton University, Economics

M.A. 1995, Princeton Univeristy, Economics

B.A. 1991, University of California at Los Angeles, Economics

Financial Economics

Macroeconomics

Applied Time Series Econometrics

• "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium," (with Jack Favilukis and Stijin 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.
•  "Measuring Uncertainty" (with Kyle Jurado and Serena Ng). The American Economic Review. 2015 105(3): pp. 1177-1215. Supplementary material (including data appendix). Data HERE.