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Sydney C. Ludvigson

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Sydney C. Ludvigson is an American 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

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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

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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 Finance,[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

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  • 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

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  1. ^ "Sydney Ludvigson Curriculum Vitae". Retrieved January 15, 2022.
  2. ^ "Sydney C. Ludvigson". www.nber.org. Retrieved March 29, 2020.
  3. ^ a b "Curriculum Vitae". Sydney C. Ludvigson, Professor of Economics at New York University and NBER. Retrieved March 29, 2020.
  4. ^ "Economic Advisory Panel - FEDERAL RESERVE BANK of NEW YORK". www.newyorkfed.org. Retrieved March 29, 2020.
  5. ^ "The JAE Richard Stone Prize in Applied Econometrics | International Association for Applied Econometrics". appliedeconometrics.org. Retrieved March 29, 2020.
  6. ^ 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.
  7. ^ "List of Fellows of The Society for Financial Econometrics".
  8. ^ "2021 Election of Fellows". Retrieved January 15, 2022.
  9. ^ "Sydney C Ludvigson - Google Scholar Citations". scholar.google.com. Retrieved April 22, 2022.
  10. ^ "Economist Rankings, Number of Citations | IDEAS/RePEc". ideas.repec.org. Retrieved April 22, 2023.
  11. ^ 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.
  12. ^ 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.
  13. ^ 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.
  14. ^ 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.
  15. ^ 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.
  16. ^ Ludvigson, Sydney C. (2004). "Consumer Confidence and Consumer Spending". Journal of Economic Perspectives. 18 (2): 29–50. doi:10.1257/0895330041371222. ISSN 0895-3309.
  17. ^ 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.
  18. ^ "Wirtschaftswissenschaften: Umverteilung von unten nach oben: Unternehmen profitieren stärker als Mitarbeiter". www.handelsblatt.com (in German). Retrieved March 29, 2020.
  19. ^ "Too Many Companies Drain Value From the Economy". BloombergQuint. Retrieved March 29, 2020.
  20. ^ 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.
  21. ^ 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.
  22. ^ Dillow, Chris (January 30, 2020). "The productivity decoupling". www.investorschronicle.co.uk. Retrieved March 29, 2020.
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