Measuring uncertainty K Jurado, SC Ludvigson, S Ng The American Economic Review 105 (3), 1177-1216, 2015 | 3320 | 2015 |
Consumption, aggregate wealth, and expected stock returns M Lettau, S Ludvigson the Journal of Finance 56 (3), 815-849, 2001 | 2891 | 2001 |
Resurrecting the (C) CAPM: A cross‐sectional test when risk premia are time‐varying M Lettau, S Ludvigson Journal of Political Economy 109 (6), 1238-1287, 2001 | 1833 | 2001 |
Macro factors in bond risk premia SC Ludvigson, S Ng The Review of Financial Studies 22 (12), 5027-5067, 2009 | 1334 | 2009 |
Consumer confidence and consumer spending SC Ludvigson The Journal of Economic Perspectives 18 (2), 29-50, 2004 | 951 | 2004 |
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? SC Ludvigson, S Ma, S Ng National Bureau of Economic Research, 2015 | 936* | 2015 |
The empirical risk–return relation: A factor analysis approach SC Ludvigson, S Ng Journal of Financial Economics 83 (1), 171-222, 2007 | 866 | 2007 |
Understanding trend and cycle in asset values: Reevaluating the wealth effect on consumption M Lettau, SC Ludvigson american economic review 94 (1), 276-299, 2004 | 806 | 2004 |
The macroeconomic effects of housing wealth, housing finance, and limited risk sharing in general equilibrium J Favilukis, SC Ludvigson, S Van Nieuwerburgh Journal of Political Economy 125 (1), 140-223, 2017 | 791 | 2017 |
The declining equity premium: What role does macroeconomic risk play? M Lettau, SC Ludvigson, JA Wachter Review of Financial Studies 21 (4), 1653-1687, 2008 | 598 | 2008 |
How important is the stock market effect on consumption? C Steindel, SC Ludvigson Economic Policy Review 5 (2), 1999 | 578 | 1999 |
Does consumer confidence forecast household expenditure? A sentiment index horse race J Bram, S Ludvigson Economic Policy Review 4 (2), 1998 | 523 | 1998 |
Measuring and Modeling Variation in the Risk-Return Trade-off-CHAPTER 11 M Lettau, SC Ludvigson Elsevier BV, 0 | 514* | |
Expected returns and expected dividend growth M Lettau, SC Ludvigson Journal of Financial Economics 76 (3), 583-626, 2005 | 507 | 2005 |
Consumption and credit: a model of time-varying liquidity constraints S Ludvigson The Review of Economics and Statistics 81 (3), 434-447, 1999 | 434 | 1999 |
COVID-19 and the macroeconomic effects of costly disasters SC Ludvigson, S Ma, S Ng National Bureau of Economic Research, 2020 | 317 | 2020 |
Land of addicts? an empirical investigation of habit‐based asset pricing models X Chen, SC Ludvigson Journal of Applied Econometrics 24 (7), 1057-1093, 2009 | 288 | 2009 |
Monetary policy transmission through the consumption-wealth channel M Lettau, S Ludvigson, C Steindel FRBNY Economic Policy Review 8 (1), 117-34, 2002 | 256* | 2002 |
A Factor Analysis of Bond Risk Premia SC Ludvigson, S Ng Handbook of Empirical Economics and Finance, 313-371, 2010 | 228* | 2010 |
The macroeconomic effects of government debt in a stochastic growth model S Ludvigson Journal of Monetary Economics 38 (1), 25-45, 1996 | 201 | 1996 |