Biography:Sydney C. Ludvigson

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Short description: 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 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 News ,[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

  1. ↑ "Sydney Ludvigson Curriculum Vitae". https://www.sydneyludvigson.com/curriculum-vitae. Retrieved 15 January 2022. 
  2. ↑ "Sydney C. Ludvigson". https://www.nber.org/people/sydney_ludvigson. 
  3. ↑ 3.0 3.1 "Curriculum Vitae" (in en-US). https://www.sydneyludvigson.com/curriculum-vitae. 
  4. ↑ "Economic Advisory Panel - FEDERAL RESERVE BANK of NEW YORK". https://www.newyorkfed.org/aboutthefed/ag_economic.html. 
  5. ↑ "The JAE Richard Stone Prize in Applied Econometrics | International Association for Applied Econometrics". https://appliedeconometrics.org/jae-richard-stone-prize-applied-econometrics. 
  6. ↑ Chen, Xiaohong; Ludvigson, Sydney C. (2009). "Land of addicts? an empirical investigation of habit-based asset pricing models" (in en). 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". https://sofie.stern.nyu.edu/node/520. 
  8. ↑ "2021 Election of Fellows". https://www.econometricsociety.org/content/congratulations-our-2021-fellows. Retrieved 15 January 2022. 
  9. ↑ "Sydney C Ludvigson - Google Scholar Citations". https://scholar.google.com/citations?user=GtDEmnkAAAAJ&hl=en. 
  10. ↑ "Economist Rankings, Number of Citations | IDEAS/RePEc". https://ideas.repec.org/top/top.person.nbcites.html. 
  11. ↑ Lettau, Martin; Ludvigson, Sydney (2001). "Consumption, Aggregate Wealth, and Expected Stock Returns" (in en). The Journal of Finance 56 (3): 815–849. doi:10.1111/0022-1082.00347. ISSN 1540-6261. https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.00347. 
  12. ↑ 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. doi:10.1086/323282. ISSN 0022-3808. https://www.journals.uchicago.edu/doi/abs/10.1086/323282. 
  13. ↑ Jurado, Kyle; Ludvigson, Sydney C.; Ng, Serena (2015). "Measuring Uncertainty" (in en). American Economic Review 105 (3): 1177–1216. doi:10.1257/aer.20131193. ISSN 0002-8282. https://www.aeaweb.org/articles?id=10.1257/aer.20131193. 
  14. ↑ Lettau, Martin; Ludvigson, Sydney C. (2004). "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption" (in en). American Economic Review 94 (1): 276–299. doi:10.1257/000282804322970805. ISSN 0002-8282. https://www.aeaweb.org/articles?id=10.1257/000282804322970805. 
  15. ↑ Ludvigson, Sydney C.; Ng, Serena (2009-12-01). "Macro Factors in Bond Risk Premia" (in en). The Review of Financial Studies 22 (12): 5027–5067. doi:10.1093/rfs/hhp081. ISSN 0893-9454. https://academic.oup.com/rfs/article/22/12/5027/1577464. 
  16. ↑ Ludvigson, Sydney C. (2004). "Consumer Confidence and Consumer Spending" (in en). Journal of Economic Perspectives 18 (2): 29–50. doi:10.1257/0895330041371222. ISSN 0895-3309. 
  17. ↑ Hulbert, Mark (2019-02-04). "Want to Invest in a True 'Value' Fund? Good Luck Finding One" (in en-US). Wall Street Journal. ISSN 0099-9660. https://www.wsj.com/articles/want-to-invest-in-a-true-value-fund-good-luck-finding-one-11549249860. 
  18. ↑ "Wirtschaftswissenschaften: Umverteilung von unten nach oben: Unternehmen profitieren stärker als Mitarbeiter" (in de). https://www.handelsblatt.com/politik/deutschland/wirtschaftswissenschaften-umverteilung-von-unten-nach-oben-unternehmen-profitieren-staerker-als-mitarbeiter/25495572.html. 
  19. ↑ "Too Many Companies Drain Value From the Economy" (in en). https://www.bloombergquint.com/gadfly/capitalism-in-trouble-when-companies-drain-value-from-economy. 
  20. ↑ Reich, Robert (2019-09-22). "Donald Trump is no hero of the working class. And the GM strikers know it | Robert Reich" (in en-GB). The Guardian. ISSN 0261-3077. https://www.theguardian.com/commentisfree/2019/sep/22/donald-trump-general-motors-strike. 
  21. ↑ Reich, Robert (2020-01-19). "Trump is on trial for abusing his power – the Davos elites should join him | Robert Reich" (in en-GB). The Guardian. ISSN 0261-3077. https://www.theguardian.com/commentisfree/2020/jan/19/donald-trump-impeachment-trial-abuse-power-davos. 
  22. ↑ Dillow, Chris (2020-01-30). "The productivity decoupling" (in en). https://www.investorschronicle.co.uk/comment/2020/01/30/the-productivity-decoupling/. 



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