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 New York University (NYU) is a private university, private research university in New York City, New York, United States. Chartered in 1831 by the New York State Legislature, NYU was founded in 1832 by Albert Gallatin as a Nondenominational ...

. Since 2017, she serves as chair of NYU's economics department. She is a research associate at the

National Bureau of Economic Research The National Bureau of Economic Research (NBER) is an American private nonprofit research organization "committed to undertaking and disseminating unbiased economic research among public policymakers, business professionals, and the academic co ...

and a co-director of the Asset Pricing Program. From 2008 to 2011, she was an associate editor of the ''American Economic Review''.

Education and career

She obtained her M.A. and Ph.D. from

Princeton University Princeton University is a private university, private Ivy League research university in Princeton, New Jersey, United States. Founded in 1746 in Elizabeth, New Jersey, Elizabeth as the College of New Jersey, Princeton is the List of Colonial ...

and a B.A. in economics from the

University of California, Los Angeles The University of California, Los Angeles (UCLA) is a public university, public Land-grant university, land-grant research university in Los Angeles, California, United States. Its academic roots were established in 1881 as a normal school the ...

. From 1996 to 2001, she was an economist at the

Federal Reserve Bank of New York The Federal Reserve Bank of New York is one of the 12 Federal Reserve Banks of the United States. It is responsible for the Second District of the Federal Reserve System, which encompasses the New York (state), State of New York, the 12 norther ...

. In 2001, she joined

as an assistant professor. Since 2017, she is on the Economic Advisory Panel of the

. In 2008, she was awarded the Richard Stone Prize in Applied Econometrics for the best paper in ''

Journal of Applied Econometrics The ''Journal of Applied Econometrics'' is a peer-reviewed academic journal covering econometrics, published by John Wiley & Sons. It focuses on applications rather than theoretical issues. It was established in 1986 and is published seven times p ...

''. In 2017, she was nominated a Fellows of the Society for Financial Econometrics. In 2021, she was elected Fellow of the

Econometric Society The Econometric Society is an international society of academic economists interested in applying statistical tools in the practice of econometrics. It is an independent organization with no connections to societies of professional mathematicians o ...

Research

Her research is at the crossing of finance and economics and she mainly focuses on

asset pricing In financial economics, asset pricing refers to a formal treatment and development of two interrelated Price, pricing principles, outlined below, together with the resultant models. There have been many models developed for different situations, ...

and

macroeconomics Macroeconomics is a branch of economics that deals with the performance, structure, behavior, and decision-making of an economy as a whole. This includes regional, national, and global economies. Macroeconomists study topics such as output (econ ...

. Her works have been cited over 19000 times and is the 526th most cited economist in the world according to

IDEAS In philosophy and in common usage, an idea (from the Greek word: ἰδέα (idea), meaning 'a form, or a pattern') is the results of thought. Also in philosophy, ideas can also be mental representational images of some object. Many philosophe ...

. She has written articles in the ''Journal of Financ''e, the ''

Journal of Political Economy The ''Journal of Political Economy'' is a monthly peer-reviewed academic journal published by the University of Chicago Press. Established by James Laurence Laughlin in 1892, it covers both theoretical and empirical economics. In the past, the ...

'', the ''American Economic Review'', ''

The Review of Financial Studies ''The Review of Financial Studies'' is a peer-reviewed academic journal covering the field of finance. It is published by Oxford University Press on behalf of the Society for Financial Studies. It was established following discussions at the 1986 ...

'' and the ''

Journal of Economic Perspectives The ''Journal of Economic Perspectives'' (''JEP'') is an economic journal published by the American Economic Association. The journal was established in 1987. The JEP was founded by Joseph Stiglitz, Carl Shapiro, and Timothy Taylor. It is orien ...

''. Her research has been featured in ''

The Wall Street Journal ''The Wall Street Journal'' (''WSJ''), also referred to simply as the ''Journal,'' is an American newspaper based in New York City. The newspaper provides extensive coverage of news, especially business and finance. It operates on a subscriptio ...

'', ''

Handelsblatt The ''Handelsblatt'' (literally "commerce paper" in English) is a German-language business newspaper published in Düsseldorf by Handelsblatt Media Group, formerly known as Verlagsgruppe Handelsblatt. History and profile ''Handelsblatt'' was es ...

'',

Bloomberg Bloomberg may refer to: People * Daniel J. Bloomberg (1905–1984), audio engineer * Georgina Bloomberg (born 1983), professional equestrian * Michael Bloomberg (born 1942), American businessman and founder of Bloomberg L.P.; politician a ...

, ''

The Guardian ''The Guardian'' is a British daily newspaper. It was founded in Manchester in 1821 as ''The Manchester Guardian'' and changed its name in 1959, followed by a move to London. Along with its sister paper, ''The Guardian Weekly'', ''The Guardi ...

'' and the ''

Investors Chronicle The ''Investors' Chronicle'' is a weekly magazine in the United Kingdom for private investors and is published by the ''Financial Times'' Group. The magazine publishes articles about global markets and sectors, and news on corporate actions such ...

''.

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

{{DEFAULTSORT:Ludvigson, Sydney C Living people Year of birth missing (living people) Place of birth missing (living people) American women economists 21st-century American economists New York University faculty University of California, Los Angeles alumni Princeton University alumni National Bureau of Economic Research American macroeconomists 21st-century American women Fellows of the Econometric Society