Sydney C. Ludvigson is an 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 research university in New York City. Chartered in 1831 by the New York State Legislature, NYU was founded by a group of New Yorkers led by then- Secretary of the Treasury Albert Gallatin. In 1832, ...

. 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 c ...

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 research university in Princeton, New Jersey. Founded in 1746 in Elizabeth as the College of New Jersey, Princeton is the fourth-oldest institution of higher education in the United States and one of the n ...

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. UCLA's academic roots were established in 1881 as a Normal school, teachers colle ...

. From 1996 to 2001, she was an economist at the Federal Reserve Bank of New York. In 2001, she joined

as an Assistant Professor. Since 2017, she is on the Economic Advisory Panel of the Federal Reserve Bank of New York. In 2008, she was awarded the Richard Stone Prize in Applied Econometrics for the best paper in '' Journal of Applied Econometrics''. 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 to their field. It is an independent organization with no connections to societies of professional mathematicians or statisticians. ...

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 main pricing principles, outlined below, together with the resultant models. There have been many models developed for different situations, but correspon ...

and macroeconomics. Her works have been quoted over 13000 times and is the 583rd most quoted economist in the world according to IDEAS. 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, th ...

'', the ''American Economic Review'', '' The Review of Financial Studies'' 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. It is very broad in its scope. According to its editors its purpose is: #to synthesize and ...

''. Her research has been featured in the ''Wall Street Journa''l, ''

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

'',

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 and ...

, ''

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'' 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 suc ...

''.

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 Macroeconomists 21st-century American women Fellows of the Econometric Society