Overview
Sydney C. Ludvigson is a macro-financial economist (New York University), known for work on consumption and asset pricing (the cay consumption-wealth ratio, with Lettau), expected returns, and the measurement of economic uncertainty.
Key Contributions / Features
- Co-author of Jurado-Ludvigson-Ng (2015) on measuring macroeconomic uncertainty, and of related work distinguishing financial, macro, and real-activity uncertainty.
- The Lettau-Ludvigson consumption-wealth ratio (cay) and empirical work on time-varying expected returns.
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