Zobrazeno 1 - 10
of 73
pro vyhledávání: '"Sydney C. Ludvigson"'
Publikováno v:
The Journal of Finance. 77:967-1017
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e8ef6829116f3d1a27a85d7d6f9d827
https://doi.org/10.1111/jofi.13107
https://doi.org/10.1111/jofi.13107
Publikováno v:
American Economic Journal: Macroeconomics. 13:369-410
Uncertainty about the future rises in recessions. But is uncertainty a source of business cycle fluctuations or an endogenous response to them, and does the type of uncertainty matter? Answer: we find that sharply higher uncertainty about real econom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0099924f97806232050ae8688dcc970a
https://doi.org/10.1257/mac.20190171
https://doi.org/10.1257/mac.20190171
Publikováno v:
AEA Papers and Proceedings. 111:366-370
Using monthly data on costly natural disasters affecting the United States over the last 40 years, we estimate 2 time series models and use them to generate predictions about the impact of COVID-19. We find that while our models yield reasonable esti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a2da84fafc677dbc19578f8b1bb318b
https://doi.org/10.1257/pandp.20211066
https://doi.org/10.1257/pandp.20211066
Autor:
Hanno Lustig, Arvind Krishnamurthy, Sydney C. Ludvigson, Markus K. Brunnermeier, Ralph S. J. Koijen, Stefan Nagel, Monika Piazzesi, Emmanuel Farhi
Publikováno v:
The Review of Financial Studies. 34:2126-2160
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f404785c16f0aa88cb8fee50d986541
https://doi.org/10.1093/rfs/hhaa129
https://doi.org/10.1093/rfs/hhaa129
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de7e6e119d693a7ebdfac95070dd02a8
https://doi.org/10.2139/ssrn.4117099
https://doi.org/10.2139/ssrn.4117099
Autor:
Sydney C. Ludvigson, Josue Cox
Publikováno v:
Real Estate Economics. 49:843-875
Two potential driving forces of house price fluctuations are commonly cited: credit conditions and beliefs. We posit some simple empirical calculations using direct measures of credit conditions and beliefs to consider their potentially distinct role
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3760e7aa1d5ddb86adf85cf52e822ecb
https://doi.org/10.1111/1540-6229.12303
https://doi.org/10.1111/1540-6229.12303
Publikováno v:
The Journal of Finance. 74:1753-1792
A single macroeconomic factor based on growth in the capital share of aggregate income exhibits significant explanatory power for expected returns across a range of equity characteristic portfolios and non-equity asset classes, with risk price estima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4b80e5fb87ceb14d35437590cf79060
https://doi.org/10.1111/jofi.12772
https://doi.org/10.1111/jofi.12772
This paper combines a data rich environment with a machine learning algorithm to provide estimates of time-varying systematic expectational errors ("belief distortions") about the macroeconomy embedded in survey responses. We find that such distortio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::225a79050de03c13af1c9070c6b4661c
https://doi.org/10.3386/w27406
https://doi.org/10.3386/w27406
The outbreak of COVID-19 has significantly disrupted the economy. This paper attempts to quantify the macroeconomic impact of costly and deadly disasters in recent US history, and to translate these estimates into an analysis of the likely impact of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c551b72398b5b4ed865ae77713603f3
https://doi.org/10.3386/w26987
https://doi.org/10.3386/w26987
Publikováno v:
SSRN Electronic Journal.
This paper combines a data-rich environment with a machine learning algorithm to provide new estimates of time-varying systematic expectational errors (“belief distortions”) embedded in survey responses. We find sizable distortions even for profe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46e879755842ec11e116ca64d969e2e2
https://doi.org/10.2139/ssrn.3632633
https://doi.org/10.2139/ssrn.3632633