Sydney Ludvigson

Selected Publications

An estimation of economic models with recursive preferences

This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and […]

Xiaohong Chen, Jack Favilukis, Sydney Ludvigson
1 March 2013 | Journal Article

Previous version

An estimation of economic models with recursive preferences
Xiaohong Chen, Jack Favilukis, Sydney Ludvigson
15 October 2012 | CWP32/12
An estimation of economic models with recursive preferences

This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and […]

Xiaohong Chen, Jack Favilukis, Sydney Ludvigson
15 October 2012 | CWP32/12

Latest version

An estimation of economic models with recursive preferences
Xiaohong Chen, Jack Favilukis, Sydney Ludvigson
1 March 2013 | Journal Article