Prof. Sydney C. Ludvigson
    New York University, Department of Economics
    Spring term 2007, Tuesdays 4:00-6:00, 19 W. 4th Street, Room 624

  Course Links:
   1. Syllabus

   2. Links to some papers on the syllabus:

• "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?" by Inoue and Kilian.
• "On the Relation Between the Conditional Mean and Conditional Volatility of Stock Returns: A Latent VAR Approach" by Brandt and Kang.
• "Bad Beta, Good Beta" by Campbell and Vuolteenaho.
• "Consumption Based Asset Pricing" by John Y. Campbell.

• conspopSL.dat
• qsiaSL.dat
• qsbbiSL.dat
  

• small.xls

• Questions