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Details about Jack Favilukis

Homepage:https://sites.google.com/site/jackfavilukis/
Workplace:Finance Division, Sauder School of Business, University of British Columbia, (more information at EDIRC)

Access statistics for papers by Jack Favilukis.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pfa609


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Working Papers

2019

  1. Affordable Housing and City Welfare
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (18)
    2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (5)

    See also Journal Article Affordable Housing and City Welfare, The Review of Economic Studies, Review of Economic Studies Ltd (2023) Downloads View citations (11) (2023)

2017

  1. Out-of-town Home Buyers and City Welfare
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (17)

    See also Journal Article Out‐of‐Town Home Buyers and City Welfare, Journal of Finance, American Finance Association (2021) Downloads View citations (6) (2021)
  2. The Elephant in the Room: the Impact of Labor Obligations on Credit Markets
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    See also Journal Article The Elephant in the Room: The Impact of Labor Obligations on Credit Markets, American Economic Review, American Economic Association (2020) Downloads View citations (30) (2020)

2015

  1. The Carry Trade and UIP when Markets are Incomplete
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

  1. Foreign Ownership of U.S. Safe Assets: Good or Bad?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (4)
  2. The Elephant in the Room: The Impact of Labor Obligations on Credit Risk
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads

2013

  1. An estimation of economic models with recursive preferences
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (46)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads
    CeMMAP working papers, Institute for Fiscal Studies (2012) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (5)

    See also Journal Article An estimation of economic models with recursive preferences, Quantitative Economics, Econometric Society (2013) Downloads View citations (54) (2013)

2012

  1. Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (2)
    See also Journal Article Does wage rigidity make firms riskier? Evidence from long-horizon return predictability, Journal of Monetary Economics, Elsevier (2016) Downloads View citations (9) (2016)
  2. International Capital Flows and House Prices: Theory and Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (54)
    See also Chapter International Capital Flows and House Prices: Theory and Evidence, NBER Chapters, National Bureau of Economic Research, Inc (2012) Downloads View citations (70) (2012)
  3. Long Run Productivity Risk and Aggregate Investment
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (2)
    See also Journal Article Long run productivity risk and aggregate investment, Journal of Monetary Economics, Elsevier (2013) Downloads View citations (14) (2013)
  4. New in Town: Demographics, Immigration, and the Price of Real Estate
    Working Papers, HAL
  5. Wage Rigidity: A Solution to Several Asset Pricing Puzzles
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2012) Downloads View citations (6)

2011

  1. Micro Frictions, Asset Pricing and Aggregate
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
  2. Micro Frictions, Asset Pricing, and Aggregate Implications
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads

2010

  1. The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (66)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (55)

    See also Journal Article The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium, Journal of Political Economy, University of Chicago Press (2017) Downloads View citations (233) (2017)

2007

  1. An Estimation of Economic Models with Recursive
    FMG Discussion Papers, Financial Markets Group Downloads View citations (11)
  2. Inequality, Stock Market Participation, and the Equity Premium
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (3)

    See also Journal Article Inequality, stock market participation, and the equity premium, Journal of Financial Economics, Elsevier (2013) Downloads View citations (56) (2013)

Journal Articles

2024

  1. Why momentum concentrates among overvalued stocks?
    Review of Finance, 2024, 28, (2), 389-412 Downloads

2023

  1. Affordable Housing and City Welfare
    The Review of Economic Studies, 2023, 90, (1), 293-330 Downloads View citations (11)
    See also Working Paper Affordable Housing and City Welfare, NBER Working Papers (2019) Downloads View citations (18) (2019)

2021

  1. Out‐of‐Town Home Buyers and City Welfare
    Journal of Finance, 2021, 76, (5), 2577-2638 Downloads View citations (6)
    See also Working Paper Out-of-town Home Buyers and City Welfare, CEPR Discussion Papers (2017) Downloads View citations (17) (2017)

2020

  1. The Elephant in the Room: The Impact of Labor Obligations on Credit Markets
    American Economic Review, 2020, 110, (6), 1673-1712 Downloads View citations (30)
    See also Working Paper The Elephant in the Room: the Impact of Labor Obligations on Credit Markets, 2017 Meeting Papers (2017) Downloads View citations (2) (2017)

2017

  1. The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium
    Journal of Political Economy, 2017, 125, (1), 140 - 223 Downloads View citations (233)
    See also Working Paper The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium, NBER Working Papers (2010) Downloads View citations (66) (2010)

2016

  1. Does wage rigidity make firms riskier? Evidence from long-horizon return predictability
    Journal of Monetary Economics, 2016, 78, (C), 80-95 Downloads View citations (9)
    See also Working Paper Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability, Working Paper Series (2012) Downloads View citations (2) (2012)
  2. Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles
    The Review of Financial Studies, 2016, 29, (1), 148-192 Downloads View citations (53)

2013

  1. An estimation of economic models with recursive preferences
    Quantitative Economics, 2013, 4, (1), 39-83 Downloads View citations (54)
    See also Working Paper An estimation of economic models with recursive preferences, LSE Research Online Documents on Economics (2013) Downloads View citations (46) (2013)
  2. Inequality, stock market participation, and the equity premium
    Journal of Financial Economics, 2013, 107, (3), 740-759 Downloads View citations (56)
    See also Working Paper Inequality, Stock Market Participation, and the Equity Premium, FMG Discussion Papers (2007) Downloads View citations (3) (2007)
  3. Long run productivity risk and aggregate investment
    Journal of Monetary Economics, 2013, 60, (6), 737-751 Downloads View citations (14)
    See also Working Paper Long Run Productivity Risk and Aggregate Investment, Working Paper Series (2012) Downloads View citations (2) (2012)

Chapters

2012

  1. International Capital Flows and House Prices: Theory and Evidence
    A chapter in Housing and the Financial Crisis, 2012, pp 235-299 Downloads View citations (70)
    See also Working Paper International Capital Flows and House Prices: Theory and Evidence, National Bureau of Economic Research, Inc (2012) Downloads View citations (54) (2012)
 
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