Details about Jack Favilukis
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
- Affordable Housing and City Welfare
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (18) 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (5)
See also Journal Article Affordable Housing and City Welfare, The Review of Economic Studies, Review of Economic Studies Ltd (2023) View citations (11) (2023)
2017
- Out-of-town Home Buyers and City Welfare
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (17)
See also Journal Article Out‐of‐Town Home Buyers and City Welfare, Journal of Finance, American Finance Association (2021) View citations (6) (2021)
- The Elephant in the Room: the Impact of Labor Obligations on Credit Markets
2017 Meeting Papers, Society for Economic Dynamics 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) View citations (30) (2020)
2015
- The Carry Trade and UIP when Markets are Incomplete
2015 Meeting Papers, Society for Economic Dynamics
2014
- Foreign Ownership of U.S. Safe Assets: Good or Bad?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (4)
- 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
2013
- An estimation of economic models with recursive preferences
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (46)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (8) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)  CeMMAP working papers, Institute for Fiscal Studies (2012)  NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (5)
See also Journal Article An estimation of economic models with recursive preferences, Quantitative Economics, Econometric Society (2013) View citations (54) (2013)
2012
- 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 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) View citations (9) (2016)
- International Capital Flows and House Prices: Theory and Evidence
NBER Working Papers, National Bureau of Economic Research, Inc View citations (54)
See also Chapter International Capital Flows and House Prices: Theory and Evidence, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (70) (2012)
- Long Run Productivity Risk and Aggregate Investment
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (2)
See also Journal Article Long run productivity risk and aggregate investment, Journal of Monetary Economics, Elsevier (2013) View citations (14) (2013)
- New in Town: Demographics, Immigration, and the Price of Real Estate
Working Papers, HAL
- Wage Rigidity: A Solution to Several Asset Pricing Puzzles
2012 Meeting Papers, Society for Economic Dynamics View citations (6)
Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2012) View citations (6)
2011
- Micro Frictions, Asset Pricing and Aggregate
FMG Discussion Papers, Financial Markets Group View citations (3)
- Micro Frictions, Asset Pricing, and Aggregate Implications
2011 Meeting Papers, Society for Economic Dynamics View citations (5)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
2010
- The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
NBER Working Papers, National Bureau of Economic Research, Inc 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) View citations (233) (2017)
2007
- An Estimation of Economic Models with Recursive
FMG Discussion Papers, Financial Markets Group View citations (11)
- Inequality, Stock Market Participation, and the Equity Premium
FMG Discussion Papers, Financial Markets Group View citations (3)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (3)
See also Journal Article Inequality, stock market participation, and the equity premium, Journal of Financial Economics, Elsevier (2013) View citations (56) (2013)
Journal Articles
2024
- Why momentum concentrates among overvalued stocks?
Review of Finance, 2024, 28, (2), 389-412
2023
- Affordable Housing and City Welfare
The Review of Economic Studies, 2023, 90, (1), 293-330 View citations (11)
See also Working Paper Affordable Housing and City Welfare, NBER Working Papers (2019) View citations (18) (2019)
2021
- Out‐of‐Town Home Buyers and City Welfare
Journal of Finance, 2021, 76, (5), 2577-2638 View citations (6)
See also Working Paper Out-of-town Home Buyers and City Welfare, CEPR Discussion Papers (2017) View citations (17) (2017)
2020
- The Elephant in the Room: The Impact of Labor Obligations on Credit Markets
American Economic Review, 2020, 110, (6), 1673-1712 View citations (30)
See also Working Paper The Elephant in the Room: the Impact of Labor Obligations on Credit Markets, 2017 Meeting Papers (2017) View citations (2) (2017)
2017
- The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium
Journal of Political Economy, 2017, 125, (1), 140 - 223 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) View citations (66) (2010)
2016
- Does wage rigidity make firms riskier? Evidence from long-horizon return predictability
Journal of Monetary Economics, 2016, 78, (C), 80-95 View citations (9)
See also Working Paper Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability, Working Paper Series (2012) View citations (2) (2012)
- Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles
The Review of Financial Studies, 2016, 29, (1), 148-192 View citations (53)
2013
- An estimation of economic models with recursive preferences
Quantitative Economics, 2013, 4, (1), 39-83 View citations (54)
See also Working Paper An estimation of economic models with recursive preferences, LSE Research Online Documents on Economics (2013) View citations (46) (2013)
- Inequality, stock market participation, and the equity premium
Journal of Financial Economics, 2013, 107, (3), 740-759 View citations (56)
See also Working Paper Inequality, Stock Market Participation, and the Equity Premium, FMG Discussion Papers (2007) View citations (3) (2007)
- Long run productivity risk and aggregate investment
Journal of Monetary Economics, 2013, 60, (6), 737-751 View citations (14)
See also Working Paper Long Run Productivity Risk and Aggregate Investment, Working Paper Series (2012) View citations (2) (2012)
Chapters
2012
- International Capital Flows and House Prices: Theory and Evidence
A chapter in Housing and the Financial Crisis, 2012, pp 235-299 View citations (70)
See also Working Paper International Capital Flows and House Prices: Theory and Evidence, National Bureau of Economic Research, Inc (2012) View citations (54) (2012)
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