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Details about Jack Favilukis

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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 2020-08-13. Update your information in the RePEc Author Service.

Short-id: pfa609


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Working Papers

2019

  1. Affordable Housing and City Welfare
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads
    2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (2)

2017

  1. Out-of-town Home Buyers and City Welfare
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (12)
  2. The Elephant in the Room: the Impact of Labor Obligations on Credit Markets
    2017 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article in American Economic Review (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 (1)
    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 (24)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (3)

    See also Journal Article in Quantitative Economics (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 in Journal of Monetary Economics (2016)
  2. International Capital Flows and House Prices: Theory and Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)
    See also Chapter (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 in Journal of Monetary Economics (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 (4)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2012) Downloads View citations (3)

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)

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 (34)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (3)

    See also Journal Article in Journal of Political Economy (2017)

2007

  1. An Estimation of Economic Models with Recursive
    FMG Discussion Papers, Financial Markets Group Downloads View citations (2)
  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 (2)

    See also Journal Article in Journal of Financial Economics (2013)

Journal Articles

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 (1)
    See also Working Paper (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 (83)
    See also Working Paper (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 (5)
    See also Working Paper (2012)
  2. Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles
    Review of Financial Studies, 2016, 29, (1), 148-192 Downloads View citations (33)

2013

  1. An estimation of economic models with recursive preferences
    Quantitative Economics, 2013, 4, (1), 39-83 Downloads View citations (27)
    See also Working Paper (2013)
  2. Inequality, stock market participation, and the equity premium
    Journal of Financial Economics, 2013, 107, (3), 740-759 Downloads View citations (30)
    See also Working Paper (2007)
  3. Long run productivity risk and aggregate investment
    Journal of Monetary Economics, 2013, 60, (6), 737-751 Downloads View citations (10)
    See also Working Paper (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 (60)
    See also Working Paper (2012)
 
Page updated 2020-11-29