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Jack Favilukis

Personal Details

First Name:Jack
Middle Name:
Last Name:Favilukis
Suffix:
RePEc Short-ID:pfa609
https://sites.google.com/site/jackfavilukis/

Affiliation

Finance Division
Sauder School of Business
University of British Columbia

Vancouver, Canada
http://finance.sauder.ubc.ca/

(604) 822-8313
(604) 822-8695
2053 Main Mall, Vancouver, B.C., V6T 1Z2
RePEc:edi:fdubcca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2018. "Affordable Housing and City Welfare," 2018 Meeting Papers 867, Society for Economic Dynamics.
  2. Xiaoji Lin & Xiaofei Zhao & Jack Favilukis, 2017. "The Elephant in the Room: the Impact of Labor Obligations on Credit Markets," 2017 Meeting Papers 896, Society for Economic Dynamics.
  3. Favilukis, Jack & van Nieuwerburgh, Stijn, 2017. "Out-of-town Home Buyers and City Welfare," CEPR Discussion Papers 12283, C.E.P.R. Discussion Papers.
  4. Lorenzo Garlappi & Jack Favilukis, 2015. "The Carry Trade and UIP when Markets are Incomplete," 2015 Meeting Papers 242, Society for Economic Dynamics.
  5. Favilukis, Jack & Lin, Xiaoji & Zhao, Xiaofei, 2014. "The Elephant in the Room: The Impact of Labor Obligations on Credit Risk," Working Paper Series 2015-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  6. Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014. "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers 19917, National Bureau of Economic Research, Inc.
  7. Dragana Cvijanovic & Jack Favilukis & Christopher Polk, 2012. "New in Town: Demographics, Immigration, and the Price of Real Estate," Working Papers hal-00686122, HAL.
  8. Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012. "An estimation of economic models with recursive preferences," CeMMAP working papers CWP32/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Favilukis, Jack & Lin, Xiaoji, 2012. "Wage Rigidity: A Solution to Several Asset Pricing Puzzles," Working Paper Series 2012-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  10. Favilukis, Jack & Lin, Xiaoji, 2012. "Long Run Productivity Risk and Aggregate Investment," Working Paper Series 2012-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  11. Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2012. "International Capital Flows and House Prices: Theory and Evidence," NBER Working Papers 17751, National Bureau of Economic Research, Inc.
  12. Favilukis, Jack & Lin, Xiaoji, 2012. "Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability," Working Paper Series 2012-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  13. Xiaoji Lin & Jack Favilukis, 2011. "Micro Frictions, Asset Pricing, and Aggregate Implications," 2011 Meeting Papers 466, Society for Economic Dynamics.
  14. Jack Favilukis & Xiaoji Lin, 2011. "Micro Frictions, Asset Pricing and Aggregate," FMG Discussion Papers dp673, Financial Markets Group.
  15. Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2010. "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium," NBER Working Papers 15988, National Bureau of Economic Research, Inc.
  16. Sydney C. Ludvigson & Xiaohong Chen & Jack Favilukis, 2007. "An Estimation of Economic Models with Recursive," FMG Discussion Papers dp603, Financial Markets Group.
  17. Favilukis, Jack, 2007. "Inequality, stock market participation, and the equity premium," LSE Research Online Documents on Economics 24500, London School of Economics and Political Science, LSE Library.

Articles

  1. Jack Favilukis & Xiaoji Lin & Xiaofei Zhao, 2020. "The Elephant in the Room: The Impact of Labor Obligations on Credit Markets," American Economic Review, American Economic Association, vol. 110(6), pages 1673-1712, June.
  2. Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2017. "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 125(1), pages 140-223.
  3. Favilukis, Jack & Lin, Xiaoji, 2016. "Does wage rigidity make firms riskier? Evidence from long-horizon return predictability," Journal of Monetary Economics, Elsevier, vol. 78(C), pages 80-95.
  4. Jack Favilukis & Xiaoji Lin, 2016. "Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles," Review of Financial Studies, Society for Financial Studies, vol. 29(1), pages 148-192.
  5. Favilukis, Jack & Lin, Xiaoji, 2013. "Long run productivity risk and aggregate investment," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 737-751.
  6. Favilukis, Jack, 2013. "Inequality, stock market participation, and the equity premium," Journal of Financial Economics, Elsevier, vol. 107(3), pages 740-759.
  7. Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2013. "An estimation of economic models with recursive preferences," Quantitative Economics, Econometric Society, vol. 4(1), pages 39-83, March.

Chapters

  1. Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2012. "International Capital Flows and House Prices: Theory and Evidence," NBER Chapters, in: Housing and the Financial Crisis, pages 235-299, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  2. Number of Journal Pages, Weighted by Simple Impact Factor
  3. Number of Journal Pages, Weighted by Recursive Impact Factor
  4. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (7) 2011-06-25 2012-09-30 2012-11-24 2013-04-20 2015-08-01 2017-11-05 2018-09-10. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2011-06-25 2012-09-30 2012-09-30 2012-11-17 2015-02-05 2016-09-25 2019-06-24. Author is listed
  3. NEP-URE: Urban & Real Estate Economics (6) 2012-01-25 2017-08-27 2017-09-17 2018-09-10 2019-06-17 2019-06-24. Author is listed
  4. NEP-UPT: Utility Models & Prospect Theory (3) 2011-06-25 2012-11-24 2015-02-05
  5. NEP-BEC: Business Economics (2) 2012-01-25 2012-11-17
  6. NEP-CBA: Central Banking (2) 2012-01-25 2015-08-01
  7. NEP-RMG: Risk Management (2) 2016-09-25 2017-11-05
  8. NEP-FOR: Forecasting (1) 2013-04-20
  9. NEP-GEO: Economic Geography (1) 2017-09-17
  10. NEP-IFN: International Finance (1) 2014-03-01
  11. NEP-MON: Monetary Economics (1) 2015-08-01
  12. NEP-OPM: Open Economy Macroeconomics (1) 2015-08-01
  13. NEP-PBE: Public Economics (1) 2019-06-17

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