Favilukis, Jack

Number of items: 13.
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  • Favilukis, Jack (2013). Inequality, stock market participation, and the equity premium. Journal of Financial Economics, 107(3), 740-759. https://doi.org/10.1016/j.jfineco.2012.10.008
  • Favilukis, Jack, Lin, Xiaoji (2013). Long run productivity risk and aggregate investment. Journal of Monetary Economics, 60(6), 737-751. https://doi.org/10.1016/j.jmoneco.2013.05.002
  • Favilukis, Jack, Ludvigson, Sydney C., Van Nieuwerburgh, Stijn (2012). Foreign ownership of U.S. safe assets: good or bad? (Finance working papers FIN-11-057). Leonard N. Stern School of Business, New York University.
  • Favilukis, Jack, Ludvigson, Sydney C., Van Nieuwerburgh, Stijn (2012). The macroeconomic effects of housing wealth, housing finance, and limited risk-sharing in general equilibrium. (Finance working papers FIN-11-054). Leonard N. Stern School of Business, New York University.
  • Favilukis, Jack, Lin, Xiaoji (2012). Wage rigidity: a solution to several asset pricing puzzles.
  • Favilukis, Jack (2011). International capital flows and house prices: theory and evidence. In Glaeser, E. & Sinai, T. (Eds.), Housing and the Financial Crisis . National Bureau of Economic Research.
  • Favilukis, Jack, Lin, Xiaoji (2011). Micro frictions, asset pricing, and aggregate implications. Social Science Research Network (SSRN). https://doi.org/10.2139/ssrn.1712949
  • Cvijanovic, Dragana, Favilukis, Jack, Polk, Christopher (2010). New in town: demographics, immigration, and the price of real estate. Department of Finance, London School of Economics and Political Science.
  • Favilukis, Jack, Ludvigson, Sydney C., Lynch, Anthony, Sargent, Thomas J., Van Nieuwerburgh, Stijn (2007). An algorithm to solve heterogenous agent models with aggregate uncertainty.
    • Public
  • Chen, Xiaohong, Favilukis, Jack, Ludvigson, Sydney C. (2013). An estimation of economic models with recursive preferences. Quantitative Economics, 4(1), 39-83. https://doi.org/10.3982/QE97
  • Favilukis, Jack, Lin, Xiaoji (2011). Micro frictions, asset pricing, and aggregate implications. (Financial Markets Group Discussion Papers 673). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Favilukis, Jack (2007). Inequality, stock market participation, and the equity premium. (Financial Markets Group Discussion Papers 602). Financial Markets Group, The London School of Economics and Political Science.
  • Chen, Xiaohong, Favilukis, Jack, Ludvigson, Sydney C. (2007). An estimation of economic models with recursive preferences. (Financial Markets Group Discussion Papers 603). Financial Markets Group, The London School of Economics and Political Science.