Favilukis, Jack

Item Type Year Departments File available

Article

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

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 (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

Chapter

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.

Working paper

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, Lin, Xiaoji (2011). Micro frictions, asset pricing, and aggregate implications. Social Science Research Network (SSRN). https://doi.org/10.2139/ssrn.1712949

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

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 (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.

Favilukis, Jack, Ludvigson, Sydney C., Lynch, Anthony, Sargent, Thomas J., Van Nieuwerburgh, Stijn (2007). An algorithm to solve heterogenous agent models with aggregate uncertainty.