Author Page for Jack Y Favilukis

1.

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Downloads 1,153 ( 16,987)

Citation 36

5

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Journal of Political Economy, Forthcoming

Number of pages: 114 Posted: 10 May 2010 Last Revised: 07 Oct 2015

Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 992 (20,942)

Citation 36

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429

Number of pages: 72 Posted: 13 Jan 2012

Stijn Van Nieuwerburgh, Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

Columbia University Graduate School of Business, University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and affiliation not provided to SSRN

Downloads 53 (375,999)

Citation 36

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NBER Working Paper No. w15988

Number of pages: 96 Posted: 17 May 2010 Last Revised: 18 May 2015

Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 44 (407,811)

Citation 36

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429

Number of pages: 72 Posted: 16 Nov 2010

Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 37 (436,305)

Citation 36

Abstract:

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429

Number of pages: 72 Posted: 22 Nov 2010

Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 27 (484,679)

Citation 36

Abstract:

2.

Out-of-Town Home Buyers and City Welfare

Downloads 878 ( 25,477)

2

Out-of-Town Home Buyers and City Welfare

Number of pages: 51 Posted: 24 Feb 2017 Last Revised: 08 Oct 2018

Jack Y Favilukis and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance and Columbia University Graduate School of Business

Downloads 875 (25,186)

Abstract:

Out-of-Town Home Buyers and City Welfare

CEPR Discussion Paper No. DP12283

Number of pages: 63 Posted: 11 Sep 2017

Jack Y Favilukis and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance and Columbia University Graduate School of Business

Downloads 3 (640,543)

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3.

Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles

Downloads 589 ( 43,860)

Citation 3

2

Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles

Charles A. Dice Center Working Paper No. 2012-16, Fisher College of Business Working Paper No. 2012-03-016

Number of pages: 65 Posted: 05 Sep 2012 Last Revised: 26 May 2015

Jack Y Favilukis and Xiaoji Lin

University of British Columbia (UBC) - Division of Finance and University of Minnesota

Downloads 537 (48,739)

Citation 3

Abstract:

Wage Rigidity: A Solution to Several Asset Pricing Puzzles

Number of pages: 47 Posted: 18 Mar 2012 Last Revised: 16 Sep 2012

Xiaoji Lin and Jack Y Favilukis

University of Minnesota and University of British Columbia (UBC) - Division of Finance

Downloads 52 (379,284)

Citation 3

Abstract:

4.

The Elephant in the Room: The Impact of Labor Obligations on Credit Markets

Number of pages: 107 Posted: 15 Jun 2016 Last Revised: 23 Apr 2019

Jack Y Favilukis, Xiaoji Lin and Xiaofei Zhao

University of British Columbia (UBC) - Division of Finance, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business

Downloads 380 (75,399)

Abstract:

5.

Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability

Charles A. Dice Center Working Paper No. 2012-19, Fisher College of Business Working Paper No. 2012-03-019

Number of pages: 36 Posted: 08 Oct 2012 Last Revised: 17 Dec 2015

Jack Y Favilukis and Xiaoji Lin

University of British Columbia (UBC) - Division of Finance and University of Minnesota

Downloads 313 (94,069)

Abstract:

6.

An Estimation of Economic Models with Recursive Preferences

Downloads 204 (145,675)

Citation 13

4

An Estimation of Economic Models with Recursive Preferences

Number of pages: 56 Posted: 14 Mar 2008

Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson

Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics

Downloads 113 (239,454)

Citation 13

Abstract:

An Estimation of Economic Models with Recursive Preferences

Cowles Foundation Discussion Paper No. 1883

Number of pages: 59 Posted: 15 Dec 2012

Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson

Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics

Downloads 42 (415,578)

Citation 13

Abstract:

An Estimation of Economic Models with Recursive Preferences

Number of pages: 61 Posted: 10 Jun 2011

Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson

Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics

Downloads 34 (449,402)

Citation 13

Abstract:

An Estimation of Economic Models with Recursive Preferences

NBER Working Paper No. w17130

Number of pages: 61 Posted: 20 Jun 2011

Xiaohong Chen, Jack Y Favilukis and Sydney C. Ludvigson

Yale University - Cowles Foundation, University of British Columbia (UBC) - Division of Finance and New York University - Department of Economics

Downloads 15 (558,919)

Citation 13

Abstract:

7.

Micro Frictions, Asset Pricing, and Aggregate Implications

Number of pages: 39 Posted: 22 Nov 2010 Last Revised: 26 Nov 2011

Jack Y Favilukis and Xiaoji Lin

University of British Columbia (UBC) - Division of Finance and University of Minnesota

Downloads 195 (151,943)

Citation 8

Abstract:

8.

Wealth Inequality, Stock Market Participation, and the Equity Premium

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 56 Posted: 05 Nov 2012

Jack Y Favilukis

University of British Columbia (UBC) - Division of Finance

Downloads 166 (175,522)

Citation 10

Abstract:

9.

Long Run Productivity Risk and Aggregate Investment

Fisher College of Business Working Paper No. 2012-03-014, Charles A. Dice Center Working Paper No. 2012-14

Number of pages: 63 Posted: 03 Aug 2012 Last Revised: 27 Mar 2013

Jack Y Favilukis and Xiaoji Lin

University of British Columbia (UBC) - Division of Finance and University of Minnesota

Downloads 157 (183,975)

Abstract:

10.

Wage Rigidity: A Solution to Several Asset Pricing Puzzles

Number of pages: 47 Posted: 17 Mar 2011 Last Revised: 16 Sep 2012

Jack Y Favilukis and Xiaoji Lin

University of British Columbia (UBC) - Division of Finance and University of Minnesota

Downloads 155 (185,922)

Citation 3

Abstract:

11.

The Carry Trade and Uncovered Interest Parity When Markets Are Incomplete

Number of pages: 60 Posted: 23 May 2015 Last Revised: 29 May 2015

Jack Y Favilukis, Lorenzo Garlappi and Sajjad Neamati

University of British Columbia (UBC) - Division of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance

Downloads 129 (215,848)

Abstract:

12.

Foreign Ownership of U.S. Safe Assets: Good or Bad?

Downloads 126 (219,698)

2

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NYU Working Paper No. 2451/31435

Number of pages: 70 Posted: 13 Jan 2012 Last Revised: 10 Feb 2014

Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 121 (227,447)

Abstract:

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NBER Working Paper No. w19917

Number of pages: 62 Posted: 24 Feb 2014

Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 5 (624,958)

Abstract:

13.

Tax-Loss Carry Forwards and Returns

Number of pages: 24 Posted: 21 Jul 2016 Last Revised: 28 Mar 2017

Jack Y Favilukis, Ron Giammarino and Jose Pizarro

University of British Columbia (UBC) - Division of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business

Downloads 106 (249,214)

Abstract:

14.

Are Demographics Responsible for the Declining Interest Rates? Evidence from U.S. Metropolitan Areas

Number of pages: 41 Posted: 05 Jan 2017

Jack Y Favilukis and Jinfei Sheng

University of British Columbia (UBC) - Division of Finance and University of California, Irvine - Paul Merage School of Business

Downloads 86 (285,623)

Abstract:

15.

Reconciling Increasing Wealth Inequality with Increasing Market Participation and a Decreasing Equity Premium

NYU Working Paper No. FIN-06-006

Number of pages: 26 Posted: 03 Nov 2008

Jack Y Favilukis

University of British Columbia (UBC) - Division of Finance

Downloads 26 (476,543)

Abstract:

16.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751

Number of pages: 64 Posted: 14 Jan 2012

Jack Y Favilukis, David Kohn, Sydney C. Ludvigson and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, Pontificia Universidad Catolica de Chile, New York University - Department of Economics and Columbia University Graduate School of Business

Downloads 18 (521,099)

Citation 6

Abstract:

17.

Affordable Housing and City Welfare

Columbia Business School Research Paper No. 18-77

Number of pages: 81 Posted: 07 Nov 2018

Jack Y Favilukis, Pierre Mabille and Stijn Van Nieuwerburgh

University of British Columbia (UBC) - Division of Finance, New York University (NYU) - Leonard N. Stern School of Business and Columbia University Graduate School of Business

Downloads 507

Jack Y Favilukis

University of British Columbia (UBC) - Division of Finance

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Scholarly Papers (17)

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Out-of-Town Home Buyers and City Welfare

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