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Jack Favilukis
Jack Favilukis
Associate Professor of Finance, University of British Columbia
Verified email at sauder.ubc.ca - Homepage
Title
Cited by
Cited by
Year
The macroeconomic effects of housing wealth, housing finance, and limited risk sharing in general equilibrium
J Favilukis, SC Ludvigson, S Van Nieuwerburgh
Journal of Political Economy 125 (1), 140-223, 2017
8712017
Wage rigidity: A quantitative solution to several asset pricing puzzles
J Favilukis, X Lin
The Review of Financial Studies 29 (1), 148-192, 2016
258*2016
Inequality, stock market participation, and the equity premium
J Favilukis
Journal of Financial Economics 107 (3), 740-759, 2013
2172013
International Capital Flows and House Prices
J Favilukis, D Kohn, SC Ludvigson, S Van Nieuwerburgh
Housing and the financial crisis, 235-300, 2013
1862013
An estimation of economic models with recursive preferences
X Chen, J Favilukis, SC Ludvigson
Quantitative Economics 4 (1), 39-83, 2013
1812013
The elephant in the room: The impact of labor obligations on credit markets
J Favilukis, X Lin, X Zhao
American Economic Review 110 (6), 1673-1712, 2020
1432020
Out‐of‐town home buyers and city welfare
J Favilukis, S Van Nieuwerburgh
The Journal of Finance 76 (5), 2577-2638, 2021
1352021
Affordable housing and city welfare
J Favilukis, P Mabille, S Van Nieuwerburgh
The Review of Economic Studies 90 (1), 293-330, 2023
1242023
Does wage rigidity make firms riskier? Evidence from long-horizon return predictability
J Favilukis, X Lin
Journal of Monetary Economics 78, 80-95, 2016
852016
Long run productivity risk and aggregate investment
J Favilukis, X Lin
Journal of Monetary Economics 60 (6), 737-751, 2013
57*2013
The Impact of ICT Human Capital on Remote Work and Asset Prices
JY Favilukis, J Gao, X Lin, A Sharifkhani, X Zhao
Available at SSRN, 2024
30*2024
The carry trade and uncovered interest parity when markets are incomplete
JY Favilukis, L Garlappi, S Neamati
Available at SSRN 2609151, 2015
242015
Foreign ownership of US safe assets: good or bad?
J Favilukis, SC Ludvigson, S Van Nieuwerburgh
National Bureau of Economic Research, 2014
222014
New in town: demographics, immigration, and the price of real estate
D Cvijanovic, J Favilukis, C Polk
Londres: London School of Economics, 2010
17*2010
Why momentum concentrates among overvalued stocks?
J Favilukis, T Zhang
Review of Finance 28 (2), 389-412, 2024
7*2024
Tax-loss carry forwards and returns
JY Favilukis, R Giammarino, J Pizarro
SSRN, 2017
72017
The great resignation was caused by the covid-19 housing boom
JY Favilukis, G Li
Available at SSRN 4335860, 2023
62023
How effective are portfolio mandates
J Favilukis, L Garlappi, R Uppal
Working Paper, 2024
5*2024
The impact of labor market frictions on corporate liquidity management
J Favilukis, X Lin, N Wang, X Zhao
Working Paper, 2020
52020
An algorithm to solve heterogenous agent models with aggregate uncertainty
J Favilukis
working paper, 2006
52006
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