Items where Author is "Favilukis, Jack"

Article

Favilukis, Jack (2013) Inequality, stock market participation, and the equity premium. Journal of Financial Economics, 107 (3). pp. 740-759. ISSN 0304-405X

Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2013) An estimation of economic models with recursive preferences. Quantitative Economics, 4 (1). pp. 39-83. ISSN 1759-7323

Favilukis, Jack and Lin, Xiaoji (2013) Long run productivity risk and aggregate investment. Journal of Monetary Economics, 60 (6). pp. 737-751. ISSN 0304-3932

Book Section

Favilukis, Jack (2011) International capital flows and house prices: theory and evidence. In: Glaeser, Edward and Sinai, Todd, (eds.) Housing and the Financial Crisis. National Bureau of Economic Research, Massachusetts, USA. ISBN 9780226030586

Monograph

Favilukis, Jack, Ludvigson, Sydney C. and 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, New York, USA.

Favilukis, Jack, Ludvigson, Sydney C. and 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, New York, USA.

Favilukis, Jack and Lin, Xiaoji (2012) Wage rigidity: a solution to several asset pricing puzzles. .

Favilukis, Jack and Lin, Xiaoji (2011) Micro frictions, asset pricing, and aggregate implications. . Social Science Research Network (SSRN).

Favilukis, Jack and 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, London, UK.

Cvijanovic, Dragana, Favilukis, Jack and Polk, Christopher (2010) New in town: demographics, immigration, and the price of real estate. . Department of Finance, London School of Economics and Political Science, London, UK.

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, London, UK.

Chen, Xiaohong, Favilukis, Jack and 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, London, UK.

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