Favilukis, Jack


Dr Jack Favilukis  

Department

Position held

Department of Finance

Lecturer

Experience keywords:

macroeconomics; asset pricing

Languages:

Russian [Spoken: Fluent, Written: Fluent]

Contact Points

LSE phone number:

+44 (0)20 7955 6948

Publications

The following references are sourced from LSE Research Online|. References that are linked lead to the full text.

2013

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 and 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

2012

Favilukis, Jack and 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 and 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.

2011

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.

Favilukis, Jack and Lin, Xiaoji (2011) Micro frictions, asset pricing, and aggregate implications.

2010

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

2007

Favilukis, Jack (2007) Inequality, stock market participation, and the equity premium. Discussion paper, 602. Financial Markets Group, London School of Economics and Political Science, London, UK

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

LSE Research Online is the primary resource for references to publications. For queries or updates please email the LSE Research Online team at lseresearchonline@lse.ac.uk|.

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