Jack Favilukis : Citation Profile


Are you Jack Favilukis?

University of British Columbia

9

H index

9

i10 index

621

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 38
   Journals where Jack Favilukis has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 13 (2.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa609
   Updated: 2024-01-16    RAS profile: 2023-08-07    
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Relations with other researchers


Works with:

Van Nieuwerburgh, Stijn (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jack Favilukis.

Is cited by:

Van Nieuwerburgh, Stijn (11)

Peydro, Jose-Luis (11)

Donadelli, Michael (10)

Leung, Charles (10)

Rebucci, Alessandro (8)

Ng, Joe Cho Yiu (8)

Sette, Enrico (7)

Lin, Xiaoji (7)

Michelangeli, Valentina (7)

Seru, Amit (6)

Primiceri, Giorgio (6)

Cites to:

Van Nieuwerburgh, Stijn (14)

Lustig, Hanno (12)

Campbell, John (12)

Storesletten, Kjetil (9)

Krueger, Dirk (9)

Michaelides, Alexander (8)

Obstfeld, Maurice (8)

Rogoff, Kenneth (8)

Lucas, Deborah (8)

Vissing-Jorgensen, Annette (8)

Burnside, Craig (7)

Main data


Where Jack Favilukis has published?


Journals with more than one article published# docs
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc5
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics4
2012 Meeting Papers / Society for Economic Dynamics2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
2017 Meeting Papers / Society for Economic Dynamics2

Recent works citing Jack Favilukis (2024 and 2023)


YearTitle of citing document
2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023We Didn’t Start the Fire: Effects of a Natural Disaster on Consumers’ Financial Distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Staff Working Papers. RePEc:bca:bocawp:23-15.

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2023The Macroeconomic Effects of Debt Relief Policies During Recessions. (2023). Lee, Soyoung. In: Staff Working Papers. RePEc:bca:bocawp:23-48.

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2023How much do firms need to satisfy employees? - Evidence from credit spreads and online employee reviews. (2023). Takaoka, Sumiko ; Takahashi, Koji. In: BIS Working Papers. RePEc:bis:biswps:1111.

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2023.

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2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2023Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307.

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2023Loan-to-Value Shocks and Macroeconomic Stability. (2023). de Veirman, Emmanuel. In: Working Papers. RePEc:dnb:dnbwpp:763.

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2023Does Space Matter? The Case of the Housing Expenditure Cap. (2023). Leung, Charles ; Gong, Yifan ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1214.

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2023House prices and ultra-low interest rates: exploring the non-linear nexus. (2023). Rusnak, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20232789.

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2023The global savings glut and the housing boom. (2023). Jorgensen, Peter Lihn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002664.

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2023Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023Broadband internet and stock market participation. (2023). Lu, Weijie ; Zhou, Yang ; Niu, Geng ; Wang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004239.

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2023Financial decisions of minorities post-2008. (2023). Korniotis, George M ; Khalaf, Sarah ; Bonaparte, Yosef. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000365.

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2023Human capital quality and stock returns. (2023). Kang, Jangkoo ; Bae, Jaewan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300081x.

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2023The Role of Moving Shocks, Unemployment, and Policy in Understanding Housing Bust. (2023). Krivenko, Pavel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001395.

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2023Cost of credit, mortgage demand and house prices. (2023). Yilmaz, Fatih ; Akgunduz, Yusuf Emre ; Hacihasanolu, Yavuz Selim ; Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001589.

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2023We didn’t start the fire: Effects of a natural disaster on consumers’ financial distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:119:y:2023:i:c:s0095069623000086.

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2023The negativity bias and perceived return distributions: Evidence from a pandemic. (2023). Turtle, H J ; Starks, Laura T ; Sias, Richard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:627-657.

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2023Loan spreads and credit cycles: The role of lenders’ personal economic experiences. (2023). Ma, Pengfei ; Gao, Janet ; Carvalho, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:2:p:118-149.

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2023Reaching for yield and the housing market: Evidence from 18th-century Amsterdam. (2023). Korevaar, Matthijs. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:273-296.

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2023Micro uncertainty and asset prices. (2023). Kind, Thilo ; Herskovic, Bernard ; Kung, Howard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:27-51.

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2023Does globalization drive long-run inequality within OECD countries? A guide to policy making. (2023). Mukhopadhaya, Pundarik ; Sen, Rahul ; Srivastava, Sadhana ; Rajaguru, Gulasekaran. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:469-493.

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2023The impact of upzoning on housing construction in Auckland. (2023). Phillips, Peter ; Greenaway-McGrevy, Ryan. In: Journal of Urban Economics. RePEc:eee:juecon:v:136:y:2023:i:c:s0094119023000244.

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2023Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34.

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2023Effectiveness and supply effects of high-coverage rent control policies. (2023). Segu, Mariona ; Martinez-Mazza, Rodrigo ; Jofre-Monseny, Jordi. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:101:y:2023:i:c:s0166046223000510.

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2023Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286.

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2023Secondary housing supply. (2023). Mense, Andreas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118645.

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2023Workplace Automation and Corporate Liquidity Policy. (2023). Wang, Jessie Jiaxu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-23.

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2023A Natural Quasi-Experiment of the Monetary Policy Shocks on the Housing Markets of New Zealand during COVID-19. (2023). Yiu, Chung Yim. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:73-:d:1046707.

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2023The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140.

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2023From Local to Global: Offshoring and Asset Prices. (2023). Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1420-1448.

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2023Current Account Imbalances, House Prices, and Institutions. (2023). Akcay, Sariye Belgin. In: International Real Estate Review. RePEc:ire:issued:v:26:n:03:2023:p:342-391.

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2023Geographic Mobility over the Life-Cycle. (2023). Wellschmied, Felix ; Jaez, Alvaro ; Diaz, Antonia. In: IZA Discussion Papers. RePEc:iza:izadps:dp15896.

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2023Concerns for Long-Run Risks and Natural Resource Policy. (2023). Kakeu, Johnson. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00748-0.

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2023Catastrophic Damages and the Optimal Carbon Tax Under Loss Aversion. (2023). Safarzynska, Karolina ; Czyz, Dominika. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:2:d:10.1007_s10640-023-00768-4.

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2023Financing first home ownership: modelling policy impacts at market and individual levels. (2023). Ong ViforJ, Rachel ; Cigdem, Melek ; Graham, James ; Whelan, Stephen ; Phelps, Christopher. In: SocArXiv. RePEc:osf:socarx:p59te.

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2023Housing prices and household consumption: a threshold effect model analysis in central and western China. (2023). Qian, Jiao ; Zheng, Huazhu ; Delang, Claudio O ; Wu, Yongjiao ; Liu, Guihuan. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02258-w.

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2023Concepts of Housing Affordability Measurements. (2023). Mazaek, David. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.008.

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2023Mortgage Borrowing Caps: Leverage, Default, and Welfare. (2023). Oliveira, Joo G ; Queiro, Leonor. In: Working Papers. RePEc:ptu:wpaper:w202304.

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2023Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging. (2023). Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:198.

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2023The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment. (2023). Cusbert, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-01.

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2023.

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2023Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388.

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Works by Jack Favilukis:


YearTitleTypeCited
2020The Elephant in the Room: The Impact of Labor Obligations on Credit Markets In: American Economic Review.
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article22
2017The Elephant in the Room: the Impact of Labor Obligations on Credit Markets.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 22
paper
In: .
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paper61
2013An estimation of economic models with recursive preferences.(2013) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 61
article
2007An estimation of economic models with recursive preferences.(2007) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 61
paper
2013An estimation of economic models with recursive preferences.(2013) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 61
paper
2012An estimation of economic models with recursive preferences.(2012) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 61
paper
2011An Estimation of Economic Models with Recursive Preferences.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 61
paper
2021Out?of?Town Home Buyers and City Welfare In: Journal of Finance.
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article20
2017Out-of-town Home Buyers and City Welfare.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 20
paper
2017Out-of-town Home Buyers and City Welfare.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 20
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2019Affordable Housing and City Welfare In: CEPR Discussion Papers.
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paper25
2019Affordable Housing and City Welfare.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 25
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2023Affordable Housing and City Welfare.(2023) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 25
article
2018Affordable Housing and City Welfare.(2018) In: 2018 Meeting Papers.
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This paper has nother version. Agregated cites: 25
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2012Long Run Productivity Risk and Aggregate Investment In: Working Paper Series.
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paper16
2013Long run productivity risk and aggregate investment.(2013) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 16
article
2012Wage Rigidity: A Solution to Several Asset Pricing Puzzles In: Working Paper Series.
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paper7
2012Wage Rigidity: A Solution to Several Asset Pricing Puzzles.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 7
paper
2012Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability In: Working Paper Series.
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paper8
2016Does wage rigidity make firms riskier? Evidence from long-horizon return predictability.(2016) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 8
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2014The Elephant in the Room: The Impact of Labor Obligations on Credit Risk In: Working Paper Series.
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2013Inequality, stock market participation, and the equity premium In: Journal of Financial Economics.
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article54
2007Inequality, stock market participation, and the equity premium.(2007) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 54
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2011Micro frictions, asset pricing, and aggregate implications In: LSE Research Online Documents on Economics.
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paper5
2011Micro Frictions, Asset Pricing, and Aggregate Implications.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 5
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2012New in Town: Demographics, Immigration, and the Price of Real Estate In: Working Papers.
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paper0
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
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chapter79
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 79
paper
2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
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paper268
2010The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium.(2010) In: 2010 Meeting Papers.
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This paper has nother version. Agregated cites: 268
paper
2017The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium.(2017) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 268
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2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
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2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 7
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2016Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles In: Review of Financial Studies.
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article49
2015The Carry Trade and UIP when Markets are Incomplete In: 2015 Meeting Papers.
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