Hanno Lustig

Hanno Lustig

Assistant Professor

Bunche Hall 8357
Department of Economics
UCLA
Box 951477
Los Angeles, CA 90095-1477


Contact Information:
Telephone:	(310) 825-8018
Fax:	(310) 825-9528
Dept. Phone:	(310) 825-1011

v CV (pdf)

v Published Papers (downloadable)

v Classes:

v Working Papers (downloadable):

A Multiplier Approach to Understanding the Macro Implications of Household Finance New

(joint with YiLi Chien, Purdue, and Harold Cole, UPenn)

[appendix] [Computational appendix] [Matlab Code]

IT, Corporate Payouts and the Growing Inequality in Managerial Compensation New

(joint with Chad Syverson, UoC, and Stijn Van Nieuwerburgh, NYU Stern)

The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models New

(joint with Stijn Van Nieuwerburgh, NYU Stern, and Adrien Verdelhan, BU)

When is Market Incompleteness Irrelevant for the Price of Aggregate Risk ? Updated March 2007

(joint with Dirk Krueger, UPenn)

Can Housing Collateral Explain Long-Run Swings in Asset Returns? updated June 2006

(joint with Stijn Van Nieuwerburgh, NYU)

[appendix]

Fiscal Hedging and the Yield Curve

(joint with Chris Sleet, CMU and Sevin Yeltekin, CMU) updated November 2006

Does the US Government Hedge against Expenditure Risk?

(joint with Sevin Yeltekin, CMU and Chris Sleet, CMU).

The Market Price of Aggregate Risk and The Wealth Distribution updated January 2007

How much does Household Collateral Constrain Regional Risk Sharing? updated February 2006

(joint with Stijn Van Nieuwerburgh, NYU)

[data file] [separate appendix]

Exploring the Link between Housing and the Value Premium

(joint with Stijn Van Nieuwerburgh, NYU) updated June 2006

v Published Papers:

The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (forthcoming American Economic Review)

(joint with Adrien Verdelhan, Boston University) updated September 2006

[data file] updated February 2006

Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (Journal of Finance 2005)

(Joint with Stijn Van Nieuwerburgh, NYU)

[data appendix][annual data file updated August 2005] [quarterly data file updated August 2005]

The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street (forthcoming Review of Financial Studies, 2006)

(joint with Stijn Van Nieuwerburgh, NYU) updated March 2006

[separate appendix] [annual data file] [quarterly data file]

Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution. (Forthcoming P&P JEEA, 2006)

(Joint with Adrien Verdelhan, BU)

v Classes:

Management 232 a

Syllabus

download the latest 232 files using Pando