Details about Thomas Tallarini

Access statistics for papers by Thomas Tallarini.

Last updated 2020-02-05. Update your information in the RePEc Author Service.

Short-id: pta19

Working Papers

2019

1. Macroprudential Policy: Results from a Tabletop Exercise
   Working Papers, Federal Reserve Bank of Cleveland View citations (1)

2008

2. The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution
   2008 Meeting Papers, Society for Economic Dynamics View citations (3)

2005

3. External habit and the cyclicality of expected stock returns
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (20)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (4)
   See also Journal Article in The Journal of Business (2005)
4. Portfolio Choice and Permanent Income
   Computing in Economics and Finance 2005, Society for Computational Economics

1997

5. Robust Permanent Income and Pricing
   Levine's Working Paper Archive, David K. Levine View citations (20)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (21)
   See also Journal Article in Review of Economic Studies (1999)

Undated

6. Risk-Sensitive Real Business Cycles
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (21)
   See also Journal Article in Journal of Monetary Economics (2000)
7. Whose Habit Is It Anyway?
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)

Journal Articles

2005

1. External Habit and the Cyclicality of Expected Stock Returns
   The Journal of Business, 2005, 78, (3), 1023-1048 View citations (17)
   See also Working Paper (2005)

2000

2. Risk-sensitive real business cycles
   Journal of Monetary Economics, 2000, 45, (3), 507-532 View citations (414)
   See also Working Paper

1999

3. Robust Permanent Income and Pricing
   Review of Economic Studies, 1999, 66, (4), 873-907 View citations (287)
   See also Working Paper (1997)

Chapters