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 (4)

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 External Habit and the Cyclicality of Expected Stock Returns, The Journal of Business, University of Chicago Press (2005) View citations (17) (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 Robust Permanent Income and Pricing, The Review of Economic Studies, Review of Economic Studies Ltd (1999) View citations (297) (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 Risk-sensitive real business cycles, Journal of Monetary Economics, Elsevier (2000) View citations (448) (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 External habit and the cyclicality of expected stock returns, Finance and Economics Discussion Series (2005) View citations (20) (2005)

2000

2. Risk-sensitive real business cycles
   Journal of Monetary Economics, 2000, 45, (3), 507-532 View citations (448)
   See also Working Paper Risk-Sensitive Real Business Cycles, GSIA Working Papers View citations (21)

1999

3. Robust Permanent Income and Pricing
   The Review of Economic Studies, 1999, 66, (4), 873-907 View citations (297)
   See also Working Paper Robust Permanent Income and Pricing, Levine's Working Paper Archive (1997) View citations (20) (1997)