Thomas Tallarini : Citation Profile


Are you Thomas Tallarini?

Federal Reserve Bank of Minneapolis

3

H index

3

i10 index

601

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (1996 - 2008). See details.
   Cites by year: 50
   Journals where Thomas Tallarini has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 2 (0.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta19
   Updated: 2020-08-01    RAS profile: 2020-02-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Hansen, Lars (25)

Sargent, Thomas (25)

Guillén, Osmani (22)

Luo, Yulei (17)

Young, Eric (15)

Issler, João (14)

Miao, Jianjun (10)

Nie, Jun (10)

FRANCO NETO, AFONSO (10)

Fernandez-Villaverde, Jesus (8)

Karantounias, Anastasios (8)

Cites to:

Hansen, Lars (8)

Campbell, John (7)

Epstein, Larry (6)

Boldrin, Michele (5)

Christiano, Lawrence (5)

Fisher, Jonas (5)

Sargent, Thomas (4)

Zin, Stanley (4)

Jagannathan, Ravi (3)

Kreps, David (3)

Weil, Philippe (3)

Main data


Where Thomas Tallarini has published?


Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business4

Recent works citing Thomas Tallarini (2019 and 2018)


YearTitle of citing document
2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

Full description at Econpapers || Download paper

2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

Full description at Econpapers || Download paper

2018Business Cycle Uncertainty and Economic Welfare Revisited. (2018). Maussner, Alfred ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0335.

Full description at Econpapers || Download paper

2019The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11.

Full description at Econpapers || Download paper

2019Le taux neutre au Canada : mise à jour de 2019. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11fr.

Full description at Econpapers || Download paper

2020A Plucking Model of Business Cycles. (2020). Dupraz, Stéphane ; Nakamura, Emi ; Steinsson, Jon. In: Working papers. RePEc:bfr:banfra:748.

Full description at Econpapers || Download paper

2018DOES NEAR†RATIONALITY MATTER IN FIRST†ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH. (2018). Sorge, Marco ; Hespeler, Frank . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e97-e113.

Full description at Econpapers || Download paper

2019Trend Growth Shocks and Asset Prices. (2019). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:1904.

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

Full description at Econpapers || Download paper

2020Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:865.

Full description at Econpapers || Download paper

2018Government Debt and the Returns to Innovation. (2018). Croce, Mariano Massimiliano ; Schmid, Lukas ; Raymond, Steve ; Nguyen, Thien Tung . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12617.

Full description at Econpapers || Download paper

2018Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk. (2018). Ludwig, Alexander ; Krueger, Dirk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12717.

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

Full description at Econpapers || Download paper

2019Stock Price Cycles and Business Cycles. (2019). Adam, Klaus ; Merkel, Sebastian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13866.

Full description at Econpapers || Download paper

2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13922.

Full description at Econpapers || Download paper

2017The Welfare Cost of Business Cycles for Heterogeneous Consumers: A State-Space Decomposition. (2017). Barros, Fernando ; Silva, Diego M ; Lima, Francisco L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00282.

Full description at Econpapers || Download paper

2020Consumption, Leisure, and Cross-country Welfare Costs of Business Cycles. (2020). Coelho, Christiano A ; Mello, Marcelo A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00817.

Full description at Econpapers || Download paper

2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

Full description at Econpapers || Download paper

2020Perturbation solution and welfare costs of business cycles in DSGE models. (2020). Maussner, Alfred ; Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188919302143.

Full description at Econpapers || Download paper

2017Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

Full description at Econpapers || Download paper

2017Volatility risk and economic welfare. (2017). Xu, Shaofeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

Full description at Econpapers || Download paper

2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

Full description at Econpapers || Download paper

2018Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:30-44.

Full description at Econpapers || Download paper

2019Dynamic optimal investment policy under incomplete information. (2019). Yang, Jinqiang ; Wang, Hongli ; Liu, BO ; Huang, Wenli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305060.

Full description at Econpapers || Download paper

2018On the computation of detection error probabilities under normality assumptions. (2018). Okubo, Masakatsu . In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:106-109.

Full description at Econpapers || Download paper

2020Twisted probabilities, uncertainty, and prices. (2020). Sargent, Thomas J ; Han, Lloyd S ; Szke, Balint ; Hansen, Lars Peter. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:151-174.

Full description at Econpapers || Download paper

2019Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets. (2019). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:41-49.

Full description at Econpapers || Download paper

2017Optimal dividend payout model with risk sensitive preferences. (2017). Jaśkiewicz, Anna ; Jakiewicz, Anna ; Bauerle, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:82-93.

Full description at Econpapers || Download paper

2019Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frederic ; Gauthier, Genevieve ; Gambetti, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:371-383.

Full description at Econpapers || Download paper

2018Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130.

Full description at Econpapers || Download paper

2018Stochastic optimal growth model with risk sensitive preferences. (2018). Bauerle, Nicole ; Jakiewicz, Anna. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:181-200.

Full description at Econpapers || Download paper

2018Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

Full description at Econpapers || Download paper

2019Directed attention and nonparametric learning. (2019). Nathanson, Charles G ; Dew-Becker, Ian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:461-496.

Full description at Econpapers || Download paper

2019Generalized entropy and model uncertainty. (2019). Meyer-Gohde, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:312-343.

Full description at Econpapers || Download paper

2020A theoretical foundation of ambiguity measurement. (2020). Izhakian, Yehuda. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300090.

Full description at Econpapers || Download paper

2017Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85.

Full description at Econpapers || Download paper

2017Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

Full description at Econpapers || Download paper

2018An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233.

Full description at Econpapers || Download paper

2018Asset pricing and ambiguity: Empirical evidence⁎. (2018). Brenner, Menachem ; Izhakian, Yehuda. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:503-531.

Full description at Econpapers || Download paper

2019Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.

Full description at Econpapers || Download paper

2019A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:110-140.

Full description at Econpapers || Download paper

2020International R&D spillovers and asset prices. (2020). Santacreu, Ana Maria ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:330-354.

Full description at Econpapers || Download paper

2018Optimal monetary policy for a pessimistic central bank. (2018). Vitale, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:39-59.

Full description at Econpapers || Download paper

2017Expected utility with uncertain probabilities theory. (2017). Izhakian, Yehuda. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:91-103.

Full description at Econpapers || Download paper

2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets. (2018). Grandmont, Jean-Michel ; Lemaire, Isabelle ; Calvet, Laurent-Emmanuel . In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:1:p:117-146.

Full description at Econpapers || Download paper

2017Optimal capital structure and credit spread under incomplete information. (2017). Liu, BO ; Yang, Jinqiang ; Peng, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:596-611.

Full description at Econpapers || Download paper

2019What is the investment loss due to uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102648.

Full description at Econpapers || Download paper

2018An Intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69634.

Full description at Econpapers || Download paper

2018Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87384.

Full description at Econpapers || Download paper

2020Asset Prices and Unemployment Fluctuations. (2020). Lopez, Pierlauro ; Kehoe, Patrick J ; Midrigan, Virgiliu ; Pastorino, Elena. In: Working Papers. RePEc:fip:fedcwq:87582.

Full description at Econpapers || Download paper

2019Precautionary Pricing: The Disinflationary Effects of ELB Risk. (2019). Leduc, Sylvain ; Carter, Thomas ; Amano, Robert. In: Working Paper Series. RePEc:fip:fedfwp:2019-26.

Full description at Econpapers || Download paper

2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

Full description at Econpapers || Download paper

2020Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504.

Full description at Econpapers || Download paper

2020Asset Prices and Unemployment Fluctuations. (2020). Midrigan, Virgiliu ; Kehoe, Patrick J ; Lopez, Pierlauro ; Pastorino, Elena. In: Staff Report. RePEc:fip:fedmsr:87571.

Full description at Econpapers || Download paper

2018The Fundamental Equity Premium and Ambiguity Aversion in an International Context. (2018). Ngo, Minh Hai ; Yuan, Shuonan ; Rieger, Marc Oliver. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:128-:d:181012.

Full description at Econpapers || Download paper

2019What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:138.

Full description at Econpapers || Download paper

2018Rational Ignorance in Long-run Risk Models. (2018). d'Addona, Stefano ; Daddona, Stefano. In: International Journal of Business and Economics. RePEc:ijb:journl:v:17:y:2018:i:1:p:43-54.

Full description at Econpapers || Download paper

2019Macroeconomic Outcomes in Disaster-Prone Countries. (2019). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: IMF Working Papers. RePEc:imf:imfwpa:19/217.

Full description at Econpapers || Download paper

2017Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit. (2017). Vitale, Paolo. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9547-y.

Full description at Econpapers || Download paper

2017Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion. (2017). Funke, Michael ; Glanemann, Nicole ; Belaia, Mariia . In: Environmental & Resource Economics. RePEc:kap:enreec:v:67:y:2017:i:1:d:10.1007_s10640-015-9978-x.

Full description at Econpapers || Download paper

2018Comparative precautionary saving under higher-order risk and recursive utility. (2018). Bostian, AJ A. ; Heinzel, Christoph ; AJ A. Bostian, . In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0030-2.

Full description at Econpapers || Download paper

2018Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z.

Full description at Econpapers || Download paper

2018Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk. (2018). Ludwig, Alexander ; Krueger, Dirk. In: MEA discussion paper series. RePEc:mea:meawpa:201802.

Full description at Econpapers || Download paper

2018Asset Prices in a Small Production Network. (2018). Ruge-Murcia, Francisco. In: Cahiers de recherche. RePEc:mtl:montec:02-2018.

Full description at Econpapers || Download paper

2018Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk. (2018). Ludwig, Alexander ; Krueger, Dirk. In: NBER Working Papers. RePEc:nbr:nberwo:24335.

Full description at Econpapers || Download paper

2019Macroeconomic Uncertainty Prices when Beliefs are Tenuous. (2019). Sargent, Thomas ; Hansen, Lars. In: NBER Working Papers. RePEc:nbr:nberwo:25781.

Full description at Econpapers || Download paper

2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Croce, Mariano ; Raymond, Steve ; Nguyen, Thien T. In: NBER Working Papers. RePEc:nbr:nberwo:26177.

Full description at Econpapers || Download paper

2019Asset Prices and Unemployment Fluctuations. (2019). Pastorino, Elena ; Midrigan, Virgiliu ; Lopez, Pierlauro ; Kehoe, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:26580.

Full description at Econpapers || Download paper

2020Mitigating Disaster Risks to Sustain Growth. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang. In: NBER Working Papers. RePEc:nbr:nberwo:27066.

Full description at Econpapers || Download paper

2020Interest Rates and the Design of Financial Contracts. (2020). Schwert, Michael ; Roberts, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:27195.

Full description at Econpapers || Download paper

2019Nominal GDP growth indexed bonds: Business Cycle and Welfare Effects within the Framework of New Keynesian DSGE model. (2019). Kwon, Yongo. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:504.

Full description at Econpapers || Download paper

2019What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: Working Papers. RePEc:ost:wpaper:383.

Full description at Econpapers || Download paper

2017Macro-Finance. (2017). Cochrane, John. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985..

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Economics Series Working Papers. RePEc:oxf:wpaper:846.

Full description at Econpapers || Download paper

2018Comparative precautionary saving under higher-order risk and recursive utility. (2018). Heinzel, Christoph ; Bostian, Aj A. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:43:y:2018:i:1:d:10.1057_s10713-018-0030-2.

Full description at Econpapers || Download paper

2018On the Optimal Speed of Sovereign Deleveraging with Precautionary Savings. (2018). Roldán, Francisco ; PHILIPPON, Thomas ; Roldan, Francisco. In: IMF Economic Review. RePEc:pal:imfecr:v:66:y:2018:i:2:d:10.1057_s41308-018-0054-8.

Full description at Econpapers || Download paper

2018Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk. (2018). Ludwig, Alexander ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:18-004.

Full description at Econpapers || Download paper

2018Stochastic Impatience and the Separation of Time and Risk Preferences. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David. In: PIER Working Paper Archive. RePEc:pen:papers:18-020.

Full description at Econpapers || Download paper

2017Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium. (2017). Young, Eric ; Luo, Yulei ; Nie, Jun. In: MPRA Paper. RePEc:pra:mprapa:80046.

Full description at Econpapers || Download paper

2018The Business Cycle Model Beyond General Equilibrium. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87204.

Full description at Econpapers || Download paper

2018Economic Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87207.

Full description at Econpapers || Download paper

2018Economic Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:88531.

Full description at Econpapers || Download paper

2018Economic and Financial Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:93269.

Full description at Econpapers || Download paper

2020Hysteresis and the Welfare Costs of Business Cycles. (2020). Tervala, Juha. In: MPRA Paper. RePEc:pra:mprapa:99758.

Full description at Econpapers || Download paper

2018Real Exchange Variability in a Two-Country Business Cycle Model. (2018). Tretvoll, Hakon. In: Review of Economic Dynamics. RePEc:red:issued:13-34.

Full description at Econpapers || Download paper

2019News Shocks and Asset Prices. (2019). Malkhozov, Aytek ; Tamoni, Andrea ; Bretscher, Lorenzo. In: 2019 Meeting Papers. RePEc:red:sed019:100.

Full description at Econpapers || Download paper

2019A dynamic theory of the excess burden of taxation. (2019). Karantounias, Anastasios. In: 2019 Meeting Papers. RePEc:red:sed019:1356.

Full description at Econpapers || Download paper

2019Public Debt and the Slope of the Term Structure. (2019). Nguyen, Thien. In: 2019 Meeting Papers. RePEc:red:sed019:957.

Full description at Econpapers || Download paper

2019What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Working Paper series. RePEc:rim:rimwps:19-06.

Full description at Econpapers || Download paper

2019Fiscal policy for households and public budget constraint in Italy. (2019). Socci, Claudio ; Ahmed, Irfan ; Pretaroli, Rosita ; Severini, Francesca. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:36:y:2019:i:1:d:10.1007_s40888-018-0114-6.

Full description at Econpapers || Download paper

2018Forecasting investment and consumption behavior of economic agents through dynamic computable general equilibrium model. (2018). Ahmed, Irfan ; Pretaroli, Rosita ; Yasser, Qaiser Rafique ; Severini, Francesca ; Socci, Claudio. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0091-3.

Full description at Econpapers || Download paper

2018Essays on model uncertainty in financial models. (2018). Li, Jing. In: Other publications TiSEM. RePEc:tiu:tiutis:202cd910-7ef1-4db4-94ae-de174ab85dc2.

Full description at Econpapers || Download paper

2020Ambiguous Business Cycles: A Quantitative Assessment. (2020). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem . In: TSE Working Papers. RePEc:tse:wpaper:124312.

Full description at Econpapers || Download paper

2019The usual robust control framework in discrete time: Some interesting results. (2019). Tucci, Marco Paolo. In: Department of Economics University of Siena. RePEc:usi:wpaper:815.

Full description at Econpapers || Download paper

2017The pricing of average options with jump diffusion processes in the uncertain volatility model. (2017). Fan, Yulian ; Zhang, Huadong. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500050.

Full description at Econpapers || Download paper

2017(Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: Discussion Papers. RePEc:zbw:bubdps:302017.

Full description at Econpapers || Download paper

2019Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk. (2019). Ludwig, Alexander ; Krueger, Dirk. In: SAFE Working Paper Series. RePEc:zbw:safewp:201.

Full description at Econpapers || Download paper

2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Grosse Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

Full description at Econpapers || Download paper

2017Household Finance and the Value of Life. (2017). Harenberg, Daniel ; Bommier, Antoine ; le Grand, Franois ; Legrand, Franois . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168189.

Full description at Econpapers || Download paper

2018Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk. (2018). Ludwig, Alexander ; Krueger, Dirk. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18014.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Thomas Tallarini:


YearTitleTypeCited
1997Robust Permanent Income and Pricing In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper242
Robust Permanent Income and Pricing.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 242
paper
1999Robust Permanent Income and Pricing.(1999) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 242
article
External Habit and the Cyclicality of Expected Stock Returns In: GSIA Working Papers.
[Full Text][Citation analysis]
paper19
2005External habit and the cyclicality of expected stock returns.(2005) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2005External Habit and the Cyclicality of Expected Stock Returns.(2005) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
Risk-Sensitive Real Business Cycles In: GSIA Working Papers.
[Full Text][Citation analysis]
paper339
2000Risk-sensitive real business cycles.(2000) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 339
article
1996Whose Habit Is It Anyway? In: GSIA Working Papers.
[Full Text][Citation analysis]
paper1
2019Macroprudential Policy: Results from a Tabletop Exercise In: Working Papers.
[Full Text][Citation analysis]
paper0
2008The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution In: 2008 Meeting Papers.
[Full Text][Citation analysis]
paper0
2005Portfolio Choice and Permanent Income In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team