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Roger E. A. Farmer

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Personal Details

First Name: Roger
Middle Name: E. A.
Last Name: Farmer
Suffix:

RePEc Short-ID: pfa3

Email:
Homepage: http://farmer.sscnet.ucla.edu/
Postal Address: UCLA Department of Economics 8283 Bunche Hall Box 951477 Los Angeles, CA 90095-1477 U.S.A.
Phone: (310) 825-6547

Affiliation

(in no particular order)

Works


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Working papers

  1. Roger E.A. Farmer, 2012. "The Effect of Conventional and Unconventional Monetary Policy Rules on Inflation Expectations: Theory and Evidence," NBER Working Papers 18007, National Bureau of Economic Research, Inc.
  2. Roger E.A. Farmer, 2011. "The Stock Market Crash of 2008 Caused the Great Recession: Theory and Evidence," NBER Working Papers 17479, National Bureau of Economic Research, Inc.
  3. Roger Farmer, 2011. "Animal Spirits, Financial Crises and Persistent Unemployment," NBER Working Papers 17137, National Bureau of Economic Research, Inc.
  4. Roger E.A. Farmer, 2010. "Animal Spirits, Persistent Unemployment and the Belief Function," NBER Working Papers 16522, National Bureau of Economic Research, Inc.
  5. Roger E.A. Farmer & Dmitry Plotnikov, 2010. "Does Fiscal Policy Matter? Blinder and Solow Revisited," NBER Working Papers 16644, National Bureau of Economic Research, Inc.
  6. Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
  7. Roger E.A. Farmer, 2009. "Confidence, Crashes and Animal Spirits," NBER Working Papers 14846, National Bureau of Economic Research, Inc.
  8. Roger E. A. Farmer, 2009. "Fiscal Policy Can Reduce Unemployment: But There is a Less Costly and More Effective Alternative," NBER Working Papers 15021, National Bureau of Economic Research, Inc.
  9. Roger Farmer & Carine Nourry & Alain Venditti, 2009. "Debt, Deficits and Finite Horizons: The Stochastic Case," NBER Working Papers 15025, National Bureau of Economic Research, Inc.
  10. Farmer, Roger E A, 2009. "Fiscal Policy Can Reduce Unemployment: But There is a Better Alternative," CEPR Discussion Papers 7526, C.E.P.R. Discussion Papers.
  11. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Minimal state variable solutions to Markov-switching rational expectations models," Working Paper 2008-23, Federal Reserve Bank of Atlanta.
  12. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Generalizing the Taylor principle: comment," Working Paper 2008-19, Federal Reserve Bank of Atlanta.
  13. Roger E. A. Farmer, 2007. "Aggregate Demand and Supply," NBER Working Papers 13406, National Bureau of Economic Research, Inc.
  14. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Understanding the New-Keynesian Model when Monetary Policy Switches Regimes," NBER Working Papers 12965, National Bureau of Economic Research, Inc.
  15. Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2007. "Factor Analysis in a Model with Rational Expectations," NBER Working Papers 13404, National Bureau of Economic Research, Inc.
  16. Andreas Beyer & Roger E.A. Farmer, 2006. "Identification Problems in SDGE Models with an illustration to a small Macro model," Computing in Economics and Finance 2006 81, Society for Computational Economics.
  17. Andreas Beyer & Roger E. A. Farmer, 2006. "A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models," Working Paper Series 586, European Central Bank.
  18. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2006. "Indeterminacy in a Forward Looking Regime Switching Model," NBER Working Papers 12540, National Bureau of Economic Research, Inc.
  19. Roger E. A. Farmer & Tao Zha & Dan Waggoner, 2006. "Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model," 2006 Meeting Papers 334, Society for Economic Dynamics.
  20. Farmer, Roger E A, 2005. "Shooting the Auctioneer," CEPR Discussion Papers 4825, C.E.P.R. Discussion Papers.
  21. Andreas Beyer & Roger E.A. Farmer, 2005. "Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model," Computing in Economics and Finance 2005 172, Society for Computational Economics.
  22. Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2005. "Factor analysis in a New-Keynesian model," Working Paper Series 510, European Central Bank.
  23. Beyer, Andreas & Farmer, Roger E A, 2004. "What We Don't Know About the Monetary Transmission Mechanism and Why We Don't Know It," CEPR Discussion Papers 4811, C.E.P.R. Discussion Papers.
  24. Andreas Beyer & Roger E. A. Farmer, 2004. "On the Indeterminacy of New-Keynesian Economics," Computing in Economics and Finance 2004 152, Society for Computational Economics.
  25. Andreas Beyer & Roger E.A. Farmer, 2003. "Identifying the monetary transmission mechanism using structural breaks," Working Paper Series 275, European Central Bank.
  26. Farmer, Roger E A & Lahiri, Amartya, 2003. "Recursive Preferences and Balanced Growth," CEPR Discussion Papers 3949, C.E.P.R. Discussion Papers.
  27. Andreas Beyer & Roger E.A. Farmer, 2003. "On the indeterminacy of determinacy and indeterminacy," Working Paper Series 277, European Central Bank.
  28. Farmer, Roger E A & Lahiri, Amartya, 2002. "Economic Growth in an Interdependent World Economy," CEPR Discussion Papers 3250, C.E.P.R. Discussion Papers.
  29. Farmer, Roger E A & Lahiri, Amartya, 2002. "A Two-Country Model of Endogenous Growth," CEPR Discussion Papers 3245, C.E.P.R. Discussion Papers.
  30. Farmer, Roger E A, 2002. "Business Cycles With Heterogenous Agents," CEPR Discussion Papers 3154, C.E.P.R. Discussion Papers.
  31. Farmer, Roger E A, 2000. "Natural Rate Doubts," CEPR Discussion Papers 2426, C.E.P.R. Discussion Papers.
  32. Bennett, R.L. & Farmer, R.E.A., 1999. "Indeterminacy with Non-Separable Utility," Economics Working Papers eco99/34, European University Institute.
  33. Farmer, R.E.A., 1999. "Two New Keynesian Theories of Sticky Prices," Economics Working Papers eco99/33, European University Institute.
  34. Jess Benhabib & Roger Farmer, 1998. "The Monetary Transmission Mechanism," Levine's Working Paper Archive 2055, David K. Levine.
  35. Roger E.A. Farmer, 1996. "Money In A Real Business Cycle Model," UCLA Economics Working Papers 757, UCLA Department of Economics.
  36. Roger E.A. Farmer, 1994. "Indeterminacy and Sector-Specific Externalities," UCLA Economics Working Papers 722, UCLA Department of Economics.
  37. Roger E.A. Farmer, 1994. "The Econometrics of Indeterminacy: An Applied Study," UCLA Economics Working Papers 720, UCLA Department of Economics.
  38. Jess Benhabib & Roger E.A. Farmer, 1992. "Indeterminacy and Increasing Returns," UCLA Economics Working Papers 646, UCLA Department of Economics.
  39. Roger E.A. Farmer & Jang Ting Guo, 1992. "Real Business Cycles and the Animal Spirits Hypothesis," UCLA Economics Working Papers 680, UCLA Department of Economics.
  40. Jess Benhabib & Roger E.A. Farmer, 1991. "The Aggregate Effects of Monetary Externalities," UCLA Economics Working Papers 617, UCLA Department of Economics.
  41. Roger E. A. Farmer, 1990. "Dynasty: A Simple Stochastic Growth Model," UCLA Economics Working Papers 598, UCLA Department of Economics.
  42. Roger E.A. Farmer, 1990. "Sticky Prices," UCLA Economics Working Papers 588, UCLA Department of Economics.
  43. Roger E.A. Farmer, 1989. "A.I.L. Theory and the Ailing PHillips Curve: A Contract Based Approach to Aggregate Supply," UCLA Economics Working Papers 549, UCLA Department of Economics.
  44. Roger E.A. Farmer, 1989. "The Lucas Critique Policy Invariance and Multiple Equilibria," UCLA Economics Working Papers 551, UCLA Department of Economics.
  45. Roger E.A. Farmer, 1989. "Rince Preferences," UCLA Economics Working Papers 547, UCLA Department of Economics.
  46. Farmer, Roger, 1987. "Closed-Form Solutions to Dynamic Stochastic Choice Problems," The Warwick Economics Research Paper Series (TWERPS) 282, University of Warwick, Department of Economics.

Articles

  1. Farmer, Roger E.A. & Nourry, Carine & Venditti, Alain, 2011. "Debt, deficits and finite horizons: The stochastic case," Economics Letters, Elsevier, vol. 111(1), pages 47-49, April.
  2. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2010. "Generalizing the Taylor Principle: Comment," American Economic Review, American Economic Association, vol. 100(1), pages 608-17, March.
  3. Roger E.A. Farmer, 2010. "Macroeconomics For The 21st Century: Full Employment As A Policy Goal," National Institute Economic Review, National Institute of Economic and Social Research, vol. 211(1), pages R45-R50, January.
  4. Farmer, Roger E.A., 2010. "How to reduce unemployment: A new policy proposal," Journal of Monetary Economics, Elsevier, vol. 57(5), pages 557-572, July.
  5. Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Indeterminacy in a forward-looking regime switching model," International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(1), pages 69-84.
  6. Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009. "Understanding Markov-switching rational expectations models," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
  7. Roger E. A. Farmer, 2009. "Animal Spirits: How Human Psychology Drives the Economy, and Why it Matters for Global Capitalism," The Economic Record, The Economic Society of Australia, vol. 85(270), pages 357-358, 09.
  8. Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2008. "Factor analysis in a model with rational expectations," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 271-286, 07.
  9. Beyer, Andreas & Farmer, Roger E.A., 2008. "What We Don'T Know About The Monetary Transmission Mechanism And Why We Don'T Know It," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S1), pages 60-74, April.
  10. Roger E. A. Farmer, 2008. "Aggregate demand and supply," International Journal of Economic Theory, The International Society for Economic Theory, vol. 4(1), pages 77-93.
  11. Beyer, Andreas & Farmer, Roger E.A., 2007. "Natural rate doubts," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 797-825, March.
  12. Andreas Beyer & Roger E. A. Farmer, 2007. "Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment," American Economic Review, American Economic Association, vol. 97(1), pages 524-529, March.
  13. Roger E. A. Farmer & Amartya Lahiri, 2006. "Economic Growth in an Interdependent World Economy," Economic Journal, Royal Economic Society, vol. 116(514), pages 969-990, October.
  14. Roger E. A. Farmer & Amartya Lahiri, 2005. "A Two-Country Model of Endogenous Growth," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 68-88, January.
  15. Farmer, Roger E.A. & Lahiri, Amartya, 2005. "Recursive preferences and balanced growth," Journal of Economic Theory, Elsevier, vol. 125(1), pages 61-77, November.
  16. R. E. A. Farmer, 2003. "Arnold, L. G.: Business Cycle Theory," Journal of Economics, Springer, vol. 80(3), pages 278-280, November.
  17. Roger E. A. FARMER, 2002. "Why Does Data Reject the Lucas Critique," Annales d'Economie et de Statistique, ENSAE, issue 67-68, pages 111-129.
  18. Jess Benhabib & Roger E.A. Farmer, 2000. "The Monetary Transmission Mechanism," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(3), pages 523-550, July.
  19. Farmer, Roger E.A., 2000. "Two New Keynesian Theories Of Sticky Prices," Macroeconomic Dynamics, Cambridge University Press, vol. 4(01), pages 74-107, March.
  20. Farmer, Roger E A, 2000. "Analyzing Indeterminacies in a Real Business Cycle Model with Money: A Reply," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(2), pages 292-93, May.
  21. Bennett, Rosalind L. & Farmer, Roger E. A., 2000. "Indeterminacy with Non-separable Utility," Journal of Economic Theory, Elsevier, vol. 93(1), pages 118-143, July.
  22. Farmer, Roger E.A. & Woodford, Michael, 1997. "Self-Fulfilling Prophecies And The Business Cycle," Macroeconomic Dynamics, Cambridge University Press, vol. 1(04), pages 740-769, December.
  23. Roger E. A. Farmer, 1997. "Money in a real business cycle model," Proceedings, Federal Reserve Bank of Cleveland, issue Nov, pages 568-623.
  24. Benhabib, Jess & Farmer, Roger E. A., 1996. "Indeterminacy and sector-specific externalities," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 421-443, June.
  25. Roger E. A. Farmer, 1996. "A theory of business cycles," Finnish Economic Papers, Finnish Economic Association, vol. 9(2), pages 91-109, Autumn.
  26. Farmer, Roger E. A. & Jang-Ting, Guo, 1995. "The econometrics of indeterminacy: an applied study," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 225-271, December.
  27. Farmer Roger E. A. & Guo Jang-Ting, 1994. "Real Business Cycles and the Animal Spirits Hypothesis," Journal of Economic Theory, Elsevier, vol. 63(1), pages 42-72, June.
  28. Benhabib Jess & Farmer Roger E. A., 1994. "Indeterminacy and Increasing Returns," Journal of Economic Theory, Elsevier, vol. 63(1), pages 19-41, June.
  29. Farmer, Roger E. A., 1992. "Nominal price stickiness as a rational expectations equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 16(2), pages 317-337, April.
  30. Farmer, Roger E A, 1991. "The Lucas Critique, Policy Invariance and Multiple Equilibria," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 321-32, April.
  31. Farmer, Roger E A, 1991. "Sticky Prices," Economic Journal, Royal Economic Society, vol. 101(409), pages 1369-79, November.
  32. Farmer, Roger E A, 1990. "Rince Preferences," The Quarterly Journal of Economics, MIT Press, vol. 105(1), pages 43-60, February.
  33. Roger E.A. Farmer, 1989. "AIL theory and the ailing Phillips curve: a contract based approach to aggregate supply," Proceedings, Federal Reserve Bank of San Francisco.
  34. Farmer, Roger E A, 1988. "Money and Contracts," Review of Economic Studies, Wiley Blackwell, vol. 55(3), pages 431-46, July.
  35. Farmer, Roger E. A., 1988. "What is a liquidity crisis?," Journal of Economic Theory, Elsevier, vol. 46(1), pages 1-15, October.
  36. Farmer, Roger E. A., 1986. "Deficits and cycles," Journal of Economic Theory, Elsevier, vol. 40(1), pages 77-88, October.
  37. Farmer, Roger E A & Winter, Ralph A, 1986. " The Role of Options in the Resolution of Agency Problems: A Comment [Theory of the Firm: Managerial Behaviour, Agency Costs and Ownership Structure]," Journal of Finance, American Finance Association, vol. 41(5), pages 1157-70, December.
  38. Farmer, Roger E A, 1985. "Implicit Contracts with Asymmetric Information and Bankruptcy: The Effect of Interest Rates on Layoffs," Review of Economic Studies, Wiley Blackwell, vol. 52(3), pages 427-42, July.
  39. Farmer, Roger E. A., 1984. "Bursting bubbles : On the rationality of hyperinflations in optimizing models," Journal of Monetary Economics, Elsevier, vol. 14(1), pages 29-35, July.
  40. Farmer, Roger E A, 1984. "Unemployment, Bankruptcy and Asymmetric Information," The Manchester School of Economic & Social Studies, University of Manchester, vol. 52(3), pages 284-91, September.
  41. Farmer, Roger E A, 1984. "A New Theory of Aggregate Supply," American Economic Review, American Economic Association, vol. 74(5), pages 920-30, December.

Chapters

  1. Benhabib, Jess & Farmer, Roger E.A., 1999. "Indeterminacy and sunspots in macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 6, pages 387-448 Elsevier.
  2. Roger E. A. Farmer, 1990. "AIL Theory and the Ailing Phillips Curve: A Contract-Based Approach to Aggregate Supply," NBER Chapters, in: Asymmetric Information, Corporate Finance, and Investment, pages 207-230 National Bureau of Economic Research, Inc.

Books

  1. Farmer, Roger, 2010. "How the Economy Works: Confidence, Crashes, and Self-Fulfilling Prophecies," OUP Catalogue, Oxford University Press, number 9780195397918, August.
  2. Farmer, Roger, 2010. "Expectations, Employment and Prices," OUP Catalogue, Oxford University Press, number 9780195397901, August.
  3. Roger E. A. Farmer, 1999. "Macroeconomics of Self-fulfilling Prophecies, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262062038.

NEP Fields

37 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (18) 2005-06-14 2006-10-14 2006-10-21 2006-12-09 2006-12-16 2007-03-17 2007-07-13 2007-09-16 2007-09-24 2008-10-21 2009-02-07 2009-04-05 2009-04-05 2009-05-30 2009-06-17 2009-11-27 2009-12-11 2010-05-02 Author is listed
  2. NEP-CMP: Computational Economics (2) 2005-06-14 2010-05-02
  3. NEP-DEV: Development (2) 2003-03-14 2003-03-14
  4. NEP-DGE: Dynamic General Equilibrium (8) 2003-03-14 2005-06-14 2005-12-01 2006-10-21 2007-09-16 2009-05-30 2009-06-17 2009-12-11 Author is listed
  5. NEP-ECM: Econometrics (4) 2004-03-03 2005-10-04 2005-12-09 2007-09-16
  6. NEP-FMK: Financial Markets (1) 2005-06-14
  7. NEP-HPE: History & Philosophy of Economics (3) 2004-08-02 2007-09-24 2009-04-05
  8. NEP-LAB: Labour Economics (1) 2009-05-30
  9. NEP-MAC: Macroeconomics (27) 2003-03-14 2004-02-29 2004-02-29 2004-08-02 2005-06-14 2005-10-04 2005-10-04 2005-11-19 2005-12-01 2005-12-09 2006-02-19 2006-10-14 2006-10-21 2006-12-09 2006-12-16 2007-03-17 2007-07-13 2007-09-16 2007-09-24 2009-02-07 2009-04-05 2009-05-30 2009-11-27 2011-01-16 2011-10-15 2011-11-01 2012-05-02 Author is listed
  10. NEP-MON: Monetary Economics (10) 2004-02-29 2005-06-14 2005-10-04 2005-11-19 2006-10-14 2006-12-09 2006-12-16 2007-03-17 2007-07-13 2012-05-02 Author is listed
  11. NEP-PBE: Public Economics (1) 2011-01-16
  12. NEP-PKE: Post Keynesian Economics (1) 2005-10-04

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Closeness measure in co-authorship network
  35. Wu-Index

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