Roger E. A. Farmer

University of Warwick

Professor

Coventry CV4 7AL

United Kingdom

http://Rogerfarmer.com

University of California, Los Angeles (UCLA) - Department of Economics

Bunche Hall 8283

P.O. Box 951477

Los Angeles, CA 90095-1477

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

National Institute of Economic and Social Research (NIESR)

Research Associate

2 Dean Trench Street

Smith Square

London, SW1P 3HE

United Kingdom

http://NIESR.ac.uk

SCHOLARLY PAPERS

56

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3,988

SSRN CITATIONS
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SSRN RANKINGS

Top 2,513

in Total Papers Citations

415

CROSSREF CITATIONS

295

Scholarly Papers (56)

1.

On the Indeterminacy of New-Keynesian Economics

Number of pages: 51 Posted: 16 May 2004
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 321 (176,200)
Citation 19

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Identification, indeterminacy, transparency, new-Keynesian model

The Natural Rate Hypothesis: An Idea Past its Sell-By Date

NBER Working Paper No. w19267
Number of pages: 15 Posted: 01 Aug 2013 Last Revised: 23 Feb 2023
Roger E. A. Farmer
University of Warwick
Downloads 167 (329,613)
Citation 1

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The Natural Rate Hypothesis: An Idea Past its Sell-By Date

Bank of England Quarterly Bulletin 2013 Q3
Number of pages: 13 Posted: 18 Sep 2013
Roger E. A. Farmer
University of Warwick
Downloads 62 (658,100)
Citation 1

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The Natural Rate Hypothesis: An Idea Past its Sell-by-Date

CEPR Discussion Paper No. DP9580
Number of pages: 16 Posted: 08 Aug 2013
Roger E. A. Farmer
University of Warwick
Downloads 1 (1,179,297)
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inflation, natural rate hypothesis, unemployment

Identifying the Monetary Transmission Mechanism Using Structural Breaks

Number of pages: 50 Posted: 26 Jan 2004
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 200 (280,295)

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Fed, Monetary transmission, identification, structural breaks, recoverable structure

Identifying the Monetary Transmission Mechanism Using Structural Breaks

Number of pages: 44 Posted: 16 Dec 2003
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 15 (1,041,277)
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Fed, monetary transmission, identification, structural breaks, recoverable structure

4.

Factor Analysis in a New-Keynesian Model

ECB Working Paper No. 510
Number of pages: 54 Posted: 25 Aug 2005
European Central Bank (ECB), University of Warwick, European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 208 (271,164)
Citation 4

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New-Keynesian Phillips curve, forward looking output equation, Taylor rule, rational expectations, factor analysis, determinacy of equilibrium.

5.

2013 John Flemming Memorial Lecture: Qualitative Easing – A New Tool for the Stabilisation of Financial Markets

Bank of England Quarterly Bulletin, 2013 Q4
Number of pages: 9 Posted: 16 Jan 2014 Last Revised: 09 Jul 2014
Roger E. A. Farmer
University of Warwick
Downloads 179 (310,429)

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On the Indeterminacy of Determinacy and Indeterminacy

Number of pages: 24 Posted: 17 Feb 2004
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 123 (422,784)

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Identification, indeterminacy

On the Indeterminacy of Determinacy and Indeterminacy

Number of pages: 16 Posted: 11 Dec 2003
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 18 (1,008,017)
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Identification, indeterminacy

7.

Natural Rate Doubts

Number of pages: 48 Posted: 14 Jan 2003
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 137 (387,742)
Citation 28

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Natural Rate, Phillips Curve, Real Interest Rate, Cointegration

Indeterminacy in a Forward-Looking Regime-Switching Model

FRB of Atlanta Working Paper No. 2006-19
Number of pages: 16 Posted: 26 Nov 2006
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 72 (606,445)
Citation 2

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policy rule, inflation, serial dependence, multiple equilibria, regime switching

Indeterminacy in a Forward Looking Regime Switching Model

NBER Working Paper No. w12540
Number of pages: 16 Posted: 02 Oct 2006 Last Revised: 08 Oct 2022
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 34 (851,477)

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Indeterminacy in a Forward Looking Regime Switching Model

CEPR Discussion Paper No. 5919
Number of pages: 18 Posted: 29 Dec 2006
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 14 (1,052,504)
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Indeterminacy, regime switching, Taylor Principle

Understanding the New Keynesian Model When Monetary Policy Switches Regimes

FRB Atlanta Working Paper No. 2007-12
Number of pages: 24 Posted: 27 Dec 2007
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 77 (583,195)

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active and passive regimes, indeterminacy, cross-regime spillovers, conditioning, expectations formation, inflation hawk, inflation dove

Understanding the New-Keynesian Model When Monetary Policy Switches Regimes

NBER Working Paper No. w12965
Number of pages: 24 Posted: 15 Mar 2007 Last Revised: 05 Dec 2022
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 41 (794,945)

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10.

Minimal State Variable Solutions to Markov-Switching Rational Expectations Models

FRB of Atlanta Working Paper No. 2008-23
Number of pages: 30 Posted: 13 Nov 2008
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 113 (448,913)
Citation 60

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regime switching, volatility, rational expectations

11.

Aggregate Demand and Supply

NBER Working Paper No. w13406
Number of pages: 23 Posted: 18 Sep 2007 Last Revised: 20 Aug 2022
Roger E. A. Farmer
University of Warwick
Downloads 110 (457,961)
Citation 5

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12.

A Method to Generate Structural Impulse-Responses for Measuring the Effects of Shocks in Structural Macro Models

ECB Working Paper No. 586
Number of pages: 46 Posted: 10 Feb 2006
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 108 (463,945)
Citation 1

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Identification, indeterminacy, rational expectations models.

13.
Downloads 35 (473,489)
Citation 10

The Evolution of Endogenous Business Cycles

NBER Working Paper No. w18284
Number of pages: 32 Posted: 10 Aug 2012 Last Revised: 18 Jun 2023
Roger E. A. Farmer
University of Warwick
Downloads 33 (860,089)
Citation 2

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The Evolution of Endogenous Business Cycles

CEPR Discussion Paper No. DP9080
Number of pages: 35 Posted: 28 Sep 2012
Roger E. A. Farmer
University of Warwick
Downloads 2 (1,169,873)
Citation 2
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indeterminacy, self-fulfilling propcheices, sunspots, unemployment

14.

Generalizing the Taylor Principle: Comment

Federal Reserve Bank of Atlanta Working Paper 2008-19
Number of pages: 14 Posted: 16 Nov 2008
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 104 (476,847)
Citation 8

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bounded solutions, multiple fundamental equilibria, historical dependence

15.
Downloads 103 (480,081)
Citation 30

Solving and Estimating Indeterminate DSGE Models

IMF Working Paper No. 13/200
Number of pages: 31 Posted: 28 Oct 2013
Roger E. A. Farmer and Vadim Khramov
University of Warwick and International Monetary Fund (IMF)
Downloads 65 (641,746)
Citation 10

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Economic models, Monetary policy, Indeterminacy, DSGE Models

Solving and Estimating Indeterminate DSGE Models

NBER Working Paper No. w19457
Number of pages: 50 Posted: 20 Sep 2013 Last Revised: 02 Mar 2023
Roger E. A. Farmer, Vadim Khramov and Giovanni Nicolò
University of Warwick, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 38 (818,314)
Citation 7

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Solving and Estimating Indeterminate DSGE Models

CEPR Discussion Paper No. DP9663
Number of pages: 30 Posted: 24 Sep 2013
Roger E. A. Farmer and Vadim Khramov
University of Warwick and International Monetary Fund (IMF)
Downloads 0
Citation 3
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Bayesian estimation, Dynare, indeterminacy

The Stock Market Crash of 2008 Caused the Great Recession: Theory and Evidence

NBER Working Paper No. w17479
Number of pages: 37 Posted: 06 Oct 2011 Last Revised: 06 Apr 2023
Roger E. A. Farmer
University of Warwick
Downloads 96 (507,232)

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The Stock Market Crash of 2008 Caused the Great Recession: Theory and Evidence

CEPR Discussion Paper No. DP8617
Number of pages: 34 Posted: 01 Nov 2011
Roger E. A. Farmer
University of Warwick
Downloads 2 (1,169,873)
Citation 4
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stock market, unemployment

Zoomers and Boomers: Asset Prices and Intergenerational Inequality

Number of pages: 44 Posted: 09 Sep 2022 Last Revised: 11 Mar 2023
Leland E. Farmer and Roger E. A. Farmer
University of Virginia and University of Warwick
Downloads 73 (601,706)

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perpetual youth, asset pricing, indeterminacy

Zoomers and Boomers: Asset Prices and Intergenerational Inequality

NBER Working Paper No. w30419
Number of pages: 46 Posted: 12 Sep 2022 Last Revised: 11 Mar 2023
Leland E. Farmer and Roger E. A. Farmer
University of Virginia and University of Warwick
Downloads 24 (944,410)

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18.
Downloads 96 (503,136)
Citation 2

The Theory of Unconventional Monetary Policy

Bank of England Working Paper No. 613
Number of pages: 29 Posted: 07 Sep 2016
Roger E. A. Farmer and Pawel Zabczyk
University of Warwick and Bank of England
Downloads 64 (647,163)

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Unconventional monetary policy, qualitative easing, central bank balance sheet, portfolio balance effects

The Theory of Unconventional Monetary Policy

NBER Working Paper No. w22135
Number of pages: 34 Posted: 04 Apr 2016 Last Revised: 26 Jun 2022
Roger E. A. Farmer and Pawel Zabczyk
University of Warwick and International Monetary Fund MCMMP
Downloads 32 (868,755)

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The Theory of Unconventional Monetary Policy

CEPR Discussion Paper No. DP11196
Number of pages: 31 Posted: 18 Apr 2016
Roger E. A. Farmer and Pawel Zabczyk
University of Warwick and International Monetary Fund MCMMP
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Qualitative Easing, Sunspots, Unconventional Monetary Policy

19.

Confidence, Crashes and Animal Spirits

NBER Working Paper No. w14846
Number of pages: 31 Posted: 07 Apr 2009 Last Revised: 27 Jul 2022
Roger E. A. Farmer
University of Warwick
Downloads 96 (503,136)
Citation 1

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Understanding Markov-Switching Rational Expectations Models

NBER Working Paper No. w14710
Number of pages: 27 Posted: 17 Feb 2009 Last Revised: 13 Mar 2022
Roger E. A. Farmer, Tao A. Zha and Daniel F. Waggoner
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 55 (698,576)
Citation 3

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Understanding Markov-Switching Rational Expectations Models

FRB Atlanta Working Paper 2009-5
Number of pages: 26 Posted: 17 Mar 2015
Roger E. A. Farmer, Daniel F. Waggoner and Tao A. Zha
University of Warwick, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 37 (826,434)
Citation 7

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stability, nonlinearity, unique equilibrium, cross-regime indeterminacy, expectations formation, necessary and sufficient conditions

Does Fiscal Policy Matter? Blinder and Solow Revisited

NBER Working Paper No. w16644
Number of pages: 32 Posted: 27 Dec 2010 Last Revised: 25 Jun 2023
Roger E. A. Farmer and Dmitry Plotnikov
University of Warwick and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 81 (565,592)

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Does Fiscal Policy Matter? Blinder and Solow Revisited

CEPR Discussion Paper No. DP8189
Number of pages: 33 Posted: 18 Jan 2011
Roger E. A. Farmer and Dmitry Plotnikov
University of Warwick and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 3 (1,161,054)
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crowding out, fiscal policy

The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World

NBER Working Paper No. w18647
Number of pages: 41 Posted: 22 Dec 2012 Last Revised: 15 Jun 2023
Roger E. A. Farmer, Carine Nourry and Alain Venditti
University of Warwick, University of Angers - Research Group in Quantitative Saving (GREQAM) and National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 72 (606,445)

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The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World

CEPR Discussion Paper No. DP9283
Number of pages: 50 Posted: 01 Feb 2013
Roger E. A. Farmer, Carine Nourry and Alain Venditti
University of Warwick, University of Angers - Research Group in Quantitative Saving (GREQAM) and National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 9 (1,105,567)
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asset pricing, efficient markets, excess volatility

23.
Downloads 71 (602,376)
Citation 2

Shooting the Auctioneer

NBER Working Paper No. w12584
Number of pages: 34 Posted: 17 Oct 2006 Last Revised: 22 May 2022
Roger E. A. Farmer and Andrew Hollenhorst
University of Warwick and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 50 (730,648)

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Shooting the Auctioneer

Number of pages: 35 Posted: 13 Apr 2005
Roger E. A. Farmer
University of Warwick
Downloads 21 (975,531)
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Some International Evidence for Keynesian Economics Without the Phillips Curve

FEDS Working Paper No. 2019-32
Number of pages: 24 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Roger E. A. Farmer and Giovanni Nicolò
University of Warwick and Board of Governors of the Federal Reserve System
Downloads 50 (730,648)
Citation 1

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Bayesian Methods, General Equilibrium, indeterminacy, International Business Cycles, Keynes, Monetary policy, Phillips Curve

Some International Evidence for Keynesian Economics Without the Phillips Curve

NBER Working Paper No. w25743
Number of pages: 24 Posted: 15 Apr 2019 Last Revised: 05 Nov 2021
Roger E. A. Farmer and Giovanni Nicolò
University of Warwick and Board of Governors of the Federal Reserve System
Downloads 17 (1,018,999)

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Some International Evidence for Keynesian Economics Without the Phillips Curve

CEPR Discussion Paper No. DP13655
Number of pages: 25 Posted: 09 Apr 2019 Last Revised: 10 Jun 2019
Roger E. A. Farmer and Giovanni Nicolò
University of Warwick and Board of Governors of the Federal Reserve System
Downloads 1 (1,179,297)
Citation 1
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belief function, Indeterminacy, Keynesian economics, Phillips curve

Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality

Number of pages: 36 Posted: 19 Feb 2021
Jean-Philippe Bouchaud and Roger E. A. Farmer
Capital Fund Management and University of Warwick
Downloads 63 (652,484)
Citation 2

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Self-Fulfilling Prophecies, Wealth Inequalities, Non-Ergodicity

Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality

CEPR Discussion Paper No. DP15573
Number of pages: 52 Posted: 23 Dec 2020 Last Revised: 27 May 2022
Roger E. A. Farmer and Jean-Philippe Bouchaud
University of Warwick and Université Paris VI Pierre et Marie Curie - College de France
Downloads 1 (1,179,297)
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Animal Spirits, Persistent Unemployment and the Belief Function

NBER Working Paper No. w16522
Number of pages: 40 Posted: 14 Nov 2010 Last Revised: 23 Feb 2023
Roger E. A. Farmer
University of Warwick
Downloads 59 (674,936)

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Animal Spirits, Persistent Unemployment and the Belief Function

CEPR Discussion Paper No. DP8100
Number of pages: 39 Posted: 29 Nov 2010
Roger E. A. Farmer
University of Warwick
Downloads 3 (1,161,054)
Citation 3
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animal spirits, inflation, unemployment

Post Keynesian Dynamic Stochastic General Equilibrium Theory

NBER Working Paper No. w23109
Number of pages: 18 Posted: 30 Jan 2017 Last Revised: 22 Feb 2023
Roger E. A. Farmer
University of Warwick
Downloads 58 (680,758)

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Post Keynesian Dynamic Stochastic General Equilibrium Theory

CEPR Discussion Paper No. DP11807
Number of pages: 19 Posted: 30 Jan 2017
Roger E. A. Farmer
University of Warwick
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Dynamic Stochastic General Equilibrium Theory, Post Keynesian Economics

Animal Spirits, Financial Crises and Persistent Unemployment

NBER Working Paper No. w17137
Number of pages: 39 Posted: 20 Jun 2011 Last Revised: 30 Apr 2023
Roger E. A. Farmer
University of Warwick
Downloads 53 (710,987)
Citation 7

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Animal Spirits, Rational Bubbles and Unemployment in an Old-Keynesian Model

CEPR Discussion Paper No. DP8439
Number of pages: 41 Posted: 25 Jun 2011
Roger E. A. Farmer
University of Warwick
Downloads 3 (1,161,054)
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animal spirits, old-Keynesian, rational bubbles, unemployment

The Stock Market Crash Really Did Cause the Great Recession

NBER Working Paper No. w19391
Number of pages: 27 Posted: 30 Aug 2013 Last Revised: 26 Jun 2023
Roger E. A. Farmer
University of Warwick
Downloads 54 (704,835)
Citation 6

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The Stock Market Crash Really Did Cause the Great Recession

CEPR Discussion Paper No. DP9630
Number of pages: 14 Posted: 09 Sep 2013
Roger E. A. Farmer
University of Warwick
Downloads 1 (1,179,297)
Citation 1
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stock market, unemployment

The Effect of Conventional and Unconventional Monetary Policy Rules on Inflation Expectations: Theory and Evidence

NBER Working Paper No. w18007
Number of pages: 23 Posted: 21 Apr 2012 Last Revised: 16 Mar 2023
Roger E. A. Farmer
University of Warwick
Downloads 48 (744,163)
Citation 2

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The Effect of Conventional and Unconventional Monetary Policy Rules on Inflation Expectations: Theory and Evidence

CEPR Discussion Paper No. DP8956
Number of pages: 22 Posted: 25 May 2012
Roger E. A. Farmer
University of Warwick
Downloads 6 (1,134,598)
Citation 2
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inflation, interest rates, unconventional monetary policy, zero lower bound

31.

Factor Analysis in a Model with Rational Expectations

NBER Working Paper No. w13404
Number of pages: 30 Posted: 14 Sep 2007 Last Revised: 18 Aug 2022
European Central Bank (ECB), University of Warwick, European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 50 (714,701)

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32.

Fiscal Policy Can Reduce Unemployment: But There is a Less Costly and More Effective Alternative

NBER Working Paper No. w15021
Number of pages: 41 Posted: 01 Jun 2009 Last Revised: 19 Jul 2023
Roger E. A. Farmer
University of Warwick
Downloads 41 (775,054)

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33.

The End of Alchemy: a Review Essay

NBER Working Paper No. w23156
Number of pages: 26 Posted: 13 Feb 2017 Last Revised: 10 Apr 2022
Roger E. A. Farmer
University of Warwick
Downloads 40 (782,336)

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34.

Ail Theory and the Ailing Phillips Curve: a Contract Based Approach to Aggregate Supply

NBER Working Paper No. w3115
Number of pages: 43 Posted: 21 Feb 2001 Last Revised: 08 Jul 2022
Roger E. A. Farmer
University of Warwick
Downloads 39 (789,572)
Citation 2

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35.
Downloads 36 (812,279)
Citation 2

The Household Fallacy

NBER Working Paper No. w24393
Number of pages: 19 Posted: 12 Mar 2018 Last Revised: 25 Feb 2023
Roger E. A. Farmer and Pawel Zabczyk
University of Warwick and Bank of England
Downloads 36 (834,547)

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The Household Fallacy

CEPR Discussion Paper No. DP12770
Number of pages: 20 Posted: 06 Mar 2018
Roger E. A. Farmer and Pawel Zabczyk
University of Warwick and International Monetary Fund MCMMP
Downloads 0
Citation 1
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36.

Debt, Deficits and Finite Horizons: The Stochastic Case

NBER Working Paper No. w15025
Number of pages: 21 Posted: 03 Jun 2009 Last Revised: 23 Jul 2023
Roger E. A. Farmer, Carine Nourry and Alain Venditti
University of Warwick, University of Angers - Research Group in Quantitative Saving (GREQAM) and National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 33 (836,385)
Citation 4

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37.
Downloads 32 (844,571)
Citation 2

Asset Prices in a Lifecycle Economy

NBER Working Paper No. w19958
Number of pages: 34 Posted: 10 Mar 2014 Last Revised: 15 Jul 2023
Roger E. A. Farmer
University of Warwick
Downloads 32 (868,755)

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Asset Prices in a Lifecycle Economy

CEPR Discussion Paper No. DP9897
Number of pages: 35 Posted: 02 Jun 2014
Roger E. A. Farmer
University of Warwick
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asset prices, equity premium puzzle, excess volatility puzzle

38.
Downloads 31 (852,905)
Citation 18

Keynesian Economics Without the Phillips Curve

NBER Working Paper No. w23837
Number of pages: 29 Posted: 18 Sep 2017 Last Revised: 18 Feb 2023
Roger E. A. Farmer and Giovanni Nicolò
University of Warwick and Board of Governors of the Federal Reserve System
Downloads 29 (896,026)
Citation 17

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Keynesian Economics Without the Phillips Curve

CEPR Discussion Paper No. DP12298
Number of pages: 30 Posted: 20 Sep 2017
Roger E. A. Farmer
University of Warwick
Downloads 2 (1,169,873)
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Indeterminacy, Keynesian economics, money

39.
Downloads 31 (852,905)
Citation 4

Qualitative Easing: How it Works and Why it Matters

NBER Working Paper No. w18421
Number of pages: 32 Posted: 29 Sep 2012 Last Revised: 03 May 2023
Roger E. A. Farmer
University of Warwick
Downloads 24 (944,410)

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Qualitative Easing: How it Works and Why it Matters

CEPR Discussion Paper No. DP9153
Number of pages: 33 Posted: 02 Oct 2012
Roger E. A. Farmer
University of Warwick
Downloads 7 (1,125,267)
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fiscal policy, monetary policy, qualitative easing

Global Sunspots and Asset Prices in a Monetary Economy

NBER Working Paper No. w20831
Number of pages: 53 Posted: 12 Jan 2015 Last Revised: 03 Jun 2023
Roger E. A. Farmer
University of Warwick
Downloads 30 (886,912)

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Global Sunspots and Asset Prices in a Monetary Economy

CEPR Discussion Paper No. DP10402
Number of pages: 54 Posted: 10 Feb 2015
Roger E. A. Farmer
University of Warwick
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asset prices, sunspots

41.

Economic Growth in an Interdependent World Economy

Number of pages: 51 Posted: 09 Apr 2002
Roger E. A. Farmer and Amartya Lahiri
University of Warwick and University of British Columbia (UBC) - Department of Economics
Downloads 27 (888,085)
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Endogenous growth, interdependent world economy

42.

What We Don't Know About the Monetary Transmission Mechanism and Why We Don't Know it

Number of pages: 22 Posted: 08 Apr 2005
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of Warwick
Downloads 24 (915,904)
Citation 1
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Benhabib-Farmer model, new-Keynesian model, indeterminacy, identification

43.

Recursive Preferences and Balanced Growth

Number of pages: 32 Posted: 19 Aug 2003
Roger E. A. Farmer and Amartya Lahiri
University of Warwick and University of British Columbia (UBC) - Department of Economics
Downloads 24 (915,904)
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Recursive utility, balanced growth, endogenous income distribution

44.

Business Cycles with Heterogenous Agents

Number of pages: 31 Posted: 05 Feb 2002
Roger E. A. Farmer
University of Warwick
Downloads 22 (935,266)
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Business cycles, dynamic general equilibrium theory, overlapping generations

45.
Downloads 21 (945,114)

The Role of Financial Policy

NBER Working Paper No. w24498
Number of pages: 17 Posted: 12 Apr 2018 Last Revised: 10 Jun 2023
Roger E. A. Farmer
University of Warwick
Downloads 21 (975,531)

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The Role of Financial Policy

CEPR Discussion Paper No. DP12825
Number of pages: 19 Posted: 05 Apr 2018
Roger E. A. Farmer
University of Warwick
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Keynesian economics, Monetarism, Natural rate of unemployment

Pricing Assets in an Economy with Two Types of People

NBER Working Paper No. w22228
Number of pages: 37 Posted: 09 May 2016 Last Revised: 27 Mar 2023
Roger E. A. Farmer
University of Warwick
Downloads 19 (997,159)

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Pricing Assets in an Economy with Two Types of People

CEPR Discussion Paper No. DP11253
Number of pages: 38 Posted: 04 May 2016
Roger E. A. Farmer
University of Warwick
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47.
Downloads 19 (965,386)
Citation 3

The Indeterminacy School in Macroeconomics

NBER Working Paper No. w25879
Number of pages: 46 Posted: 28 May 2019 Last Revised: 19 Mar 2023
Roger E. A. Farmer
University of Warwick
Downloads 17 (1,018,999)

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The Indeterminacy School in Macroeconomics

CEPR Discussion Paper No. DP13745
Number of pages: 48 Posted: 30 May 2019 Last Revised: 13 Jan 2020
Roger E. A. Farmer
University of Warwick
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Indeterminacy, Macroeconomics

Monetary and Fiscal Policy When People Have Finite Lives

NBER Working Paper No. w25445
Number of pages: 35 Posted: 15 Jan 2019 Last Revised: 12 Jul 2023
Roger E. A. Farmer and Pawel Zabczyk
University of Warwick and International Monetary Fund MCMMP
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Monetary and Fiscal Policy When People Have Finite Lives

CEPR Discussion Paper No. DP13432
Number of pages: 45 Posted: 11 Jan 2019 Last Revised: 04 Feb 2022
Roger E. A. Farmer and Pawel Zabczyk
University of Warwick and International Monetary Fund MCMMP
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FTPL, Indeterminacy, Monetary and Fiscal Policy, monetary policy, OLG model

49.

A Two-Country Model of Endogenous Growth

Number of pages: 33 Posted: 04 Apr 2002
Roger E. A. Farmer and Amartya Lahiri
University of Warwick and University of British Columbia (UBC) - Department of Economics
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Endogenous growth, open economy

50.
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Citation 9

Animal Spirits in a Monetary Model

NBER Working Paper No. w22136
Number of pages: 28 Posted: 04 Apr 2016 Last Revised: 26 Jun 2023
Roger E. A. Farmer and Konstantin Platonov
University of Warwick and University of California, Los Angeles (UCLA)
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Animal Spirits in a Monetary Model

CEPR Discussion Paper No. DP11197
Number of pages: 23 Posted: 18 Apr 2016
Roger E. A. Farmer and Konstantin Platonov
University of Warwick and University of California, Los Angeles (UCLA)
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animal spirits, belief function, Keynesian economics, Unemployment

51.

Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality

NBER Working Paper No. w28261
Number of pages: 51 Posted: 20 Sep 2021 Last Revised: 22 Mar 2023
Roger E. A. Farmer and Jean-Philippe Bouchaud
University of Warwick and Capital Fund Management
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52.
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Citation 12

Pricing Assets in a Perpetual Youth Model

NBER Working Paper No. w24261
Number of pages: 37 Posted: 30 Jan 2018 Last Revised: 17 Apr 2022
Roger E. A. Farmer
University of Warwick
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Pricing Assets in a Perpetual Youth Model

CEPR Discussion Paper No. DP12643
Number of pages: 38 Posted: 29 Jan 2018
Roger E. A. Farmer
University of Warwick
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The Importance of Beliefs in Shaping Macroeconomic Outcomes

NBER Working Paper No. w26557
Number of pages: 36 Posted: 16 Dec 2019 Last Revised: 26 Jul 2023
Roger E. A. Farmer
University of Warwick
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The Importance of Beliefs in Shaping Macroeconomic Outcomes

CEPR Discussion Paper No. DP14185
Number of pages: 37 Posted: 17 Dec 2019 Last Revised: 16 Jun 2020
Roger E. A. Farmer
University of Warwick
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Fiscal policy, Keynesian economics, unemployment

54.

Fiscal Policy Can Reduce Unemployment: But There is a Better Alternative

CEPR Discussion Paper No. DP7526
Number of pages: 42 Posted: 17 Nov 2009
Roger E. A. Farmer
University of Warwick
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Financial crisis, Fiscal policy, Unemployment

55.

Indeterminacy and Sector-Specific Externalities

CEPR Discussion Paper Series 1403
Posted: 06 Jan 1997
Jess Benhabib and Roger E. A. Farmer
New York University - Leonard N. Stern School of Business - Department of Economics and University of Warwick

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56.

The Monetary Transmission Mechanism

CEPR Discussion Paper Series No. 1404
Posted: 16 Dec 1996
Jess Benhabib and Roger E. A. Farmer
New York University - Leonard N. Stern School of Business - Department of Economics and University of Warwick

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