Details about Roger E. A. Farmer

E-mail:
Homepage:	http://farmer.sscnet.ucla.edu/
Phone:	(310) 825-6547
Postal address:	UCLA Department of Economics 8283 Bunche Hall Box 951477 Los Angeles, CA 90095-1477 U.S.A.
Workplace:	Centre for Economic Policy Research (CEPR), (more information at EDIRC) Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC) National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Roger E. A. Farmer.

Last updated 2009-09-15. Update your information in the RePEc Author Service.

Short-id: pfa3

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Working Papers

2009

1. Confidence, Crashes and Animal Spirits
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Debt, Deficits and Finite Horizons: The Stochastic Case
   NBER Working Papers, National Bureau of Economic Research, Inc
3. Fiscal Policy Can Reduce Unemployment: But There is a Less Costly and More Effective Alternative
   NBER Working Papers, National Bureau of Economic Research, Inc
4. Understanding Markov-Switching Rational Expectations Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2009) View citations
   See also Journal Article in Journal of Economic Theory (2009)

2008

5. Generalizing the Taylor principle: comment
   Working Paper, Federal Reserve Bank of Atlanta View citations
6. Minimal state variable solutions to Markov-switching rational expectations models
   Working Paper, Federal Reserve Bank of Atlanta View citations

2007

7. Aggregate Demand and Supply
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in International Journal of Economic Theory (2008)
8. Factor Analysis in a Model with Rational Expectations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Econometrics Journal (2008)
9. Indeterminacy in a forward-looking regime-switching model
   Working Paper, Federal Reserve Bank of Atlanta View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations
   See also Journal Article in International Journal of Economic Theory (2009)
10. Understanding the New Keynesian model when monetary policy switches regimes
    Working Paper, Federal Reserve Bank of Atlanta View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations

2006

11. A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models
    Working Paper Series, European Central Bank
12. Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model
    2006 Meeting Papers, Society for Economic Dynamics
13. Identification Problems in SDGE Models with an illustration to a small Macro model
    Computing in Economics and Finance 2006, Society for Computational Economics View citations
14. Shooting the Auctioneer
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations

2005

15. Factor Analysis in a New-Keynesian Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2005) View citations
16. Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

17. On the Indeterminacy of New Keynesian Economics
    2004 Meeting Papers, Society for Economic Dynamics View citations
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations
    Working Paper Series, European Central Bank (2004) View citations
18. What We Don't Know About the Monetary Transmission Mechanism and Why We Don't Know It
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in Macroeconomic Dynamics (2008)

2003

19. Identifying the Monetary Transmission Mechanism Using Structural Breaks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2003) View citations
20. On the Indeterminacy of Determinacy and Indeterminacy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2003) View citations
21. Recursive Preferences and Balanced Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in Journal of Economic Theory (2005)

2002

22. A Two-Country Model of Endogenous Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Review of Economic Dynamics (2005)
23. Business Cycles With Heterogenous Agents
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
24. Economic Growth in an Interdependent World Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Economic Journal (2006)
25. Natural rate doubts
    Working Paper Series, European Central Bank View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2007)

1999

26. Indeterminacy with Non-Separable Utility
    Economics Working Papers, European University Institute View citations
    See also Journal Article in Journal of Economic Theory (2000)
27. The Monetary Transmission Mechanism
    Economics Working Papers, European University Institute
    Also in Levine's Working Paper Archive, David K. Levine (1998) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996) View citations
    Working Papers, C.V. Starr Center for Applied Economics, New York University (1996) View citations
    See also Journal Article in Review of Economic Dynamics (2000)
28. Two New Keynesian Theories of Sticky Prices
    Economics Working Papers, European University Institute View citations
    See also Journal Article in Macroeconomic Dynamics (2000)

1997

29. Money in a Real Business Cycle Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1996) View citations
    See also Journal Article in Journal of Money, Credit and Banking (1997)

1996

30. Indeterminacy and Sector-Specific Externalities
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1994)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996) View citations
    Working Papers, C.V. Starr Center for Applied Economics, New York University (1995) View citations
    See also Journal Article in Journal of Monetary Economics (1996)

1994

31. The Econometrics of Indeterminacy: An Applied Study
    UCLA Economics Working Papers, UCLA Department of Economics View citations
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1995)

1992

32. Indeterminacy and Increasing Returns
    UCLA Economics Working Papers, UCLA Department of Economics View citations
    Also in Working Papers, Cambridge - Risk, Information & Quantity Signals (1991) View citations
    Working Papers, C.V. Starr Center for Applied Economics, New York University (1991) View citations
    See also Journal Article in Journal of Economic Theory (1994)
33. Real Business Cycles and the Animal Spirits Hypothesis
    UCLA Economics Working Papers, UCLA Department of Economics View citations
    See also Journal Article in Journal of Economic Theory (1994)

1991

34. The Aggregate Effects of Monetary Externalities
    Working Papers, Cambridge - Risk, Information & Quantity Signals View citations
    Also in Working Papers, C.V. Starr Center for Applied Economics, New York University (1991) View citations
    UCLA Economics Working Papers, UCLA Department of Economics (1991) View citations

1990

35. Dynasty: A Simple Stochastic Growth Model
    UCLA Economics Working Papers, UCLA Department of Economics
36. Sticky Prices
    UCLA Economics Working Papers, UCLA Department of Economics View citations
    See also Journal Article in Economic Journal (1991)

1989

37. A.I.L. Theory and the Ailing PHillips Curve: A Contract Based Approach to Aggregate Supply
    UCLA Economics Working Papers, UCLA Department of Economics
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989)
    See also Chapter (1990)
    Journal Article in Proceedings (1989)
38. Rince Preferences
    UCLA Economics Working Papers, UCLA Department of Economics
    See also Journal Article in The Quarterly Journal of Economics (1990)
39. The Lucas Critique Policy Invariance and Multiple Equilibria
    UCLA Economics Working Papers, UCLA Department of Economics View citations
    See also Journal Article in Review of Economic Studies (1991)

1987

40. Closed-Form Solutions to Dynamic Stochastic Choice Problems
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations

Journal Articles

2009

1. Indeterminacy in a forward-looking regime switching model
   International Journal of Economic Theory, 2009, 5, (1), 69-84 View citations
   See also Working Paper (2007)
2. Understanding Markov-switching rational expectations models
   Journal of Economic Theory, 2009, 144, (5), 1849-1867 View citations
   See also Working Paper (2009)

2008

3. Aggregate demand and supply
   International Journal of Economic Theory, 2008, 4, (1), 77-93
   See also Working Paper (2007)
4. Factor analysis in a model with rational expectations
   Econometrics Journal, 2008, 11, (2), 271-286
   See also Working Paper (2007)
5. WHAT WE DON'T KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DON'T KNOW IT
   Macroeconomic Dynamics, 2008, 12, (S1), 60-74
   See also Working Paper (2004)

2007

6. Natural rate doubts
   Journal of Economic Dynamics and Control, 2007, 31, (3), 797-825 View citations
   See also Working Paper (2002)
7. Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment
   American Economic Review, 2007, 97, (1), 524-529 View citations

2006

8. Economic Growth in an Interdependent World Economy
   Economic Journal, 2006, 116, (514), 969-990 View citations
   See also Working Paper (2002)

2005

9. A Two-Country Model of Endogenous Growth
   Review of Economic Dynamics, 2005, 8, (1), 68-88 View citations
   See also Working Paper (2002)
10. Recursive preferences and balanced growth
    Journal of Economic Theory, 2005, 125, (1), 61-77 View citations
    See also Working Paper (2003)

2003

11. Arnold, L. G.: Business Cycle Theory
    Journal of Economics, 2003, 80, (3), 278-280

2002

12. Why Does Data Reject the Lucas Critique
    Annales d'Economie et de Statistique, 2002, (67-68), 05 View citations

2000

13. Analyzing Indeterminacies in a Real Business Cycle Model with Money: A Reply
    Journal of Money, Credit and Banking, 2000, 32, (2), 292-93
14. Indeterminacy with Non-separable Utility
    Journal of Economic Theory, 2000, 93, (1), 118-143 View citations
    See also Working Paper (1999)
15. TWO NEW KEYNESIAN THEORIES OF STICKY PRICES
    Macroeconomic Dynamics, 2000, 4, (01), 74-107 View citations
    See also Working Paper (1999)
16. The Monetary Transmission Mechanism
    Review of Economic Dynamics, 2000, 3, (3), 523-550 View citations
    See also Working Paper (1999)

1997

17. Money in a Real Business Cycle Model
    Journal of Money, Credit and Banking, 1997, 29, (4), 568-611 View citations
    Also in Proceedings, 1997, (Nov), 568-623 (1997) View citations
    See also Working Paper (1997)
18. SELF-FULFILLING PROPHECIES AND THE BUSINESS CYCLE
    Macroeconomic Dynamics, 1997, 1, (04), 740-769 View citations

1996

19. Indeterminacy and sector-specific externalities
    Journal of Monetary Economics, 1996, 37, (3), 421-443 View citations
    See also Working Paper (1996)

1995

20. The econometrics of indeterminacy: an applied study
    Carnegie-Rochester Conference Series on Public Policy, 1995, 43, (1), 225-271 View citations
    See also Working Paper (1994)

1994

21. Indeterminacy and Increasing Returns
    Journal of Economic Theory, 1994, 63, (1), 19-41 View citations
    See also Working Paper (1992)
22. Real Business Cycles and the Animal Spirits Hypothesis
    Journal of Economic Theory, 1994, 63, (1), 42-72 View citations
    See also Working Paper (1992)

1992

23. A comment on "testing the lucas critique: A review "
    Econometric Reviews, 1992, 11, (3), 307-311 View citations
24. Nominal price stickiness as a rational expectations equilibrium
    Journal of Economic Dynamics and Control, 1992, 16, (2), 317-337 View citations

1991

25. Sticky Prices
    Economic Journal, 1991, 101, (409), 1369-79 View citations
    See also Working Paper (1990)
26. The Lucas Critique, Policy Invariance and Multiple Equilibria
    Review of Economic Studies, 1991, 58, (2), 321-32 View citations
    See also Working Paper (1989)

1990

27. Rince Preferences
    The Quarterly Journal of Economics, 1990, 105, (1), 43-60 View citations
    See also Working Paper (1989)

1989

28. AIL theory and the ailing Phillips curve: a contract based approach to aggregate supply
    Proceedings, 1989 View citations
    See also Chapter (1990)
    Working Paper (1989)

1988

29. Money and Contracts
    Review of Economic Studies, 1988, 55, (3), 431-46 View citations
30. What is a liquidity crisis?
    Journal of Economic Theory, 1988, 46, (1), 1-15 View citations

1986

31. Deficits and cycles
    Journal of Economic Theory, 1986, 40, (1), 77-88 View citations
32. 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, 1986, 41, (5), 1157-70

1985

33. Implicit Contracts with Asymmetric Information and Bankruptcy: The Effect of Interest Rates on Layoffs
    Review of Economic Studies, 1985, 52, (3), 427-42 View citations

1984

34. A New Theory of Aggregate Supply
    American Economic Review, 1984, 74, (5), 920-30 View citations
35. Bursting bubbles: On the rationality of hyperinflations in optimizing models
    Journal of Monetary Economics, 1984, 14, (1), 29-35
36. Unemployment, Bankruptcy and Asymmetric Information
    The Manchester School of Economic & Social Studies, 1984, 52, (3), 284-91

Books

1999

1. Macroeconomics of Self-fulfilling Prophecies, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations

Chapters

1999

1. Indeterminacy and sunspots in macroeconomics
   Chapter 06 in Handbook of Macroeconomics, 1999, vol. 1, Part A, pp 387-448 View citations

1990

2. AIL Theory and the Ailing Phillips Curve: A Contract-Based Approach to Aggregate Supply
   A chapter in Asymmetric Information, Corporate Finance, and Investment, 1990, pp 207-230
   See also Working Paper (1989)
   Journal Article in Proceedings (1989)