Details about Leland E. Farmer

Access statistics for papers by Leland E. Farmer.

Last updated 2024-02-17. Update your information in the RePEc Author Service.

Short-id: pfa503

Working Papers

2024

1. Disagreement About the Term Structure of Inflation Expectations
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2. Valuing Pharmaceutical Drug Innovations
   Papers, arXiv.org

2022

3. Zoomers and Boomers: Asset Prices and Intergenerational Inequality
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)

2021

4. Learning About the Long Run
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)

2018

5. Pockets of Predictability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
   See also Journal Article Pockets of Predictability, Journal of Finance, American Finance Association (2023) View citations (10) (2023)

2017

6. Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (35)
   Also in MPRA Paper, University Library of Munich, Germany (2016)
   See also Journal Article Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments, Quantitative Economics, Econometric Society (2017) View citations (13) (2017)

Journal Articles

2023

1. Pockets of Predictability
   Journal of Finance, 2023, 78, (3), 1279-1341 View citations (10)
   See also Working Paper Pockets of Predictability, CEPR Discussion Papers (2018) View citations (17) (2018)

2021

2. The discretization filter: A simple way to estimate nonlinear state space models
   Quantitative Economics, 2021, 12, (1), 41-76 View citations (11)

2017

3. Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments
   Quantitative Economics, 2017, 8, (2), 651-683 View citations (13)
   See also Working Paper Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments, University of California at San Diego, Economics Working Paper Series (2017) View citations (35) (2017)