Leland E. Farmer : Citation Profile

Are you Leland E. Farmer?

University of Virginia

4

H index

4

i10 index

85

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 10
   Journals where Leland E. Farmer has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 1 (1.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa503
   Updated: 2024-11-08    RAS profile: 2024-02-17    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Leland E. Farmer.

Is cited by:

Toda, Alexis Akira (12)

Rossi, Barbara (3)

Taylor, Robert (3)

Matheron, Julien (2)

Soccorsi, Stefano (2)

Rodrigues, Paulo (2)

Pitarakis, Jean-Yves (2)

Swanson, Eric (2)

Koop, Gary (2)

Demetrescu, Matei (2)

Khan, M. (2)

Cites to:

Campbell, John (10)

Reis, Ricardo (8)

Timmermann, Allan (7)

Schorfheide, Frank (6)

Blanchard, Olivier (6)

Maćkowiak, Bartosz (4)

Mankiw, N. Gregory (4)

Farmer, Roger (4)

Aruoba, S. Boragan (4)

Toda, Alexis Akira (3)

Kaplan, Greg (3)

Main data

Where Leland E. Farmer has published?

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Leland E. Farmer (2024 and 2023)

YearTitle of citing document
2023Composite Likelihood for Stochastic Migration Model with Unobserved Factor. (2021). Djogbenou, Antoine ; Gouri, Christian ; Bandehali, Maygol ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2109.09043.

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2023On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces. (2022). Khan, Ali M ; Ghosh, Aniruddha ; Duanmu, Haosui ; Anderson, Robert M. In: Papers. RePEc:arx:papers:2206.08437.

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2023Analyzing Linear DSGE models: the Method of Undetermined Markov States. (2022). Roulleau-Pasdeloup, Jordan. In: Papers. RePEc:arx:papers:2209.05081.

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2023Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823.

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2024On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models. (2024). Morgan, Jack ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2405.01479.

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2023Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2023). Sakellaris, Plutarchos ; Gortz, Christoph ; Botsis, Alexandros. In: Discussion Papers. RePEc:bir:birmec:23-06.

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2023The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment. (2023). Hairault, Jean-Olivier ; Tripier, Fabien ; Malmberg, Selma ; Langot, Franois. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2305.

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2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

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2024Tuning parameter-free nonparametric density estimation from tabulated summary data. (2024). Wang, Yulong ; Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002841.

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2024Bellman filtering and smoothing for state–space models. (2024). Lange, Rutger-Jan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003482.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2024On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces. (2024). Khan, Ali M ; Ghosh, Aniruddha ; Duanmu, Haosui ; Anderson, Robert M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s002205312400019x.

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2024Make-up strategies with finite planning horizons but infinitely forward-looking asset prices. (2024). Matheron, Julien ; le Bihan, Herve ; Dupraz, Stephane. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001502.

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2023The Art of Temporal Approximation An Investigation into Numerical Solutions to Discrete and Continuous-Time Problems in Economics. (2023). Phelan, Tom ; Eslami, Keyvan. In: Working Papers. RePEc:fip:fedcwq:96110.

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2023Finite-State Markov-Chain Approximations: A Hidden Markov Approach. (2023). McCrary, Sean ; Janssens, Eva F. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96642.

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2023.

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2023Finite-State Markov Chains with Flexible Distributions. (2023). Lkhagvasuren, Damba ; Bataa, Erdenebat. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10222-6.

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2023Quantitative Macroeconomics: Lessons Learned from Fourteen Replications. (2023). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-022-10234-w.

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2023Incarceration, Employment and Earnings: Dynamics and Differences. (). Athreya, Kartik ; Neelakantan, Urvi ; Jones, John B ; Gordon, Grey. In: Review of Economic Dynamics. RePEc:red:issued:21-319.

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2023Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances. (2023). Barbiero, Alessandro ; Hitaj, Asmerilda. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01356-2.

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2023On the limits of rational expectations for policy analysis. (2023). Eichenbaum, Martin. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:4:p:1221-1237.

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2023Real?time detection of regimes of predictability in the US equity premium. (2021). Taylor, Robert ; Harvey, David I ; Robert, A M ; Sollis, Robert ; Leybourne, Stephen J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:45-70.

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2023.

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Works by Leland E. Farmer:

YearTitleTypeCited
2024Valuing Pharmaceutical Drug Innovations In: Papers.
[Full Text][Citation analysis]		paper0
2023Pockets of Predictability In: Journal of Finance.
[Full Text][Citation analysis]		article29
2018Pockets of Predictability.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2017Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper29
2016Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2024Disagreement About the Term Structure of Inflation Expectations In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2021Learning About the Long Run In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2022Zoomers and Boomers: Asset Prices and Intergenerational Inequality In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2021The discretization filter: A simple way to estimate nonlinear state space models In: Quantitative Economics.
[Full Text][Citation analysis]		article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team