Leland E. Farmer : Citation Profile

University of Virginia

4

H index

4

i10 index

126

Citations

RESEARCH PRODUCTION:

3

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 15
   Journals where Leland E. Farmer has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 1 (0.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa503
   Updated: 2026-06-06    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)

Yan, Yayi (3)

Taylor, Robert (3)

Rossi, Barbara (3)

Gordon, Grey (2)

Moench, Emanuel (2)

Korobilis, Dimitris (2)

Matheron, Julien (2)

KRISHNAMURTHY, ARVIND (2)

Lee, Ji Hyung (2)

Demetrescu, Matei (2)

Cites to:

Campbell, John (10)

Reis, Ricardo (8)

Timmermann, Allan (7)

Schorfheide, Frank (6)

Blanchard, Olivier (6)

Mankiw, N. Gregory (4)

Aruoba, S. Boragan (4)

Farmer, Roger (4)

Maćkowiak, Bartosz (4)

Kaplan, Greg (3)

Watson, Mark (3)

Main data

Where Leland E. Farmer has published?

Journals with more than one article published# docs
Quantitative Economics2

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 (2026 and 2025)

YearTitle of citing document
2025On 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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2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2026Overparametrized models with posterior drift. (2025). Coqueret, Guillaume ; Laguerre, Martial. In: Papers. RePEc:arx:papers:2506.23619.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2026A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting. (2026). Zhang, Cheng. In: Papers. RePEc:arx:papers:2602.07841.

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2026Statistical Inference for Score Decompositions. (2026). Puke, Marius ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2603.04275.

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2026Overconfident forecasters and the impact of inflation information: evidence from a randomized survey experiment. (2026). Sonti, Sharath ; Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1532_26.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03. (2025). McGrane, Michael. In: Working Papers. RePEc:cbo:wpaper:60888.

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2025Leveraging external debt: Stimulate innovation by infrastructure development in Belt and Road countries. (2025). Luo, Ruilin ; Zhang, Fan ; Mai, Jinghua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1214-1243.

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2025Expectations, learning gains, and forecast errors: Assessing nonlinearities with a functional coefficient approach. (2025). Milani, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004495.

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2025Time-varying vector error-correction models: Estimation and inference. (2025). Yan, Yayi ; GAO, Jiti ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000892.

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2025A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441.

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2025Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339.

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2025On the time-varying relation between monetary policy uncertainty and bond risk premia. (2025). Yin, Ximing ; Li, Luyang ; Yu, Deshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005526.

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2025Can switching between predictive models and the historical average improve bond return predictability?. (2025). Xing, Bingxin Ann ; Wan, Runqing. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001394.

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2025A survey of models and methods used for forecasting when investing in financial markets. (2025). Swanson, Norman R ; Maung, Kenwin. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1355-1382.

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2025Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305.

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2025Can you improve upon the GDP forecasts of professional forecasters using information about monetary policy?. (2025). Croushore, Dean. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:86:y:2025:i:c:s0164070425000539.

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2025The short-term predictability pockets in China. (2025). Wang, Binxu ; Hua, Xia ; Dong, Dairui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003718.

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2025How Do We Learn About the Long Run?. (2025). Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:99868.

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2025How do Macroeconomic Expectations React to Extreme Weather Shocks?. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-001.

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2025Evidence on Expectations of Household Finances. (2025). Lopes, Paula ; Cocco, Joao F ; Gomes, Francisco. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:11:p:9548-9568.

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2025The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics. (2025). Eslami, Keyvan ; Phelan, Thomas. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10596-3.

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2026An Identification and Estimation of Stock Price Pattern Equations using K-Means. (2026). Steinbacher, Mitja. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:2:d:10.1007_s10614-025-10879-3.

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2025Professor Efthymios (Mike) Tsionas€™ asset pricing model groundbreaking contributions. (2025). Arakelian, Veni. In: Tourism Economics. RePEc:sae:toueco:v:31:y:2025:i:1:p:24-31.

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2026Short-term inflation expectations evaluation in the presence of instabilities. (2026). , Joao ; Caetano, Sidney M. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:2:d:10.1007_s00181-025-02850-w.

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2025Discretizing earnings dynamics: implications of Gaussian-mixture shocks for life-cycle models. (2025). Kirkby, Robert. In: The Japanese Economic Review. RePEc:spr:jecrev:v:76:y:2025:i:2:d:10.1007_s42973-025-00196-7.

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2025Small data: Inference with occasionally observed states. (2025). Reich, Gregor ; Mller, Philipp ; Lanz, Andreas ; Gilch, Alexandros ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:c00d9419-1999-4de2-8d44-4b4801c21511.

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2025Informational differences, adaptive learning, and inflation forecast bias. (2025). Chen, Qiang ; Yin, Zechen. In: International Studies of Economics. RePEc:wly:intsec:v:20:y:2025:i:3:p:236-259.

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2025Reassessing the Predictive Power of the Yield Spread for Recessions in the United States. (2025). Vahey, Shaun ; Coe, Patrick J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:231-236.

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Works by Leland E. Farmer:

YearTitleTypeCited
2026Valuing Pharmaceutical Drug Innovations In: Papers.
[Full Text][Citation analysis]		paper0
2023Pockets of Predictability In: Journal of Finance.
[Full Text][Citation analysis]		article44
2018Pockets of Predictability.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		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]		paper37
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: 37		paper
2017Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments.(2017) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2024Disagreement About the Term Structure of Inflation Expectations In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2021Learning About the Long Run In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
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]		article12

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