Browsing ECO Articles by Author "FARMER, Roger E. A."
Title:Factor Analysis in a Model with Rational Expectations Author(s):BEYER, Andreas; FARMER, Roger E. A.; HENRY, Jérôme; MARCELLINO, MassimilianoDate:2008-01-01Citation:Econometrics Journal, 2008, 11, 2, 271-286Type of Publication:ArticleAbstract:DSGE models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation ...
Title:Indeterminacy with Non-Separable Utility Author(s):BENNETT, Rosalind L.; FARMER, Roger E. A.Date:2000Citation:Journal of Economic Theory, 2000, 93, 1, 118-143Type of Publication:ArticleAbstract:J. Benhabib and R. E. A. Farmer (1904, J. Econ Theory 63, 19-41) showed that a single sector growth model in the presence of increasing returns-to-scale may display an indeterminate equilibrium if the demand and supply ...
Title:Analyzing Indeterminacies in A Real Business Cycle Model with Money - A Reply Author(s):FARMER, Roger E. A.Date:2000Citation:Journal of Money Credit And Banking, 2000, 32, 2, 292-293Type of Publication:Article