J. Doyne Farmer
Personal Details
First Name: | J. |
Middle Name: | Doyne |
Last Name: | Farmer |
Suffix: | |
RePEc Short-ID: | pfa201 |
[This author has chosen not to make the email address public] | |
http://www.doynefarmer.com | |
Institute for New Economic Thinking University of Oxford Manor Road Building Manor Road Oxford OX1 3UQ | |
Affiliation
INET Oxford
Oxford Martin School
Oxford University
Oxford, United Kingdomhttps://www.inet.ox.ac.uk/
RePEc:edi:inoxfuk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Pichler, Anton & del Rio-Chanona, R. Maria & Farmer, J. Doyne & Ives, Matthew & Bücker, Joris, 2023. "Employment dynamics in a rapid decarbonization of the power sector," INET Oxford Working Papers 2023-28, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Aymeric Vie & J. Doyne Farmer, 2023. "Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II," Papers 2302.01216, arXiv.org.
- Farmer, J. Doyne & Wiersema, Garbrand & Kemp, Esti, 2023. "Liquidity Spirals," INET Oxford Working Papers 2023-16, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- J. Doyne Farmer & John Geanakoplos & Matteo G. Richiardi & Miquel Montero & Josep Perell'o & Jaume Masoliver, 2023.
"Discounting the distant future: What do historical bond prices imply about the long term discount rate?,"
Papers
2312.17157, arXiv.org.
- J. Doyne Farmer & John Geanakoplos & Matteo G. Richiardi & Miquel Montero & Josep Perelló & Jaume Masoliver, 2024. "Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate?," Mathematics, MDPI, vol. 12(5), pages 1-25, February.
- Matteo Richiardi & J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perellò, 2017. "Discounting the distant future: What do historical bond prices imply about the long term discount rate?," LABORatorio R. Revelli Working Papers Series 156, LABORatorio R. Revelli, Centre for Employment Studies.
- del Rio-Chanona, R. Maria & Farmer, J. Doyne & Mealy, Penny & de Moura, Fernanda Senra & Barbrook-Johnson, Peter & Berryman, Anna & Bücker, Joris & Hanusch, Marek, 2023. "Modelling labour market transitions: the case of productivity shifts in Brazil," INET Oxford Working Papers 2023-21, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022.
"Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market,"
INET Oxford Working Papers
2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer, 2023. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 386-432.
- Adrián Carro & Marc Hinterschweiger & Arzu Uluc & J. Doyne Farmer, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Working Papers 2217, Banco de España.
- Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Farmer, J. Doyne, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Bank of England working papers 976, Bank of England.
- Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022.
"Black-box Bayesian inference for economic agent-based models,"
INET Oxford Working Papers
2022-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Joel Dyer & Patrick Cannon & J. Doyne Farmer & Sebastian Schmon, 2022. "Black-box Bayesian inference for economic agent-based models," Papers 2202.00625, arXiv.org.
- Farmer, J. Doyne & Axtell, Robert L., 2022. "Agent-Based Modeling in Economics and Finance: Past, Present, and Future," INET Oxford Working Papers 2022-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022. "Calibrating Agent-based Models to Microdata with Graph Neural Networks," INET Oxford Working Papers 2022-30, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lafond, François & Farmer, J. Doyne & Mungo, Luca & Astudillo-Estévez, Pablo, 2022.
"Reconstructing production networks using machine learning,"
INET Oxford Working Papers
2022-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Jan 2023.
- Mungo, Luca & Lafond, François & Astudillo-Estévez, Pablo & Farmer, J. Doyne, 2023. "Reconstructing production networks using machine learning," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
- Marco Pangallo & Alberto Aleta & R. Maria del Rio Chanona & Anton Pichler & David Mart'in-Corral & Matteo Chinazzi & Franc{c}ois Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespig, 2022.
"The unequal effects of the health-economy tradeoff during the COVID-19 pandemic,"
Papers
2212.03567, arXiv.org.
- Marco Pangallo & Alberto Aleta & R. Maria del Rio-Chanona & Anton Pichler & David Martín-Corral & Matteo Chinazzi & François Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespignani, 2024. "The unequal effects of the health–economy trade-off during the COVID-19 pandemic," Nature Human Behaviour, Nature, vol. 8(2), pages 264-275, February.
- Farmer, J. Doyne & Kolic, Blas & Sabuco, Juan, 2021. "Estimating initial conditions for dynamical systems with incomplete information," INET Oxford Working Papers 2021-20, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Anton Pichler & J. Doyne Farmer, 2021.
"Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain,"
Papers
2101.07818, arXiv.org, revised May 2021.
- Anton Pichler & J. Doyne Farmer, 2022. "Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain," Economic Systems Research, Taylor & Francis Journals, vol. 34(3), pages 273-293, July.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Goodhart, Charles, 2021.
"Systemic implications of the bail-in design,"
INET Oxford Working Papers
2021-21, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J. Doyne & Goodhart, C. A. E. & Kleinnijenhuis, Alissa M., 2021. "Systemic implications of the bail-in design," LSE Research Online Documents on Economics 111903, London School of Economics and Political Science, LSE Library.
- Pichler, Anton & Farmer, J. Doyne, 2021. "Modeling simultaneous supply and demand shocks in input-output networks," INET Oxford Working Papers 2021-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Wiersema, Garbrand, 2020.
"Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels,"
INET Oxford Working Papers
2019-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Wetzer, Thom & Farmer, J. Doyne, 2023. "Scenario-free analysis of financial stability with interacting contagion channels," Journal of Banking & Finance, Elsevier, vol. 146(C).
- Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne, 2020.
"Production networks and epidemic spreading: How to restart the UK economy?,"
INET Oxford Working Papers
2020-12, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer, 2020. "Production networks and epidemic spreading: How to restart the UK economy?," Papers 2005.10585, arXiv.org.
- Lafond, François & Farmer, J. Doyne & Greenwald, Diana, 2020.
"Can stimulating demand drive costs down? World War II as a natural experiment,"
INET Oxford Working Papers
2020-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lafond, François & Greenwald, Diana & Farmer, J. Doyne, 2022. "Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment," The Journal of Economic History, Cambridge University Press, vol. 82(3), pages 727-764, September.
- Lafond, Francois & Greenwald, Diana & Farmer, J. Doyne, 2020. "Can stimulating demand drive costs down? World War II as a natural experiment," MPRA Paper 100823, University Library of Munich, Germany.
- Farmer, J. Doyne & Ives, Matthew & Way, Rupert & Mealy, Penny, 2020. "Empirically grounded technology forecasts and the energy transition," INET Oxford Working Papers 2021-01, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised 2021.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020.
"Foundations of system-wide financial stress testing with heterogeneous institutions,"
INET Oxford Working Papers
2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J Doyne & Kleinnijenhuis, Alissa M & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers 861, Bank of England.
- Pichler, Anton & Lafond, François & Farmer, J. Doyne, 2020.
"Technological interdependencies predict innovation dynamics,"
INET Oxford Working Papers
2020-04, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Anton Pichler & Franc{c}ois Lafond & J. Doyne Farmer, 2020. "Technological interdependencies predict innovation dynamics," Papers 2003.00580, arXiv.org.
- Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne, 2020.
"In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model,"
INET Oxford Working Papers
2021-18, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Feb 2021.
- Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer, 2021. "In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model," Papers 2102.09608, arXiv.org.
- R. Maria del Rio-Chanona & Penny Mealy & Anton Pichler & Francois Lafond & Doyne Farmer, 2020.
"Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective,"
Papers
2004.06759, arXiv.org.
- R Maria del Rio-Chanona & Penny Mealy & Anton Pichler & François Lafond & J Doyne Farmer, 2020. "Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 36(Supplemen), pages 94-137.
- Maarten P. Scholl & Anisoara Calinescu & J. Doyne Farmer, 2020.
"How Market Ecology Explains Market Malfunction,"
Papers
2009.09454, arXiv.org, revised Jan 2021.
- Maarten P. Scholl & Anisoara Calinescu & J. Doyne Farmer, 2021. "How market ecology explains market malfunction," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2015574118-, June.
- Farmer, J. Doyne & Heinrich, Torsten & Sabuco, Juan, 2019.
"A simulation of the insurance industry: The problem of risk model homogeneity,"
INET Oxford Working Papers
2019-12, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2022. "A simulation of the insurance industry: the problem of risk model homogeneity," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 535-576, April.
- Heinrich, Torsten & Sabuco, Juan & Farmer, J. Doyne, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," MPRA Paper 95096, University Library of Munich, Germany.
- Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," Papers 1907.05954, arXiv.org, revised Nov 2019.
- Jangho Yang & Torsten Heinrich & Julian Winkler & Franc{c}ois Lafond & Pantelis Koutroumpis & J. Doyne Farmer, 2019.
"Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution,"
Papers
1910.05219, arXiv.org, revised Apr 2022.
- Yang, Jangho & Heinrich, Torsten & Winkler, Julian & Lafond, François & Koutroumpis, Pantelis & Farmer, J. Doyne, 2019. "Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution," MPRA Paper 96474, University Library of Munich, Germany.
- Farmer, J. Doyne & Asano, Yuki & Kolb, Jakob & Heitzig, Jobst, 2019.
"Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model,"
INET Oxford Working Papers
2019-11, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Yuki M. Asano & Jakob J. Kolb & Jobst Heitzig & J. Doyne Farmer, 2019. "Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model," Papers 1907.02155, arXiv.org.
- Lafond, François & Farmer, J. Doyne & Koutroumpis, Pantelis & Winkler, Julian & Heinrich, Torsten & Yang, Jangho, 2019.
"Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution,"
INET Oxford Working Papers
2019-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Yang, Jangho & Heinrich, Torsten & Winkler, Julian & Lafond, François & Koutroumpis, Pantelis & Farmer, J. Doyne, 2019. "Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution," MPRA Paper 96474, University Library of Munich, Germany.
- Josep Perell'o & Miquel Montero & Jaume Masoliver & J. Doyne Farmer & John Geanakoplos, 2019. "Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation," Papers 1910.01928, arXiv.org, revised Feb 2020.
- R. Maria del Rio-Chanona & Penny Mealy & Mariano Beguerisse-D'iaz & Francois Lafond & J. Doyne Farmer, 2019. "Automation and occupational mobility: A data-driven network model," Papers 1906.04086, arXiv.org, revised Feb 2020.
- Mealy, Penny & Farmer, J. Doyne & Hausmann, Ricardo, 2018. "Determining the Differences that Matter: Development and Divergence in US States over 1850-2010," Working Paper Series rwp18-030, Harvard University, John F. Kennedy School of Government.
- Farmer, J. Doyne & Mealy, Penny & Teytelboym, Alexander, 2018. "A New Interpretation of the Economic Complexity Index," INET Oxford Working Papers 2018-04, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J. Doyne & Hepburn, Cameron & Beinhocker, Eric, 2018. "The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy," INET Oxford Working Papers 2018-09, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- James McNerney & Charles Savoie & Francesco Caravelli & Vasco M. Carvalho & J. Doyne Farmer, 2018.
"How production networks amplify economic growth,"
Papers
1810.07774, arXiv.org, revised Nov 2021.
- James McNerney & Charles Savoie & Francesco Caravelli & Vasco M. Carvalho & J. Doyne Farmer, 2021. "How production networks amplify economic growth," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(1), pages 2106031118-, 00.
- McNerney, J. & Savoie, C. & Caravelli, F. & Carvalho, W. M. & Farmer, J. D., 2021. "How production networks amplify economic growth," Janeway Institute Working Papers 2113, Faculty of Economics, University of Cambridge.
- McNerney, J. & Savoie, C. & Caravelli, F. & Carvalho, W. M. & Farmer, J. D., 2021. "How production networks amplify economic growth," Cambridge Working Papers in Economics 2183, Faculty of Economics, University of Cambridge.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher, 2018.
"Models of Financial Stability and Their Application in Stress Tests,"
INET Oxford Working Papers
2018-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Christoph Aymanns & J. Doyne Farmer & Alissa M. Keinniejenhuis & Thom Wetzer, 2017. "Models of Financial Stability and their Application in Stress Tests," Working Papers on Finance 1805, University of St. Gallen, School of Finance.
- Franc{c}ois Lafond & Aimee Gotway Bailey & Jan David Bakker & Dylan Rebois & Rubina Zadourian & Patrick McSharry & J. Doyne Farmer, 2017.
"How well do experience curves predict technological progress? A method for making distributional forecasts,"
Papers
1703.05979, arXiv.org, revised Sep 2017.
- Lafond, François & Bailey, Aimee Gotway & Bakker, Jan David & Rebois, Dylan & Zadourian, Rubina & McSharry, Patrick & Farmer, J. Doyne, 2018. "How well do experience curves predict technological progress? A method for making distributional forecasts," Technological Forecasting and Social Change, Elsevier, vol. 128(C), pages 104-117.
- Farmer, J. Doyne & Sanders, James & Galla, Tobias, 2017.
"The prevalence of chaotic dynamics in games with many players,"
INET Oxford Working Papers
2017-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- James B. T. Sanders & J. Doyne Farmer & Tobias Galla, 2016. "The prevalence of chaotic dynamics in games with many players," Papers 1612.08111, arXiv.org.
- Rupert Way & Franc{c}ois Lafond & Fabrizio Lillo & Valentyn Panchenko & J. Doyne Farmer, 2017.
"Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves,"
Papers
1705.03423, arXiv.org, revised Aug 2018.
- Way, Rupert & Lafond, François & Lillo, Fabrizio & Panchenko, Valentyn & Farmer, J. Doyne, 2019. "Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 211-238.
- Pangallo, Marco & Farmer, J. Doyne & Sanders, James & Galla, Tobias, 2017. "A taxonomy of learning dynamics in 2 × 2 games," INET Oxford Working Papers 2017-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Marco Pangallo & James Sanders & Tobias Galla & Doyne Farmer, 2017.
"Towards a taxonomy of learning dynamics in 2 x 2 games,"
Papers
1701.09043, arXiv.org, revised Sep 2021.
- Pangallo, Marco & Sanders, James B.T. & Galla, Tobias & Farmer, J. Doyne, 2022. "Towards a taxonomy of learning dynamics in 2 × 2 games," Games and Economic Behavior, Elsevier, vol. 132(C), pages 1-21.
- Penny Mealy & J. Doyne Farmer & Alexander Teytelboym, 2017. "Interpreting Economic Complexity," Papers 1711.08245, arXiv.org, revised Sep 2018.
- Baptista, Rafa & Farmer, J. Doyne & Hinterschweiger, Marc & Low, Katie & Tang, Daniel & Uluc, Arzu, 2016. "Macroprudential policy in an agent-based model of the UK housing market," Bank of England working papers 619, Bank of England.
- J. Doyne Farmer & Francois Lafond, 2015.
"How predictable is technological progress?,"
Papers
1502.05274, arXiv.org, revised Nov 2015.
- Farmer, J. Doyne & Lafond, François, 2016. "How predictable is technological progress?," Research Policy, Elsevier, vol. 45(3), pages 647-665.
- Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer, 2015.
"The Intrafirm Complexity of Systemically Important Financial Institutions,"
Papers
1505.02305, arXiv.org.
- Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021. "The intrafirm complexity of systemically important financial institutions," Journal of Financial Stability, Elsevier, vol. 52(C).
- Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015.
"Taming the Basel Leverage Cycle,"
Papers
1507.04136, arXiv.org.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," Journal of Financial Stability, Elsevier, vol. 27(C), pages 263-277.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 118989, London School of Economics and Political Science, LSE Library.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65676, London School of Economics and Political Science, LSE Library.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65089, London School of Economics and Political Science, LSE Library.
- Christoph Aymanns & J. Doyne Farmer, 2014.
"The dynamics of the leverage cycle,"
Papers
1407.5305, arXiv.org, revised Aug 2014.
- Aymanns, Christoph & Farmer, J. Doyne, 2015. "The dynamics of the leverage cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 155-179.
- Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014.
"To bail-out or to bail-in? Answers from an agent-based model,"
Papers
1403.1548, arXiv.org.
- Klimek, Peter & Poledna, Sebastian & Doyne Farmer, J. & Thurner, Stefan, 2015. "To bail-out or to bail-in? Answers from an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 144-154.
- Elia Zarinelli & Michele Treccani & J. Doyne Farmer & Fabrizio Lillo, 2014. "Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate," Papers 1412.2152, arXiv.org.
- J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perello, 2014. "Discounting the Distant Future," Cowles Foundation Discussion Papers 1951, Cowles Foundation for Research in Economics, Yale University.
- Jaume Masoliver & Miquel Montero & Josep Perell'o & John Geanakoplos & J. Doyne Farmer, 2013.
"Uncertain growth and the value of the future,"
Papers
1311.4068, arXiv.org.
- Jaume Masoliver & Miquel Montero & Josep Perello & John Geanakoplos, 2013. "Uncertain Growth and the Value of the Future," Cowles Foundation Discussion Papers 1930, Cowles Foundation for Research in Economics, Yale University.
- Fabio Caccioli & J. Doyne Farmer & Nick Foti & Daniel Rockmore, 2013. "How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network," Papers 1306.3704, arXiv.org.
- Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2013.
"Leverage-induced systemic risk under Basle II and other credit risk policies,"
Papers
1301.6114, arXiv.org, revised Jan 2014.
- Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John, 2014. "Leverage-induced systemic risk under Basle II and other credit risk policies," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 199-212.
- Fabio Caccioli & Munik Shrestha & Cristopher Moore & J. Doyne Farmer, 2012.
"Stability analysis of financial contagion due to overlapping portfolios,"
Papers
1210.5987, arXiv.org.
- Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014. "Stability analysis of financial contagion due to overlapping portfolios," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 233-245.
- Bela Nagy & J. Doyne Farmer & Quan M. Bui & Jessika E. Trancik, 2012.
"Statistical Basis for Predicting Technological Progress,"
Papers
1207.1463, arXiv.org.
- Béla Nagy & J Doyne Farmer & Quan M Bui & Jessika E Trancik, 2013. "Statistical Basis for Predicting Technological Progress," PLOS ONE, Public Library of Science, vol. 8(2), pages 1-7, February.
- Fabio Caccioli & Jean-Philippe Bouchaud & J. Doyne Farmer, 2012. "A proposal for impact-adjusted valuation: Critical leverage and execution risk," Papers 1204.0922, arXiv.org, revised Aug 2012.
- John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012.
"Getting at Systemic Risk via an Agent-Based Model of the Housing Market,"
Cowles Foundation Discussion Papers
1852, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012. "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," American Economic Review, American Economic Association, vol. 102(3), pages 53-58, May.
- Bence Toth & Imon Palit & Fabrizio Lillo & J. Doyne Farmer, 2011. "Why is order flow so persistent?," Papers 1108.1632, arXiv.org, revised Nov 2014.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck, 2011.
"How efficiency shapes market impact,"
Papers
1102.5457, arXiv.org, revised Sep 2013.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck, 2013. "How efficiency shapes market impact," Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1743-1758, November.
- Bence Toth & Zoltan Eisler & Fabrizio Lillo & Julien Kockelkoren & Jean-Philippe Bouchaud & J. Doyne Farmer, 2011.
"How does the market react to your order flow?,"
Papers
1104.0587, arXiv.org, revised May 2012.
- B. Tóth & Z. Eisler & F. Lillo & J. Kockelkoren & J.-P. Bouchaud & J.D. Farmer, 2012. "How does the market react to your order flow?," Quantitative Finance, Taylor & Francis Journals, vol. 12(7), pages 1015-1024, May.
- Fabio Caccioli & Thomas A. Catanach & J. Doyne Farmer, 2011.
"Heterogeneity, correlations and financial contagion,"
Papers
1109.1213, arXiv.org.
- Fabio Caccioli & Thomas A. Catanach & J. Doyne Farmer, 2012. "Heterogeneity, Correlations And Financial Contagion," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-15.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2010. "Tick size and price diffusion," Papers 1009.2329, arXiv.org, revised Oct 2010.
- Bence Toth & Fabrizio Lillo & J. Doyne Farmer, 2010.
"Segmentation algorithm for non-stationary compound Poisson processes,"
Papers
1001.2549, arXiv.org, revised Feb 2011.
- B. Tóth & F. Lillo & J. D. Farmer, 2010. "Segmentation algorithm for non-stationary compound Poisson processes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 78(2), pages 235-243, November.
- Yonathan Schwarzkopf & J. Doyne Farmer, 2010. "An empirical study of the tails of mutual fund size," Papers 1005.4976, arXiv.org.
- Bence Toth & Janos Kertesz & J. Doyne Farmer, 2009.
"Studies of the limit order book around large price changes,"
Papers
0901.0495, arXiv.org, revised Jun 2009.
- B. Tóth & J. Kertész & J. D. Farmer, 2009. "Studies of the limit order book around large price changes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 499-510, October.
- Dmitriy Cherkashin & J. Doyne Farmer & Seth Lloyd, 2009.
"The Reality Game,"
Papers
0902.0100, arXiv.org, revised Feb 2009.
- Cherkashin, Dmitriy & Farmer, J. Doyne & Lloyd, Seth, 2009. "The reality game," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1091-1105, May.
- J. Doyne Farmer & John Geanakoplos, 2009.
"Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates,"
Levine's Working Paper Archive
814577000000000356, David K. Levine.
- J. Doyne Farmer & John Geanakoplos, 2009. "Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates," Cowles Foundation Discussion Papers 1719, Cowles Foundation for Research in Economics, Yale University.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009.
"Leverage Causes Fat Tails and Clustered Volatility,"
Papers
0908.1555, arXiv.org, revised Jan 2010.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012. "Leverage causes fat tails and clustered volatility," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
- Esteban Moro & Javier Vicente & Luis G. Moyano & Austin Gerig & J. Doyne Farmer & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna, 2009. "Market impact and trading profile of large trading orders in stock markets," Papers 0908.0202, arXiv.org.
- Jean-Philippe Bouchaud & J. Doyne Farmer & Fabrizio Lillo, 2008. "How markets slowly digest changes in supply and demand," Papers 0809.0822, arXiv.org.
- J. Doyne Farmer & John Geanakoplos, 2008.
"The virtues and vices of equilibrium and the future of financial economics,"
Papers
0803.2996, arXiv.org.
- J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers 1647, Cowles Foundation for Research in Economics, Yale University.
- J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive 122247000000002067, David K. Levine.
- Yonathan Schwarzkopf & J. Doyne Farmer, 2008. "What drives mutual fund asset concentration?," Papers 0807.3800, arXiv.org, revised May 2010.
- Szabolcs Mike & J. Doyne Farmer, 2007.
"An empirical behavioral model of liquidity and volatility,"
Papers
0709.0159, arXiv.org.
- Mike, Szabolcs & Farmer, J. Doyne, 2008. "An empirical behavioral model of liquidity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 200-234, January.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2007.
"The non-random walk of stock prices: The long-term correlation between signs and sizes,"
Papers
0711.4596, arXiv.org, revised May 2008.
- G. Spada & J. Farmer & F. Lillo, 2008. "The non-random walk of stock prices: the long-term correlation between signs and sizes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 64(3), pages 607-614, August.
- Ilija I. Zovko & J. Doyne Farmer, 2007. "Correlations and clustering in the trading of members of the London Stock Exchange," Papers 0709.3261, arXiv.org.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike, 2006.
"Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?,"
Papers
physics/0602015, arXiv.org.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike, 2006. "Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?," Quantitative Finance, Taylor & Francis Journals, vol. 6(2), pages 107-112.
- J. Doyne Farmer & Neda Zamani, 2006.
"Mechanical vs. informational components of price impact,"
Papers
physics/0608271, arXiv.org, revised Sep 2006.
- J. Doyne Farmer & N. Zamani, 2007. "Mechanical vs. informational components of price impact," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(2), pages 189-200, January.
- Szabolcs Mike & J. Doyne Farmer, 2005. "An empirical behavioral model of price formation," Papers physics/0509194, arXiv.org, revised Oct 2005.
- Laszlo Gillemot & J. Doyne Farmer & Fabrizio Lillo, 2005.
"There's more to volatility than volume,"
Papers
physics/0510007, arXiv.org.
- Laszlo Gillemot & J. Doyne Farmer & Fabrizio Lillo, 2006. "There's more to volatility than volume," Quantitative Finance, Taylor & Francis Journals, vol. 6(5), pages 371-384.
- J. Doyne Farmer & Martin Shubik & Eric Smith, 2005. "Economics: the next physical science?," Cowles Foundation Discussion Papers 1520, Cowles Foundation for Research in Economics, Yale University.
- F. Lillo & Szabolcs Mike & J. Doyne Farmer, 2004. "A theory for long-memory in supply and demand," Papers cond-mat/0412708, arXiv.org, revised Mar 2005.
- J. Doyne Farmer & Fabrizio Lillo, 2003. "On the origin of power law tails in price fluctuations," Papers cond-mat/0309416, arXiv.org, revised Jan 2004.
- J. Doyne Farmer & Paolo Patelli & Ilija I. Zovko, 2003. "The Predictive Power of Zero Intelligence in Financial Markets," Papers cond-mat/0309233, arXiv.org, revised Feb 2004.
- Fabrizio Lillo & J. Doyne Farmer, 2003.
"The long memory of the efficient market,"
Papers
cond-mat/0311053, arXiv.org, revised Jul 2004.
- Lillo Fabrizio & Farmer J. Doyne, 2004. "The Long Memory of the Efficient Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-35, September.
- J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen, 2003.
"What really causes large price changes?,"
Papers
cond-mat/0312703, arXiv.org, revised Apr 2004.
- J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen, 2004. "What really causes large price changes?," Quantitative Finance, Taylor & Francis Journals, vol. 4(4), pages 383-397.
- Eric Smith & J. Doyne Farmer & Laszlo Gillemot & Supriya Krishnamurthy, 2002.
"Statistical theory of the continuous double auction,"
Papers
cond-mat/0210475, arXiv.org.
- Eric Smith & J Doyne Farmer & Laszlo Gillemot & Supriya Krishnamurthy, 2003. "Statistical theory of the continuous double auction," Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 481-514.
- Marcus G. Daniels & J. Doyne Farmer & Giulia Iori & Eric Smith, 2002. "Demand Storage, Market Liquidity, and Price Volatility," Working Papers 02-01-001, Santa Fe Institute.
- Fabrizio Lillo & J. Doyne Farmer & Rosario N. Mantegna, 2002. "Single Curve Collapse of the Price Impact Function for the New York Stock Exchange," Papers cond-mat/0207428, arXiv.org.
- M. E. J. Newman & Michelle Girvan & J. Doyne Farmer, 2002. "Optimal Design, Robustness, and Risk Aversion," Working Papers 02-02-009, Santa Fe Institute.
- Yuzuru Sato & Eizo Akiyama & J. Doyne Farmer, 2001. "Chaos in Learning a Simple Two Person Game," Working Papers 01-09-049, Santa Fe Institute.
- Doyne Farmer, John Geanakoplos, and Paul Melby, 2001. "Market making, price formation, and technical trading," Computing in Economics and Finance 2001 111, Society for Computational Economics.
- Marcus G. Daniels & J. Doyne Farmer & Laszlo Gillemot & Giulia Iori & Eric Smith, 2001. "A quantitative model of trading and price formation in financial markets," Papers cond-mat/0112422, arXiv.org, revised Dec 2002.
- J. Doyne Farmer & Shareen Joshi, 2000.
"The price dynamics of common trading strategies,"
Papers
cond-mat/0012419, arXiv.org.
- Farmer, J. Doyne & Joshi, Shareen, 2002. "The price dynamics of common trading strategies," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 149-171, October.
- J. Doyne Farmer & Shareen Joshi, 2000. "The Price Dynamics of Common Trading Strategies," Working Papers 00-12-069, Santa Fe Institute.
- J. Doyne Farmer, 1999.
"Market Force, Ecology, and Evolution,"
Computing in Economics and Finance 1999
651, Society for Computational Economics.
- J. Doyne Farmer, 2002. "Market force, ecology and evolution," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 11(5), pages 895-953, November.
- J. Doyne Farmer, 1998. "Market Force, Ecology, and Evolution," Research in Economics 98-12-117e, Santa Fe Institute.
- J. Doyne Farmer & Andrew W. Lo, 1999. "Frontiers of Finance: Evolution and Efficient Markets," Working Papers 99-06-039, Santa Fe Institute.
- J. Doyne Farmer, 1999.
"Physicists Attempt to Scale the Ivory Towers of Finance,"
Working Papers
99-10-073, Santa Fe Institute.
- J. Doyne Farmer, 2000. "Physicists Attempt To Scale The Ivory Towers Of Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 311-333.
- Pangallo, Marco & Farmer, J. Doyne & Heinrich, Torsten, "undated".
"Best reply structure and equilibrium convergence in generic games,"
INET Oxford Working Papers
2017-07, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Mar 2018.
- Marco Pangallo & Torsten Heinrich & J Doyne Farmer, 2017. "Best reply structure and equilibrium convergence in generic games," Papers 1704.05276, arXiv.org, revised Sep 2018.
Articles
- Marco Pangallo & Alberto Aleta & R. Maria del Rio-Chanona & Anton Pichler & David Martín-Corral & Matteo Chinazzi & François Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespignani, 2024.
"The unequal effects of the health–economy trade-off during the COVID-19 pandemic,"
Nature Human Behaviour, Nature, vol. 8(2), pages 264-275, February.
- Marco Pangallo & Alberto Aleta & R. Maria del Rio Chanona & Anton Pichler & David Mart'in-Corral & Matteo Chinazzi & Franc{c}ois Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespig, 2022. "The unequal effects of the health-economy tradeoff during the COVID-19 pandemic," Papers 2212.03567, arXiv.org.
- Dyer, Joel & Cannon, Patrick & Farmer, J. Doyne & Schmon, Sebastian M., 2024. "Black-box Bayesian inference for agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
- J. Doyne Farmer & John Geanakoplos & Matteo G. Richiardi & Miquel Montero & Josep Perelló & Jaume Masoliver, 2024.
"Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate?,"
Mathematics, MDPI, vol. 12(5), pages 1-25, February.
- Matteo Richiardi & J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perellò, 2017. "Discounting the distant future: What do historical bond prices imply about the long term discount rate?," LABORatorio R. Revelli Working Papers Series 156, LABORatorio R. Revelli, Centre for Employment Studies.
- J. Doyne Farmer & John Geanakoplos & Matteo G. Richiardi & Miquel Montero & Josep Perell'o & Jaume Masoliver, 2023. "Discounting the distant future: What do historical bond prices imply about the long term discount rate?," Papers 2312.17157, arXiv.org.
- Pete Barbrook-Johnson & Jean-François Mercure & Simon Sharpe & Cristina Peñasco & Cameron Hepburn & Laura Diaz Anadon & J. Doyne Farmer & Timothy M. Lenton, 2024. "Economic modelling fit for the demands of energy decision makers," Nature Energy, Nature, vol. 9(3), pages 229-231, March.
- Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer, 2023.
"Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 386-432.
- Adrián Carro & Marc Hinterschweiger & Arzu Uluc & J. Doyne Farmer, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Working Papers 2217, Banco de España.
- Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Farmer, J. Doyne, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Bank of England working papers 976, Bank of England.
- Mungo, Luca & Lafond, François & Astudillo-Estévez, Pablo & Farmer, J. Doyne, 2023.
"Reconstructing production networks using machine learning,"
Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
- Lafond, François & Farmer, J. Doyne & Mungo, Luca & Astudillo-Estévez, Pablo, 2022. "Reconstructing production networks using machine learning," INET Oxford Working Papers 2022-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Jan 2023.
- Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Wetzer, Thom & Farmer, J. Doyne, 2023.
"Scenario-free analysis of financial stability with interacting contagion channels,"
Journal of Banking & Finance, Elsevier, vol. 146(C).
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Wiersema, Garbrand, 2020. "Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels," INET Oxford Working Papers 2019-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lafond, François & Greenwald, Diana & Farmer, J. Doyne, 2022.
"Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment,"
The Journal of Economic History, Cambridge University Press, vol. 82(3), pages 727-764, September.
- Lafond, François & Farmer, J. Doyne & Greenwald, Diana, 2020. "Can stimulating demand drive costs down? World War II as a natural experiment," INET Oxford Working Papers 2020-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lafond, Francois & Greenwald, Diana & Farmer, J. Doyne, 2020. "Can stimulating demand drive costs down? World War II as a natural experiment," MPRA Paper 100823, University Library of Munich, Germany.
- Pangallo, Marco & Sanders, James B.T. & Galla, Tobias & Farmer, J. Doyne, 2022.
"Towards a taxonomy of learning dynamics in 2 × 2 games,"
Games and Economic Behavior, Elsevier, vol. 132(C), pages 1-21.
- Marco Pangallo & James Sanders & Tobias Galla & Doyne Farmer, 2017. "Towards a taxonomy of learning dynamics in 2 x 2 games," Papers 1701.09043, arXiv.org, revised Sep 2021.
- Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2022.
"A simulation of the insurance industry: the problem of risk model homogeneity,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 535-576, April.
- Farmer, J. Doyne & Heinrich, Torsten & Sabuco, Juan, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," INET Oxford Working Papers 2019-12, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Heinrich, Torsten & Sabuco, Juan & Farmer, J. Doyne, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," MPRA Paper 95096, University Library of Munich, Germany.
- Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," Papers 1907.05954, arXiv.org, revised Nov 2019.
- Anton Pichler & J. Doyne Farmer, 2022.
"Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain,"
Economic Systems Research, Taylor & Francis Journals, vol. 34(3), pages 273-293, July.
- Anton Pichler & J. Doyne Farmer, 2021. "Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain," Papers 2101.07818, arXiv.org, revised May 2021.
- Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne, 2022. "Forecasting the propagation of pandemic shocks with a dynamic input-output model," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Yuki M. Asano & Jakob J. Kolb & Jobst Heitzig & J. Doyne Farmer, 2021. "Emergent inequality and business cycles in a simple behavioral macroeconomic model," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(27), pages 2025721118-, July.
- James McNerney & Charles Savoie & Francesco Caravelli & Vasco M. Carvalho & J. Doyne Farmer, 2021.
"How production networks amplify economic growth,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(1), pages 2106031118-, 00.
- McNerney, J. & Savoie, C. & Caravelli, F. & Carvalho, W. M. & Farmer, J. D., 2021. "How production networks amplify economic growth," Janeway Institute Working Papers 2113, Faculty of Economics, University of Cambridge.
- McNerney, J. & Savoie, C. & Caravelli, F. & Carvalho, W. M. & Farmer, J. D., 2021. "How production networks amplify economic growth," Cambridge Working Papers in Economics 2183, Faculty of Economics, University of Cambridge.
- James McNerney & Charles Savoie & Francesco Caravelli & Vasco M. Carvalho & J. Doyne Farmer, 2018. "How production networks amplify economic growth," Papers 1810.07774, arXiv.org, revised Nov 2021.
- Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021.
"The intrafirm complexity of systemically important financial institutions,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer, 2015. "The Intrafirm Complexity of Systemically Important Financial Institutions," Papers 1505.02305, arXiv.org.
- Maarten P. Scholl & Anisoara Calinescu & J. Doyne Farmer, 2021.
"How market ecology explains market malfunction,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2015574118-, June.
- Maarten P. Scholl & Anisoara Calinescu & J. Doyne Farmer, 2020. "How Market Ecology Explains Market Malfunction," Papers 2009.09454, arXiv.org, revised Jan 2021.
- R Maria del Rio-Chanona & Penny Mealy & Anton Pichler & François Lafond & J Doyne Farmer, 2020.
"Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 36(Supplemen), pages 94-137.
- R. Maria del Rio-Chanona & Penny Mealy & Anton Pichler & Francois Lafond & Doyne Farmer, 2020. "Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective," Papers 2004.06759, arXiv.org.
- Way, Rupert & Lafond, François & Lillo, Fabrizio & Panchenko, Valentyn & Farmer, J. Doyne, 2019.
"Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves,"
Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 211-238.
- Rupert Way & Franc{c}ois Lafond & Fabrizio Lillo & Valentyn Panchenko & J. Doyne Farmer, 2017. "Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves," Papers 1705.03423, arXiv.org, revised Aug 2018.
- J. Doyne Farmer, 2019. "An open mind: memories of Ken Arrow," Quantitative Finance, Taylor & Francis Journals, vol. 19(1), pages 33-34, January.
- Lafond, François & Bailey, Aimee Gotway & Bakker, Jan David & Rebois, Dylan & Zadourian, Rubina & McSharry, Patrick & Farmer, J. Doyne, 2018.
"How well do experience curves predict technological progress? A method for making distributional forecasts,"
Technological Forecasting and Social Change, Elsevier, vol. 128(C), pages 104-117.
- Franc{c}ois Lafond & Aimee Gotway Bailey & Jan David Bakker & Dylan Rebois & Rubina Zadourian & Patrick McSharry & J. Doyne Farmer, 2017. "How well do experience curves predict technological progress? A method for making distributional forecasts," Papers 1703.05979, arXiv.org, revised Sep 2017.
- E. Adli & A. Ahuja & O. Apsimon & R. Apsimon & A.-M. Bachmann & D. Barrientos & F. Batsch & J. Bauche & V. K. Berglyd Olsen & M. Bernardini & T. Bohl & C. Bracco & F. Braunmüller & G. Burt & B. Butten, 2018. "Acceleration of electrons in the plasma wakefield of a proton bunch," Nature, Nature, vol. 561(7723), pages 363-367, September.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016.
"Taming the Basel leverage cycle,"
Journal of Financial Stability, Elsevier, vol. 27(C), pages 263-277.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 118989, London School of Economics and Political Science, LSE Library.
- Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015. "Taming the Basel Leverage Cycle," Papers 1507.04136, arXiv.org.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65676, London School of Economics and Political Science, LSE Library.
- Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65089, London School of Economics and Political Science, LSE Library.
- Farmer, J. Doyne & Lafond, François, 2016.
"How predictable is technological progress?,"
Research Policy, Elsevier, vol. 45(3), pages 647-665.
- J. Doyne Farmer & Francois Lafond, 2015. "How predictable is technological progress?," Papers 1502.05274, arXiv.org, revised Nov 2015.
- Tóth, Bence & Palit, Imon & Lillo, Fabrizio & Farmer, J. Doyne, 2015. "Why is equity order flow so persistent?," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 218-239.
- J. Farmer & Cameron Hepburn & Penny Mealy & Alexander Teytelboym, 2015. "A Third Wave in the Economics of Climate Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 62(2), pages 329-357, October.
- Aymanns, Christoph & Farmer, J. Doyne, 2015.
"The dynamics of the leverage cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 155-179.
- Christoph Aymanns & J. Doyne Farmer, 2014. "The dynamics of the leverage cycle," Papers 1407.5305, arXiv.org, revised Aug 2014.
- Klimek, Peter & Poledna, Sebastian & Doyne Farmer, J. & Thurner, Stefan, 2015.
"To bail-out or to bail-in? Answers from an agent-based model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 144-154.
- Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014. "To bail-out or to bail-in? Answers from an agent-based model," Papers 1403.1548, arXiv.org.
- Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel, 2015. "Overlapping portfolios, contagion, and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 50-63.
- Cameron Hepburn & Eric Beinhocker & J. Doyne Farmer & Alexander Teytelboym, 2014. "Resilient and Inclusive Prosperity within Planetary Boundaries," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(5), pages 76-92, September.
- Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014.
"Stability analysis of financial contagion due to overlapping portfolios,"
Journal of Banking & Finance, Elsevier, vol. 46(C), pages 233-245.
- Fabio Caccioli & Munik Shrestha & Cristopher Moore & J. Doyne Farmer, 2012. "Stability analysis of financial contagion due to overlapping portfolios," Papers 1210.5987, arXiv.org.
- Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John, 2014.
"Leverage-induced systemic risk under Basle II and other credit risk policies,"
Journal of Banking & Finance, Elsevier, vol. 42(C), pages 199-212.
- Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2013. "Leverage-induced systemic risk under Basle II and other credit risk policies," Papers 1301.6114, arXiv.org, revised Jan 2014.
- J. Doyne Farmer & Spyros Skouras, 2013. "An ecological perspective on the future of computer trading," Quantitative Finance, Taylor & Francis Journals, vol. 13(3), pages 325-346, February.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck, 2013.
"How efficiency shapes market impact,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1743-1758, November.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck, 2011. "How efficiency shapes market impact," Papers 1102.5457, arXiv.org, revised Sep 2013.
- Béla Nagy & J Doyne Farmer & Quan M Bui & Jessika E Trancik, 2013.
"Statistical Basis for Predicting Technological Progress,"
PLOS ONE, Public Library of Science, vol. 8(2), pages 1-7, February.
- Bela Nagy & J. Doyne Farmer & Quan M. Bui & Jessika E. Trancik, 2012. "Statistical Basis for Predicting Technological Progress," Papers 1207.1463, arXiv.org.
- J. Doyne Farmer, 2013. "Hypotheses non fingo: Problems with the scientific method in economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 377-385, December.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012.
"Leverage causes fat tails and clustered volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009. "Leverage Causes Fat Tails and Clustered Volatility," Papers 0908.1555, arXiv.org, revised Jan 2010.
- John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012.
"Getting at Systemic Risk via an Agent-Based Model of the Housing Market,"
American Economic Review, American Economic Association, vol. 102(3), pages 53-58, May.
- John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012. "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," Cowles Foundation Discussion Papers 1852, Cowles Foundation for Research in Economics, Yale University.
- Fabio Caccioli & Thomas A. Catanach & J. Doyne Farmer, 2012.
"Heterogeneity, Correlations And Financial Contagion,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-15.
- Fabio Caccioli & Thomas A. Catanach & J. Doyne Farmer, 2011. "Heterogeneity, correlations and financial contagion," Papers 1109.1213, arXiv.org.
- B. Tóth & Z. Eisler & F. Lillo & J. Kockelkoren & J.-P. Bouchaud & J.D. Farmer, 2012.
"How does the market react to your order flow?,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(7), pages 1015-1024, May.
- Bence Toth & Zoltan Eisler & Fabrizio Lillo & Julien Kockelkoren & Jean-Philippe Bouchaud & J. Doyne Farmer, 2011. "How does the market react to your order flow?," Papers 1104.0587, arXiv.org, revised May 2012.
- McNerney, James & Doyne Farmer, J. & Trancik, Jessika E., 2011. "Historical costs of coal-fired electricity and implications for the future," Energy Policy, Elsevier, vol. 39(6), pages 3042-3054, June.
- J. Doyne Farmer, 2011. "The unsmooth trajectory of Benoit Mandelbrot," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 157-158.
- B. Tóth & F. Lillo & J. D. Farmer, 2010.
"Segmentation algorithm for non-stationary compound Poisson processes,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 78(2), pages 235-243, November.
- Bence Toth & Fabrizio Lillo & J. Doyne Farmer, 2010. "Segmentation algorithm for non-stationary compound Poisson processes," Papers 1001.2549, arXiv.org, revised Feb 2011.
- Charles D. Ferguson & Lindsey E. Marburger & J. Doyne Farmer & Arjun Makhijani, 2010. "A US nuclear future?," Nature, Nature, vol. 467(7314), pages 391-393, September.
- B. Tóth & J. Kertész & J. D. Farmer, 2009.
"Studies of the limit order book around large price changes,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 499-510, October.
- Bence Toth & Janos Kertesz & J. Doyne Farmer, 2009. "Studies of the limit order book around large price changes," Papers 0901.0495, arXiv.org, revised Jun 2009.
- J. Doyne Farmer & Duncan Foley, 2009. "The economy needs agent-based modelling," Nature, Nature, vol. 460(7256), pages 685-686, August.
- Cherkashin, Dmitriy & Farmer, J. Doyne & Lloyd, Seth, 2009.
"The reality game,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1091-1105, May.
- Dmitriy Cherkashin & J. Doyne Farmer & Seth Lloyd, 2009. "The Reality Game," Papers 0902.0100, arXiv.org, revised Feb 2009.
- Farmer, J. Doyne & Lux, Thomas, 2008. "Introduction to special issue on `Applications of Statistical Physics in Economics and Finance'," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 1-6, January.
- J. Doyne Farmer, 2008. "The two cultures of Wall Street," Nature, Nature, vol. 456(7219), pages 173-174, November.
- G. Spada & J. Farmer & F. Lillo, 2008.
"The non-random walk of stock prices: the long-term correlation between signs and sizes,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 64(3), pages 607-614, August.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2007. "The non-random walk of stock prices: The long-term correlation between signs and sizes," Papers 0711.4596, arXiv.org, revised May 2008.
- Mike, Szabolcs & Farmer, J. Doyne, 2008.
"An empirical behavioral model of liquidity and volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 200-234, January.
- Szabolcs Mike & J. Doyne Farmer, 2007. "An empirical behavioral model of liquidity and volatility," Papers 0709.0159, arXiv.org.
- J. Doyne Farmer & N. Zamani, 2007.
"Mechanical vs. informational components of price impact,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(2), pages 189-200, January.
- J. Doyne Farmer & Neda Zamani, 2006. "Mechanical vs. informational components of price impact," Papers physics/0608271, arXiv.org, revised Sep 2006.
- Laszlo Gillemot & J. Doyne Farmer & Fabrizio Lillo, 2006.
"There's more to volatility than volume,"
Quantitative Finance, Taylor & Francis Journals, vol. 6(5), pages 371-384.
- Laszlo Gillemot & J. Doyne Farmer & Fabrizio Lillo, 2005. "There's more to volatility than volume," Papers physics/0510007, arXiv.org.
- J. Doyne Farmer, 2006. "Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow," Quantitative Finance, Taylor & Francis Journals, vol. 6(1), pages 1-3.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike, 2006.
"Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?,"
Quantitative Finance, Taylor & Francis Journals, vol. 6(2), pages 107-112.
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike, 2006. "Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?," Papers physics/0602015, arXiv.org.
- J. Doyne Farmer, 2005. "Cool is not enough," Nature, Nature, vol. 436(7051), pages 627-628, August.
- J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen, 2004.
"What really causes large price changes?,"
Quantitative Finance, Taylor & Francis Journals, vol. 4(4), pages 383-397.
- J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen, 2003. "What really causes large price changes?," Papers cond-mat/0312703, arXiv.org, revised Apr 2004.
- Lillo Fabrizio & Farmer J. Doyne, 2004.
"The Long Memory of the Efficient Market,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-35, September.
- Fabrizio Lillo & J. Doyne Farmer, 2003. "The long memory of the efficient market," Papers cond-mat/0311053, arXiv.org, revised Jul 2004.
- Fabrizio Lillo & J. Doyne Farmer & Rosario N. Mantegna, 2003. "Master curve for price-impact function," Nature, Nature, vol. 421(6919), pages 129-130, January.
- J Doyne Farmer, 2003. "Looking forward to the future," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 30-30.
- Eric Smith & J Doyne Farmer & Laszlo Gillemot & Supriya Krishnamurthy, 2003.
"Statistical theory of the continuous double auction,"
Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 481-514.
- Eric Smith & J. Doyne Farmer & Laszlo Gillemot & Supriya Krishnamurthy, 2002. "Statistical theory of the continuous double auction," Papers cond-mat/0210475, arXiv.org.
- Iori, G. & Daniels, M.G. & Farmer, J.D. & Gillemot, L. & Krishnamurthy, S. & Smith, E., 2003. "An analysis of price impact function in order-driven markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 146-151.
- J. Doyne Farmer, 2002.
"Market force, ecology and evolution,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 11(5), pages 895-953, November.
- J. Doyne Farmer, 1998. "Market Force, Ecology, and Evolution," Research in Economics 98-12-117e, Santa Fe Institute.
- J. Doyne Farmer, 1999. "Market Force, Ecology, and Evolution," Computing in Economics and Finance 1999 651, Society for Computational Economics.
- Ilija Zovko & J Doyne Farmer, 2002. "The power of patience: a behavioural regularity in limit-order placement," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 387-392.
- Farmer, J. Doyne & Joshi, Shareen, 2002.
"The price dynamics of common trading strategies,"
Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 149-171, October.
- J. Doyne Farmer & Shareen Joshi, 2000. "The price dynamics of common trading strategies," Papers cond-mat/0012419, arXiv.org.
- J. Doyne Farmer & Shareen Joshi, 2000. "The Price Dynamics of Common Trading Strategies," Working Papers 00-12-069, Santa Fe Institute.
- Sun J. & Kim Y.J. & Hewett J. & Johnson J. C & Farmer J. & Gibler M., 2001. "Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 469-475, June.
- J. Doyne Farmer, 2000.
"Physicists Attempt To Scale The Ivory Towers Of Finance,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 311-333.
- J. Doyne Farmer, 1999. "Physicists Attempt to Scale the Ivory Towers of Finance," Working Papers 99-10-073, Santa Fe Institute.
- J. Doyne Farmer, 2000. "A Simple Model For The Nonequilibrium Dynamics And Evolution Of A Financial Market," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 425-441.
Chapters
- Cameron Hepburn & J. Doyne Farmer, 2020. "Less precision, more truth: uncertainty in climate economics and macroprudential policy," Chapters, in: Graciela Chichilnisky & Armon Rezai (ed.), Handbook on the Economics of Climate Change, chapter 18, pages 420-438, Edward Elgar Publishing.
- J. Doyne Farmer & John Geanakoplos, 2014. "Properly discounting the future: using predictions in an uncertain world," Chapters, in: Frank Whelon Wayman & Paul R. Williamson & Bruce Bueno de Mesquita & Solomon Polachek (ed.), Predicting the Future in Science, Economics, and Politics, chapter 5, pages 114-125, Edward Elgar Publishing.
Books
- Farmer,J. Doyne & Kleinnijenhuis,Alissa M. & Schuermann,Til & Wetzer,Thom (ed.), 2022. "Handbook of Financial Stress Testing," Cambridge Books, Cambridge University Press, number 9781108830737, September.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 77 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (16) 1999-10-04 2000-02-03 2008-04-04 2010-02-05 2012-03-21 2014-03-15 2016-10-16 2019-07-29 2019-08-12 2022-02-07 2022-02-21 2022-02-28 2022-07-11 2022-07-25 2022-08-29 2023-02-13. Author is listed
- NEP-RMG: Risk Management (14) 2010-01-16 2012-11-03 2013-02-03 2014-07-28 2015-07-25 2016-02-29 2016-06-04 2017-05-14 2019-07-29 2019-08-12 2020-06-08 2021-08-30 2022-01-03 2022-01-03. Author is listed
- NEP-HME: Heterodox Microeconomics (12) 2015-05-16 2018-05-21 2019-07-22 2020-10-26 2022-01-03 2022-02-07 2022-02-28 2022-07-25 2022-08-29 2023-02-13 2023-03-13 2023-09-25. Author is listed
- NEP-CBA: Central Banking (11) 2008-04-04 2009-10-03 2015-05-16 2015-07-25 2016-02-29 2016-06-04 2016-10-16 2020-06-08 2021-09-20 2022-01-03 2022-06-20. Author is listed
- NEP-MAC: Macroeconomics (11) 2010-01-16 2012-03-21 2014-07-28 2015-07-25 2016-10-16 2019-07-22 2021-08-30 2021-08-30 2021-08-30 2022-06-20 2022-07-11. Author is listed
- NEP-NET: Network Economics (11) 2011-09-16 2013-06-24 2021-02-08 2021-08-30 2021-08-30 2021-08-30 2022-01-03 2022-01-03 2022-01-03 2022-02-21 2022-02-28. Author is listed
- NEP-BAN: Banking (10) 2010-01-16 2011-09-16 2013-02-03 2013-06-24 2016-06-04 2020-06-08 2021-08-30 2021-09-20 2022-07-25 2023-09-25. Author is listed
- NEP-ISF: Islamic Finance (8) 2021-08-30 2021-08-30 2021-08-30 2021-08-30 2021-08-30 2021-08-30 2021-08-30 2021-09-20. Author is listed
- NEP-FMK: Financial Markets (7) 2001-07-17 2002-03-14 2009-09-26 2010-01-16 2010-09-25 2013-02-03 2016-02-29. Author is listed
- NEP-MST: Market Microstructure (7) 2009-09-26 2009-09-26 2010-09-25 2011-03-12 2011-04-16 2011-08-15 2014-12-24. Author is listed
- NEP-URE: Urban and Real Estate Economics (6) 2012-03-21 2016-10-16 2019-04-22 2022-06-20 2022-07-11 2022-08-29. Author is listed
- NEP-BIG: Big Data (5) 2022-02-07 2022-02-21 2022-02-28 2023-02-13 2023-03-13. Author is listed
- NEP-ECM: Econometrics (5) 2010-02-05 2019-10-21 2022-01-03 2022-02-07 2023-02-13. Author is listed
- NEP-HIS: Business, Economic and Financial History (5) 2014-07-21 2019-04-22 2020-07-13 2021-08-30 2024-01-29. Author is listed
- NEP-HPE: History and Philosophy of Economics (5) 2005-06-27 2017-01-01 2017-02-12 2017-04-30 2018-05-21. Author is listed
- NEP-ORE: Operations Research (5) 2020-06-08 2021-08-30 2022-01-03 2022-02-07 2022-02-28. Author is listed
- NEP-ENV: Environmental Economics (4) 2009-08-16 2019-10-14 2021-08-30 2024-01-01
- NEP-MIC: Microeconomics (4) 1999-09-21 2001-10-16 2002-03-14 2017-04-30
- NEP-EEC: European Economics (3) 2021-08-30 2022-07-11 2022-08-29
- NEP-ENE: Energy Economics (3) 2012-07-14 2021-08-30 2024-01-01
- NEP-EVO: Evolutionary Economics (3) 2001-10-16 2017-01-01 2022-07-25
- NEP-FDG: Financial Development and Growth (3) 2021-08-30 2021-09-20 2024-01-29
- NEP-FOR: Forecasting (3) 2012-07-14 2017-03-26 2021-08-30
- NEP-GRO: Economic Growth (3) 2018-10-29 2022-01-03 2022-02-28
- NEP-GTH: Game Theory (3) 2017-01-01 2017-02-12 2017-04-30
- NEP-TID: Technology and Industrial Dynamics (3) 2005-06-27 2018-10-29 2019-07-22
- NEP-BEC: Business Economics (2) 2008-04-04 2022-02-21
- NEP-CFN: Corporate Finance (2) 2020-06-08 2021-08-30
- NEP-CWA: Central and Western Asia (2) 2022-02-07 2022-02-28
- NEP-FIN: Finance (2) 1999-09-21 1999-12-01
- NEP-IAS: Insurance Economics (2) 2019-07-29 2019-08-12
- NEP-INO: Innovation (2) 2020-03-16 2021-08-30
- NEP-NEU: Neuroeconomics (2) 2009-08-16 2009-10-03
- NEP-CBE: Cognitive and Behavioural Economics (1) 2005-06-27
- NEP-DGE: Dynamic General Equilibrium (1) 2019-07-22
- NEP-EFF: Efficiency and Productivity (1) 2019-10-21
- NEP-ETS: Econometric Time Series (1) 2010-02-05
- NEP-EUR: Microeconomic European Issues (1) 2016-10-16
- NEP-IFN: International Finance (1) 1999-09-21
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2019-10-21
- NEP-MON: Monetary Economics (1) 2023-09-25
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-07-22
- NEP-PKE: Post Keynesian Economics (1) 1999-09-21
- NEP-REG: Regulation (1) 2014-07-28
- NEP-UPT: Utility Models and Prospect Theory (1) 2019-07-22
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, J. Doyne Farmer should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.