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Later novels

Vargas Llosa's fourth major novel, The War of the End of the World (La guerra del fin del mundo), was published in 1981 and was his first attempt at a historical novel. This work initiated a radical change in Vargas Llosa's style towards themes such as messianism and irrational human behaviour. It recreates the War of Canudos, an incident in 19th-century Brazil in which an armed millenarian cult held off a siege by the national army for months. As in Vargas Llosa's earliest work, this novel carries a sober and serious theme, and its tone is dark. Vargas Llosa's bold exploration of humanity's propensity to idealize violence, and his account of a man-made catastrophe brought on by fanaticism on all sides, earned the novel substantial recognition. Because of the book's ambition and execution, critics have argued that this is one of Vargas Llosa's greatest literary pieces. Even though the novel has been acclaimed in Brazil, it was initially poorly received because a foreigner was writing about a Brazilian theme. The book was also criticized as revolutionary and anti-socialist. Vargas Llosa says that this book is his favorite and was his most difficult accomplishment.

After completing The War of the End of the World, Vargas Llosa began to write novels that were significantly shorter than many of his earlier books. In 1983, he finished The Real Life of Alejandro Mayta (Historia de Mayta, 1984). The novel focuses on a leftist insurrection that took place on 29 May 1962, in the Andean city of Jauja. Later the same year, during the Sendero Luminoso uprising, Vargas Llosa was asked by the Peruvian President Fernando Belaúnde Terry to join the Investigatory Commission, a task force to inquire into the massacre of eight journalists at the hands of the villagers of Uchuraccay. The commission's main purpose was to investigate the murders in order to provide information regarding the incident to the public. Following his involvement with the Investigatory Commission, Vargas Llosa published a series of articles to defend his position in the affair. In 1986, he completed his next novel, Who Killed Palomino Molero (¿Quién mató a Palomino Molero?), which he began writing shortly after the end of the Uchuraccay investigation. Though the plot of this mystery novel is similar to the tragic events at Uchuraccay, literary critic Roy Boland points out that it was not an attempt to reconstruct the murders, but rather a "literary exorcism" of Vargas Llosa's own experiences during the commission. The experience also inspired one of Vargas Llosa's later novels, Death in the Andes (Lituma en los Andes), originally published in 1993 in Barcelona.

It was almost 20 years before Vargas Llosa wrote another major work: The Feast of the Goat (La fiesta del chivo), a political thriller, was published in 2000 (and in English in 2001). According to Williams, it is Vargas Llosa's most complete and most ambitious novel since The War of the End of the World. Critic Sabine Koellmann sees it in the line of his earlier novels such as "Conversación en La Catedral" depicting the effects of authoritarianism, violence and the abuse of power on the individual. Based on the dictatorship of Rafael Trujillo, who governed the Dominican Republic from 1930 until his assassination in 1961, the novel has three main strands: one concerns Urania Cabral, the daughter of a former politician and Trujillo loyalist, who returns for the first time since leaving the Dominican Republic after Trujillo's assassination 30 years earlier; the second concentrates on the assassination itself, the conspirators who carry it out, and its consequences; and the third and final strand deals with Trujillo himself in scenes from the end of his regime. The book quickly received positive reviews in Spain and Latin America, and has had a significant impact in Latin America, being regarded as one of Vargas Llosa's best works.

In 2003 he wrote The Way to Paradise in which he studies Flora Tristan and Paul Gauguin.

In 2006, Vargas Llosa wrote The Bad Girl (Travesuras de la niña mala), which journalist Kathryn Harrison argues is a rewrite (rather than simply a recycling) of Gustave Flaubert 's Madame Bovary (1856). In Vargas Llosa's version, the plot relates the decades-long obsession of its narrator, a Peruvian expatriate in Paris, with a woman with whom he first fell in love when both were teenagers.

In 2019 he published the novel Tiempos recios (Harsh Times), about the 1954 coup in Guatemala.