Access Statistics for Lars Peter Hansen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 1 5 245 1 4 24 791
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 3 515 0 1 12 1,643
Advances in economics and econometrics:theory and applications 0 0 0 0 1 4 13 80
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 96 0 0 4 374
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 433 3 7 19 1,809
Assessing specification errors in stochastic discount factor models 0 0 0 215 2 5 16 820
Asset Pricing Explorations for Macroeconomics 0 1 1 498 1 3 11 952
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 2 396 0 2 16 1,536
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 192 1 1 5 515
Biographical 0 0 2 24 1 3 15 38
Challenges in Identifying and Measuring Systemic Risk 0 0 0 72 2 2 12 102
Challenges in Identifying and Measuring Systemic Risk 0 0 0 125 1 3 9 225
Consumption Strikes Back?: Measuring Long-Run Risk 0 1 2 116 0 2 15 828
Econometric Evaluation of Asset Pricing Models 0 0 1 461 3 5 19 1,641
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 3 152 0 2 9 461
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 2 159 2 2 12 476
Exact linear rational expectations models: specification and estimation 0 0 13 421 0 2 28 930
Examining macroeconomic models through the lens of asset pricing 0 3 3 112 1 6 17 303
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 2 6 376
Formulating and estimating continuous time rational expectations models 1 3 4 280 2 5 19 749
Formulating and estimating dynamic linear rational expectations models 1 5 9 680 3 12 28 1,360
Identification of continuous time rational expectations models from discrete time data 1 1 2 131 2 3 15 396
Implications of Security Market Data for Models of Dynamic Economies 0 3 6 161 3 8 22 775
Implications of security market data for models of dynamic economies 0 1 5 193 3 6 28 912
Instrumental variables procedures for estimating linear rational expectations models 0 1 1 209 0 2 9 499
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 3 24 0 1 12 90
Linear rational expectations models for dynamically interrelated variables 0 0 2 234 0 1 14 651
Long Term Risk: An Operator Approach 0 0 0 89 0 1 11 312
Long-term Risk: An Operator Approach 0 0 0 77 1 2 11 147
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 1 5 23 36 2 10 80 103
Managing expectations and fiscal policy 0 1 2 295 1 6 18 550
Mechanics of forming and estimating dynamic linear economies 0 2 8 483 1 4 25 1,209
Methods for estimating continuous time Rational Expectations models from discrete time data 1 1 3 196 2 3 7 659
Micro Data and General Equilibrium Models 0 0 0 1 3 4 24 1,820
Misspecified Recovery 1 1 1 3 3 4 13 26
Misspecified Recovery 0 0 0 22 0 4 15 81
Misspecified Recovery 0 0 0 41 1 1 13 147
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 2 108 0 0 5 308
Nonlinearity and Temporal Dependence 0 0 0 143 0 1 6 684
Nonlinearity and Temporal Dependence 0 0 1 42 1 2 10 129
Nonlinearity and Temporal Dependence 0 0 0 47 0 2 11 142
Nonlinearity and Temporal Dependence 0 0 1 34 0 2 11 118
On the mechanics of forming and estimating dynamic linear economies 0 0 1 351 0 1 11 969
Perturbation Methods for Risk-Sensitive Economies 0 0 0 109 1 2 10 331
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 127 1 2 9 311
Principal Components and the Long Run 0 0 0 161 0 1 6 345
Principal components and the long run 0 0 1 47 0 1 10 113
Rational expectations models and the aliasing phenomenon 0 0 0 107 1 1 7 476
Recursive Linear Models of Dynamic Economies 0 0 2 545 0 5 17 1,488
Recursive robust estimation and control without commitment 1 1 1 123 1 2 9 406
Recursive utility in a Markov environment with stochastic growth 0 0 3 8 0 2 13 37
Risk Price Dynamics 0 0 0 79 0 3 15 251
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 2 2 2 2 5 5 5 5
Robust Permanent Income and Pricing 0 0 0 129 0 3 15 484
Robust Permanent Income and Pricing 0 0 0 333 0 4 20 917
Robustness and US Monetary 0 0 0 0 0 0 6 96
Sets of Models and Prices of Uncertainty 1 2 3 118 1 6 19 237
Shock Elasticities and Impulse Responses 1 2 4 59 2 6 24 143
Small Sample Properties of Alternative GMM Estimators 1 1 2 129 1 1 7 279
Stochastic Compounding and Uncertain Valuation 0 0 1 6 0 1 13 49
Term Structure of Uncertainty in the Macroeconomy 1 1 5 66 1 2 13 106
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 7 26 84 397 17 44 169 593
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 1 65 0 1 7 300
Uncertainty Outside and Inside Economic Models 1 2 3 80 1 4 10 170
Uncertainty Outside and Inside Economic Models 1 3 9 101 2 6 27 227
Underidentification? 0 0 1 264 0 4 12 1,064
Underidentification? 0 0 0 66 1 3 12 285
Underidentification? (Resumen) 0 0 0 63 2 3 10 182
Total Working Papers 22 70 233 11,296 85 253 1,145 35,631

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection 1 2 2 211 3 6 12 550
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 3 13 542 4 12 52 1,659
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 1 4 10 166 3 6 15 397
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 1 3 89 1 5 16 303
A note on first degree stochastic dominance 0 0 0 165 0 0 2 552
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 1 1 295 1 6 9 698
Acknowledgement Misspecification in Macroeconomic Theory 0 0 0 21 2 6 75 407
Acknowledging Misspecification in Macroeconomic Theory 0 0 2 284 0 0 12 1,347
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 28 0 0 7 144
Assessing Specification Errors in Stochastic Discount Factor Models 0 2 5 297 2 8 30 802
BOOTSTRAPPING THE LONG RUN 0 0 0 34 0 1 4 96
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 3 197 0 2 22 639
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 106 2 2 12 388
Certainty equivalence and model uncertainty 0 1 8 199 2 5 23 610
Comment 0 0 0 6 0 0 4 31
Comment 0 0 0 1 1 1 4 7
Consumption Strikes Back? Measuring Long-Run Risk 0 1 6 337 1 9 37 1,109
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 39 0 0 1 91
Doubts or variability? 1 2 6 129 1 7 15 390
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 36 1 5 16 170
Econometric Evaluation of Asset Pricing Models 0 0 0 162 4 5 10 491
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 1 3 13 375
Empirical and policy performance of a forward-looking monetary model, comments 0 0 0 17 1 1 2 73
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 1 3 16 436
Examining macroeconomic models through the lens of asset pricing 0 1 7 26 2 3 33 117
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 5 13 44 967
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 9 301
Formulating and estimating dynamic linear rational expectations models 1 3 17 411 2 9 61 1,018
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 6 14 51 2,052 11 35 102 6,097
Four types of ignorance 0 2 3 47 4 10 42 362
Fragile beliefs and the price of uncertainty 0 0 0 40 1 1 4 133
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 2 23 76 1,327 8 50 199 3,073
Implications of Security Market Data for Models of Dynamic Economies 0 9 32 1,434 3 31 92 3,742
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 74 0 1 4 203
Introduction to model uncertainty and robustness 0 0 1 134 1 2 7 292
Large Sample Properties of Generalized Method of Moments Estimators 4 17 65 5,509 24 84 294 14,078
Long-Term Risk: An Operator Approach 0 0 2 99 1 4 15 422
Misspecified Recovery 2 2 3 7 4 5 27 73
Model uncertainty and policy evaluation: some theory and empirics - comments 1 1 1 33 3 3 11 99
Multiperiod Probit Models and Orthogonality Condition Estimation 0 2 5 204 1 7 16 553
Nobel Lecture: Uncertainty Outside and Inside Economic Models 1 1 1 127 1 5 18 438
Nonlinearity and temporal dependence 1 1 2 51 1 5 16 192
Pricing growth-rate risk 0 0 0 41 0 0 4 128
Proofs for large sample properties of generalized method of moments estimators 0 0 1 61 0 1 12 215
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 41 1 1 5 121
Recursive linear models of dynamic economies 0 0 0 1 1 1 11 743
Recursive robust estimation and control without commitment 0 4 15 138 1 10 32 357
Robust Control and Model Uncertainty 0 2 9 855 3 10 55 1,816
Robust Permanent Income and Pricing 0 2 6 425 1 7 27 902
Robust control and model misspecification 0 4 18 224 1 9 45 522
Robust control of forward-looking models 0 0 1 198 5 6 15 544
Robust estimation and control under commitment 0 0 1 46 1 1 5 163
Robust hidden Markov LQG problems 0 0 0 53 1 4 13 246
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 3 10 358
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 2 4 11 245
Robustness and ambiguity in continuous time 0 0 0 36 0 1 6 144
Seasonality and approximation errors in rational expectations models 2 2 4 129 3 4 15 323
Small noise methods for risk-sensitive/robust economies 0 0 3 34 0 1 9 159
Spectral methods for identifying scalar diffusions 0 0 1 113 0 0 8 264
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 0 2 147
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 7 19 55 1,281 11 32 108 2,436
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 2 44 1 2 7 242
The Empirical Foundations of Calibration 0 1 4 1,293 2 4 18 2,707
The Role of Conditioning Information in Deducing Testable 0 0 4 283 0 1 12 611
Three types of ambiguity 0 0 0 99 1 4 19 980
Time-Series Econometrics in Macroeconomics and Finance 0 0 3 35 0 5 24 126
Underidentification? 0 0 0 35 3 5 11 178
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 167 2 4 13 392
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 2 3 12 0 6 15 69
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 0 3 8
Total Journal Articles 30 129 456 20,672 143 487 1,918 59,071

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Recursive Models of Dynamic Linear Economies 0 0 0 0 2 10 34 327
Uncertainty within Economic Models 2 4 8 73 8 11 28 207
Total Books 2 4 8 73 10 21 62 534

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing Explorations for Macroeconomics 0 1 5 114 4 13 31 335
Challenges in Identifying and Measuring Systemic Risk 1 4 6 183 4 9 30 513
Comment on "House Price Booms and the Current Account" 0 0 0 11 1 1 5 76
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 1 2 4 1 2 7 18
Intangible Risk 0 0 2 162 0 1 11 540
Intertemporal Substitution and Risk Aversion 0 0 5 536 3 5 23 1,017
Introduction to Robustness 0 0 1 128 2 3 17 371
Mechanics of forming and estimating dynamic linear economies 0 0 11 257 1 5 35 675
Micro data and general equilibrium models 1 4 26 1,383 3 10 83 2,979
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 1 3 166 2 7 14 468
Risk Pricing over Alternative Investment Horizons 0 0 0 8 1 1 6 48
Term Structure of Uncertainty in the Macroeconomy 0 1 5 14 0 4 20 49
Time Inconsistency of Robust Control? 0 0 1 9 1 4 14 49
Wanting Robustness in Macroeconomics 1 2 7 173 4 9 29 504
Total Chapters 3 14 74 3,148 27 74 325 7,642

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Matlab code for robust Muth decision filter 0 0 4 211 1 1 16 773
Matlab code for robustifying Muth Filter 0 0 1 136 1 2 12 568
Matlab programs by Hansen and T. Sargent 9 41 141 10,049 19 86 357 25,860
Total Software Items 9 41 146 10,396 21 89 385 27,201

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Statistics updated 2020-07-04