Access Statistics for Lars Peter Hansen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty 0 0 0 7 1 3 9 25
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 1 1 254 1 3 3 836
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 3 526 0 0 5 1,670
Advances in economics and econometrics:theory and applications 0 0 0 0 0 3 4 130
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 0 1 392
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 1 2 9 1,828
Assessing specification errors in stochastic discount factor models 0 0 0 217 1 3 4 843
Asset Pricing Explorations for Macroeconomics 0 0 1 509 1 1 3 999
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 0 0 1 1,570
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 1 194 1 1 6 639
Biographical 0 0 0 24 0 0 2 63
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 0 1 3 254
Challenges in Identifying and Measuring Systemic Risk 0 0 2 78 1 1 5 128
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 32 1 3 7 85
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 118 0 0 2 898
Econometric Evaluation of Asset Pricing Models 0 0 0 466 3 3 4 1,658
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 1 155 0 0 3 482
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 0 0 2 496
Exact linear rational expectations models: specification and estimation 0 0 0 455 1 3 7 996
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 0 0 1 328
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 1 4 388
Formulating and estimating continuous time rational expectations models 1 1 3 297 4 5 12 797
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 1 1 6 1,410
Identification of continuous time rational expectations models from discrete time data 0 0 0 141 0 0 0 420
Implications of Security Market Data for Models of Dynamic Economies 2 2 4 177 2 2 12 838
Implications of security market data for models of dynamic economies 1 1 2 206 1 1 6 968
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 211 1 2 4 517
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 1 27 0 0 2 118
Linear rational expectations models for dynamically interrelated variables 0 1 5 256 0 2 11 705
Long Term Risk: An Operator Approach 0 0 0 92 0 0 2 367
Long-term Risk: An Operator Approach 0 0 1 78 0 2 5 184
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 0 2 6 203
Making Decisions under Model Misspecification 1 1 2 26 1 4 11 81
Making Decisions under Model Misspecification 1 2 5 17 1 2 7 35
Making Decisions under Model Misspecification 0 0 1 17 1 1 3 49
Managing expectations and fiscal policy 0 0 2 301 1 1 7 578
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 1 2 9 1,249
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 0 0 0 686
Micro Data and General Equilibrium Models 0 0 0 1 5 5 14 1,900
Misspecified Recovery 0 0 0 42 0 1 1 175
Misspecified Recovery 0 0 0 3 1 3 4 46
Misspecified Recovery 0 0 1 26 1 1 5 206
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 1 5 5 332
Nonlinearity and Temporal Dependence 0 0 0 34 1 1 2 132
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 4 152
Nonlinearity and Temporal Dependence 0 0 0 143 1 1 1 694
Nonlinearity and Temporal Dependence 0 0 0 42 1 1 1 136
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 1 1 3 991
Perturbation Methods for Risk-Sensitive Economies 0 1 1 112 1 2 2 346
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 0 1 3 329
Principal Components and the Long Run 0 0 0 162 0 0 1 352
Principal components and the long run 0 0 0 49 1 1 2 124
Rational Policymaking during a Pandemic 0 0 0 11 2 3 4 11
Rational expectations models and the aliasing phenomenon 0 0 0 110 0 0 1 491
Rational policymaking during a pandemic 0 0 0 16 0 0 7 59
Recursive Linear Models of Dynamic Economies 0 0 0 552 2 5 8 1,531
Recursive robust estimation and control without commitment 0 0 0 125 0 1 4 440
Recursive utility in a Markov environment with stochastic growth 0 2 6 19 2 4 8 105
Risk Price Dynamics 0 0 1 83 1 2 6 280
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 0 0 13 0 0 4 59
Robust Identification of Investor Beliefs 1 1 3 13 2 2 5 34
Robust Identification of Investor Beliefs 0 0 0 4 0 0 0 34
Robust Permanent Income and Pricing 0 0 1 340 1 1 4 946
Robust Permanent Income and Pricing 0 0 0 131 0 1 3 506
Robustness and US Monetary 0 0 0 0 0 0 3 119
Sets of Models and Prices of Uncertainty 1 2 6 129 1 5 13 281
Shock Elasticities and Impulse Responses 0 0 0 61 0 0 1 172
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 1 1 2 287
Stochastic Compounding and Uncertain Valuation 0 0 2 16 1 1 3 95
Term Structure of Uncertainty in the Macroeconomy 0 0 1 72 0 0 3 664
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 4 4 17 560 6 8 35 1,018
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 1 2 5 319
Uncertainty Outside and Inside Economic Models 0 0 0 114 0 0 2 299
Uncertainty Outside and Inside Economic Models 0 0 1 95 0 1 4 295
Uncertainty Spillovers for Markets and Policy 0 0 1 12 0 0 3 32
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 1 2 52
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 0 1 6 248
Underidentification? 0 0 0 69 1 1 2 303
Underidentification? 0 0 0 267 3 3 4 1,095
Underidentification? (Resumen) 0 0 0 63 0 0 0 199
Total Working Papers 12 19 85 12,079 65 121 378 39,802

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 0 1 4 233 0 3 14 630
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 1 4 576 1 3 11 1,776
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 5 197 2 4 11 449
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 0 9 351
A note on first degree stochastic dominance 0 0 0 167 0 0 0 562
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 3 320 0 0 7 755
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 23 0 1 4 443
Acknowledging Misspecification in Macroeconomic Theory 0 0 2 290 0 1 8 1,388
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 0 3 152
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 313 3 6 12 870
Asset pricing under smooth ambiguity in continuous time 0 1 1 1 3 4 6 11
BOOTSTRAPPING THE LONG RUN 0 0 0 36 0 0 0 107
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 1 213 0 0 4 723
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 1 1 110 0 6 8 445
Central banking challenges posed by uncertain climate change and natural disasters 0 0 5 34 1 4 25 125
Certainty equivalence and model uncertainty 1 2 3 208 1 2 7 650
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 3 10 0 4 20 55
Comment 0 0 0 1 0 0 0 9
Comment 0 0 0 6 0 0 1 53
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 0 0 1 10
Consumption Strikes Back? Measuring Long-Run Risk 0 0 3 358 0 1 13 1,221
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 1 41 0 0 1 97
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 1 3 2 2 3 8
Doubts or variability? 0 1 1 145 3 4 10 463
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 1 1 4 210
Econometric Evaluation of Asset Pricing Models 0 0 1 170 0 0 2 510
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 1 1 2 391
Emission Prices, Biomass, and Biodiversity in Tropical Forests 2 3 5 5 2 4 6 6
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 0 1 460
Examining macroeconomic models through the lens of asset pricing 0 0 2 41 0 1 6 182
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 6 10 23 1,151
Formulating and estimating dynamic linear rational expectations models 0 0 1 439 2 3 12 1,138
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 1 29 2,159 7 10 69 6,379
Four types of ignorance 0 1 1 58 0 1 4 589
Fragile beliefs and the price of uncertainty 0 0 0 44 0 1 4 155
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 3 11 1,463 2 10 27 3,446
Implications of Security Market Data for Models of Dynamic Economies 1 4 49 1,581 6 15 103 4,130
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 0 0 5 223
Introduction to model uncertainty and robustness 0 0 1 135 1 1 5 308
Large Sample Properties of Generalized Method of Moments Estimators 2 4 36 5,953 17 26 112 15,313
Long-Term Risk: An Operator Approach 0 0 1 102 0 0 4 470
Macroeconomic uncertainty prices when beliefs are tenuous 1 1 1 15 1 2 8 73
Misspecified Recovery 0 0 0 13 0 0 1 127
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 0 0 2 617
Nobel Lecture: Uncertainty Outside and Inside Economic Models 1 1 1 131 2 3 10 493
Nonlinearity and temporal dependence 0 1 1 65 0 1 3 246
Pricing Uncertainty Induced by Climate Change 3 4 7 74 7 11 32 274
Pricing growth-rate risk 0 0 0 43 0 0 1 140
Proofs for large sample properties of generalized method of moments estimators 0 1 1 69 0 1 6 249
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 2 2 6 138
Recursive robust estimation and control without commitment 0 0 1 156 0 1 3 422
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 0 2 18
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 0 1 3 3 0 1 5 5
Robust Control and Model Uncertainty 1 1 3 895 4 10 18 1,974
Robust Permanent Income and Pricing 1 1 3 442 1 2 14 971
Robust control and model misspecification 0 0 1 266 0 3 7 653
Robust control of forward-looking models 0 0 2 217 0 2 6 590
Robust estimation and control under commitment 0 0 0 51 4 4 6 192
Robust hidden Markov LQG problems 0 0 1 58 0 0 4 284
Robust identification of investor beliefs 0 0 1 10 0 0 8 37
Robust inattentive discrete choice 0 1 2 2 1 3 6 6
Robust inference for moment condition models without rational expectations 0 0 2 2 0 0 10 13
Robustness and Pricing with Uncertain Growth 0 0 0 1 2 2 7 382
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 0 1 2 16
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 0 1 266
Robustness and ambiguity in continuous time 1 1 1 43 1 4 7 175
Seasonality and approximation errors in rational expectations models 0 0 2 148 0 0 7 365
Small noise methods for risk-sensitive/robust economies 0 0 1 41 0 0 3 182
Spectral methods for identifying scalar diffusions 0 0 1 120 1 2 4 287
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 2 2 3 153
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 2 10 1,481 4 10 41 2,876
Structured ambiguity and model misspecification 0 0 2 22 3 4 13 57
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 2 3 6 259
The Empirical Foundations of Calibration 0 0 0 1,299 4 5 7 2,746
The Role of Conditioning Information in Deducing Testable 0 0 2 294 0 1 8 678
Three types of ambiguity 0 0 0 106 0 1 2 1,057
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 0 1 7 173
Twisted probabilities, uncertainty, and prices 0 0 1 8 2 2 8 47
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 0 3 25
Underidentification? 0 0 1 45 1 2 10 266
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 1 1 1 402
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 0 0 1 92
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 1 1 3 22
Total Journal Articles 15 38 228 22,450 107 217 869 64,462
5 registered items for which data could not be found

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 0 0 3 420
Uncertainty within Economic Models 0 0 0 89 0 0 4 268
Total Books 0 0 0 89 0 0 7 688

Chapter 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 0 0 0 8 1 1 2 33
Asset Pricing Explorations for Macroeconomics 0 0 2 123 1 2 9 395
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 0 1 2 10
Challenges in Identifying and Measuring Systemic Risk 0 0 1 220 0 0 4 644
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 6 10 16 98
Comment on "House Price Booms and the Current Account" 0 0 0 12 0 2 2 87
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 0 0 0 23
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 1 1 5 5
Discounted Linear Exponential Quadratic Gaussian Control 0 0 3 14 1 1 6 30
Doubts or Variability? 1 1 1 5 1 2 4 17
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 3 3 5 12
Intangible Risk 0 0 1 173 0 0 3 565
Intertemporal Substitution and Risk Aversion 0 0 0 555 1 2 3 1,070
Introduction 0 0 0 1 0 0 0 3
Introduction to Robustness 0 1 3 144 0 1 7 420
Mechanics of forming and estimating dynamic linear economies 0 0 2 276 0 0 9 726
Micro data and general equilibrium models 3 3 13 1,508 4 4 31 3,290
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 2 2 510
Risk Pricing over Alternative Investment Horizons 0 0 1 15 0 0 3 72
Robust Control and Model Misspecification 1 1 2 5 2 2 10 35
Robust Control and Model Uncertainty 1 1 6 22 1 2 11 64
Robust Estimation and Control without Commitment 0 0 0 0 0 0 2 5
Robust Permanent Income and Pricing 0 0 0 4 0 0 0 20
Term Structure of Uncertainty in the Macroeconomy 0 1 2 22 1 3 5 91
Three Types of Ambiguity 0 0 0 0 0 0 2 8
Time Inconsistency of Robust Control? 0 0 0 14 0 1 6 73
Wanting Robustness in Macroeconomics 0 0 3 185 0 2 10 584
Total Chapters 6 8 40 3,501 23 42 159 8,890

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 1 1 1 222 1 1 4 800
Matlab code for robustifying Muth Filter 1 1 1 146 1 3 5 599
Matlab programs by Hansen and T. Sargent 0 4 19 10,439 0 8 39 26,727
Total Software Items 2 6 21 10,807 2 12 48 28,126

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Statistics updated 2025-11-08