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 Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 1 4 246 4 7 19 800
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 1 3 518 0 3 14 1,651
Advances in economics and econometrics:theory and applications 0 0 0 0 1 2 12 86
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 96 0 5 7 380
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 433 0 0 13 1,814
Assessing specification errors in stochastic discount factor models 0 0 0 215 1 3 13 826
Asset Pricing Explorations for Macroeconomics 1 2 3 500 5 12 20 966
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 1 2 4 399 3 5 19 1,547
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 192 3 4 10 522
Biographical 0 0 2 24 0 1 12 43
Challenges in Identifying and Measuring Systemic Risk 0 0 1 126 3 4 12 234
Challenges in Identifying and Measuring Systemic Risk 0 0 0 72 1 3 10 108
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 116 3 5 10 833
Econometric Evaluation of Asset Pricing Models 0 0 0 461 0 2 10 1,643
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 2 153 0 1 7 464
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 159 3 5 9 482
Exact linear rational expectations models: specification and estimation 1 3 11 427 1 8 22 944
Examining macroeconomic models through the lens of asset pricing 0 0 3 112 1 1 13 309
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 4 376
Formulating and estimating continuous time rational expectations models 0 0 4 281 0 3 14 755
Formulating and estimating dynamic linear rational expectations models 1 1 6 681 3 6 24 1,368
Identification of continuous time rational expectations models from discrete time data 0 1 2 132 0 2 8 399
Implications of Security Market Data for Models of Dynamic Economies 0 0 4 161 1 9 26 786
Implications of security market data for models of dynamic economies 0 0 5 195 7 10 35 931
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 209 0 0 7 502
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 24 1 4 10 97
Linear rational expectations models for dynamically interrelated variables 0 2 2 236 0 3 7 654
Long Term Risk: An Operator Approach 0 0 0 89 2 4 14 320
Long-term Risk: An Operator Approach 0 0 0 77 1 1 11 153
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 1 1 11 39 5 13 55 131
Managing expectations and fiscal policy 0 0 1 295 1 2 12 554
Mechanics of forming and estimating dynamic linear economies 1 1 7 485 3 4 20 1,219
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 3 198 0 0 6 662
Micro Data and General Equilibrium Models 0 0 0 1 2 7 24 1,834
Misspecified Recovery 0 0 0 22 3 8 26 97
Misspecified Recovery 0 0 0 41 2 3 12 153
Misspecified Recovery 0 0 1 3 0 0 11 28
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 1 108 1 4 11 315
Nonlinearity and Temporal Dependence 0 0 0 47 2 3 9 147
Nonlinearity and Temporal Dependence 0 0 0 42 1 1 6 131
Nonlinearity and Temporal Dependence 0 0 0 34 1 3 9 123
Nonlinearity and Temporal Dependence 0 0 0 143 0 2 6 688
On the mechanics of forming and estimating dynamic linear economies 0 0 1 352 1 1 8 974
Perturbation Methods for Risk-Sensitive Economies 0 0 1 110 1 3 14 339
Principal Components and Long Run Implications of Multivariate Diffusions 0 1 1 128 1 3 10 317
Principal Components and the Long Run 0 0 0 161 0 1 5 347
Principal components and the long run 0 0 0 47 0 1 7 115
Rational expectations models and the aliasing phenomenon 0 0 0 107 0 0 7 480
Recursive Linear Models of Dynamic Economies 0 0 2 546 3 10 18 1,500
Recursive robust estimation and control without commitment 0 0 1 123 0 4 12 415
Recursive utility in a Markov environment with stochastic growth 0 2 2 10 4 8 16 47
Risk Price Dynamics 0 0 0 79 2 4 12 256
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 2 8 8 2 16 33 33
Robust Permanent Income and Pricing 0 0 0 129 2 2 10 489
Robust Permanent Income and Pricing 0 0 1 334 3 7 17 927
Robustness and US Monetary 0 0 0 0 0 1 2 98
Sets of Models and Prices of Uncertainty 0 0 2 118 3 5 19 244
Shock Elasticities and Impulse Responses 0 0 4 60 1 2 17 148
Small Sample Properties of Alternative GMM Estimators 0 0 1 129 0 0 7 280
Stochastic Compounding and Uncertain Valuation 0 2 4 10 3 6 17 58
Term Structure of Uncertainty in the Macroeconomy 0 1 3 67 2 4 8 111
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 3 9 67 421 5 26 149 656
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 1 65 0 1 5 302
Uncertainty Outside and Inside Economic Models 1 1 5 82 5 13 24 189
Uncertainty Outside and Inside Economic Models 0 0 4 101 1 7 19 237
Underidentification? 0 0 0 66 1 2 12 290
Underidentification? 0 0 2 265 1 1 12 1,068
Underidentification? (Resumen) 0 0 0 63 2 3 9 188
Total Working Papers 10 33 192 11,373 108 294 1,068 36,183

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 0 2 211 2 5 11 555
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 1 8 543 4 9 41 1,677
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 2 3 14 175 4 9 24 413
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 1 2 90 1 5 21 314
A note on first degree stochastic dominance 0 0 0 165 2 4 5 557
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 1 2 296 0 1 11 701
Acknowledgement Misspecification in Macroeconomic Theory 0 0 0 21 3 8 32 418
Acknowledging Misspecification in Macroeconomic Theory 0 0 0 284 1 3 6 1,350
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 28 0 1 4 145
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 3 297 1 4 18 807
BOOTSTRAPPING THE LONG RUN 0 1 1 35 0 2 5 98
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 2 3 200 1 10 22 654
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 107 2 5 15 398
Certainty equivalence and model uncertainty 0 0 4 199 1 3 17 615
Comment 0 0 0 1 0 0 4 7
Comment 0 0 0 6 0 2 5 33
Consumption Strikes Back? Measuring Long-Run Risk 0 2 6 339 4 14 38 1,127
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 39 1 2 2 93
Doubts or variability? 1 1 6 131 4 9 21 401
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 36 0 7 18 178
Econometric Evaluation of Asset Pricing Models 0 1 2 164 0 2 9 495
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 1 11 378
Empirical and policy performance of a forward-looking monetary model, comments 0 0 0 17 0 0 2 74
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 3 6 15 444
Examining macroeconomic models through the lens of asset pricing 0 0 2 26 0 1 16 122
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 4 12 46 989
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 2 3 303
Formulating and estimating dynamic linear rational expectations models 2 2 13 416 9 14 50 1,041
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 3 5 36 2,065 8 23 98 6,136
Four types of ignorance 0 2 5 49 16 112 156 498
Fragile beliefs and the price of uncertainty 0 0 1 41 1 4 6 138
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 6 8 59 1,343 14 35 159 3,128
Implications of Security Market Data for Models of Dynamic Economies 0 5 27 1,444 8 22 90 3,779
Instrumental variables procedures for estimating linear rational expectations models 0 1 1 75 0 1 3 205
Introduction to model uncertainty and robustness 0 0 0 134 1 2 5 294
Large Sample Properties of Generalized Method of Moments Estimators 9 23 100 5,562 41 117 391 14,300
Long-Term Risk: An Operator Approach 0 0 0 99 3 6 17 432
Misspecified Recovery 0 0 3 7 2 5 26 84
Model uncertainty and policy evaluation: some theory and empirics - comments 0 0 1 33 0 0 7 99
Multiperiod Probit Models and Orthogonality Condition Estimation 0 6 13 214 1 12 30 573
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 1 127 2 12 27 454
Nonlinearity and temporal dependence 1 3 8 57 2 11 27 211
Pricing growth-rate risk 0 0 0 41 0 2 4 130
Proofs for large sample properties of generalized method of moments estimators 0 0 0 61 1 2 8 219
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 41 1 2 4 123
Recursive linear models of dynamic economies 0 0 0 1 1 3 8 749
Recursive robust estimation and control without commitment 0 1 9 140 2 8 24 367
Robust Control and Model Uncertainty 2 7 14 864 3 12 45 1,840
Robust Permanent Income and Pricing 0 0 4 426 1 6 26 912
Robust control and model misspecification 0 3 13 231 0 9 30 538
Robust control of forward-looking models 0 1 2 199 0 1 9 545
Robust estimation and control under commitment 0 0 0 46 2 4 5 167
Robust hidden Markov LQG problems 0 1 1 54 0 5 17 259
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 3 9 361
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 2 3 9 248
Robustness and ambiguity in continuous time 0 1 1 37 0 2 4 146
Seasonality and approximation errors in rational expectations models 0 0 4 130 0 0 7 324
Small noise methods for risk-sensitive/robust economies 0 0 0 34 2 4 7 164
Spectral methods for identifying scalar diffusions 0 0 2 114 0 1 8 266
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 2 3 149
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 5 12 58 1,309 10 24 108 2,487
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 44 0 4 7 246
The Empirical Foundations of Calibration 0 0 5 1,296 0 4 22 2,717
The Role of Conditioning Information in Deducing Testable 0 0 3 285 0 7 13 620
Three types of ambiguity 0 0 0 99 2 3 12 985
Time-Series Econometrics in Macroeconomics and Finance 0 1 3 36 2 5 21 134
Underidentification? 0 0 1 36 4 13 28 198
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 1 1 168 0 2 6 394
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 1 1 3 13 3 7 15 77
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 3 3 11
Total Journal Articles 32 97 448 20,873 183 644 1,976 60,094

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 3 9 29 341
Uncertainty within Economic Models 0 1 7 74 3 7 30 218
Total Books 0 1 7 74 6 16 59 559

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 0 1 114 2 5 33 345
Challenges in Identifying and Measuring Systemic Risk 1 1 6 184 1 11 33 531
Comment on "House Price Booms and the Current Account" 0 0 1 12 0 1 7 79
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 1 4 0 0 6 20
Intangible Risk 0 0 1 162 1 1 9 545
Intertemporal Substitution and Risk Aversion 1 4 6 540 1 8 20 1,027
Introduction to Robustness 1 1 3 131 2 8 17 381
Mechanics of forming and estimating dynamic linear economies 0 1 3 258 1 3 18 682
Micro data and general equilibrium models 0 6 29 1,399 12 26 78 3,024
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 2 4 168 0 5 18 478
Risk Pricing over Alternative Investment Horizons 0 0 1 9 0 2 7 52
Term Structure of Uncertainty in the Macroeconomy 0 1 5 16 3 6 21 59
Time Inconsistency of Robust Control? 0 0 0 9 1 2 11 52
Wanting Robustness in Macroeconomics 1 2 7 175 2 11 33 518
Total Chapters 4 18 68 3,181 26 89 311 7,793

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 1 212 1 4 9 780
Matlab code for robustifying Muth Filter 0 0 1 137 0 2 9 571
Matlab programs by Hansen and T. Sargent 12 39 147 10,117 27 80 320 26,004
Total Software Items 12 39 149 10,466 28 86 338 27,355

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03