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


Statistics updated 2021-01-03