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 3 10 0 1 24 48
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 1 1 255 0 2 20 855
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 526 0 1 15 1,685
Advances in economics and econometrics:theory and applications 0 0 0 0 0 0 17 147
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 0 5 397
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 435 1 1 26 1,853
Assessing specification errors in stochastic discount factor models 0 0 0 217 1 3 36 878
Asset Pricing Explorations for Macroeconomics 0 0 0 509 0 1 24 1,022
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 1 2 31 1,601
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 194 1 3 16 654
Biographical 0 0 0 24 0 2 15 78
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 1 4 14 268
Challenges in Identifying and Measuring Systemic Risk 0 0 0 78 0 1 6 133
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 32 1 2 17 101
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 118 1 1 15 913
Econometric Evaluation of Asset Pricing Models 0 0 0 466 2 4 16 1,671
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 155 0 1 16 498
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 0 2 16 512
Exact linear rational expectations models: specification and estimation 1 1 3 458 1 1 18 1,013
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 0 2 16 344
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 4 391
Formulating and estimating continuous time rational expectations models 1 1 2 298 1 2 14 807
Formulating and estimating dynamic linear rational expectations models 1 1 1 695 2 4 24 1,433
Identification of continuous time rational expectations models from discrete time data 0 0 1 142 1 1 11 431
Implications of Security Market Data for Models of Dynamic Economies 1 1 3 178 1 3 32 868
Implications of security market data for models of dynamic economies 2 3 6 211 5 9 30 997
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 212 0 0 19 535
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 27 0 1 6 124
Linear rational expectations models for dynamically interrelated variables 0 0 1 257 0 0 23 728
Long Term Risk: An Operator Approach 0 0 0 92 1 2 12 379
Long-term Risk: An Operator Approach 0 0 0 78 0 2 17 201
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 0 52 0 2 16 219
Making Decisions under Model Misspecification 0 1 2 27 2 4 27 107
Making Decisions under Model Misspecification 0 0 3 20 1 3 15 63
Making Decisions under Model Misspecification 0 0 2 18 0 1 13 47
Managing expectations and fiscal policy 0 0 0 301 0 1 19 596
Mechanics of forming and estimating dynamic linear economies 0 0 0 489 0 0 11 1,259
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 1 2 14 700
Micro Data and General Equilibrium Models 0 0 0 1 1 1 32 1,927
Misspecified Recovery 0 0 0 42 3 3 23 198
Misspecified Recovery 0 0 0 26 0 4 10 215
Misspecified Recovery 0 0 0 3 0 0 10 55
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 0 10 341
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 18 170
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 12 147
Nonlinearity and Temporal Dependence 0 0 0 143 0 8 18 711
Nonlinearity and Temporal Dependence 0 0 0 34 1 1 15 146
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 0 16 1,006
Perturbation Methods for Risk-Sensitive Economies 0 1 1 113 0 2 17 362
Principal Components and Long Run Implications of Multivariate Diffusions 1 1 1 132 1 1 9 338
Principal Components and the Long Run 0 0 0 162 0 1 12 364
Principal components and the long run 0 0 0 49 0 0 14 137
Rational Policymaking during a Pandemic 0 0 0 11 0 0 7 16
Rational expectations models and the aliasing phenomenon 0 0 1 111 0 0 17 508
Rational policymaking during a pandemic 0 0 0 16 0 2 9 68
Recursive Linear Models of Dynamic Economies 0 0 1 553 0 1 26 1,555
Recursive robust estimation and control without commitment 0 0 0 125 0 2 16 456
Recursive utility in a Markov environment with stochastic growth 0 0 0 19 2 3 19 122
Risk Price Dynamics 0 0 0 0 0 0 0 0
Risk Price Dynamics 0 0 0 83 1 2 17 296
Robust Identification of Investor Beliefs 0 0 0 13 0 1 20 79
Robust Identification of Investor Beliefs 0 0 1 13 0 4 16 48
Robust Identification of Investor Beliefs 0 0 0 4 0 1 11 45
Robust Permanent Income and Pricing 0 0 0 131 0 0 12 518
Robust Permanent Income and Pricing 0 0 0 340 0 2 25 970
Robustness and US Monetary 0 0 0 0 1 3 16 135
Sets of Models and Prices of Uncertainty 0 0 4 132 0 0 19 299
Shock Elasticities and Impulse Responses 0 0 0 61 0 0 15 187
Small Sample Properties of Alternative GMM Estimators 0 0 0 130 0 0 7 293
Stochastic Compounding and Uncertain Valuation 0 1 2 18 0 1 9 103
Term Structure of Uncertainty in the Macroeconomy 0 0 2 74 0 2 17 681
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 4 560 1 4 36 1,048
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 1 67 1 4 14 332
Uncertainty Outside and Inside Economic Models 0 0 1 96 0 3 18 313
Uncertainty Outside and Inside Economic Models 0 0 1 115 0 0 14 313
Uncertainty Spillovers for Markets and Policy 0 0 0 12 0 0 10 42
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 1 8 60
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 73 0 2 21 269
Underidentification? 0 0 1 268 0 1 15 1,107
Underidentification? 0 0 0 69 0 0 11 313
Underidentification? (Resumen) 0 0 0 63 0 7 27 226
Total Working Papers 7 12 52 12,119 37 138 1,338 41,075

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 1 234 2 5 38 668
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 2 578 1 1 19 1,794
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 1 1 198 1 2 33 480
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 0 6 357
A note on first degree stochastic dominance 0 0 0 167 0 1 8 570
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 3 323 0 1 29 784
Acknowledgement Misspecification in Macroeconomic Theory 0 0 0 23 0 1 13 456
Acknowledging Misspecification in Macroeconomic Theory 0 0 0 290 0 0 15 1,403
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 1 1 11 163
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 3 316 1 1 53 920
Asset pricing under smooth ambiguity in continuous time 0 0 0 1 0 1 11 19
BOOTSTRAPPING THE LONG RUN 0 0 0 36 0 0 10 117
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 213 1 1 9 732
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 110 0 2 8 453
Central banking challenges posed by uncertain climate change and natural disasters 0 0 1 35 1 1 20 144
Certainty equivalence and model uncertainty 0 0 3 210 0 1 24 673
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 10 0 2 39 94
Comment 0 0 0 6 0 1 4 57
Comment 0 0 0 1 0 1 2 11
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 0 0 2 12
Consumption Strikes Back? Measuring Long-Run Risk 0 0 0 358 1 1 30 1,251
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 0 0 6 103
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 0 0 7 13
Doubts or variability? 0 1 1 146 1 4 27 487
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 0 0 15 224
Econometric Evaluation of Asset Pricing Models 0 0 0 170 1 1 6 516
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 0 11 401
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 2 5 0 3 10 14
Empirical and policy performance of a forward-looking monetary model, comments 0 0 0 17 0 0 2 79
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 1 9 469
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 0 1 11 193
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 1 2 28 1,173
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 3 9 317
Formulating and estimating dynamic linear rational expectations models 1 2 2 441 4 7 38 1,174
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 2 8 15 2,173 10 24 85 6,457
Four types of ignorance 0 0 1 59 0 0 12 601
Fragile beliefs and the price of uncertainty 0 0 0 44 0 0 8 163
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 1 1 8 1,471 2 7 216 3,660
Implications of Security Market Data for Models of Dynamic Economies 3 10 29 1,609 14 39 140 4,264
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 0 0 16 239
Introduction to model uncertainty and robustness 0 0 1 136 0 1 11 318
Large Sample Properties of Generalized Method of Moments Estimators 1 7 32 5,983 8 36 165 15,461
Long-Term Risk: An Operator Approach 0 0 0 102 0 1 29 499
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 0 3 21 93
Misspecified Recovery 0 0 2 15 1 2 17 144
Model uncertainty and policy evaluation: some theory and empirics - comments 0 0 0 33 0 0 4 108
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 0 1 19 636
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 2 132 2 2 20 511
Nonlinearity and temporal dependence 0 0 0 65 0 1 17 263
Pricing Uncertainty Induced by Climate Change 0 1 4 75 2 5 44 311
Pricing growth-rate risk 1 1 1 44 1 3 13 153
Proofs for large sample properties of generalized method of moments estimators 1 1 5 74 2 3 27 276
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 0 0 12 148
Recursive linear models of dynamic economies 0 0 0 1 1 1 15 781
Recursive robust estimation and control without commitment 0 0 0 156 0 0 20 442
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 2 7 25
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 0 0 5 8 1 6 46 51
Robust Control and Model Uncertainty 0 2 8 902 1 7 43 2,013
Robust Permanent Income and Pricing 0 1 2 443 0 1 29 999
Robust control and model misspecification 0 0 1 267 1 2 24 677
Robust control of forward-looking models 0 0 1 218 0 0 23 613
Robust estimation and control under commitment 0 0 0 51 1 1 11 199
Robust hidden Markov LQG problems 0 0 1 59 0 1 17 301
Robust identification of investor beliefs 0 1 1 11 0 2 8 45
Robust inattentive discrete choice 0 0 1 3 0 0 13 18
Robust inference for moment condition models without rational expectations 0 0 0 2 0 0 9 22
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 1 12 392
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 1 10 276
Robustness and U.S. Monetary Policy Experimentation 0 0 2 4 0 2 12 28
Robustness and ambiguity in continuous time 0 0 1 43 0 0 18 192
Seasonality and approximation errors in rational expectations models 0 0 0 148 0 1 14 379
Small noise methods for risk-sensitive/robust economies 0 0 1 42 1 3 13 195
Spectral methods for identifying scalar diffusions 0 0 0 120 0 2 11 297
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 0 6 157
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 5 10 1,491 0 7 46 2,918
Structured ambiguity and model misspecification 1 1 1 23 1 1 17 71
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 0 0 17 274
The Empirical Foundations of Calibration 0 0 0 1,299 2 4 27 2,769
The Role of Conditioning Information in Deducing Testable 0 1 2 296 1 4 18 696
Three types of ambiguity 0 0 0 106 0 2 16 1,073
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 1 1 10 183
Twisted probabilities, uncertainty, and prices 0 0 0 8 0 0 12 57
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 0 5 30
Underidentification? 0 0 1 46 0 1 17 282
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 1 1 4 405
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 0 0 14 106
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 0 7 28
Total Journal Articles 11 44 158 22,644 70 228 2,010 67,620
1 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 1 2 17 437
Uncertainty within Economic Models 0 1 2 91 0 3 22 290
Total Books 0 1 2 91 1 5 39 727

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 0 0 12 44
Asset Pricing Explorations for Macroeconomics 0 0 0 123 1 4 34 428
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 0 1 12 22
Challenges in Identifying and Measuring Systemic Risk 0 0 0 220 1 2 29 673
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 0 2 26 118
Comment on "House Price Booms and the Current Account" 0 0 0 12 0 1 17 104
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 0 0 9 32
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 0 0 13 17
Discounted Linear Exponential Quadratic Gaussian Control 0 0 3 17 0 2 13 42
Doubts or Variability? 0 0 1 5 0 1 16 32
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 0 9 18
Intangible Risk 0 0 0 173 0 0 7 572
Intertemporal Substitution and Risk Aversion 0 0 1 556 0 0 17 1,086
Introduction 0 0 0 1 0 0 7 10
Introduction to Robustness 1 1 2 146 1 5 27 447
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 1 1 25 751
Micro data and general equilibrium models 0 1 13 1,518 1 2 42 3,328
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 2 16 526
Risk Pricing over Alternative Investment Horizons 0 0 1 16 0 1 41 113
Robust Control and Model Misspecification 0 0 1 5 1 2 17 50
Robust Control and Model Uncertainty 1 1 8 29 1 4 74 137
Robust Estimation and Control without Commitment 0 0 0 0 0 1 3 8
Robust Permanent Income and Pricing 0 0 0 4 0 4 13 33
Term Structure of Uncertainty in the Macroeconomy 0 0 0 22 0 1 15 105
Three Types of Ambiguity 0 0 0 0 0 2 9 17
Time Inconsistency of Robust Control? 1 1 3 17 1 3 14 87
Wanting Robustness in Macroeconomics 0 0 2 187 2 4 24 608
Total Chapters 3 4 35 3,530 10 45 541 9,408

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 1 222 0 0 18 817
Matlab code for robustifying Muth Filter 0 0 1 146 1 1 9 607
Matlab programs by Hansen and T. Sargent 0 1 4 10,443 0 4 28 26,755
Total Software Items 0 1 6 10,811 1 5 55 28,179

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11