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 0 4 8 24
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 1 1 1 254 1 2 2 835
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 2 3 4 130
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 0 2 392
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 0 1 8 1,827
Assessing specification errors in stochastic discount factor models 0 0 0 217 0 2 3 842
Asset Pricing Explorations for Macroeconomics 0 0 1 509 0 0 2 998
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 0 0 5 638
Biographical 0 0 0 24 0 0 2 63
Challenges in Identifying and Measuring Systemic Risk 0 1 2 78 0 1 4 127
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 0 1 3 254
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 32 2 2 6 84
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 118 0 1 3 898
Econometric Evaluation of Asset Pricing Models 0 0 0 466 0 0 1 1,655
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 1 455 1 2 7 995
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 0 1 3 387
Formulating and estimating continuous time rational expectations models 0 0 2 296 1 1 9 793
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 0 1 5 1,409
Identification of continuous time rational expectations models from discrete time data 0 0 0 141 0 0 1 420
Implications of Security Market Data for Models of Dynamic Economies 0 0 3 175 0 2 11 836
Implications of security market data for models of dynamic economies 0 0 1 205 0 1 6 967
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 211 0 1 4 516
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 1 1 5 256 1 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 1 2 52 0 3 7 203
Making Decisions under Model Misspecification 0 0 1 17 0 0 2 48
Making Decisions under Model Misspecification 0 0 1 25 2 4 13 80
Making Decisions under Model Misspecification 0 1 4 16 0 2 6 34
Managing expectations and fiscal policy 0 0 2 301 0 0 6 577
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 1 1 9 1,248
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 0 1 10 1,895
Misspecified Recovery 0 0 1 26 0 0 4 205
Misspecified Recovery 0 0 0 42 1 1 1 175
Misspecified Recovery 0 0 0 3 1 2 3 45
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 2 4 5 331
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 0 135
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 131
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 4 152
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 0 2 990
Perturbation Methods for Risk-Sensitive Economies 1 1 1 112 1 1 1 345
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 1 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 0 0 1 123
Rational Policymaking during a Pandemic 0 0 0 11 0 1 2 9
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 3 3 6 1,529
Recursive robust estimation and control without commitment 0 0 0 125 1 1 4 440
Recursive utility in a Markov environment with stochastic growth 1 2 6 19 1 2 6 103
Risk Price Dynamics 0 0 1 83 0 2 5 279
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 0 0 4 0 0 0 34
Robust Identification of Investor Beliefs 0 0 0 13 0 1 4 59
Robust Identification of Investor Beliefs 0 0 2 12 0 0 3 32
Robust Permanent Income and Pricing 0 0 0 131 0 2 3 506
Robust Permanent Income and Pricing 0 0 1 340 0 1 3 945
Robustness and US Monetary 0 0 0 0 0 1 3 119
Sets of Models and Prices of Uncertainty 0 2 5 128 2 5 12 280
Shock Elasticities and Impulse Responses 0 0 0 61 0 0 1 172
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 0 0 1 286
Stochastic Compounding and Uncertain Valuation 0 0 2 16 0 0 2 94
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 0 2 16 556 1 6 35 1,012
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 1 1 4 318
Uncertainty Outside and Inside Economic Models 0 0 1 95 1 1 4 295
Uncertainty Outside and Inside Economic Models 0 0 0 114 0 0 2 299
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 3 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 0 267 0 0 1 1,092
Underidentification? 0 0 0 69 0 0 1 302
Underidentification? (Resumen) 0 0 0 63 0 0 0 199
Total Working Papers 4 12 79 12,067 27 79 335 39,737

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 6 233 0 5 18 630
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 1 1 6 576 2 4 12 1,775
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 2 6 197 2 4 11 447
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 1 10 351
A note on first degree stochastic dominance 0 0 0 167 0 0 0 562
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 1 4 320 0 2 9 755
Acknowledgement Misspecification in Macroeconomic Theory 0 0 2 23 1 1 5 443
Acknowledging Misspecification in Macroeconomic Theory 0 1 2 290 0 2 8 1,388
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 2 3 152
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 313 1 3 9 867
Asset pricing under smooth ambiguity in continuous time 1 1 1 1 1 1 4 8
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 1 1 1 110 4 6 8 445
Central banking challenges posed by uncertain climate change and natural disasters 0 1 5 34 0 5 26 124
Certainty equivalence and model uncertainty 1 1 3 207 1 2 9 649
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 4 10 4 6 21 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 1 3 358 1 4 14 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 0 0 2 6
Doubts or variability? 0 1 1 145 0 3 8 460
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 1 44 0 1 4 209
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 0 1 1 390
Emission Prices, Biomass, and Biodiversity in Tropical Forests 1 3 3 3 2 4 4 4
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 1 1 460
Examining macroeconomic models through the lens of asset pricing 0 0 2 41 0 1 7 182
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 1 4 17 1,145
Formulating and estimating dynamic linear rational expectations models 0 0 1 439 0 1 10 1,136
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 0 1 28 2,158 2 6 68 6,372
Four types of ignorance 1 1 1 58 1 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 2 3 14 1,463 3 12 30 3,444
Implications of Security Market Data for Models of Dynamic Economies 2 7 59 1,580 2 16 115 4,124
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 0 0 6 223
Introduction to model uncertainty and robustness 0 0 1 135 0 0 4 307
Large Sample Properties of Generalized Method of Moments Estimators 0 3 41 5,951 4 15 111 15,296
Long-Term Risk: An Operator Approach 0 0 1 102 0 1 4 470
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 0 14 0 2 8 72
Misspecified Recovery 0 0 0 13 0 0 1 127
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 0 1 2 617
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 0 130 0 3 8 491
Nonlinearity and temporal dependence 1 1 1 65 1 2 3 246
Pricing Uncertainty Induced by Climate Change 1 1 4 71 1 6 26 267
Pricing growth-rate risk 0 0 0 43 0 0 1 140
Proofs for large sample properties of generalized method of moments estimators 1 1 1 69 1 2 8 249
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 0 0 4 136
Recursive robust estimation and control without commitment 0 1 1 156 0 2 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 1 2 3 3 1 2 5 5
Robust Control and Model Uncertainty 0 0 2 894 3 6 14 1,970
Robust Permanent Income and Pricing 0 1 3 441 1 6 15 970
Robust control and model misspecification 0 0 2 266 3 3 9 653
Robust control of forward-looking models 0 0 2 217 2 2 7 590
Robust estimation and control under commitment 0 0 0 51 0 0 2 188
Robust hidden Markov LQG problems 0 0 1 58 0 2 4 284
Robust identification of investor beliefs 0 0 1 10 0 0 8 37
Robust inattentive discrete choice 0 2 2 2 1 3 5 5
Robust inference for moment condition models without rational expectations 0 0 2 2 0 1 12 13
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 0 5 380
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 1 1 3 16
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 0 1 266
Robustness and ambiguity in continuous time 0 0 0 42 1 4 6 174
Seasonality and approximation errors in rational expectations models 0 1 3 148 0 2 9 365
Small noise methods for risk-sensitive/robust economies 0 0 1 41 0 0 4 182
Spectral methods for identifying scalar diffusions 0 0 2 120 1 1 5 286
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 1 1 151
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 3 13 1,481 1 9 46 2,872
Structured ambiguity and model misspecification 0 0 3 22 1 1 13 54
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 1 3 4 257
The Empirical Foundations of Calibration 0 0 0 1,299 1 1 3 2,742
The Role of Conditioning Information in Deducing Testable 0 0 2 294 1 1 9 678
Three types of ambiguity 0 0 2 106 0 1 6 1,057
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 1 3 7 173
Twisted probabilities, uncertainty, and prices 0 0 1 8 0 2 7 45
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 1 3 25
Underidentification? 0 0 1 45 0 2 10 265
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 0 1 401
[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 0 0 2 21
Total Journal Articles 14 43 254 22,435 55 192 869 64,355
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 4 420
Uncertainty within Economic Models 0 0 0 89 0 2 4 268
Total Books 0 0 0 89 0 2 8 688

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 0 0 1 32
Asset Pricing Explorations for Macroeconomics 0 1 2 123 1 2 8 394
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 1 2 2 10
Challenges in Identifying and Measuring Systemic Risk 0 0 2 220 0 0 5 644
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 4 5 10 92
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 0 0 4 4
Discounted Linear Exponential Quadratic Gaussian Control 0 0 3 14 0 0 5 29
Doubts or Variability? 0 0 0 4 0 1 4 16
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 0 2 9
Intangible Risk 0 0 1 173 0 0 3 565
Intertemporal Substitution and Risk Aversion 0 0 0 555 0 1 2 1,069
Introduction 0 0 0 1 0 0 0 3
Introduction to Robustness 1 1 3 144 1 1 7 420
Mechanics of forming and estimating dynamic linear economies 0 0 3 276 0 0 10 726
Micro data and general equilibrium models 0 2 11 1,505 0 4 28 3,286
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 2 2 2 510
Risk Pricing over Alternative Investment Horizons 0 0 1 15 0 0 3 72
Robust Control and Model Misspecification 0 0 1 4 0 1 8 33
Robust Control and Model Uncertainty 0 0 5 21 0 1 11 63
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 2 5 90
Three Types of Ambiguity 0 0 0 0 0 0 2 8
Time Inconsistency of Robust Control? 0 0 0 14 0 2 6 73
Wanting Robustness in Macroeconomics 0 0 4 185 2 3 11 584
Total Chapters 1 5 38 3,495 12 29 143 8,867

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 0 221 0 1 3 799
Matlab code for robustifying Muth Filter 0 0 0 145 1 2 5 598
Matlab programs by Hansen and T. Sargent 1 8 24 10,439 5 15 51 26,727
Total Software Items 1 8 24 10,805 6 18 59 28,124

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

Statistics updated 2025-10-06