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 2 3 5 20
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 0 253 0 0 0 833
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 2 2 3 526 2 3 5 1,670
Advances in economics and econometrics:theory and applications 0 0 0 0 0 0 2 127
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 1 3 392
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 0 1 7 1,826
Assessing specification errors in stochastic discount factor models 0 0 1 217 0 0 3 840
Asset Pricing Explorations for Macroeconomics 0 1 1 509 0 2 2 998
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 0 0 3 1,570
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 1 194 3 3 5 638
Biographical 0 0 0 24 0 1 2 63
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 0 1 3 253
Challenges in Identifying and Measuring Systemic Risk 0 1 1 77 0 1 3 126
Climate Change Uncertainty Spillover in the Macroeconomy 0 1 2 32 1 2 4 82
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 118 0 0 4 897
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 1 1 1 155 1 1 3 482
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 0 0 3 496
Exact linear rational expectations models: specification and estimation 0 0 1 455 0 2 5 993
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 2 386
Formulating and estimating continuous time rational expectations models 1 1 2 296 1 2 8 792
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 0 1 5 1,408
Identification of continuous time rational expectations models from discrete time data 0 0 1 141 0 0 3 420
Implications of Security Market Data for Models of Dynamic Economies 0 0 3 175 0 2 11 834
Implications of security market data for models of dynamic economies 0 0 2 205 0 0 6 966
Instrumental variables procedures for estimating linear rational expectations models 1 1 1 211 1 1 3 515
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 1 1 27 0 1 2 118
Linear rational expectations models for dynamically interrelated variables 0 1 6 255 2 4 11 703
Long Term Risk: An Operator Approach 0 0 0 92 0 0 2 367
Long-term Risk: An Operator Approach 0 0 1 78 1 1 3 182
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 51 0 1 4 200
Making Decisions under Model Misspecification 0 2 3 15 0 2 4 32
Making Decisions under Model Misspecification 0 1 1 17 0 1 3 48
Making Decisions under Model Misspecification 1 1 1 25 2 2 12 76
Managing expectations and fiscal policy 0 1 2 301 1 3 7 577
Mechanics of forming and estimating dynamic linear economies 0 1 1 489 1 4 9 1,247
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 2 9 1,894
Misspecified Recovery 0 0 0 3 0 0 1 43
Misspecified Recovery 1 1 1 26 1 1 4 205
Misspecified Recovery 0 0 0 42 0 0 0 174
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 0 1 327
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 1 135
Nonlinearity and Temporal Dependence 0 0 0 48 1 2 4 152
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 131
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 0 3 990
Perturbation Methods for Risk-Sensitive Economies 0 0 0 111 0 0 1 344
Principal Components and Long Run Implications of Multivariate Diffusions 1 1 1 131 1 1 2 328
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 0 1 8
Rational expectations models and the aliasing phenomenon 0 0 0 110 1 1 1 491
Rational policymaking during a pandemic 0 0 0 16 1 3 9 59
Recursive Linear Models of Dynamic Economies 0 0 0 552 0 1 3 1,526
Recursive robust estimation and control without commitment 0 0 0 125 1 2 3 439
Recursive utility in a Markov environment with stochastic growth 2 3 4 17 2 3 4 101
Risk Price Dynamics 0 0 0 0 0 0 0 0
Risk Price Dynamics 1 1 1 83 1 2 3 277
Robust Identification of Investor Beliefs 0 1 2 12 0 1 4 32
Robust Identification of Investor Beliefs 0 0 0 13 0 0 3 58
Robust Identification of Investor Beliefs 0 0 0 4 0 0 1 34
Robust Permanent Income and Pricing 0 0 0 131 0 0 1 504
Robust Permanent Income and Pricing 0 0 2 340 0 1 3 944
Robustness and US Monetary 0 0 0 0 0 1 2 118
Sets of Models and Prices of Uncertainty 2 3 3 126 2 5 7 275
Shock Elasticities and Impulse Responses 0 0 0 61 0 0 1 172
Small Sample Properties of Alternative GMM Estimators 1 1 1 130 1 1 1 286
Stochastic Compounding and Uncertain Valuation 1 1 2 16 1 1 3 94
Term Structure of Uncertainty in the Macroeconomy 0 0 1 72 1 2 103 664
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 3 19 554 0 8 40 1,006
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 2 2 3 317
Uncertainty Outside and Inside Economic Models 0 0 1 95 1 2 3 294
Uncertainty Outside and Inside Economic Models 0 0 0 114 0 1 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 1 1 3 51
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 1 1 1 72 2 2 9 247
Underidentification? 0 0 0 267 0 0 2 1,092
Underidentification? 0 0 0 69 0 0 1 302
Underidentification? (Resumen) 0 0 0 63 0 0 0 199
Total Working Papers 16 32 78 12,055 38 93 407 39,658


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 2 5 232 1 5 14 625
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 2 5 575 0 2 8 1,771
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 3 4 195 0 4 7 443
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 2 9 350
A note on first degree stochastic dominance 0 0 0 167 0 0 0 562
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 4 319 1 2 12 753
Acknowledgement Misspecification in Macroeconomic Theory 0 1 2 23 0 3 5 442
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 289 0 2 7 1,386
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 1 2 150
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 313 0 1 7 864
Asset pricing under smooth ambiguity in continuous time 0 0 0 0 0 1 3 7
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 1 4 723
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 109 1 1 2 439
Central banking challenges posed by uncertain climate change and natural disasters 1 2 5 33 4 10 29 119
Certainty equivalence and model uncertainty 0 0 2 206 0 1 7 647
Climate Change Uncertainty Spillover in the Macroeconomy 0 2 5 10 3 5 22 49
Comment 0 0 0 1 0 0 0 9
Comment 0 0 0 6 0 0 2 53
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 1 1 1 10
Consumption Strikes Back? Measuring Long-Run Risk 0 0 3 357 0 5 16 1,217
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 0 1 144 0 3 6 457
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 3 44 0 0 5 208
Econometric Evaluation of Asset Pricing Models 0 0 2 170 0 0 3 510
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 0 2 389
Empirical and policy performance of a forward-looking monetary model, comments 0 0 0 17 0 0 0 76
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 0 0 459
Examining macroeconomic models through the lens of asset pricing 0 0 3 41 1 2 7 181
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 0 0 31 1,141
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 1 308
Formulating and estimating dynamic linear rational expectations models 0 0 1 439 1 5 12 1,135
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 10 28 2,157 1 21 69 6,366
Four types of ignorance 0 0 0 57 0 2 3 588
Fragile beliefs and the price of uncertainty 0 0 1 44 0 0 4 154
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 2 3 14 1,460 2 3 33 3,432
Implications of Security Market Data for Models of Dynamic Economies 0 17 63 1,573 5 33 126 4,108
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 1 2 6 223
Introduction to model uncertainty and robustness 0 0 1 135 0 1 4 307
Large Sample Properties of Generalized Method of Moments Estimators 5 12 45 5,948 12 29 123 15,281
Long-Term Risk: An Operator Approach 0 0 1 102 0 1 3 469
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 0 14 0 4 6 70
Misspecified Recovery 0 0 0 13 0 0 2 127
Model uncertainty and policy evaluation: some theory and empirics - comments 0 0 0 33 0 0 1 102
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 0 0 1 616
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 0 130 0 0 5 488
Nonlinearity and temporal dependence 0 0 0 64 0 0 1 244
Pricing Uncertainty Induced by Climate Change 0 0 4 70 3 8 24 261
Pricing growth-rate risk 0 0 0 43 0 0 1 140
Proofs for large sample properties of generalized method of moments estimators 0 0 0 68 0 1 6 247
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 2 2 4 136
Recursive linear models of dynamic economies 0 0 0 1 0 2 3 765
Recursive robust estimation and control without commitment 0 0 0 155 0 0 1 420
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 2 2 18
Robust Control and Model Uncertainty 0 0 7 894 2 4 15 1,964
Robust Permanent Income and Pricing 0 1 3 440 0 4 11 964
Robust control and model misspecification 0 0 2 266 0 1 11 650
Robust control of forward-looking models 0 1 2 217 0 2 5 588
Robust estimation and control under commitment 0 0 1 51 0 2 3 188
Robust hidden Markov LQG problems 0 1 2 58 0 1 4 282
Robust identification of investor beliefs 0 1 1 10 0 3 8 37
Robust inference for moment condition models without rational expectations 0 0 2 2 2 2 12 12
Robustness and Pricing with Uncertain Growth 0 0 0 1 3 3 6 380
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 0 1 2 15
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 1 1 266
Robustness and ambiguity in continuous time 0 0 0 42 0 0 3 170
Seasonality and approximation errors in rational expectations models 0 0 3 147 0 2 8 363
Small noise methods for risk-sensitive/robust economies 1 1 1 41 1 2 5 182
Spectral methods for identifying scalar diffusions 0 1 2 120 0 1 4 285
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 0 0 150
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1 2 17 1,478 1 8 52 2,863
Structured ambiguity and model misspecification 0 1 3 22 2 4 13 53
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 0 0 1 254
The Empirical Foundations of Calibration 0 0 0 1,299 0 2 2 2,741
The Role of Conditioning Information in Deducing Testable 1 1 2 294 1 3 8 677
Three types of ambiguity 0 0 2 106 0 0 13 1,056
Time-Series Econometrics in Macroeconomics and Finance 0 0 2 45 0 2 7 170
Twisted probabilities, uncertainty, and prices 0 0 1 8 0 3 6 43
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 0 2 24
Underidentification? 0 1 1 45 1 2 8 263
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 1 1 92
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 1 2 21
Total Journal Articles 12 65 261 22,442 52 223 869 65,409
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 3 6 420
Uncertainty within Economic Models 0 0 1 89 0 1 3 266
Total Books 0 0 1 89 1 4 9 686


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 0 1 122 0 2 7 392
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 0 0 0 8
Challenges in Identifying and Measuring Systemic Risk 0 0 2 220 0 1 7 644
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 0 1 5 87
Comment on "House Price Booms and the Current Account" 0 0 0 12 0 0 0 85
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 0 0 0 23
Discounted Linear Exponential Quadratic Gaussian Control 0 1 4 14 1 3 6 29
Doubts or Variability? 0 0 0 4 1 2 3 15
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 1 1 3 9
Intangible Risk 0 0 2 173 1 2 4 565
Intertemporal Substitution and Risk Aversion 0 0 2 555 0 0 3 1,068
Introduction 0 0 0 1 0 0 0 3
Introduction to Robustness 0 0 2 143 1 2 6 419
Mechanics of forming and estimating dynamic linear economies 0 0 3 276 0 2 12 726
Micro data and general equilibrium models 2 6 12 1,503 3 12 31 3,282
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 0 0 508
Risk Pricing over Alternative Investment Horizons 0 1 1 15 0 1 3 72
Robust Control and Model Misspecification 0 0 1 4 0 2 9 32
Robust Control and Model Uncertainty 1 1 6 21 1 2 14 62
Robust Estimation and Control without Commitment 0 0 0 0 0 1 2 5
Robust Permanent Income and Pricing 0 0 0 4 0 0 1 20
Term Structure of Uncertainty in the Macroeconomy 0 1 1 21 0 2 7 88
Three Types of Ambiguity 0 0 0 0 0 1 2 8
Time Inconsistency of Robust Control? 0 0 0 14 1 2 4 71
Wanting Robustness in Macroeconomics 1 1 4 185 1 4 9 581
Total Chapters 4 11 41 3,490 11 43 139 8,834


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 2 798
Matlab code for robustifying Muth Filter 0 0 0 145 0 1 3 596
Matlab programs by Hansen and T. Sargent 1 3 33 10,431 4 8 61 26,712
Total Software Items 1 3 33 10,797 4 10 66 28,106


Statistics updated 2025-07-04