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 2 3 10 4 8 27 47
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 1 254 0 9 20 853
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 526 0 3 14 1,684
Advances in economics and econometrics:theory and applications 0 0 0 0 3 5 20 147
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 0 9 26 1,852
Assessing specification errors in stochastic discount factor models 0 0 0 217 1 11 35 875
Asset Pricing Explorations for Macroeconomics 0 0 0 509 1 8 23 1,021
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 1 7 29 1,599
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 194 2 7 13 651
Biographical 0 0 0 24 0 3 13 76
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 0 3 11 264
Challenges in Identifying and Measuring Systemic Risk 0 0 1 78 0 1 6 132
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 32 0 8 17 99
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 118 1 6 15 912
Econometric Evaluation of Asset Pricing Models 0 0 0 466 0 3 12 1,667
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 155 2 3 15 497
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 1 6 14 510
Exact linear rational expectations models: specification and estimation 1 1 2 457 1 4 19 1,012
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 1 3 14 342
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 5 391
Formulating and estimating continuous time rational expectations models 0 0 1 297 0 3 13 805
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 1 9 21 1,429
Identification of continuous time rational expectations models from discrete time data 0 0 1 142 0 1 10 430
Implications of Security Market Data for Models of Dynamic Economies 0 0 2 177 2 9 31 865
Implications of security market data for models of dynamic economies 0 1 3 208 0 10 22 988
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 212 1 2 20 535
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 27 0 2 5 123
Linear rational expectations models for dynamically interrelated variables 0 1 2 257 1 5 25 728
Long Term Risk: An Operator Approach 0 0 0 92 0 6 10 377
Long-term Risk: An Operator Approach 0 0 0 78 0 5 17 199
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 0 6 17 217
Making Decisions under Model Misspecification 0 1 3 20 1 4 12 60
Making Decisions under Model Misspecification 0 0 3 18 0 1 14 46
Making Decisions under Model Misspecification 0 0 1 26 2 8 27 103
Managing expectations and fiscal policy 0 0 0 301 0 7 18 595
Mechanics of forming and estimating dynamic linear economies 0 0 0 489 0 0 12 1,259
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 1 2 12 698
Micro Data and General Equilibrium Models 0 0 0 1 2 10 32 1,926
Misspecified Recovery 0 0 0 26 0 1 6 211
Misspecified Recovery 0 0 0 42 0 8 21 195
Misspecified Recovery 0 0 0 3 1 6 12 55
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 4 14 341
Nonlinearity and Temporal Dependence 0 0 0 34 0 2 14 145
Nonlinearity and Temporal Dependence 0 0 0 48 1 4 18 170
Nonlinearity and Temporal Dependence 0 0 0 42 1 3 12 147
Nonlinearity and Temporal Dependence 0 0 0 143 0 2 10 703
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 2 16 1,006
Perturbation Methods for Risk-Sensitive Economies 0 0 1 112 0 4 16 360
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 131 0 2 9 337
Principal Components and the Long Run 0 0 0 162 0 2 11 363
Principal components and the long run 0 0 0 49 1 2 14 137
Rational Policymaking during a Pandemic 0 0 0 11 0 1 8 16
Rational expectations models and the aliasing phenomenon 0 0 1 111 2 3 17 508
Rational policymaking during a pandemic 0 0 0 16 0 1 7 66
Recursive Linear Models of Dynamic Economies 1 1 1 553 2 3 28 1,554
Recursive robust estimation and control without commitment 0 0 0 125 0 4 15 454
Recursive utility in a Markov environment with stochastic growth 0 0 2 19 0 4 18 119
Risk Price Dynamics 0 0 0 0 0 0 0 0
Risk Price Dynamics 0 0 0 83 0 3 17 294
Robust Identification of Investor Beliefs 0 0 0 13 7 11 20 78
Robust Identification of Investor Beliefs 0 0 0 4 1 4 10 44
Robust Identification of Investor Beliefs 0 0 1 13 0 2 12 44
Robust Permanent Income and Pricing 0 0 0 340 1 9 24 968
Robust Permanent Income and Pricing 0 0 0 131 0 5 14 518
Robustness and US Monetary 0 0 0 0 0 4 14 132
Sets of Models and Prices of Uncertainty 0 1 6 132 0 4 24 299
Shock Elasticities and Impulse Responses 0 0 0 61 0 4 15 187
Small Sample Properties of Alternative GMM Estimators 0 0 0 130 0 3 7 293
Stochastic Compounding and Uncertain Valuation 0 1 1 17 0 2 8 102
Term Structure of Uncertainty in the Macroeconomy 0 1 2 74 0 4 15 679
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 6 560 0 6 38 1,044
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 1 67 0 1 11 328
Uncertainty Outside and Inside Economic Models 0 0 1 115 0 2 14 313
Uncertainty Outside and Inside Economic Models 0 0 1 96 1 3 16 310
Uncertainty Spillovers for Markets and Policy 0 0 0 12 1 3 10 42
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 2 8 59
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 1 1 1 73 2 5 20 267
Underidentification? 0 0 0 69 0 4 11 313
Underidentification? 0 0 1 268 1 2 14 1,106
Underidentification? (Resumen) 0 0 0 63 0 3 20 219
Total Working Papers 3 11 52 12,107 51 341 1,279 40,937

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 2 234 1 13 38 663
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 2 2 3 578 2 7 22 1,793
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 2 197 0 2 35 478
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 0 7 357
A note on first degree stochastic dominance 0 0 0 167 1 3 7 569
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 2 4 323 1 8 30 783
Acknowledgement Misspecification in Macroeconomic Theory 0 0 0 23 1 4 13 455
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 1 4 17 1,403
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 1 12 162
Assessing Specification Errors in Stochastic Discount Factor Models 1 1 3 316 3 14 55 919
Asset pricing under smooth ambiguity in continuous time 0 0 1 1 0 4 11 18
BOOTSTRAPPING THE LONG RUN 0 0 0 36 0 2 10 117
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 213 0 2 8 731
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 110 0 1 12 451
Central banking challenges posed by uncertain climate change and natural disasters 0 0 2 35 0 2 24 143
Certainty equivalence and model uncertainty 0 0 4 210 0 3 25 672
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 10 7 14 43 92
Comment 0 0 0 1 0 0 1 10
Comment 0 0 0 6 0 1 3 56
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 1 358 0 10 33 1,250
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 0 5 6 103
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 0 3 7 13
Doubts or variability? 0 0 1 145 0 11 26 483
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 0 10 16 224
Econometric Evaluation of Asset Pricing Models 0 0 0 170 0 0 5 515
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 5 12 401
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 5 5 0 2 11 11
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 1 6 9 468
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 1 4 11 192
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 0 8 30 1,171
Formulating and estimating dynamic linear rational expectations models 0 0 0 439 1 15 32 1,167
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 3 8 2,165 7 22 67 6,433
Four types of ignorance 0 0 2 59 1 6 13 601
Fragile beliefs and the price of uncertainty 0 0 0 44 0 1 9 163
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 1 10 1,470 2 19 221 3,653
Implications of Security Market Data for Models of Dynamic Economies 0 10 26 1,599 1 43 117 4,225
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 0 4 16 239
Introduction to model uncertainty and robustness 1 1 1 136 1 5 10 317
Large Sample Properties of Generalized Method of Moments Estimators 3 11 28 5,976 11 41 144 15,425
Long-Term Risk: An Operator Approach 0 0 0 102 1 5 29 498
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 0 1 20 90
Misspecified Recovery 0 0 2 15 1 5 15 142
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 0 1 19 635
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 2 132 0 4 21 509
Nonlinearity and temporal dependence 0 0 1 65 0 3 18 262
Pricing Uncertainty Induced by Climate Change 0 0 4 74 7 9 45 306
Pricing growth-rate risk 0 0 0 43 0 3 10 150
Proofs for large sample properties of generalized method of moments estimators 0 1 5 73 3 9 26 273
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 0 2 12 148
Recursive robust estimation and control without commitment 0 0 1 156 0 1 22 442
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 1 5 23
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 1 2 7 8 10 21 42 45
Robust Control and Model Uncertainty 1 1 6 900 2 9 42 2,006
Robust Permanent Income and Pricing 0 0 2 442 0 8 34 998
Robust control and model misspecification 1 1 1 267 1 9 25 675
Robust control of forward-looking models 0 1 1 218 1 5 25 613
Robust estimation and control under commitment 0 0 0 51 1 2 10 198
Robust hidden Markov LQG problems 0 0 1 59 1 7 18 300
Robust identification of investor beliefs 0 0 0 10 0 1 6 43
Robust inattentive discrete choice 0 0 3 3 0 1 16 18
Robust inference for moment condition models without rational expectations 0 0 0 2 0 4 10 22
Robustness and Pricing with Uncertain Growth 0 0 0 1 1 2 11 391
Robustness and U.S. Monetary Policy Experimentation 0 0 2 4 1 3 11 26
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 5 9 275
Robustness and ambiguity in continuous time 0 0 1 43 0 7 22 192
Seasonality and approximation errors in rational expectations models 0 0 1 148 1 2 15 378
Small noise methods for risk-sensitive/robust economies 0 0 1 42 0 2 10 192
Spectral methods for identifying scalar diffusions 0 0 0 120 1 1 10 295
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 0 7 157
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 1 8 1,486 3 12 48 2,911
Structured ambiguity and model misspecification 0 0 0 22 1 4 17 70
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 1 4 20 274
The Empirical Foundations of Calibration 0 0 0 1,299 2 7 24 2,765
The Role of Conditioning Information in Deducing Testable 0 1 1 295 2 7 15 692
Three types of ambiguity 0 0 0 106 1 3 15 1,071
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 0 3 12 182
Twisted probabilities, uncertainty, and prices 0 0 0 8 0 3 14 57
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 1 6 30
Underidentification? 0 1 1 46 0 3 18 281
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 1 3 404
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 0 2 14 106
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 4 7 28
Total Journal Articles 11 40 157 22,549 85 492 1,948 66,111
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 5 15 435
Uncertainty within Economic Models 0 1 1 90 1 5 21 287
Total Books 0 1 1 90 1 10 36 722

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 1 3 12 44
Asset Pricing Explorations for Macroeconomics 0 0 1 123 1 14 32 424
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 0 2 13 21
Challenges in Identifying and Measuring Systemic Risk 0 0 0 220 0 6 27 671
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 0 3 29 116
Comment on "House Price Booms and the Current Account" 0 0 0 12 1 3 18 103
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 0 3 9 32
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 0 4 13 17
Discounted Linear Exponential Quadratic Gaussian Control 0 2 3 17 0 3 11 40
Doubts or Variability? 0 0 1 5 0 4 16 31
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 1 9 18
Intangible Risk 0 0 0 173 0 0 7 572
Intertemporal Substitution and Risk Aversion 0 0 1 556 0 2 18 1,086
Introduction 0 0 0 1 0 0 7 10
Introduction to Robustness 0 0 2 145 0 1 23 442
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 1 7 24 750
Micro data and general equilibrium models 1 4 14 1,517 5 14 44 3,326
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 6 16 524
Risk Pricing over Alternative Investment Horizons 1 1 1 16 1 1 40 112
Robust Control and Model Misspecification 0 0 1 5 0 2 16 48
Robust Control and Model Uncertainty 0 3 7 28 0 9 71 133
Robust Estimation and Control without Commitment 0 0 0 0 0 1 2 7
Robust Permanent Income and Pricing 0 0 0 4 0 4 9 29
Term Structure of Uncertainty in the Macroeconomy 0 0 1 22 0 4 16 104
Three Types of Ambiguity 0 0 0 0 0 2 7 15
Time Inconsistency of Robust Control? 0 1 2 16 1 5 13 84
Wanting Robustness in Macroeconomics 0 2 2 187 1 6 23 604
Total Chapters 2 13 36 3,526 12 110 525 9,363

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 6 19 817
Matlab code for robustifying Muth Filter 0 0 1 146 0 2 10 606
Matlab programs by Hansen and T. Sargent 1 2 11 10,442 1 8 39 26,751
Total Software Items 1 2 13 10,810 1 16 68 28,174

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Statistics updated 2026-07-10