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 2 2 3 10 3 6 24 42
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 1 254 9 13 20 853
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 2 526 0 2 13 1,681
Advances in economics and econometrics:theory and applications 0 0 0 0 1 3 16 143
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 1 1 435 7 11 24 1,850
Assessing specification errors in stochastic discount factor models 0 0 0 217 8 20 32 872
Asset Pricing Explorations for Macroeconomics 0 0 1 509 7 13 23 1,020
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 4 9 26 1,596
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 194 3 4 12 647
Biographical 0 0 0 24 3 7 13 76
Challenges in Identifying and Measuring Systemic Risk 0 0 2 78 1 1 7 132
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 2 4 10 263
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 32 7 10 17 98
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 118 5 6 14 911
Econometric Evaluation of Asset Pricing Models 0 0 0 466 3 5 12 1,667
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 1 155 1 2 14 495
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 5 5 13 509
Exact linear rational expectations models: specification and estimation 0 0 1 456 2 3 18 1,010
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 2 5 13 341
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 1 5 391
Formulating and estimating continuous time rational expectations models 0 0 2 297 3 5 14 805
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 8 10 20 1,428
Identification of continuous time rational expectations models from discrete time data 0 1 1 142 1 5 10 430
Implications of Security Market Data for Models of Dynamic Economies 0 0 2 177 7 10 29 863
Implications of security market data for models of dynamic economies 0 1 2 207 9 14 21 987
Instrumental variables procedures for estimating linear rational expectations models 0 1 2 212 1 6 20 534
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 1 27 1 2 5 122
Linear rational expectations models for dynamically interrelated variables 1 1 3 257 4 9 27 727
Long Term Risk: An Operator Approach 0 0 0 92 6 7 10 377
Long-term Risk: An Operator Approach 0 0 0 78 5 6 18 199
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 5 9 16 216
Making Decisions under Model Misspecification 0 0 4 18 1 3 15 46
Making Decisions under Model Misspecification 0 0 2 26 3 6 24 98
Making Decisions under Model Misspecification 0 0 2 19 2 3 10 58
Managing expectations and fiscal policy 0 0 0 301 6 9 18 594
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 0 1 15 1,259
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 1 2 11 697
Micro Data and General Equilibrium Models 0 0 0 1 8 12 30 1,924
Misspecified Recovery 0 0 0 3 5 6 11 54
Misspecified Recovery 0 0 0 42 5 8 18 192
Misspecified Recovery 0 0 1 26 1 3 7 211
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 4 6 14 341
Nonlinearity and Temporal Dependence 0 0 0 143 1 2 9 702
Nonlinearity and Temporal Dependence 0 0 0 42 2 3 11 146
Nonlinearity and Temporal Dependence 0 0 0 48 2 4 18 168
Nonlinearity and Temporal Dependence 0 0 0 34 2 5 14 145
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 2 7 16 1,006
Perturbation Methods for Risk-Sensitive Economies 0 0 1 112 4 5 16 360
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 2 3 10 337
Principal Components and the Long Run 0 0 0 162 2 4 11 363
Principal components and the long run 0 0 0 49 1 1 13 136
Rational Policymaking during a Pandemic 0 0 0 11 0 2 7 15
Rational expectations models and the aliasing phenomenon 0 0 1 111 1 2 16 506
Rational policymaking during a pandemic 0 0 0 16 1 5 10 66
Recursive Linear Models of Dynamic Economies 0 0 0 552 1 9 26 1,552
Recursive robust estimation and control without commitment 0 0 0 125 2 4 14 452
Recursive utility in a Markov environment with stochastic growth 0 0 5 19 3 6 20 118
Risk Price Dynamics 0 0 0 0 0 0 0 0
Risk Price Dynamics 0 0 1 83 1 7 16 292
Robust Identification of Investor Beliefs 0 0 0 13 3 7 12 70
Robust Identification of Investor Beliefs 0 0 2 13 2 4 13 44
Robust Identification of Investor Beliefs 0 0 0 4 2 4 8 42
Robust Permanent Income and Pricing 0 0 0 340 7 8 22 966
Robust Permanent Income and Pricing 0 0 0 131 5 5 14 518
Robustness and US Monetary 0 0 0 0 4 9 14 132
Sets of Models and Prices of Uncertainty 0 1 8 131 2 4 27 297
Shock Elasticities and Impulse Responses 0 0 0 61 3 9 14 186
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 3 4 8 293
Stochastic Compounding and Uncertain Valuation 0 0 1 16 1 3 8 101
Term Structure of Uncertainty in the Macroeconomy 0 0 1 73 1 2 14 676
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 9 560 5 10 43 1,043
The dimensionality of the aliasing problem in models with rational spectral densities 0 1 1 67 1 4 13 328
Uncertainty Outside and Inside Economic Models 0 0 1 96 1 6 15 308
Uncertainty Outside and Inside Economic Models 0 0 1 115 1 5 13 312
Uncertainty Spillovers for Markets and Policy 0 0 0 12 2 3 9 41
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 2 3 9 59
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 1 5 18 263
Underidentification? 0 0 1 268 1 3 13 1,105
Underidentification? 0 0 0 69 4 6 11 313
Underidentification? (Resumen) 0 0 0 63 3 6 20 219
Total Working Papers 3 9 72 12,099 240 451 1,239 40,836

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 3 234 4 6 31 654
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 2 576 3 3 19 1,789
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 3 197 1 1 35 477
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 1 8 357
A note on first degree stochastic dominance 0 0 0 167 1 2 5 567
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 1 2 321 4 10 28 779
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 23 3 6 13 454
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 2 7 16 1,401
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 1 3 12 162
Assessing Specification Errors in Stochastic Discount Factor Models 0 2 2 315 9 13 51 914
Asset pricing under smooth ambiguity in continuous time 0 0 1 1 3 5 11 17
BOOTSTRAPPING THE LONG RUN 0 0 0 36 1 4 9 116
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 213 2 3 8 731
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 110 0 0 12 450
Central banking challenges posed by uncertain climate change and natural disasters 0 1 4 35 2 7 32 143
Certainty equivalence and model uncertainty 0 0 4 210 3 14 25 672
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 10 4 9 36 82
Comment 0 0 0 6 1 1 3 56
Comment 0 0 0 1 0 0 1 10
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 0 0 3 12
Consumption Strikes Back? Measuring Long-Run Risk 0 0 1 358 9 13 35 1,249
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 4 4 5 102
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 3 3 7 13
Doubts or variability? 0 0 1 145 2 4 17 474
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 3 4 9 217
Econometric Evaluation of Asset Pricing Models 0 0 0 170 0 1 5 515
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 3 4 10 399
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 5 5 2 2 11 11
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 4 4 7 466
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 3 4 12 191
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 6 9 28 1,169
Formulating and estimating dynamic linear rational expectations models 0 0 0 439 13 14 31 1,165
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 1 10 2,163 10 15 67 6,421
Four types of ignorance 0 1 2 59 5 7 12 600
Fragile beliefs and the price of uncertainty 0 0 0 44 0 2 8 162
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 1 3 13 1,470 11 71 216 3,645
Implications of Security Market Data for Models of Dynamic Economies 6 9 29 1,595 22 46 112 4,204
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 4 8 17 239
Introduction to model uncertainty and robustness 0 0 0 135 4 6 9 316
Large Sample Properties of Generalized Method of Moments Estimators 1 6 27 5,966 13 32 137 15,397
Long-Term Risk: An Operator Approach 0 0 0 102 3 13 28 496
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 1 2 23 90
Misspecified Recovery 0 0 2 15 4 5 14 141
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 0 6 18 634
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 2 132 4 6 21 509
Nonlinearity and temporal dependence 0 0 1 65 2 4 17 261
Pricing Uncertainty Induced by Climate Change 0 0 4 74 1 9 42 298
Pricing growth-rate risk 0 0 0 43 3 5 10 150
Proofs for large sample properties of generalized method of moments estimators 0 3 4 72 3 8 21 267
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 1 2 13 147
Recursive robust estimation and control without commitment 0 0 1 156 1 5 22 442
Repercussions of Pandemics on Markets and Policy 0 0 0 5 1 3 6 23
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 0 1 5 6 6 13 27 30
Robust Control and Model Uncertainty 0 3 5 899 3 11 39 2,000
Robust Permanent Income and Pricing 0 0 2 442 2 5 28 992
Robust control and model misspecification 0 0 0 266 7 10 23 673
Robust control of forward-looking models 1 1 2 218 4 9 25 612
Robust estimation and control under commitment 0 0 0 51 1 3 10 197
Robust hidden Markov LQG problems 0 1 1 59 5 9 16 298
Robust identification of investor beliefs 0 0 1 10 1 1 8 43
Robust inattentive discrete choice 0 0 3 3 1 3 16 18
Robust inference for moment condition models without rational expectations 0 0 0 2 2 4 10 20
Robustness and Pricing with Uncertain Growth 0 0 0 1 1 5 13 390
Robustness and U.S. Monetary Policy Experimentation 0 2 2 4 1 6 9 24
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 2 5 271
Robustness and ambiguity in continuous time 0 0 1 43 7 9 22 192
Seasonality and approximation errors in rational expectations models 0 0 1 148 1 1 14 377
Small noise methods for risk-sensitive/robust economies 0 0 2 42 1 2 10 191
Spectral methods for identifying scalar diffusions 0 0 0 120 0 1 9 294
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 3 8 1,485 7 15 46 2,906
Structured ambiguity and model misspecification 0 0 1 22 1 1 18 67
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 2 4 18 272
The Empirical Foundations of Calibration 0 0 0 1,299 1 5 18 2,759
The Role of Conditioning Information in Deducing Testable 0 0 1 294 2 4 12 687
Three types of ambiguity 0 0 0 106 2 6 14 1,070
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 2 6 12 181
Twisted probabilities, uncertainty, and prices 0 0 0 8 2 2 13 56
Uncertainty Spillovers for Markets and Policy 0 0 0 2 1 2 6 30
Underidentification? 1 1 1 46 3 5 19 281
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 1 2 403
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 1 3 13 105
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 3 3 6 27
Total Journal Articles 11 39 163 22,520 260 567 1,836 65,879
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 4 7 16 434
Uncertainty within Economic Models 1 1 1 90 2 6 18 284
Total Books 1 1 1 90 6 13 34 718

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 10 42
Asset Pricing Explorations for Macroeconomics 0 0 1 123 13 18 31 423
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 1 2 12 20
Challenges in Identifying and Measuring Systemic Risk 0 0 0 220 4 6 26 669
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 3 6 29 116
Comment on "House Price Booms and the Current Account" 0 0 0 12 2 3 17 102
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 1 2 7 30
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 3 4 13 16
Discounted Linear Exponential Quadratic Gaussian Control 2 2 4 17 3 5 13 40
Doubts or Variability? 0 0 1 5 4 9 17 31
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 1 3 10 18
Intangible Risk 0 0 0 173 0 0 8 572
Intertemporal Substitution and Risk Aversion 0 0 1 556 1 5 17 1,085
Introduction 0 0 0 1 0 2 7 10
Introduction to Robustness 0 1 2 145 1 8 24 442
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 6 9 24 749
Micro data and general equilibrium models 1 3 14 1,514 6 11 42 3,318
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 6 9 16 524
Risk Pricing over Alternative Investment Horizons 0 0 0 15 0 14 39 111
Robust Control and Model Misspecification 0 0 1 5 2 3 18 48
Robust Control and Model Uncertainty 3 3 8 28 8 24 71 132
Robust Estimation and Control without Commitment 0 0 0 0 1 1 2 7
Robust Permanent Income and Pricing 0 0 0 4 3 4 8 28
Term Structure of Uncertainty in the Macroeconomy 0 0 2 22 4 4 18 104
Three Types of Ambiguity 0 0 0 0 2 3 7 15
Time Inconsistency of Robust Control? 0 0 1 15 3 4 12 82
Wanting Robustness in Macroeconomics 0 0 1 185 3 8 22 601
Total Chapters 6 9 36 3,519 82 170 520 9,335

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 6 8 19 817
Matlab code for robustifying Muth Filter 0 0 1 146 2 3 10 606
Matlab programs by Hansen and T. Sargent 0 0 12 10,440 6 9 43 26,749
Total Software Items 0 0 14 10,808 14 20 72 28,172

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Statistics updated 2026-05-06