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 3 4 12 28
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 1 1 254 2 4 5 838
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 2 526 3 3 7 1,673
Advances in economics and econometrics:theory and applications 0 0 0 0 2 4 6 132
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 1 1 2 393
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 2 3 9 1,830
Assessing specification errors in stochastic discount factor models 0 0 0 217 1 2 4 844
Asset Pricing Explorations for Macroeconomics 0 0 1 509 2 3 5 1,001
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 2 2 3 1,572
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 1 194 1 2 6 640
Biographical 0 0 0 24 2 2 3 65
Challenges in Identifying and Measuring Systemic Risk 0 0 2 78 0 1 5 128
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 2 2 5 256
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 32 0 3 6 85
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 118 3 3 5 901
Econometric Evaluation of Asset Pricing Models 0 0 0 466 0 3 4 1,658
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 1 155 3 3 6 485
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 3 3 5 499
Exact linear rational expectations models: specification and estimation 0 0 0 455 3 5 10 999
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 1 2 5 389
Formulating and estimating continuous time rational expectations models 0 1 3 297 0 5 12 797
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 5 6 11 1,415
Identification of continuous time rational expectations models from discrete time data 0 0 0 141 2 2 2 422
Implications of Security Market Data for Models of Dynamic Economies 0 2 4 177 0 2 11 838
Implications of security market data for models of dynamic economies 0 1 2 206 0 1 5 968
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 211 1 2 5 518
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 0 1 5 256 3 4 13 708
Long Term Risk: An Operator Approach 0 0 0 92 1 1 3 368
Long-term Risk: An Operator Approach 0 0 1 78 2 2 7 186
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 0 0 4 203
Making Decisions under Model Misspecification 2 2 3 19 3 4 6 52
Making Decisions under Model Misspecification 0 1 2 26 1 4 11 82
Making Decisions under Model Misspecification 1 2 6 18 1 2 7 36
Managing expectations and fiscal policy 0 0 2 301 5 6 12 583
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 4 6 13 1,253
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 3 8 17 1,903
Misspecified Recovery 0 0 0 42 1 2 2 176
Misspecified Recovery 0 0 1 26 1 2 6 207
Misspecified Recovery 0 0 0 3 0 2 4 46
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 3 5 332
Nonlinearity and Temporal Dependence 0 0 0 143 0 1 1 694
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 4 152
Nonlinearity and Temporal Dependence 0 0 0 34 2 3 4 134
Nonlinearity and Temporal Dependence 0 0 0 42 4 5 5 140
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 2 3 4 993
Perturbation Methods for Risk-Sensitive Economies 0 1 1 112 1 3 3 347
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 1 2 3 330
Principal Components and the Long Run 0 0 0 162 0 0 1 352
Principal components and the long run 0 0 0 49 2 3 4 126
Rational Policymaking during a Pandemic 0 0 0 11 0 2 3 11
Rational expectations models and the aliasing phenomenon 0 0 0 110 6 6 7 497
Rational policymaking during a pandemic 0 0 0 16 0 0 6 59
Recursive Linear Models of Dynamic Economies 0 0 0 552 3 8 10 1,534
Recursive robust estimation and control without commitment 0 0 0 125 3 4 7 443
Recursive utility in a Markov environment with stochastic growth 0 1 6 19 2 5 10 107
Risk Price Dynamics 0 0 0 0 0 0 0 0
Risk Price Dynamics 0 0 1 83 3 4 9 283
Robust Identification of Investor Beliefs 0 1 3 13 1 3 6 35
Robust Identification of Investor Beliefs 0 0 0 13 2 2 4 61
Robust Identification of Investor Beliefs 0 0 0 4 1 1 1 35
Robust Permanent Income and Pricing 0 0 0 131 1 1 4 507
Robust Permanent Income and Pricing 0 0 1 340 7 8 11 953
Robustness and US Monetary 0 0 0 0 1 1 4 120
Sets of Models and Prices of Uncertainty 1 2 7 130 2 5 14 283
Shock Elasticities and Impulse Responses 0 0 0 61 1 1 1 173
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 0 1 2 287
Stochastic Compounding and Uncertain Valuation 0 0 2 16 1 2 4 96
Term Structure of Uncertainty in the Macroeconomy 1 1 2 73 1 1 4 665
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 4 16 560 6 13 40 1,024
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 2 4 7 321
Uncertainty Outside and Inside Economic Models 1 1 1 115 1 1 3 300
Uncertainty Outside and Inside Economic Models 0 0 1 95 0 1 4 295
Uncertainty Spillovers for Markets and Policy 0 0 1 12 3 3 5 35
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 1 1 3 53
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 2 2 8 250
Underidentification? 0 0 0 267 2 5 6 1,097
Underidentification? 0 0 0 69 1 2 3 304
Underidentification? (Resumen) 0 0 0 63 7 7 7 206
Total Working Papers 6 22 89 12,085 141 233 494 39,943

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 4 233 9 9 21 639
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 1 4 576 0 3 11 1,776
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 5 197 9 13 20 458
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 2 2 9 353
A note on first degree stochastic dominance 0 0 0 167 1 1 1 563
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 3 320 9 9 16 764
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 23 0 1 4 443
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 2 2 9 1,390
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 1 1 4 153
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 313 2 6 12 872
Asset pricing under smooth ambiguity in continuous time 0 1 1 1 0 4 6 11
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 0 213 2 2 4 725
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 1 1 110 1 5 9 446
Central banking challenges posed by uncertain climate change and natural disasters 0 0 5 34 1 2 23 126
Certainty equivalence and model uncertainty 0 2 3 208 0 2 7 650
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 10 5 9 21 60
Comment 0 0 0 6 1 1 2 54
Comment 0 0 0 1 0 0 0 9
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 1 1 2 11
Consumption Strikes Back? Measuring Long-Run Risk 0 0 3 358 2 3 15 1,223
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 0 3 0 2 2 8
Doubts or variability? 0 0 1 145 0 3 10 463
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 1 2 5 211
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 1 2 3 392
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 3 5 5 1 5 7 7
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 0 1 460
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 2 2 5 184
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 0 7 21 1,151
Formulating and estimating dynamic linear rational expectations models 0 0 1 439 3 5 15 1,141
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 2 26 2,160 10 19 69 6,389
Four types of ignorance 0 1 1 58 1 2 5 590
Fragile beliefs and the price of uncertainty 0 0 0 44 0 0 4 155
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 2 9 1,463 3 8 28 3,449
Implications of Security Market Data for Models of Dynamic Economies 1 4 40 1,582 10 18 95 4,140
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 2 2 7 225
Introduction to model uncertainty and robustness 0 0 1 135 0 1 4 308
Large Sample Properties of Generalized Method of Moments Estimators 4 6 36 5,957 13 34 112 15,326
Long-Term Risk: An Operator Approach 0 0 1 102 1 1 5 471
Macroeconomic uncertainty prices when beliefs are tenuous 0 1 1 15 3 4 10 76
Misspecified Recovery 1 1 1 14 2 2 3 129
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 4 4 6 621
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 1 1 131 1 3 10 494
Nonlinearity and temporal dependence 0 1 1 65 0 1 3 246
Pricing Uncertainty Induced by Climate Change 0 4 6 74 3 11 31 277
Pricing growth-rate risk 0 0 0 43 0 0 1 140
Proofs for large sample properties of generalized method of moments estimators 0 1 1 69 4 5 10 253
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 1 3 7 139
Recursive robust estimation and control without commitment 0 0 1 156 10 10 13 432
Repercussions of Pandemics on Markets and Policy 0 0 0 5 1 1 3 19
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 1 2 4 4 2 3 7 7
Robust Control and Model Uncertainty 0 1 3 895 3 10 20 1,977
Robust Permanent Income and Pricing 0 1 3 442 2 4 15 973
Robust control and model misspecification 0 0 1 266 5 8 11 658
Robust control of forward-looking models 0 0 1 217 3 5 8 593
Robust estimation and control under commitment 0 0 0 51 0 4 6 192
Robust hidden Markov LQG problems 0 0 1 58 0 0 4 284
Robust identification of investor beliefs 0 0 1 10 0 0 7 37
Robust inattentive discrete choice 0 0 2 2 0 2 6 6
Robust inference for moment condition models without rational expectations 0 0 2 2 1 1 11 14
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 2 7 382
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 1 2 267
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 0 1 2 16
Robustness and ambiguity in continuous time 0 1 1 43 3 5 10 178
Seasonality and approximation errors in rational expectations models 0 0 2 148 1 1 8 366
Small noise methods for risk-sensitive/robust economies 0 0 1 41 2 2 5 184
Spectral methods for identifying scalar diffusions 0 0 1 120 3 5 6 290
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 2 3 153
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1 1 9 1,482 6 11 42 2,882
Structured ambiguity and model misspecification 0 0 2 22 0 4 12 57
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 0 3 6 259
The Empirical Foundations of Calibration 0 0 0 1,299 2 7 9 2,748
The Role of Conditioning Information in Deducing Testable 0 0 1 294 1 2 8 679
Three types of ambiguity 0 0 0 106 1 1 3 1,058
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 1 2 7 174
Twisted probabilities, uncertainty, and prices 0 0 1 8 0 2 8 47
Uncertainty Spillovers for Markets and Policy 0 0 0 2 1 1 4 26
Underidentification? 0 0 1 45 5 6 14 271
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 1 1 402
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 1 1 2 93
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 1 3 22
Total Journal Articles 9 38 206 22,459 169 331 951 64,631
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 3 420
Uncertainty within Economic Models 0 0 0 89 1 1 5 269
Total Books 0 0 0 89 1 1 8 689

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 2 3 34
Asset Pricing Explorations for Macroeconomics 0 0 2 123 3 5 10 398
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 2 3 4 12
Challenges in Identifying and Measuring Systemic Risk 0 0 1 220 4 4 7 648
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 5 15 18 103
Comment on "House Price Booms and the Current Account" 0 0 0 12 0 0 2 87
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 1 1 1 24
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 1 2 6 6
Discounted Linear Exponential Quadratic Gaussian Control 0 0 2 14 0 1 5 30
Doubts or Variability? 0 1 1 5 1 2 5 18
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 3 4 12
Intangible Risk 0 0 0 173 3 3 5 568
Intertemporal Substitution and Risk Aversion 0 0 0 555 3 4 5 1,073
Introduction 0 0 0 1 1 1 1 4
Introduction to Robustness 0 1 3 144 6 7 13 426
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 4 4 11 730
Micro data and general equilibrium models 1 4 14 1,509 7 11 38 3,297
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 2 4 4 512
Risk Pricing over Alternative Investment Horizons 0 0 1 15 1 1 4 73
Robust Control and Model Misspecification 0 1 2 5 2 4 11 37
Robust Control and Model Uncertainty 1 2 6 23 6 7 15 70
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 0 2 22 2 4 7 93
Three Types of Ambiguity 0 0 0 0 0 0 2 8
Time Inconsistency of Robust Control? 0 0 0 14 1 1 7 74
Wanting Robustness in Macroeconomics 0 0 2 185 2 4 11 586
Total Chapters 2 9 36 3,503 58 93 201 8,948

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 1 1 222 1 2 5 801
Matlab code for robustifying Muth Filter 0 1 1 146 2 4 7 601
Matlab programs by Hansen and T. Sargent 0 1 19 10,439 3 8 41 26,730
Total Software Items 0 3 21 10,807 6 14 53 28,132

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Statistics updated 2025-12-06