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 1 1 1 8 7 11 19 36
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 1 254 1 4 7 840
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 2 526 2 9 13 1,679
Advances in economics and econometrics:theory and applications 0 0 0 0 5 10 13 140
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 2 5 6 397
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 7 11 17 1,839
Assessing specification errors in stochastic discount factor models 0 0 0 217 8 9 12 852
Asset Pricing Explorations for Macroeconomics 0 0 1 509 5 8 11 1,007
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 11 17 18 1,587
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 1 194 1 4 9 643
Biographical 0 0 0 24 4 6 7 69
Challenges in Identifying and Measuring Systemic Risk 0 0 2 78 1 3 8 131
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 1 5 8 259
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 1 32 3 3 8 88
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 118 3 7 9 905
Econometric Evaluation of Asset Pricing Models 0 0 0 466 2 4 8 1,662
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 1 155 7 11 14 493
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 2 8 10 504
Exact linear rational expectations models: specification and estimation 1 1 1 456 5 11 17 1,007
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 5 8 9 336
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 2 5 390
Formulating and estimating continuous time rational expectations models 0 0 3 297 2 3 14 800
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 1 8 14 1,418
Identification of continuous time rational expectations models from discrete time data 0 0 0 141 3 5 5 425
Implications of Security Market Data for Models of Dynamic Economies 0 0 4 177 5 15 24 853
Implications of security market data for models of dynamic economies 0 0 1 206 2 5 8 973
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 211 6 11 15 528
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 1 27 2 2 4 120
Linear rational expectations models for dynamically interrelated variables 0 0 4 256 9 13 22 718
Long Term Risk: An Operator Approach 0 0 0 92 2 3 5 370
Long-term Risk: An Operator Approach 0 0 1 78 4 9 14 193
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 4 4 8 207
Making Decisions under Model Misspecification 0 1 5 18 4 8 13 43
Making Decisions under Model Misspecification 0 0 2 26 6 11 19 92
Making Decisions under Model Misspecification 0 2 3 19 1 6 8 55
Managing expectations and fiscal policy 0 0 2 301 2 7 14 585
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 3 9 18 1,258
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 8 9 9 695
Micro Data and General Equilibrium Models 0 0 0 1 6 12 23 1,912
Misspecified Recovery 0 0 1 26 1 2 5 208
Misspecified Recovery 0 0 0 3 1 2 6 48
Misspecified Recovery 0 0 0 42 4 9 10 184
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 1 3 8 335
Nonlinearity and Temporal Dependence 0 0 0 143 4 6 7 700
Nonlinearity and Temporal Dependence 0 0 0 42 2 7 8 143
Nonlinearity and Temporal Dependence 0 0 0 34 5 8 9 140
Nonlinearity and Temporal Dependence 0 0 0 48 7 12 15 164
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 3 8 10 999
Perturbation Methods for Risk-Sensitive Economies 0 0 1 112 5 9 11 355
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 2 5 7 334
Principal Components and the Long Run 0 0 0 162 7 7 8 359
Principal components and the long run 0 0 0 49 5 11 13 135
Rational Policymaking during a Pandemic 0 0 0 11 2 2 5 13
Rational expectations models and the aliasing phenomenon 1 1 1 111 5 13 14 504
Rational policymaking during a pandemic 0 0 0 16 2 2 8 61
Recursive Linear Models of Dynamic Economies 0 0 0 552 8 12 18 1,543
Recursive robust estimation and control without commitment 0 0 0 125 4 8 11 448
Recursive utility in a Markov environment with stochastic growth 0 0 6 19 3 7 15 112
Risk Price Dynamics 0 0 1 83 2 5 11 285
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 0 0 4 1 4 4 38
Robust Identification of Investor Beliefs 0 0 3 13 3 6 10 40
Robust Identification of Investor Beliefs 0 0 0 13 2 4 6 63
Robust Permanent Income and Pricing 0 0 0 340 4 12 15 958
Robust Permanent Income and Pricing 0 0 0 131 4 7 10 513
Robustness and US Monetary 0 0 0 0 3 4 6 123
Sets of Models and Prices of Uncertainty 0 1 7 130 9 12 24 293
Shock Elasticities and Impulse Responses 0 0 0 61 2 5 5 177
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 1 2 4 289
Stochastic Compounding and Uncertain Valuation 0 0 2 16 1 3 6 98
Term Structure of Uncertainty in the Macroeconomy 0 1 2 73 6 10 13 674
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 13 560 4 15 44 1,033
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 3 5 10 324
Uncertainty Outside and Inside Economic Models 1 1 2 96 5 7 11 302
Uncertainty Outside and Inside Economic Models 0 1 1 115 6 8 10 307
Uncertainty Spillovers for Markets and Policy 0 0 1 12 2 6 8 38
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 4 6 56
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 5 10 14 258
Underidentification? 1 1 1 268 4 7 10 1,102
Underidentification? 0 0 0 69 3 4 6 307
Underidentification? (Resumen) 0 0 0 63 4 14 14 213
Total Working Papers 5 11 86 12,090 298 583 900 40,385

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 4 234 5 18 29 648
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 4 576 5 10 19 1,786
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 5 197 8 27 38 476
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 2 5 11 356
A note on first degree stochastic dominance 0 0 0 167 2 3 3 565
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 1 320 3 14 18 769
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 23 4 5 9 448
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 4 6 12 1,394
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 4 7 10 159
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 313 5 31 40 901
Asset pricing under smooth ambiguity in continuous time 0 0 1 1 1 1 6 12
BOOTSTRAPPING THE LONG RUN 0 0 0 36 5 5 5 112
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 213 2 5 6 728
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 110 3 5 13 450
Central banking challenges posed by uncertain climate change and natural disasters 0 0 4 34 6 11 29 136
Certainty equivalence and model uncertainty 2 2 4 210 8 8 14 658
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 10 5 18 32 73
Comment 0 0 0 1 1 1 1 10
Comment 0 0 0 6 0 2 3 55
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 1 2 3 12
Consumption Strikes Back? Measuring Long-Run Risk 0 0 1 358 6 15 26 1,236
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 0 1 1 98
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 1 2 4 10
Doubts or variability? 0 0 1 145 5 7 17 470
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 1 3 6 213
Econometric Evaluation of Asset Pricing Models 0 0 0 170 2 4 5 514
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 3 4 6 395
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 5 5 1 3 9 9
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 1 2 3 462
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 2 5 8 187
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 4 9 23 1,160
Formulating and estimating dynamic linear rational expectations models 0 0 0 439 6 13 22 1,151
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 0 3 21 2,162 4 27 70 6,406
Four types of ignorance 0 0 1 58 1 4 8 593
Fragile beliefs and the price of uncertainty 0 0 0 44 5 5 9 160
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 1 4 11 1,467 116 128 149 3,574
Implications of Security Market Data for Models of Dynamic Economies 2 5 36 1,586 12 28 100 4,158
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 5 8 12 231
Introduction to model uncertainty and robustness 0 0 1 135 2 2 5 310
Large Sample Properties of Generalized Method of Moments Estimators 2 7 32 5,960 23 52 132 15,365
Long-Term Risk: An Operator Approach 0 0 1 102 12 13 17 483
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 8 15 22 88
Misspecified Recovery 1 2 2 15 5 9 9 136
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 3 11 13 628
Nobel Lecture: Uncertainty Outside and Inside Economic Models 1 1 2 132 7 10 19 503
Nonlinearity and temporal dependence 0 0 1 65 6 11 14 257
Pricing Uncertainty Induced by Climate Change 0 0 4 74 5 15 37 289
Pricing growth-rate risk 0 0 0 43 3 5 5 145
Proofs for large sample properties of generalized method of moments estimators 0 0 1 69 0 10 15 259
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 5 7 12 145
Recursive robust estimation and control without commitment 0 0 1 156 5 15 18 437
Repercussions of Pandemics on Markets and Policy 0 0 0 5 1 2 4 20
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 0 2 4 5 7 12 16 17
Robust Control and Model Uncertainty 0 1 2 896 6 15 29 1,989
Robust Permanent Income and Pricing 0 0 3 442 13 16 28 987
Robust control and model misspecification 0 0 0 266 3 10 15 663
Robust control of forward-looking models 0 0 1 217 6 13 18 603
Robust estimation and control under commitment 0 0 0 51 2 2 8 194
Robust hidden Markov LQG problems 0 0 1 58 4 5 9 289
Robust identification of investor beliefs 0 0 1 10 4 5 8 42
Robust inattentive discrete choice 0 1 3 3 5 9 15 15
Robust inference for moment condition models without rational expectations 0 0 1 2 1 3 9 16
Robustness and Pricing with Uncertain Growth 0 0 0 1 2 3 9 385
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 2 2 4 18
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 3 4 269
Robustness and ambiguity in continuous time 0 0 1 43 5 8 14 183
Seasonality and approximation errors in rational expectations models 0 0 2 148 7 11 16 376
Small noise methods for risk-sensitive/robust economies 1 1 2 42 5 7 9 189
Spectral methods for identifying scalar diffusions 0 0 1 120 2 6 9 293
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 3 4 7 157
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 1 8 1,482 4 15 43 2,891
Structured ambiguity and model misspecification 0 0 2 22 7 9 19 66
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 7 9 15 268
The Empirical Foundations of Calibration 0 0 0 1,299 3 8 15 2,754
The Role of Conditioning Information in Deducing Testable 0 0 1 294 4 5 11 683
Three types of ambiguity 0 0 0 106 5 7 9 1,064
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 0 2 8 175
Twisted probabilities, uncertainty, and prices 0 0 1 8 6 7 15 54
Uncertainty Spillovers for Markets and Policy 0 0 0 2 1 3 6 28
Underidentification? 0 0 1 45 4 10 18 276
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 0 1 402
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 6 10 11 102
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 2 2 5 24
Total Journal Articles 10 31 185 22,481 461 850 1,504 65,312
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 3 7 10 427
Uncertainty within Economic Models 0 0 0 89 8 10 14 278
Total Books 0 0 0 89 11 17 24 705

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 3 6 8 39
Asset Pricing Explorations for Macroeconomics 0 0 1 123 6 10 15 405
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 2 8 10 18
Challenges in Identifying and Measuring Systemic Risk 0 0 1 220 14 19 22 663
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 5 12 24 110
Comment on "House Price Booms and the Current Account" 0 0 0 12 7 12 14 99
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 2 5 5 28
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 5 7 10 12
Discounted Linear Exponential Quadratic Gaussian Control 1 1 2 15 4 5 9 35
Doubts or Variability? 0 0 1 5 4 5 9 22
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 2 3 7 15
Intangible Risk 0 0 0 173 1 7 9 572
Intertemporal Substitution and Risk Aversion 0 1 1 556 4 10 12 1,080
Introduction 0 0 0 1 3 5 5 8
Introduction to Robustness 0 0 1 144 6 14 18 434
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 7 14 19 740
Micro data and general equilibrium models 1 3 14 1,511 3 17 42 3,307
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 2 5 7 515
Risk Pricing over Alternative Investment Horizons 0 0 1 15 10 25 27 97
Robust Control and Model Misspecification 0 0 1 5 7 10 16 45
Robust Control and Model Uncertainty 1 3 5 25 35 44 49 108
Robust Estimation and Control without Commitment 0 0 0 0 1 1 3 6
Robust Permanent Income and Pricing 0 0 0 4 3 4 4 24
Term Structure of Uncertainty in the Macroeconomy 0 0 2 22 4 9 14 100
Three Types of Ambiguity 0 0 0 0 3 4 5 12
Time Inconsistency of Robust Control? 0 1 1 15 1 5 11 78
Wanting Robustness in Macroeconomics 0 0 2 185 3 9 18 593
Total Chapters 3 9 33 3,510 147 275 392 9,165

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 4 9 13 809
Matlab code for robustifying Muth Filter 0 0 1 146 1 4 9 603
Matlab programs by Hansen and T. Sargent 0 1 17 10,440 5 13 45 26,740
Total Software Items 0 1 19 10,808 10 26 67 28,152

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Statistics updated 2026-02-12