Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty |
0 |
1 |
4 |
246 |
4 |
7 |
19 |
800 |
A note on Wiener-Kolmogorov prediction formulas for rational expectations models |
0 |
1 |
3 |
518 |
0 |
3 |
14 |
1,651 |
Advances in economics and econometrics:theory and applications |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
86 |
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time |
0 |
0 |
0 |
96 |
0 |
5 |
7 |
380 |
Assessing Specification Errors in Stochastic Discount Factor Models |
0 |
0 |
0 |
433 |
0 |
0 |
13 |
1,814 |
Assessing specification errors in stochastic discount factor models |
0 |
0 |
0 |
215 |
1 |
3 |
13 |
826 |
Asset Pricing Explorations for Macroeconomics |
1 |
2 |
3 |
500 |
5 |
12 |
20 |
966 |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
1 |
2 |
4 |
399 |
3 |
5 |
19 |
1,547 |
Beliefs, Doubts and Learning: Valuing Economic Risk |
0 |
0 |
0 |
192 |
3 |
4 |
10 |
522 |
Biographical |
0 |
0 |
2 |
24 |
0 |
1 |
12 |
43 |
Challenges in Identifying and Measuring Systemic Risk |
0 |
0 |
1 |
126 |
3 |
4 |
12 |
234 |
Challenges in Identifying and Measuring Systemic Risk |
0 |
0 |
0 |
72 |
1 |
3 |
10 |
108 |
Consumption Strikes Back?: Measuring Long-Run Risk |
0 |
0 |
1 |
116 |
3 |
5 |
10 |
833 |
Econometric Evaluation of Asset Pricing Models |
0 |
0 |
0 |
461 |
0 |
2 |
10 |
1,643 |
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors |
0 |
0 |
2 |
153 |
0 |
1 |
7 |
464 |
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data |
0 |
0 |
0 |
159 |
3 |
5 |
9 |
482 |
Exact linear rational expectations models: specification and estimation |
1 |
3 |
11 |
427 |
1 |
8 |
22 |
944 |
Examining macroeconomic models through the lens of asset pricing |
0 |
0 |
3 |
112 |
1 |
1 |
13 |
309 |
Flat rate taxes with adjustment costs and several capital stocks and household types |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
376 |
Formulating and estimating continuous time rational expectations models |
0 |
0 |
4 |
281 |
0 |
3 |
14 |
755 |
Formulating and estimating dynamic linear rational expectations models |
1 |
1 |
6 |
681 |
3 |
6 |
24 |
1,368 |
Identification of continuous time rational expectations models from discrete time data |
0 |
1 |
2 |
132 |
0 |
2 |
8 |
399 |
Implications of Security Market Data for Models of Dynamic Economies |
0 |
0 |
4 |
161 |
1 |
9 |
26 |
786 |
Implications of security market data for models of dynamic economies |
0 |
0 |
5 |
195 |
7 |
10 |
35 |
931 |
Instrumental variables procedures for estimating linear rational expectations models |
0 |
0 |
1 |
209 |
0 |
0 |
7 |
502 |
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen |
0 |
0 |
0 |
24 |
1 |
4 |
10 |
97 |
Linear rational expectations models for dynamically interrelated variables |
0 |
2 |
2 |
236 |
0 |
3 |
7 |
654 |
Long Term Risk: An Operator Approach |
0 |
0 |
0 |
89 |
2 |
4 |
14 |
320 |
Long-term Risk: An Operator Approach |
0 |
0 |
0 |
77 |
1 |
1 |
11 |
153 |
Macroeconomic Uncertainty Prices when Beliefs are Tenuous |
1 |
1 |
11 |
39 |
5 |
13 |
55 |
131 |
Managing expectations and fiscal policy |
0 |
0 |
1 |
295 |
1 |
2 |
12 |
554 |
Mechanics of forming and estimating dynamic linear economies |
1 |
1 |
7 |
485 |
3 |
4 |
20 |
1,219 |
Methods for estimating continuous time Rational Expectations models from discrete time data |
0 |
0 |
3 |
198 |
0 |
0 |
6 |
662 |
Micro Data and General Equilibrium Models |
0 |
0 |
0 |
1 |
2 |
7 |
24 |
1,834 |
Misspecified Recovery |
0 |
0 |
0 |
22 |
3 |
8 |
26 |
97 |
Misspecified Recovery |
0 |
0 |
0 |
41 |
2 |
3 |
12 |
153 |
Misspecified Recovery |
0 |
0 |
1 |
3 |
0 |
0 |
11 |
28 |
Modeling the Long Run: Valuation in Dynamic Stochastic Economies |
0 |
0 |
1 |
108 |
1 |
4 |
11 |
315 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
47 |
2 |
3 |
9 |
147 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
42 |
1 |
1 |
6 |
131 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
34 |
1 |
3 |
9 |
123 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
143 |
0 |
2 |
6 |
688 |
On the mechanics of forming and estimating dynamic linear economies |
0 |
0 |
1 |
352 |
1 |
1 |
8 |
974 |
Perturbation Methods for Risk-Sensitive Economies |
0 |
0 |
1 |
110 |
1 |
3 |
14 |
339 |
Principal Components and Long Run Implications of Multivariate Diffusions |
0 |
1 |
1 |
128 |
1 |
3 |
10 |
317 |
Principal Components and the Long Run |
0 |
0 |
0 |
161 |
0 |
1 |
5 |
347 |
Principal components and the long run |
0 |
0 |
0 |
47 |
0 |
1 |
7 |
115 |
Rational expectations models and the aliasing phenomenon |
0 |
0 |
0 |
107 |
0 |
0 |
7 |
480 |
Recursive Linear Models of Dynamic Economies |
0 |
0 |
2 |
546 |
3 |
10 |
18 |
1,500 |
Recursive robust estimation and control without commitment |
0 |
0 |
1 |
123 |
0 |
4 |
12 |
415 |
Recursive utility in a Markov environment with stochastic growth |
0 |
2 |
2 |
10 |
4 |
8 |
16 |
47 |
Risk Price Dynamics |
0 |
0 |
0 |
79 |
2 |
4 |
12 |
256 |
Risk Price Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Robust Identification of Investor Beliefs |
0 |
2 |
8 |
8 |
2 |
16 |
33 |
33 |
Robust Permanent Income and Pricing |
0 |
0 |
0 |
129 |
2 |
2 |
10 |
489 |
Robust Permanent Income and Pricing |
0 |
0 |
1 |
334 |
3 |
7 |
17 |
927 |
Robustness and US Monetary |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
98 |
Sets of Models and Prices of Uncertainty |
0 |
0 |
2 |
118 |
3 |
5 |
19 |
244 |
Shock Elasticities and Impulse Responses |
0 |
0 |
4 |
60 |
1 |
2 |
17 |
148 |
Small Sample Properties of Alternative GMM Estimators |
0 |
0 |
1 |
129 |
0 |
0 |
7 |
280 |
Stochastic Compounding and Uncertain Valuation |
0 |
2 |
4 |
10 |
3 |
6 |
17 |
58 |
Term Structure of Uncertainty in the Macroeconomy |
0 |
1 |
3 |
67 |
2 |
4 |
8 |
111 |
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics |
3 |
9 |
67 |
421 |
5 |
26 |
149 |
656 |
The dimensionality of the aliasing problem in models with rational spectral densities |
0 |
0 |
1 |
65 |
0 |
1 |
5 |
302 |
Uncertainty Outside and Inside Economic Models |
1 |
1 |
5 |
82 |
5 |
13 |
24 |
189 |
Uncertainty Outside and Inside Economic Models |
0 |
0 |
4 |
101 |
1 |
7 |
19 |
237 |
Underidentification? |
0 |
0 |
0 |
66 |
1 |
2 |
12 |
290 |
Underidentification? |
0 |
0 |
2 |
265 |
1 |
1 |
12 |
1,068 |
Underidentification? (Resumen) |
0 |
0 |
0 |
63 |
2 |
3 |
9 |
188 |
Total Working Papers |
10 |
33 |
192 |
11,373 |
108 |
294 |
1,068 |
36,183 |
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 |
211 |
2 |
5 |
11 |
555 |
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty |
0 |
1 |
8 |
543 |
4 |
9 |
41 |
1,677 |
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators |
2 |
3 |
14 |
175 |
4 |
9 |
24 |
413 |
A note on Wiener-Kolmogorov prediction formulas for rational expectations models |
0 |
1 |
2 |
90 |
1 |
5 |
21 |
314 |
A note on first degree stochastic dominance |
0 |
0 |
0 |
165 |
2 |
4 |
5 |
557 |
AN INTERVIEW WITH CHRISTOPHER A. SIMS |
0 |
1 |
2 |
296 |
0 |
1 |
11 |
701 |
Acknowledgement Misspecification in Macroeconomic Theory |
0 |
0 |
0 |
21 |
3 |
8 |
32 |
418 |
Acknowledging Misspecification in Macroeconomic Theory |
0 |
0 |
0 |
284 |
1 |
3 |
6 |
1,350 |
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time |
0 |
0 |
0 |
28 |
0 |
1 |
4 |
145 |
Assessing Specification Errors in Stochastic Discount Factor Models |
0 |
0 |
3 |
297 |
1 |
4 |
18 |
807 |
BOOTSTRAPPING THE LONG RUN |
0 |
1 |
1 |
35 |
0 |
2 |
5 |
98 |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
2 |
3 |
200 |
1 |
10 |
22 |
654 |
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk |
0 |
0 |
1 |
107 |
2 |
5 |
15 |
398 |
Certainty equivalence and model uncertainty |
0 |
0 |
4 |
199 |
1 |
3 |
17 |
615 |
Comment |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
7 |
Comment |
0 |
0 |
0 |
6 |
0 |
2 |
5 |
33 |
Consumption Strikes Back? Measuring Long-Run Risk |
0 |
2 |
6 |
339 |
4 |
14 |
38 |
1,127 |
Consumption, asset markets, and macroeconomic fluctuations: A comment |
0 |
0 |
0 |
39 |
1 |
2 |
2 |
93 |
Doubts or variability? |
1 |
1 |
6 |
131 |
4 |
9 |
21 |
401 |
Dynamic Valuation Decomposition Within Stochastic Economies |
0 |
0 |
0 |
36 |
0 |
7 |
18 |
178 |
Econometric Evaluation of Asset Pricing Models |
0 |
1 |
2 |
164 |
0 |
2 |
9 |
495 |
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
378 |
Empirical and policy performance of a forward-looking monetary model, comments |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
74 |
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data |
0 |
0 |
0 |
0 |
3 |
6 |
15 |
444 |
Examining macroeconomic models through the lens of asset pricing |
0 |
0 |
2 |
26 |
0 |
1 |
16 |
122 |
Finite-Sample Properties of Some Alternative GMM Estimators |
0 |
0 |
0 |
0 |
4 |
12 |
46 |
989 |
Flat rate taxes with adjustment costs and several capital stocks and household types |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
303 |
Formulating and estimating dynamic linear rational expectations models |
2 |
2 |
13 |
416 |
9 |
14 |
50 |
1,041 |
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis |
3 |
5 |
36 |
2,065 |
8 |
23 |
98 |
6,136 |
Four types of ignorance |
0 |
2 |
5 |
49 |
16 |
112 |
156 |
498 |
Fragile beliefs and the price of uncertainty |
0 |
0 |
1 |
41 |
1 |
4 |
6 |
138 |
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models |
6 |
8 |
59 |
1,343 |
14 |
35 |
159 |
3,128 |
Implications of Security Market Data for Models of Dynamic Economies |
0 |
5 |
27 |
1,444 |
8 |
22 |
90 |
3,779 |
Instrumental variables procedures for estimating linear rational expectations models |
0 |
1 |
1 |
75 |
0 |
1 |
3 |
205 |
Introduction to model uncertainty and robustness |
0 |
0 |
0 |
134 |
1 |
2 |
5 |
294 |
Large Sample Properties of Generalized Method of Moments Estimators |
9 |
23 |
100 |
5,562 |
41 |
117 |
391 |
14,300 |
Long-Term Risk: An Operator Approach |
0 |
0 |
0 |
99 |
3 |
6 |
17 |
432 |
Misspecified Recovery |
0 |
0 |
3 |
7 |
2 |
5 |
26 |
84 |
Model uncertainty and policy evaluation: some theory and empirics - comments |
0 |
0 |
1 |
33 |
0 |
0 |
7 |
99 |
Multiperiod Probit Models and Orthogonality Condition Estimation |
0 |
6 |
13 |
214 |
1 |
12 |
30 |
573 |
Nobel Lecture: Uncertainty Outside and Inside Economic Models |
0 |
0 |
1 |
127 |
2 |
12 |
27 |
454 |
Nonlinearity and temporal dependence |
1 |
3 |
8 |
57 |
2 |
11 |
27 |
211 |
Pricing growth-rate risk |
0 |
0 |
0 |
41 |
0 |
2 |
4 |
130 |
Proofs for large sample properties of generalized method of moments estimators |
0 |
0 |
0 |
61 |
1 |
2 |
8 |
219 |
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING |
0 |
0 |
0 |
41 |
1 |
2 |
4 |
123 |
Recursive linear models of dynamic economies |
0 |
0 |
0 |
1 |
1 |
3 |
8 |
749 |
Recursive robust estimation and control without commitment |
0 |
1 |
9 |
140 |
2 |
8 |
24 |
367 |
Robust Control and Model Uncertainty |
2 |
7 |
14 |
864 |
3 |
12 |
45 |
1,840 |
Robust Permanent Income and Pricing |
0 |
0 |
4 |
426 |
1 |
6 |
26 |
912 |
Robust control and model misspecification |
0 |
3 |
13 |
231 |
0 |
9 |
30 |
538 |
Robust control of forward-looking models |
0 |
1 |
2 |
199 |
0 |
1 |
9 |
545 |
Robust estimation and control under commitment |
0 |
0 |
0 |
46 |
2 |
4 |
5 |
167 |
Robust hidden Markov LQG problems |
0 |
1 |
1 |
54 |
0 |
5 |
17 |
259 |
Robustness and Pricing with Uncertain Growth |
0 |
0 |
0 |
1 |
0 |
3 |
9 |
361 |
Robustness and U.S. Monetary Policy Experimentation |
0 |
0 |
0 |
90 |
2 |
3 |
9 |
248 |
Robustness and ambiguity in continuous time |
0 |
1 |
1 |
37 |
0 |
2 |
4 |
146 |
Seasonality and approximation errors in rational expectations models |
0 |
0 |
4 |
130 |
0 |
0 |
7 |
324 |
Small noise methods for risk-sensitive/robust economies |
0 |
0 |
0 |
34 |
2 |
4 |
7 |
164 |
Spectral methods for identifying scalar diffusions |
0 |
0 |
2 |
114 |
0 |
1 |
8 |
266 |
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
149 |
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns |
5 |
12 |
58 |
1,309 |
10 |
24 |
108 |
2,487 |
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities |
0 |
0 |
0 |
44 |
0 |
4 |
7 |
246 |
The Empirical Foundations of Calibration |
0 |
0 |
5 |
1,296 |
0 |
4 |
22 |
2,717 |
The Role of Conditioning Information in Deducing Testable |
0 |
0 |
3 |
285 |
0 |
7 |
13 |
620 |
Three types of ambiguity |
0 |
0 |
0 |
99 |
2 |
3 |
12 |
985 |
Time-Series Econometrics in Macroeconomics and Finance |
0 |
1 |
3 |
36 |
2 |
5 |
21 |
134 |
Underidentification? |
0 |
0 |
1 |
36 |
4 |
13 |
28 |
198 |
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution |
0 |
1 |
1 |
168 |
0 |
2 |
6 |
394 |
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü |
1 |
1 |
3 |
13 |
3 |
7 |
15 |
77 |
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS |
0 |
0 |
0 |
1 |
0 |
3 |
3 |
11 |
Total Journal Articles |
32 |
97 |
448 |
20,873 |
183 |
644 |
1,976 |
60,094 |