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 1 1 8 1 9 20 37
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 1 254 2 4 9 842
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 2 526 1 7 13 1,680
Advances in economics and econometrics:theory and applications 0 0 0 0 0 8 13 140
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 4 6 397
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 2 11 17 1,841
Assessing specification errors in stochastic discount factor models 0 0 0 217 6 14 18 858
Asset Pricing Explorations for Macroeconomics 0 0 1 509 4 10 15 1,011
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 4 19 22 1,591
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 194 0 3 8 643
Biographical 0 0 0 24 3 7 10 72
Challenges in Identifying and Measuring Systemic Risk 0 0 2 78 0 3 7 131
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 1 4 9 260
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 1 32 3 6 11 91
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 118 0 4 8 905
Econometric Evaluation of Asset Pricing Models 0 0 0 466 0 4 7 1,662
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 1 155 1 9 14 494
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 0 5 9 504
Exact linear rational expectations models: specification and estimation 0 1 1 456 1 9 18 1,008
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 2 10 10 338
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 2 6 391
Formulating and estimating continuous time rational expectations models 0 0 3 297 1 4 12 801
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 2 5 15 1,420
Identification of continuous time rational expectations models from discrete time data 1 1 1 142 2 5 7 427
Implications of Security Market Data for Models of Dynamic Economies 0 0 3 177 2 17 24 855
Implications of security market data for models of dynamic economies 0 0 1 206 1 6 8 974
Instrumental variables procedures for estimating linear rational expectations models 1 1 2 212 5 15 19 533
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 1 27 0 2 4 120
Linear rational expectations models for dynamically interrelated variables 0 0 3 256 1 11 21 719
Long Term Risk: An Operator Approach 0 0 0 92 0 2 4 370
Long-term Risk: An Operator Approach 0 0 0 78 0 7 13 193
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 4 8 12 211
Making Decisions under Model Misspecification 0 0 3 19 0 3 8 55
Making Decisions under Model Misspecification 0 0 2 26 2 12 21 94
Making Decisions under Model Misspecification 0 0 5 18 2 9 15 45
Managing expectations and fiscal policy 0 0 1 301 2 4 15 587
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 1 6 17 1,259
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 0 9 9 695
Micro Data and General Equilibrium Models 0 0 0 1 2 11 24 1,914
Misspecified Recovery 0 0 0 3 0 2 6 48
Misspecified Recovery 0 0 1 26 1 2 5 209
Misspecified Recovery 0 0 0 42 2 10 12 186
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 2 5 10 337
Nonlinearity and Temporal Dependence 0 0 0 34 3 9 12 143
Nonlinearity and Temporal Dependence 0 0 0 143 1 7 8 701
Nonlinearity and Temporal Dependence 0 0 0 48 2 14 17 166
Nonlinearity and Temporal Dependence 0 0 0 42 1 4 9 144
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 5 11 14 1,004
Perturbation Methods for Risk-Sensitive Economies 0 0 1 112 1 9 12 356
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 0 4 7 334
Principal Components and the Long Run 0 0 0 162 1 8 8 360
Principal components and the long run 0 0 0 49 0 9 13 135
Rational Policymaking during a Pandemic 0 0 0 11 1 3 6 14
Rational expectations models and the aliasing phenomenon 0 1 1 111 1 8 15 505
Rational policymaking during a pandemic 0 0 0 16 0 2 5 61
Recursive Linear Models of Dynamic Economies 0 0 0 552 8 17 26 1,551
Recursive robust estimation and control without commitment 0 0 0 125 1 6 12 449
Recursive utility in a Markov environment with stochastic growth 0 0 6 19 1 6 16 113
Risk Price Dynamics 0 0 0 0 0 0 0 0
Risk Price Dynamics 0 0 1 83 4 6 14 289
Robust Identification of Investor Beliefs 0 0 0 13 2 4 8 65
Robust Identification of Investor Beliefs 0 0 0 4 1 4 5 39
Robust Identification of Investor Beliefs 0 0 2 13 2 7 11 42
Robust Permanent Income and Pricing 0 0 0 340 1 6 16 959
Robust Permanent Income and Pricing 0 0 0 131 0 6 10 513
Robustness and US Monetary 0 0 0 0 5 8 11 128
Sets of Models and Prices of Uncertainty 1 1 8 131 2 12 25 295
Shock Elasticities and Impulse Responses 0 0 0 61 5 9 10 182
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 1 3 5 290
Stochastic Compounding and Uncertain Valuation 0 0 1 16 2 4 7 100
Term Structure of Uncertainty in the Macroeconomy 0 0 1 73 1 10 13 675
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 11 560 2 11 41 1,035
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 0 3 9 324
Uncertainty Outside and Inside Economic Models 0 1 1 96 2 9 12 304
Uncertainty Outside and Inside Economic Models 0 0 1 115 1 8 10 308
Uncertainty Spillovers for Markets and Policy 0 0 0 12 0 3 7 38
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 1 4 7 57
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 1 9 14 259
Underidentification? 0 1 1 268 2 7 12 1,104
Underidentification? 0 0 0 69 0 3 5 307
Underidentification? (Resumen) 0 0 0 63 1 8 15 214
Total Working Papers 3 8 76 12,093 126 568 978 40,511

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 0 9 28 648
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 3 576 0 10 18 1,786
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 5 197 0 18 37 476
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 1 4 10 357
A note on first degree stochastic dominance 0 0 0 167 1 3 4 566
AN INTERVIEW WITH CHRISTOPHER A. SIMS 1 1 2 321 3 8 21 772
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 23 3 8 12 451
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 0 4 10 1,394
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 1 7 11 160
Assessing Specification Errors in Stochastic Discount Factor Models 1 1 1 314 2 31 42 903
Asset pricing under smooth ambiguity in continuous time 0 0 1 1 0 1 6 12
BOOTSTRAPPING THE LONG RUN 0 0 0 36 2 7 7 114
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 213 1 4 7 729
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 110 0 4 12 450
Central banking challenges posed by uncertain climate change and natural disasters 0 0 3 34 3 13 31 139
Certainty equivalence and model uncertainty 0 2 4 210 8 16 21 666
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 10 4 17 35 77
Comment 0 0 0 1 0 1 1 10
Comment 0 0 0 6 0 1 3 55
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 0 1 3 12
Consumption Strikes Back? Measuring Long-Run Risk 0 0 1 358 4 17 29 1,240
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 0 2 4 10
Doubts or variability? 0 0 1 145 1 8 18 471
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 0 2 6 213
Econometric Evaluation of Asset Pricing Models 0 0 0 170 1 5 6 515
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 3 6 395
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 5 5 0 2 9 9
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 2 3 462
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 1 4 9 188
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 1 10 21 1,161
Formulating and estimating dynamic linear rational expectations models 0 0 0 439 0 10 21 1,151
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 0 2 18 2,162 3 20 68 6,409
Four types of ignorance 0 0 1 58 0 3 8 593
Fragile beliefs and the price of uncertainty 0 0 0 44 2 7 9 162
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 4 11 1,467 38 163 184 3,612
Implications of Security Market Data for Models of Dynamic Economies 2 6 33 1,588 10 28 98 4,168
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 2 8 12 233
Introduction to model uncertainty and robustness 0 0 1 135 1 3 6 311
Large Sample Properties of Generalized Method of Moments Estimators 2 5 26 5,962 13 52 130 15,378
Long-Term Risk: An Operator Approach 0 0 0 102 7 19 23 490
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 1 13 23 89
Misspecified Recovery 0 1 2 15 1 8 10 137
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 4 11 16 632
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 1 2 132 1 10 16 504
Nonlinearity and temporal dependence 0 0 1 65 1 12 15 258
Pricing Uncertainty Induced by Climate Change 0 0 4 74 4 16 40 293
Pricing growth-rate risk 0 0 0 43 1 6 6 146
Proofs for large sample properties of generalized method of moments estimators 0 0 1 69 0 6 13 259
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 1 7 13 146
Recursive robust estimation and control without commitment 0 0 1 156 3 8 21 440
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 1 4 20
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 1 2 5 6 5 15 19 22
Robust Control and Model Uncertainty 0 1 2 896 1 13 30 1,990
Robust Permanent Income and Pricing 0 0 3 442 3 17 30 990
Robust control and model misspecification 0 0 0 266 0 5 14 663
Robust control of forward-looking models 0 0 1 217 4 14 22 607
Robust estimation and control under commitment 0 0 0 51 2 4 10 196
Robust hidden Markov LQG problems 1 1 2 59 2 7 10 291
Robust identification of investor beliefs 0 0 1 10 0 5 8 42
Robust inattentive discrete choice 0 1 3 3 2 11 16 17
Robust inference for moment condition models without rational expectations 0 0 0 2 0 2 6 16
Robustness and Pricing with Uncertain Growth 0 0 0 1 3 6 11 388
Robustness and U.S. Monetary Policy Experimentation 1 1 1 3 4 6 8 22
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 3 5 270
Robustness and ambiguity in continuous time 0 0 1 43 1 6 14 184
Seasonality and approximation errors in rational expectations models 0 0 2 148 0 10 16 376
Small noise methods for risk-sensitive/robust economies 0 1 2 42 1 6 10 190
Spectral methods for identifying scalar diffusions 0 0 1 120 1 4 10 294
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 4 7 157
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 2 2 9 1,484 4 13 43 2,895
Structured ambiguity and model misspecification 0 0 1 22 0 9 17 66
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 1 10 15 269
The Empirical Foundations of Calibration 0 0 0 1,299 3 9 18 2,757
The Role of Conditioning Information in Deducing Testable 0 0 1 294 1 5 12 684
Three types of ambiguity 0 0 0 106 3 9 11 1,067
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 4 5 11 179
Twisted probabilities, uncertainty, and prices 0 0 0 8 0 7 14 54
Uncertainty Spillovers for Markets and Policy 0 0 0 2 1 3 6 29
Underidentification? 0 0 1 45 1 6 17 277
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 1 1 2 403
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 1 10 12 103
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 2 4 24
Total Journal Articles 11 33 173 22,492 180 861 1,595 65,492
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 2 9 12 429
Uncertainty within Economic Models 0 0 0 89 2 11 16 280
Total Books 0 0 0 89 4 20 28 709

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 6 9 40
Asset Pricing Explorations for Macroeconomics 0 0 1 123 2 9 17 407
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 1 7 11 19
Challenges in Identifying and Measuring Systemic Risk 0 0 0 220 1 16 21 664
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 3 10 27 113
Comment on "House Price Booms and the Current Account" 0 0 0 12 1 13 15 100
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 1 5 6 29
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 0 6 10 12
Discounted Linear Exponential Quadratic Gaussian Control 0 1 2 15 1 6 10 36
Doubts or Variability? 0 0 1 5 5 9 14 27
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 2 5 9 17
Intangible Risk 0 0 0 173 0 4 9 572
Intertemporal Substitution and Risk Aversion 0 1 1 556 3 10 15 1,083
Introduction 0 0 0 1 1 5 6 9
Introduction to Robustness 0 0 1 144 3 11 20 437
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 3 13 20 743
Micro data and general equilibrium models 0 2 14 1,511 0 10 39 3,307
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 3 6 10 518
Risk Pricing over Alternative Investment Horizons 0 0 1 15 8 32 34 105
Robust Control and Model Misspecification 0 0 1 5 1 9 17 46
Robust Control and Model Uncertainty 0 2 5 25 11 49 60 119
Robust Estimation and Control without Commitment 0 0 0 0 0 1 3 6
Robust Permanent Income and Pricing 0 0 0 4 0 4 4 24
Term Structure of Uncertainty in the Macroeconomy 0 0 2 22 0 7 14 100
Three Types of Ambiguity 0 0 0 0 1 5 6 13
Time Inconsistency of Robust Control? 0 1 1 15 1 5 11 79
Wanting Robustness in Macroeconomics 0 0 1 185 3 10 20 596
Total Chapters 0 7 31 3,510 56 273 437 9,221

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 2 10 14 811
Matlab code for robustifying Muth Filter 0 0 1 146 1 3 9 604
Matlab programs by Hansen and T. Sargent 0 1 15 10,440 2 12 41 26,742
Total Software Items 0 1 17 10,808 5 25 64 28,157

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Statistics updated 2026-03-04