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 2 3 10 1 6 25 43
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 1 254 0 11 20 853
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 2 526 3 4 16 1,684
Advances in economics and econometrics:theory and applications 0 0 0 0 1 4 17 144
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 2 11 26 1,852
Assessing specification errors in stochastic discount factor models 0 0 0 217 2 16 34 874
Asset Pricing Explorations for Macroeconomics 0 0 0 509 0 9 22 1,020
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 2 7 28 1,598
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 194 2 6 14 649
Biographical 0 0 0 24 0 4 13 76
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 1 4 11 264
Challenges in Identifying and Measuring Systemic Risk 0 0 1 78 0 1 6 132
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 32 1 8 18 99
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 118 0 6 14 911
Econometric Evaluation of Asset Pricing Models 0 0 0 466 0 5 12 1,667
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 1 155 0 1 14 495
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 0 5 13 509
Exact linear rational expectations models: specification and estimation 0 0 1 456 1 3 18 1,011
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 0 3 13 341
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 5 391
Formulating and estimating continuous time rational expectations models 0 0 2 297 0 4 14 805
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 0 8 20 1,428
Identification of continuous time rational expectations models from discrete time data 0 0 1 142 0 3 10 430
Implications of Security Market Data for Models of Dynamic Economies 0 0 2 177 0 8 29 863
Implications of security market data for models of dynamic economies 1 2 3 208 1 14 22 988
Instrumental variables procedures for estimating linear rational expectations models 0 0 2 212 0 1 20 534
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 27 1 3 5 123
Linear rational expectations models for dynamically interrelated variables 0 1 2 257 0 8 26 727
Long Term Risk: An Operator Approach 0 0 0 92 0 7 10 377
Long-term Risk: An Operator Approach 0 0 0 78 0 6 18 199
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 1 6 17 217
Making Decisions under Model Misspecification 1 1 3 20 1 4 11 59
Making Decisions under Model Misspecification 0 0 2 26 3 7 27 101
Making Decisions under Model Misspecification 0 0 3 18 0 1 14 46
Managing expectations and fiscal policy 0 0 0 301 1 8 19 595
Mechanics of forming and estimating dynamic linear economies 0 0 0 489 0 0 13 1,259
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 0 2 11 697
Micro Data and General Equilibrium Models 0 0 0 1 0 10 30 1,924
Misspecified Recovery 0 0 1 26 0 2 7 211
Misspecified Recovery 0 0 0 3 0 6 11 54
Misspecified Recovery 0 0 0 42 3 9 21 195
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 4 14 341
Nonlinearity and Temporal Dependence 0 0 0 34 0 2 14 145
Nonlinearity and Temporal Dependence 0 0 0 48 1 3 18 169
Nonlinearity and Temporal Dependence 0 0 0 143 1 2 10 703
Nonlinearity and Temporal Dependence 0 0 0 42 0 2 11 146
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 2 16 1,006
Perturbation Methods for Risk-Sensitive Economies 0 0 1 112 0 4 16 360
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 0 3 10 337
Principal Components and the Long Run 0 0 0 162 0 3 11 363
Principal components and the long run 0 0 0 49 0 1 13 136
Rational Policymaking during a Pandemic 0 0 0 11 1 2 8 16
Rational expectations models and the aliasing phenomenon 0 0 1 111 0 1 16 506
Rational policymaking during a pandemic 0 0 0 16 0 5 8 66
Recursive Linear Models of Dynamic Economies 0 0 0 552 0 1 26 1,552
Recursive robust estimation and control without commitment 0 0 0 125 2 5 16 454
Recursive utility in a Markov environment with stochastic growth 0 0 4 19 1 6 20 119
Risk Price Dynamics 0 0 1 83 2 5 18 294
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 0 1 13 0 2 12 44
Robust Identification of Investor Beliefs 0 0 0 13 1 6 13 71
Robust Identification of Investor Beliefs 0 0 0 4 1 4 9 43
Robust Permanent Income and Pricing 0 0 0 131 0 5 14 518
Robust Permanent Income and Pricing 0 0 0 340 1 8 23 967
Robustness and US Monetary 0 0 0 0 0 4 14 132
Sets of Models and Prices of Uncertainty 1 1 8 132 2 4 26 299
Shock Elasticities and Impulse Responses 0 0 0 61 1 5 15 187
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 0 3 8 293
Stochastic Compounding and Uncertain Valuation 1 1 2 17 1 2 9 102
Term Structure of Uncertainty in the Macroeconomy 1 1 2 74 3 4 16 679
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 6 560 1 9 38 1,044
The dimensionality of the aliasing problem in models with rational spectral densities 0 1 1 67 0 4 13 328
Uncertainty Outside and Inside Economic Models 0 0 1 115 1 5 14 313
Uncertainty Outside and Inside Economic Models 0 0 1 96 1 5 16 309
Uncertainty Spillovers for Markets and Policy 0 0 0 12 0 3 9 41
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 2 9 59
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 2 6 20 265
Underidentification? 0 0 0 69 0 6 11 313
Underidentification? 0 0 1 268 0 1 13 1,105
Underidentification? (Resumen) 0 0 0 63 0 5 20 219
Total Working Papers 5 11 65 12,104 50 375 1,266 40,886

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 2 234 8 14 38 662
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 1 576 2 5 20 1,791
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 2 197 1 2 35 478
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 0 7 357
A note on first degree stochastic dominance 0 0 0 167 1 2 6 568
AN INTERVIEW WITH CHRISTOPHER A. SIMS 2 2 4 323 3 10 30 782
Acknowledgement Misspecification in Macroeconomic Theory 0 0 0 23 0 3 12 454
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 1 8 16 1,402
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 2 12 162
Assessing Specification Errors in Stochastic Discount Factor Models 0 1 2 315 2 13 52 916
Asset pricing under smooth ambiguity in continuous time 0 0 1 1 1 6 11 18
BOOTSTRAPPING THE LONG RUN 0 0 0 36 1 3 10 117
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 213 0 2 8 731
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 110 1 1 13 451
Central banking challenges posed by uncertain climate change and natural disasters 0 1 3 35 0 4 28 143
Certainty equivalence and model uncertainty 0 0 4 210 0 6 25 672
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 10 3 8 39 85
Comment 0 0 0 6 0 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 1 10 33 1,250
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 1 5 6 103
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 0 3 7 13
Doubts or variability? 0 0 1 145 9 12 26 483
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 7 11 16 224
Econometric Evaluation of Asset Pricing Models 0 0 0 170 0 0 5 515
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 2 6 12 401
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 5 5 0 2 11 11
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 1 5 8 467
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 0 3 11 191
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 2 10 30 1,171
Formulating and estimating dynamic linear rational expectations models 0 0 0 439 1 15 32 1,166
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 2 8 2,164 5 17 61 6,426
Four types of ignorance 0 1 2 59 0 7 12 600
Fragile beliefs and the price of uncertainty 0 0 0 44 1 1 9 163
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 3 12 1,470 6 39 221 3,651
Implications of Security Market Data for Models of Dynamic Economies 4 11 26 1,599 20 56 121 4,224
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 0 6 17 239
Introduction to model uncertainty and robustness 0 0 0 135 0 5 9 316
Large Sample Properties of Generalized Method of Moments Estimators 7 11 30 5,973 17 36 145 15,414
Long-Term Risk: An Operator Approach 0 0 0 102 1 7 28 497
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 0 1 20 90
Misspecified Recovery 0 0 2 15 0 4 14 141
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 1 3 19 635
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 2 132 0 5 21 509
Nonlinearity and temporal dependence 0 0 1 65 1 4 18 262
Pricing Uncertainty Induced by Climate Change 0 0 4 74 1 6 41 299
Pricing growth-rate risk 0 0 0 43 0 4 10 150
Proofs for large sample properties of generalized method of moments estimators 1 4 5 73 3 11 23 270
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 1 2 14 148
Recursive robust estimation and control without commitment 0 0 1 156 0 2 22 442
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 3 5 23
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 1 1 6 7 5 13 32 35
Robust Control and Model Uncertainty 0 3 5 899 4 14 42 2,004
Robust Permanent Income and Pricing 0 0 2 442 6 8 34 998
Robust control and model misspecification 0 0 0 266 1 11 24 674
Robust control of forward-looking models 0 1 1 218 0 5 24 612
Robust estimation and control under commitment 0 0 0 51 0 1 9 197
Robust hidden Markov LQG problems 0 0 1 59 1 8 17 299
Robust identification of investor beliefs 0 0 0 10 0 1 6 43
Robust inattentive discrete choice 0 0 3 3 0 1 16 18
Robust inference for moment condition models without rational expectations 0 0 0 2 2 6 12 22
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 2 13 390
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 4 5 9 275
Robustness and U.S. Monetary Policy Experimentation 0 1 2 4 1 3 10 25
Robustness and ambiguity in continuous time 0 0 1 43 0 8 22 192
Seasonality and approximation errors in rational expectations models 0 0 1 148 0 1 14 377
Small noise methods for risk-sensitive/robust economies 0 0 2 42 1 2 11 192
Spectral methods for identifying scalar diffusions 0 0 0 120 0 0 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 1 2 9 1,486 2 13 46 2,908
Structured ambiguity and model misspecification 0 0 0 22 2 3 18 69
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 1 4 19 273
The Empirical Foundations of Calibration 0 0 0 1,299 4 6 22 2,763
The Role of Conditioning Information in Deducing Testable 1 1 2 295 3 6 14 690
Three types of ambiguity 0 0 0 106 0 3 14 1,070
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 1 3 12 182
Twisted probabilities, uncertainty, and prices 0 0 0 8 1 3 14 57
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 1 6 30
Underidentification? 0 1 1 46 0 4 19 281
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 1 1 3 404
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 1 3 14 106
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 1 4 7 28
Total Journal Articles 18 46 158 22,538 147 534 1,915 66,026
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 1 6 16 435
Uncertainty within Economic Models 0 1 1 90 2 6 20 286
Total Books 0 1 1 90 3 12 36 721

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 11 43
Asset Pricing Explorations for Macroeconomics 0 0 1 123 0 16 31 423
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 1 2 13 21
Challenges in Identifying and Measuring Systemic Risk 0 0 0 220 2 7 27 671
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 0 3 29 116
Comment on "House Price Booms and the Current Account" 0 0 0 12 0 2 17 102
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 2 3 9 32
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 1 5 13 17
Discounted Linear Exponential Quadratic Gaussian Control 0 2 3 17 0 4 12 40
Doubts or Variability? 0 0 1 5 0 4 17 31
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 1 10 18
Intangible Risk 0 0 0 173 0 0 8 572
Intertemporal Substitution and Risk Aversion 0 0 1 556 1 3 18 1,086
Introduction 0 0 0 1 0 1 7 10
Introduction to Robustness 0 1 2 145 0 5 24 442
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 0 6 23 749
Micro data and general equilibrium models 2 5 15 1,516 3 14 42 3,321
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 6 16 524
Risk Pricing over Alternative Investment Horizons 0 0 0 15 0 6 39 111
Robust Control and Model Misspecification 0 0 1 5 0 2 16 48
Robust Control and Model Uncertainty 0 3 8 28 1 14 72 133
Robust Estimation and Control without Commitment 0 0 0 0 0 1 2 7
Robust Permanent Income and Pricing 0 0 0 4 1 5 9 29
Term Structure of Uncertainty in the Macroeconomy 0 0 1 22 0 4 16 104
Three Types of Ambiguity 0 0 0 0 0 2 7 15
Time Inconsistency of Robust Control? 1 1 2 16 1 4 13 83
Wanting Robustness in Macroeconomics 2 2 3 187 2 7 23 603
Total Chapters 5 14 38 3,524 16 130 524 9,351

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 0 6 19 817
Matlab code for robustifying Muth Filter 0 0 1 146 0 2 10 606
Matlab programs by Hansen and T. Sargent 1 1 11 10,441 1 8 42 26,750
Total Software Items 1 1 13 10,809 1 16 71 28,173

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Statistics updated 2026-06-04