Access Statistics for Lars Peter Hansen

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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 0 1 9 17
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 0 253 0 0 0 833
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 1 524 1 1 2 1,667
Advances in economics and econometrics:theory and applications 0 0 0 0 0 1 3 127
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 0 2 391
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 2 3 5 1,824
Assessing specification errors in stochastic discount factor models 0 0 1 217 0 0 3 840
Asset Pricing Explorations for Macroeconomics 0 0 0 508 0 0 2 996
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 0 0 3 1,569
Beliefs, Doubts and Learning: Valuing Economic Risk 1 1 1 194 1 1 3 635
Biographical 0 0 0 24 0 0 1 62
Challenges in Identifying and Measuring Systemic Risk 0 0 0 76 1 1 1 124
Challenges in Identifying and Measuring Systemic Risk 0 0 2 130 0 0 5 251
Climate Change Uncertainty Spillover in the Macroeconomy 0 1 3 31 0 1 9 80
Consumption Strikes Back?: Measuring Long-Run Risk 1 1 1 118 1 1 4 897
Econometric Evaluation of Asset Pricing Models 0 0 0 466 1 1 2 1,655
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 154 1 1 1 480
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 1 1 2 495
Exact linear rational expectations models: specification and estimation 0 0 3 455 0 1 5 990
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 1 1 1 328
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 1 1 385
Formulating and estimating continuous time rational expectations models 0 0 5 294 3 4 10 789
Formulating and estimating dynamic linear rational expectations models 0 0 1 694 1 1 3 1,405
Identification of continuous time rational expectations models from discrete time data 0 0 1 141 0 0 3 420
Implications of Security Market Data for Models of Dynamic Economies 1 1 3 174 2 4 12 831
Implications of security market data for models of dynamic economies 0 1 3 205 1 3 9 966
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 210 1 1 2 514
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 26 0 0 0 116
Linear rational expectations models for dynamically interrelated variables 1 2 5 253 2 3 7 698
Long Term Risk: An Operator Approach 0 0 0 92 1 1 1 366
Long-term Risk: An Operator Approach 1 1 1 78 1 1 1 180
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 2 51 0 0 6 199
Making Decisions under Model Misspecification 0 0 0 16 0 1 6 47
Making Decisions under Model Misspecification 0 0 0 24 0 2 13 73
Making Decisions under Model Misspecification 0 1 1 13 0 1 5 30
Managing expectations and fiscal policy 1 1 2 300 1 1 4 572
Mechanics of forming and estimating dynamic linear economies 0 0 0 488 2 2 4 1,242
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 1 202 0 0 1 686
Micro Data and General Equilibrium Models 0 0 0 1 1 4 8 1,890
Misspecified Recovery 0 0 0 3 0 0 0 42
Misspecified Recovery 0 0 0 25 1 3 3 204
Misspecified Recovery 0 0 1 42 0 0 1 174
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 0 2 327
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 34 0 1 1 131
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 1 135
Nonlinearity and Temporal Dependence 0 0 0 48 0 1 1 149
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 1 1 3 990
Perturbation Methods for Risk-Sensitive Economies 0 0 0 111 0 0 1 344
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 130 0 0 1 327
Principal Components and the Long Run 0 0 0 162 1 1 1 352
Principal components and the long run 0 0 0 49 0 0 1 122
Rational Policymaking during a Pandemic 0 0 0 11 0 0 2 8
Rational expectations models and the aliasing phenomenon 0 0 0 110 0 0 0 490
Rational policymaking during a pandemic 0 0 0 16 3 3 6 56
Recursive Linear Models of Dynamic Economies 0 0 0 552 0 1 3 1,525
Recursive robust estimation and control without commitment 0 0 0 125 0 1 1 437
Recursive utility in a Markov environment with stochastic growth 0 0 0 13 0 0 1 97
Risk Price Dynamics 0 0 0 82 1 1 1 275
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 0 0 4 0 0 1 34
Robust Identification of Investor Beliefs 0 0 0 13 0 0 3 57
Robust Identification of Investor Beliefs 1 1 1 11 1 2 3 31
Robust Permanent Income and Pricing 0 0 0 131 0 0 0 503
Robust Permanent Income and Pricing 0 1 2 340 0 1 3 943
Robustness and US Monetary 0 0 0 0 0 1 2 117
Sets of Models and Prices of Uncertainty 0 0 1 123 1 1 3 270
Shock Elasticities and Impulse Responses 0 0 0 61 0 0 2 172
Small Sample Properties of Alternative GMM Estimators 0 0 0 129 0 0 0 285
Stochastic Compounding and Uncertain Valuation 1 1 1 15 1 1 2 93
Term Structure of Uncertainty in the Macroeconomy 1 1 3 72 1 1 317 662
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 2 5 17 549 5 10 41 994
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 1 1 2 315
Uncertainty Outside and Inside Economic Models 1 1 2 95 1 1 3 292
Uncertainty Outside and Inside Economic Models 0 0 0 114 1 1 1 298
Uncertainty Spillovers for Markets and Policy 1 1 1 12 1 1 3 31
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 0 8 50
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 0 71 1 3 9 245
Underidentification? 0 0 0 267 0 1 3 1,092
Underidentification? 0 0 0 69 1 1 2 302
Underidentification? (Resumen) 0 0 0 63 0 0 0 199
Total Working Papers 13 21 66 12,017 48 84 597 39,533

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 5 230 1 2 14 620
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 1 1 4 573 1 3 10 1,768
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 2 192 1 1 4 439
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 2 3 6 347
A note on first degree stochastic dominance 0 0 0 167 0 0 1 562
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 2 7 319 0 3 16 751
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 22 0 0 2 439
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 289 2 3 8 1,384
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 0 1 149
Assessing Specification Errors in Stochastic Discount Factor Models 0 1 2 313 0 1 5 861
Asset pricing under smooth ambiguity in continuous time 0 0 0 0 0 1 2 6
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 1 213 0 1 4 722
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 109 1 1 3 438
Central banking challenges posed by uncertain climate change and natural disasters 1 2 5 31 1 5 29 108
Certainty equivalence and model uncertainty 0 1 2 206 1 2 9 645
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 4 8 1 3 23 42
Comment 0 0 0 1 0 0 0 9
Comment 0 0 0 6 0 0 1 52
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 0 0 0 9
Consumption Strikes Back? Measuring Long-Run Risk 0 2 6 357 1 3 15 1,211
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 1 1 41 0 1 1 97
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 2 3 0 0 4 6
Doubts or variability? 0 0 1 144 0 0 6 453
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 5 44 0 1 6 207
Econometric Evaluation of Asset Pricing Models 0 1 2 170 0 1 2 509
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 0 2 389
Empirical and policy performance of a forward-looking monetary model, comments 0 0 0 17 0 0 0 76
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 0 0 459
Examining macroeconomic models through the lens of asset pricing 0 0 3 41 0 0 6 179
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 3 10 51 1,140
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 1 1 308
Formulating and estimating dynamic linear rational expectations models 0 1 1 439 1 4 11 1,130
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 3 10 26 2,144 5 21 68 6,341
Four types of ignorance 0 0 0 57 0 0 2 585
Fragile beliefs and the price of uncertainty 0 0 1 44 2 2 4 153
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 2 19 1,456 3 7 52 3,428
Implications of Security Market Data for Models of Dynamic Economies 5 13 54 1,555 12 25 110 4,070
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 76 2 3 5 221
Introduction to model uncertainty and robustness 0 0 0 134 0 1 2 305
Large Sample Properties of Generalized Method of Moments Estimators 8 15 60 5,936 15 34 162 15,248
Long-Term Risk: An Operator Approach 1 1 1 102 1 1 2 467
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 14 0 0 5 66
Misspecified Recovery 0 0 0 13 0 1 2 127
Model uncertainty and policy evaluation: some theory and empirics - comments 0 0 0 33 0 0 1 102
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 1 1 1 616
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 0 130 4 4 6 488
Nonlinearity and temporal dependence 0 0 0 64 0 0 1 243
Pricing Uncertainty Induced by Climate Change 0 2 9 70 1 7 32 253
Pricing growth-rate risk 0 0 0 43 0 1 1 140
Proofs for large sample properties of generalized method of moments estimators 0 0 0 68 2 3 7 246
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 0 1 1 133
Recursive linear models of dynamic economies 0 0 0 1 0 0 1 762
Recursive robust estimation and control without commitment 0 0 1 155 0 0 3 419
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 0 0 16
Robust Control and Model Uncertainty 0 2 7 894 0 3 13 1,960
Robust Permanent Income and Pricing 0 0 3 439 1 2 12 960
Robust control and model misspecification 0 1 4 266 1 2 17 649
Robust control of forward-looking models 0 0 1 216 0 0 4 585
Robust estimation and control under commitment 0 0 1 51 0 0 1 186
Robust hidden Markov LQG problems 0 0 1 57 1 1 3 281
Robust identification of investor beliefs 0 0 0 9 0 4 5 34
Robust inference for moment condition models without rational expectations 1 2 2 2 3 7 10 10
Robustness and Pricing with Uncertain Growth 0 0 0 1 1 2 4 377
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 0 0 265
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 0 0 1 14
Robustness and ambiguity in continuous time 0 0 0 42 1 2 6 170
Seasonality and approximation errors in rational expectations models 0 0 3 146 0 2 8 360
Small noise methods for risk-sensitive/robust economies 0 0 0 40 0 1 4 180
Spectral methods for identifying scalar diffusions 0 0 1 119 0 0 4 284
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 0 0 150
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1 2 28 1,475 4 12 66 2,852
Structured ambiguity and model misspecification 1 1 2 21 2 4 13 49
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 1 1 3 254
The Empirical Foundations of Calibration 0 0 0 1,299 0 0 0 2,739
The Role of Conditioning Information in Deducing Testable 0 0 2 293 0 1 7 672
Three types of ambiguity 0 0 2 106 1 1 15 1,056
Time-Series Econometrics in Macroeconomics and Finance 0 0 2 45 1 1 7 168
Twisted probabilities, uncertainty, and prices 1 1 2 8 1 1 4 40
Uncertainty Spillovers for Markets and Policy 0 0 0 2 1 1 2 23
Underidentification? 0 0 0 44 2 3 9 260
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 0 1 401
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 0 0 0 91
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 1 1 1 20
Total Journal Articles 23 65 289 22,369 87 214 931 65,141
1 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 3 417
Uncertainty within Economic Models 0 0 3 89 0 0 3 264
Total Books 0 0 3 89 0 0 6 681

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 0 0 2 31
Asset Pricing Explorations for Macroeconomics 0 1 1 122 0 2 6 390
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 0 0 0 8
Challenges in Identifying and Measuring Systemic Risk 1 1 4 220 2 2 11 643
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 0 1 9 86
Comment on "House Price Booms and the Current Account" 0 0 0 12 0 0 1 85
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 0 0 0 23
Discounted Linear Exponential Quadratic Gaussian Control 0 1 3 13 0 1 5 26
Doubts or Variability? 0 0 0 4 0 0 1 13
Fragile Beliefs and the Price of Uncertainty 0 0 1 1 0 0 3 8
Intangible Risk 0 0 3 173 0 0 3 563
Intertemporal Substitution and Risk Aversion 0 0 2 555 0 0 6 1,068
Introduction 0 0 0 1 0 0 0 3
Introduction to Robustness 0 2 2 143 1 4 5 417
Mechanics of forming and estimating dynamic linear economies 0 0 3 276 2 4 10 723
Micro data and general equilibrium models 0 2 14 1,497 3 9 30 3,268
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 2 178 0 0 4 508
Risk Pricing over Alternative Investment Horizons 0 0 0 14 1 2 3 71
Robust Control and Model Misspecification 0 1 1 4 0 3 10 29
Robust Control and Model Uncertainty 0 3 6 20 0 4 13 59
Robust Estimation and Control without Commitment 0 0 0 0 0 0 0 3
Robust Permanent Income and Pricing 0 0 0 4 0 0 1 20
Term Structure of Uncertainty in the Macroeconomy 0 0 0 20 0 0 7 86
Three Types of Ambiguity 0 0 0 0 0 1 2 7
Time Inconsistency of Robust Control? 0 0 0 14 1 1 1 68
Wanting Robustness in Macroeconomics 1 1 4 184 1 1 5 576
Total Chapters 2 12 46 3,479 11 35 138 8,782

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 0 221 1 1 1 797
Matlab code for robustifying Muth Filter 0 0 0 145 1 1 3 595
Matlab programs by Hansen and T. Sargent 2 5 43 10,425 6 12 94 26,701
Total Software Items 2 5 43 10,791 8 14 98 28,093

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Statistics updated 2025-03-03