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 0 3 10 0 5 25 47
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 1 254 0 0 20 853
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 526 1 4 15 1,685
Advances in economics and econometrics:theory and applications 0 0 0 0 0 4 20 147
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 0 1 435 0 2 26 1,852
Assessing specification errors in stochastic discount factor models 0 0 0 217 1 4 36 876
Asset Pricing Explorations for Macroeconomics 0 0 0 509 0 1 23 1,021
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 0 3 29 1,599
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 194 1 5 14 652
Biographical 0 0 0 24 0 0 13 76
Challenges in Identifying and Measuring Systemic Risk 0 0 0 78 0 0 5 132
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 1 2 12 265
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 32 0 1 17 99
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 118 0 1 14 912
Econometric Evaluation of Asset Pricing Models 0 0 0 466 1 1 13 1,668
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 155 0 2 15 497
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 1 2 15 511
Exact linear rational expectations models: specification and estimation 0 1 2 457 0 2 19 1,012
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 0 1 14 342
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 4 391
Formulating and estimating continuous time rational expectations models 0 0 1 297 0 0 13 805
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 0 1 20 1,429
Identification of continuous time rational expectations models from discrete time data 0 0 1 142 0 0 10 430
Implications of Security Market Data for Models of Dynamic Economies 0 0 2 177 0 2 29 865
Implications of security market data for models of dynamic economies 1 2 4 209 2 3 23 990
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 212 0 1 20 535
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 27 0 1 5 123
Linear rational expectations models for dynamically interrelated variables 0 0 2 257 0 1 25 728
Long Term Risk: An Operator Approach 0 0 0 92 1 1 11 378
Long-term Risk: An Operator Approach 0 0 0 78 0 0 17 199
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 0 52 0 1 16 217
Making Decisions under Model Misspecification 1 1 2 27 1 6 27 104
Making Decisions under Model Misspecification 0 1 3 20 1 3 13 61
Making Decisions under Model Misspecification 0 0 3 18 0 0 13 46
Managing expectations and fiscal policy 0 0 0 301 0 1 18 595
Mechanics of forming and estimating dynamic linear economies 0 0 0 489 0 0 12 1,259
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 0 1 12 698
Micro Data and General Equilibrium Models 0 0 0 1 0 2 31 1,926
Misspecified Recovery 0 0 0 42 0 3 21 195
Misspecified Recovery 0 0 0 3 0 1 12 55
Misspecified Recovery 0 0 0 26 1 1 7 212
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 0 14 341
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 14 145
Nonlinearity and Temporal Dependence 0 0 0 42 0 1 12 147
Nonlinearity and Temporal Dependence 0 0 0 143 0 1 10 703
Nonlinearity and Temporal Dependence 0 0 0 48 0 2 18 170
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 0 16 1,006
Perturbation Methods for Risk-Sensitive Economies 1 1 2 113 1 1 17 361
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 131 0 0 9 337
Principal Components and the Long Run 0 0 0 162 1 1 12 364
Principal components and the long run 0 0 0 49 0 1 14 137
Rational Policymaking during a Pandemic 0 0 0 11 0 1 8 16
Rational expectations models and the aliasing phenomenon 0 0 1 111 0 2 17 508
Rational policymaking during a pandemic 0 0 0 16 0 0 7 66
Recursive Linear Models of Dynamic Economies 0 1 1 553 0 2 28 1,554
Recursive robust estimation and control without commitment 0 0 0 125 0 2 15 454
Recursive utility in a Markov environment with stochastic growth 0 0 2 19 0 1 18 119
Risk Price Dynamics 0 0 0 0 0 0 0 0
Risk Price Dynamics 0 0 0 83 0 2 16 294
Robust Identification of Investor Beliefs 0 0 0 13 0 8 19 78
Robust Identification of Investor Beliefs 0 0 0 4 0 2 10 44
Robust Identification of Investor Beliefs 0 0 1 13 0 0 12 44
Robust Permanent Income and Pricing 0 0 0 131 0 0 13 518
Robust Permanent Income and Pricing 0 0 0 340 0 2 23 968
Robustness and US Monetary 0 0 0 0 1 1 14 133
Sets of Models and Prices of Uncertainty 0 1 5 132 0 2 23 299
Shock Elasticities and Impulse Responses 0 0 0 61 0 1 15 187
Small Sample Properties of Alternative GMM Estimators 0 0 0 130 0 0 7 293
Stochastic Compounding and Uncertain Valuation 0 1 1 17 0 1 8 102
Term Structure of Uncertainty in the Macroeconomy 0 1 2 74 0 3 15 679
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 4 560 1 2 35 1,045
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 1 67 3 3 14 331
Uncertainty Outside and Inside Economic Models 0 0 1 96 0 2 16 310
Uncertainty Outside and Inside Economic Models 0 0 1 115 0 1 14 313
Uncertainty Spillovers for Markets and Policy 0 0 0 12 0 1 10 42
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 0 8 59
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 1 1 73 0 4 20 267
Underidentification? 0 0 1 268 0 1 14 1,106
Underidentification? 0 0 0 69 0 0 11 313
Underidentification? (Resumen) 0 0 0 63 0 0 20 219
Total Working Papers 3 11 50 12,110 19 120 1,275 40,956

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 1 10 37 664
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 2 3 578 0 4 20 1,793
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 1 1 1 198 1 2 34 479
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 0 6 357
A note on first degree stochastic dominance 0 0 0 167 1 3 8 570
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 2 3 323 1 5 29 784
Acknowledgement Misspecification in Macroeconomic Theory 0 0 0 23 0 1 13 455
Acknowledging Misspecification in Macroeconomic Theory 0 0 0 290 0 2 16 1,403
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 0 10 162
Assessing Specification Errors in Stochastic Discount Factor Models 0 1 3 316 0 5 55 919
Asset pricing under smooth ambiguity in continuous time 0 0 1 1 0 1 11 18
BOOTSTRAPPING THE LONG RUN 0 0 0 36 0 1 10 117
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 213 0 0 8 731
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 110 1 2 13 452
Central banking challenges posed by uncertain climate change and natural disasters 0 0 1 35 0 0 22 143
Certainty equivalence and model uncertainty 0 0 4 210 0 0 24 672
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 10 1 11 42 93
Comment 0 0 0 6 1 1 4 57
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 2 12
Consumption Strikes Back? Measuring Long-Run Risk 0 0 0 358 0 1 30 1,250
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 0 1 6 103
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 0 0 7 13
Doubts or variability? 1 1 2 146 1 10 25 484
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 0 7 15 224
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 0 2 11 401
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 3 5 2 2 11 13
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 1 3 9 469
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 1 2 12 193
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 1 3 31 1,172
Formulating and estimating dynamic linear rational expectations models 0 0 0 439 1 3 33 1,168
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 3 8 2,166 2 14 66 6,435
Four types of ignorance 0 0 2 59 0 1 13 601
Fragile beliefs and the price of uncertainty 0 0 0 44 0 1 9 163
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 0 10 1,470 1 9 218 3,654
Implications of Security Market Data for Models of Dynamic Economies 2 6 24 1,601 7 28 117 4,232
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 0 0 16 239
Introduction to model uncertainty and robustness 0 1 1 136 1 2 11 318
Large Sample Properties of Generalized Method of Moments Estimators 1 11 28 5,977 14 42 152 15,439
Long-Term Risk: An Operator Approach 0 0 0 102 0 2 28 498
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 2 2 21 92
Misspecified Recovery 0 0 2 15 1 2 16 143
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 1 2 19 636
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 2 132 0 0 19 509
Nonlinearity and temporal dependence 0 0 1 65 0 1 17 262
Pricing Uncertainty Induced by Climate Change 1 1 5 75 1 9 44 307
Pricing growth-rate risk 0 0 0 43 2 2 12 152
Proofs for large sample properties of generalized method of moments estimators 0 1 5 73 0 6 25 273
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 0 1 12 148
Recursive robust estimation and control without commitment 0 0 0 156 0 0 21 442
Repercussions of Pandemics on Markets and Policy 0 0 0 5 1 1 6 24
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 0 2 6 8 4 19 45 49
Robust Control and Model Uncertainty 0 1 6 900 2 8 44 2,008
Robust Permanent Income and Pricing 1 1 2 443 1 7 30 999
Robust control and model misspecification 0 1 1 267 1 3 26 676
Robust control of forward-looking models 0 0 1 218 0 1 25 613
Robust estimation and control under commitment 0 0 0 51 0 1 10 198
Robust hidden Markov LQG problems 0 0 1 59 0 2 16 300
Robust identification of investor beliefs 0 0 0 10 0 0 6 43
Robust inattentive discrete choice 0 0 2 3 0 0 15 18
Robust inference for moment condition models without rational expectations 0 0 0 2 0 2 9 22
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 1 11 391
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 4 9 275
Robustness and U.S. Monetary Policy Experimentation 0 0 2 4 1 3 12 27
Robustness and ambiguity in continuous time 0 0 1 43 0 0 21 192
Seasonality and approximation errors in rational expectations models 0 0 0 148 1 2 14 379
Small noise methods for risk-sensitive/robust economies 0 0 1 42 2 3 12 194
Spectral methods for identifying scalar diffusions 0 0 0 120 1 2 11 296
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 0 6 157
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1 2 8 1,487 2 7 47 2,913
Structured ambiguity and model misspecification 0 0 0 22 0 3 17 70
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 0 2 18 274
The Empirical Foundations of Calibration 0 0 0 1,299 2 8 26 2,767
The Role of Conditioning Information in Deducing Testable 0 1 1 295 2 7 17 694
Three types of ambiguity 0 0 0 106 1 2 16 1,072
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 0 1 10 182
Twisted probabilities, uncertainty, and prices 0 0 0 8 0 1 12 57
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 0 5 30
Underidentification? 0 0 1 46 0 0 17 281
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 1 3 404
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 0 1 14 106
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 1 7 28
Total Journal Articles 9 38 146 22,558 67 299 1,933 66,178
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 0 1 15 435
Uncertainty within Economic Models 0 0 1 90 0 3 19 287
Total Books 0 0 1 90 0 4 34 722

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 2 12 44
Asset Pricing Explorations for Macroeconomics 0 0 0 123 2 3 33 426
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 1 2 13 22
Challenges in Identifying and Measuring Systemic Risk 0 0 0 220 1 3 28 672
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 2 2 30 118
Comment on "House Price Booms and the Current Account" 0 0 0 12 0 1 18 103
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 0 2 9 32
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 0 1 13 17
Discounted Linear Exponential Quadratic Gaussian Control 0 0 3 17 1 1 12 41
Doubts or Variability? 0 0 1 5 0 0 16 31
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 0 9 18
Intangible Risk 0 0 0 173 0 0 7 572
Intertemporal Substitution and Risk Aversion 0 0 1 556 0 1 18 1,086
Introduction 0 0 0 1 0 0 7 10
Introduction to Robustness 0 0 2 145 0 0 23 442
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 0 1 24 750
Micro data and general equilibrium models 1 4 13 1,518 1 9 41 3,327
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 0 16 524
Risk Pricing over Alternative Investment Horizons 0 1 1 16 1 2 41 113
Robust Control and Model Misspecification 0 0 1 5 0 0 15 48
Robust Control and Model Uncertainty 0 0 7 28 0 1 71 133
Robust Estimation and Control without Commitment 0 0 0 0 0 0 2 7
Robust Permanent Income and Pricing 0 0 0 4 1 2 10 30
Term Structure of Uncertainty in the Macroeconomy 0 0 1 22 0 0 16 104
Three Types of Ambiguity 0 0 0 0 0 0 7 15
Time Inconsistency of Robust Control? 0 1 2 16 0 2 12 84
Wanting Robustness in Macroeconomics 0 2 2 187 1 4 23 605
Total Chapters 1 8 34 3,527 11 39 526 9,374

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 0 18 817
Matlab code for robustifying Muth Filter 0 0 1 146 0 0 10 606
Matlab programs by Hansen and T. Sargent 0 2 7 10,442 2 4 34 26,753
Total Software Items 0 2 9 10,810 2 4 62 28,176

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Statistics updated 2026-08-07