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 1 2 24 49
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 1 1 255 2 4 21 857
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 526 1 1 16 1,686
Advances in economics and econometrics:theory and applications 0 0 0 0 0 0 17 147
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 1 1 6 398
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 435 2 3 27 1,855
Assessing specification errors in stochastic discount factor models 0 0 0 217 2 4 37 880
Asset Pricing Explorations for Macroeconomics 0 0 0 509 3 4 26 1,025
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 2 4 33 1,603
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 0 194 1 3 16 655
Biographical 0 0 0 24 3 5 18 81
Challenges in Identifying and Measuring Systemic Risk 0 0 0 78 1 2 6 134
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 2 5 16 270
Climate Change Uncertainty Spillover in the Macroeconomy 1 1 1 33 2 4 18 103
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 118 1 2 16 914
Econometric Evaluation of Asset Pricing Models 0 0 0 466 1 4 14 1,672
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 155 1 2 17 499
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 1 2 17 513
Exact linear rational expectations models: specification and estimation 1 2 4 459 1 2 18 1,014
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 2 4 18 346
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 1 4 392
Formulating and estimating continuous time rational expectations models 0 1 1 298 3 5 13 810
Formulating and estimating dynamic linear rational expectations models 0 1 1 695 3 7 26 1,436
Identification of continuous time rational expectations models from discrete time data 0 0 1 142 2 3 13 433
Implications of Security Market Data for Models of Dynamic Economies 0 1 1 178 7 10 37 875
Implications of security market data for models of dynamic economies 1 3 6 212 4 11 33 1,001
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 212 1 1 19 536
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 27 0 1 6 124
Linear rational expectations models for dynamically interrelated variables 0 0 1 257 1 1 24 729
Long Term Risk: An Operator Approach 0 0 0 92 4 5 16 383
Long-term Risk: An Operator Approach 0 0 0 78 3 5 20 204
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 0 52 3 5 19 222
Making Decisions under Model Misspecification 0 0 3 20 0 2 14 63
Making Decisions under Model Misspecification 0 0 1 18 1 2 13 48
Making Decisions under Model Misspecification 0 0 1 27 2 5 28 109
Managing expectations and fiscal policy 0 0 0 301 2 3 20 598
Mechanics of forming and estimating dynamic linear economies 0 0 0 489 1 1 11 1,260
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 2 4 16 702
Micro Data and General Equilibrium Models 0 0 0 1 4 5 31 1,931
Misspecified Recovery 0 0 0 42 1 4 24 199
Misspecified Recovery 0 0 0 3 2 2 11 57
Misspecified Recovery 0 0 0 26 4 7 13 219
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 3 3 12 344
Nonlinearity and Temporal Dependence 0 0 0 143 2 10 19 713
Nonlinearity and Temporal Dependence 0 0 0 48 5 5 23 175
Nonlinearity and Temporal Dependence 0 0 0 34 2 3 16 148
Nonlinearity and Temporal Dependence 0 0 0 42 3 3 14 150
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 2 2 17 1,008
Perturbation Methods for Risk-Sensitive Economies 0 0 1 113 1 2 17 363
Principal Components and Long Run Implications of Multivariate Diffusions 0 1 1 132 4 5 13 342
Principal Components and the Long Run 0 0 0 162 0 0 12 364
Principal components and the long run 0 0 0 49 5 5 18 142
Rational Policymaking during a Pandemic 0 0 0 11 0 0 5 16
Rational expectations models and the aliasing phenomenon 0 0 1 111 0 0 17 508
Rational policymaking during a pandemic 0 0 0 16 1 3 10 69
Recursive Linear Models of Dynamic Economies 0 0 1 553 2 3 26 1,557
Recursive robust estimation and control without commitment 0 0 0 125 2 4 18 458
Recursive utility in a Markov environment with stochastic growth 0 0 0 19 3 6 20 125
Risk Price Dynamics 0 0 0 83 2 4 18 298
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 0 0 4 1 2 12 46
Robust Identification of Investor Beliefs 0 0 0 13 0 4 14 48
Robust Identification of Investor Beliefs 0 0 0 13 3 4 23 82
Robust Permanent Income and Pricing 0 0 0 131 2 2 14 520
Robust Permanent Income and Pricing 0 0 0 340 3 5 27 973
Robustness and US Monetary 0 0 0 0 1 3 17 136
Sets of Models and Prices of Uncertainty 0 0 3 132 2 2 20 301
Shock Elasticities and Impulse Responses 0 0 0 61 2 2 17 189
Small Sample Properties of Alternative GMM Estimators 0 0 0 130 2 2 8 295
Stochastic Compounding and Uncertain Valuation 0 1 2 18 3 4 11 106
Term Structure of Uncertainty in the Macroeconomy 0 0 2 74 2 4 19 683
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 1 1 1 561 1 4 31 1,049
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 1 67 1 2 14 333
Uncertainty Outside and Inside Economic Models 0 0 1 96 2 5 20 315
Uncertainty Outside and Inside Economic Models 0 0 1 115 0 0 14 313
Uncertainty Spillovers for Markets and Policy 0 0 0 12 1 1 11 43
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 1 2 9 61
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 73 2 4 23 271
Underidentification? 0 0 0 69 4 4 14 317
Underidentification? 0 0 1 268 2 3 14 1,109
Underidentification? (Resumen) 0 0 0 63 2 9 29 228
Total Working Papers 4 13 44 12,123 155 274 1,428 41,230

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 1 1 2 235 2 6 40 670
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 1 1 3 579 2 3 20 1,796
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 1 198 1 2 32 481
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 3 3 9 360
A note on first degree stochastic dominance 0 0 0 167 0 0 8 570
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 3 323 2 2 31 786
Acknowledgement Misspecification in Macroeconomic Theory 0 0 0 23 1 2 14 457
Acknowledging Misspecification in Macroeconomic Theory 0 0 0 290 0 0 15 1,403
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 1 11 163
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 3 316 3 4 53 923
Asset pricing under smooth ambiguity in continuous time 0 0 0 1 1 2 9 20
BOOTSTRAPPING THE LONG RUN 0 0 0 36 0 0 10 117
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 1 1 1 214 2 3 11 734
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 110 1 2 9 454
Central banking challenges posed by uncertain climate change and natural disasters 0 0 1 35 0 1 19 144
Certainty equivalence and model uncertainty 0 0 2 210 0 1 23 673
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 10 2 3 41 96
Comment 0 0 0 6 5 5 9 62
Comment 0 0 0 1 2 3 4 13
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 2 2 4 14
Consumption Strikes Back? Measuring Long-Run Risk 0 0 0 358 2 3 32 1,253
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 2 2 8 105
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 1 1 6 14
Doubts or variability? 0 0 1 146 2 5 26 489
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 3 3 17 227
Econometric Evaluation of Asset Pricing Models 0 0 0 170 0 1 6 516
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 2 2 12 403
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 0 0 5 2 3 10 16
Empirical and policy performance of a forward-looking monetary model, comments 0 0 0 17 2 2 4 81
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 2 2 11 471
Examining macroeconomic models through the lens of asset pricing 1 1 1 42 3 3 14 196
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 7 8 29 1,180
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 6 8 14 323
Formulating and estimating dynamic linear rational expectations models 0 2 2 441 1 7 37 1,175
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 8 15 2,174 7 29 85 6,464
Four types of ignorance 0 0 1 59 2 2 14 603
Fragile beliefs and the price of uncertainty 0 0 0 44 4 4 12 167
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 1 8 1,471 4 10 218 3,664
Implications of Security Market Data for Models of Dynamic Economies 2 10 30 1,611 13 45 147 4,277
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 1 1 17 240
Introduction to model uncertainty and robustness 0 0 1 136 3 3 13 321
Large Sample Properties of Generalized Method of Moments Estimators 2 8 32 5,985 21 43 169 15,482
Long-Term Risk: An Operator Approach 0 0 0 102 3 4 32 502
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 0 15 0 1 20 93
Misspecified Recovery 0 0 2 15 3 4 20 147
Model uncertainty and policy evaluation: some theory and empirics - comments 0 0 0 33 3 3 7 111
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 1 1 20 637
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 1 132 0 2 18 511
Nonlinearity and temporal dependence 1 1 1 66 1 2 18 264
Pricing Uncertainty Induced by Climate Change 0 0 1 75 5 9 42 316
Pricing growth-rate risk 0 1 1 44 1 2 14 154
Proofs for large sample properties of generalized method of moments estimators 0 1 5 74 0 3 27 276
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 2 2 12 150
Recursive linear models of dynamic economies 0 0 0 1 5 6 20 786
Recursive robust estimation and control without commitment 0 0 0 156 2 2 22 444
Repercussions of Pandemics on Markets and Policy 0 0 0 5 1 2 8 26
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 0 0 5 8 1 3 47 52
Robust Control and Model Uncertainty 1 3 8 903 6 11 45 2,019
Robust Permanent Income and Pricing 0 0 1 443 1 1 29 1,000
Robust control and model misspecification 0 0 1 267 1 2 25 678
Robust control of forward-looking models 0 0 1 218 3 3 26 616
Robust estimation and control under commitment 0 0 0 51 1 2 8 200
Robust hidden Markov LQG problems 0 0 1 59 4 5 21 305
Robust identification of investor beliefs 0 1 1 11 0 2 8 45
Robust inattentive discrete choice 0 0 1 3 3 3 15 21
Robust inference for moment condition models without rational expectations 0 0 0 2 3 3 12 25
Robustness and Pricing with Uncertain Growth 0 0 0 1 4 5 14 396
Robustness and U.S. Monetary Policy Experimentation 0 0 2 4 5 6 17 33
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 3 4 13 279
Robustness and ambiguity in continuous time 0 0 0 43 1 1 18 193
Seasonality and approximation errors in rational expectations models 0 0 0 148 2 2 16 381
Small noise methods for risk-sensitive/robust economies 0 0 1 42 4 5 17 199
Spectral methods for identifying scalar diffusions 0 0 0 120 1 2 11 298
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 1 1 5 158
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 4 10 1,491 3 8 45 2,921
Structured ambiguity and model misspecification 0 1 1 23 1 2 15 72
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 5 5 20 279
The Empirical Foundations of Calibration 1 1 1 1,300 3 5 26 2,772
The Role of Conditioning Information in Deducing Testable 0 1 2 296 0 2 18 696
Three types of ambiguity 0 0 0 106 3 4 19 1,076
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 1 2 11 184
Twisted probabilities, uncertainty, and prices 0 0 0 8 0 0 10 57
Uncertainty Spillovers for Markets and Policy 0 0 0 2 2 2 7 32
Underidentification? 0 0 1 46 2 3 18 284
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 2 3 5 407
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 2 2 16 108
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 3 3 9 31
Total Journal Articles 12 47 155 22,656 217 377 2,119 67,837
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 5 7 22 442
Uncertainty within Economic Models 0 1 2 91 0 3 22 290
Total Books 0 1 2 91 5 10 44 732

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 2 2 13 46
Asset Pricing Explorations for Macroeconomics 0 0 0 123 3 5 36 431
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 1 1 13 23
Challenges in Identifying and Measuring Systemic Risk 0 0 0 220 1 2 30 674
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 1 1 21 119
Comment on "House Price Booms and the Current Account" 0 0 0 12 1 2 18 105
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 2 2 11 34
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 2 2 14 19
Discounted Linear Exponential Quadratic Gaussian Control 1 1 4 18 4 5 16 46
Doubts or Variability? 0 0 0 5 1 2 16 33
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 1 1 7 19
Intangible Risk 0 0 0 173 1 1 8 573
Intertemporal Substitution and Risk Aversion 0 0 1 556 3 3 19 1,089
Introduction 0 0 0 1 1 1 8 11
Introduction to Robustness 0 1 2 146 1 6 28 448
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 3 4 28 754
Micro data and general equilibrium models 1 1 11 1,519 3 4 41 3,331
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 4 6 20 530
Risk Pricing over Alternative Investment Horizons 0 0 1 16 3 3 44 116
Robust Control and Model Misspecification 0 0 0 5 2 4 17 52
Robust Control and Model Uncertainty 0 1 7 29 2 6 75 139
Robust Estimation and Control without Commitment 0 0 0 0 1 2 4 9
Robust Permanent Income and Pricing 1 1 1 5 1 4 14 34
Term Structure of Uncertainty in the Macroeconomy 0 0 0 22 0 1 14 105
Three Types of Ambiguity 0 0 0 0 1 3 10 18
Time Inconsistency of Robust Control? 0 1 3 17 0 3 14 87
Wanting Robustness in Macroeconomics 0 0 2 187 6 9 30 614
Total Chapters 3 6 32 3,533 51 85 569 9,459

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 0 222 2 2 19 819
Matlab code for robustifying Muth Filter 0 0 0 146 1 2 9 608
Matlab programs by Hansen and T. Sargent 0 1 4 10,443 0 2 28 26,755
Total Software Items 0 1 4 10,811 3 6 56 28,182

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Statistics updated 2026-11-12