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 0 7 1 5 12 29
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 1 254 1 4 6 839
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 2 526 4 7 11 1,677
Advances in economics and econometrics:theory and applications 0 0 0 0 3 5 9 135
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 2 3 4 395
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 2 5 11 1,832
Assessing specification errors in stochastic discount factor models 0 0 0 217 0 2 4 844
Asset Pricing Explorations for Macroeconomics 0 0 1 509 1 4 6 1,002
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 4 6 7 1,576
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 1 194 2 4 8 642
Biographical 0 0 0 24 0 2 3 65
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 2 4 7 258
Challenges in Identifying and Measuring Systemic Risk 0 0 2 78 2 3 7 130
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 32 0 1 6 85
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 118 1 4 6 902
Econometric Evaluation of Asset Pricing Models 0 0 0 466 2 5 6 1,660
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 1 155 1 4 7 486
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 3 6 8 502
Exact linear rational expectations models: specification and estimation 0 0 0 455 3 7 12 1,002
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 3 3 4 331
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 2 5 389
Formulating and estimating continuous time rational expectations models 0 1 3 297 1 5 12 798
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 2 8 13 1,417
Identification of continuous time rational expectations models from discrete time data 0 0 0 141 0 2 2 422
Implications of Security Market Data for Models of Dynamic Economies 0 2 4 177 10 12 21 848
Implications of security market data for models of dynamic economies 0 1 2 206 3 4 7 971
Instrumental variables procedures for estimating linear rational expectations models 0 0 1 211 4 6 9 522
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 1 27 0 0 2 118
Linear rational expectations models for dynamically interrelated variables 0 0 5 256 1 4 14 709
Long Term Risk: An Operator Approach 0 0 0 92 0 1 3 368
Long-term Risk: An Operator Approach 0 0 1 78 3 5 10 189
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 0 0 4 203
Making Decisions under Model Misspecification 0 2 5 18 3 5 9 39
Making Decisions under Model Misspecification 0 2 3 19 2 6 7 54
Making Decisions under Model Misspecification 0 1 2 26 4 6 14 86
Managing expectations and fiscal policy 0 0 2 301 0 6 12 583
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 2 7 15 1,255
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 1 1 1 687
Micro Data and General Equilibrium Models 0 0 0 1 3 11 18 1,906
Misspecified Recovery 0 0 0 42 4 5 6 180
Misspecified Recovery 0 0 1 26 0 2 5 207
Misspecified Recovery 0 0 0 3 1 2 5 47
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 2 3 7 334
Nonlinearity and Temporal Dependence 0 0 0 34 1 4 5 135
Nonlinearity and Temporal Dependence 0 0 0 42 1 6 6 141
Nonlinearity and Temporal Dependence 0 0 0 143 2 3 3 696
Nonlinearity and Temporal Dependence 0 0 0 48 5 5 8 157
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 3 6 7 996
Perturbation Methods for Risk-Sensitive Economies 0 0 1 112 3 5 6 350
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 2 3 5 332
Principal Components and the Long Run 0 0 0 162 0 0 1 352
Principal components and the long run 0 0 0 49 4 7 8 130
Rational Policymaking during a Pandemic 0 0 0 11 0 2 3 11
Rational expectations models and the aliasing phenomenon 0 0 0 110 2 8 9 499
Rational policymaking during a pandemic 0 0 0 16 0 0 6 59
Recursive Linear Models of Dynamic Economies 0 0 0 552 1 6 11 1,535
Recursive robust estimation and control without commitment 0 0 0 125 1 4 8 444
Recursive utility in a Markov environment with stochastic growth 0 0 6 19 2 6 12 109
Risk Price Dynamics 0 0 1 83 0 4 9 283
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 1 3 13 2 5 7 37
Robust Identification of Investor Beliefs 0 0 0 4 2 3 3 37
Robust Identification of Investor Beliefs 0 0 0 13 0 2 4 61
Robust Permanent Income and Pricing 0 0 0 340 1 9 11 954
Robust Permanent Income and Pricing 0 0 0 131 2 3 6 509
Robustness and US Monetary 0 0 0 0 0 1 3 120
Sets of Models and Prices of Uncertainty 0 2 7 130 1 4 15 284
Shock Elasticities and Impulse Responses 0 0 0 61 2 3 3 175
Small Sample Properties of Alternative GMM Estimators 0 0 1 130 1 2 3 288
Stochastic Compounding and Uncertain Valuation 0 0 2 16 1 3 5 97
Term Structure of Uncertainty in the Macroeconomy 0 1 2 73 3 4 7 668
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 4 16 560 5 17 45 1,029
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 0 3 7 321
Uncertainty Outside and Inside Economic Models 0 0 1 95 2 2 6 297
Uncertainty Outside and Inside Economic Models 0 1 1 115 1 2 4 301
Uncertainty Spillovers for Markets and Policy 0 0 1 12 1 4 6 36
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 3 4 6 56
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 3 5 11 253
Underidentification? 0 0 0 69 0 2 3 304
Underidentification? 0 0 0 267 1 6 7 1,098
Underidentification? (Resumen) 0 0 0 63 3 10 10 209
Total Working Papers 0 18 87 12,085 144 350 624 40,087

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 4 234 4 13 24 643
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 4 576 5 6 15 1,781
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 0 5 197 10 21 30 468
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 1 3 9 354
A note on first degree stochastic dominance 0 0 0 167 0 1 1 563
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 2 320 2 11 17 766
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 23 1 1 5 444
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 0 2 8 1,390
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 2 3 6 155
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 313 24 29 35 896
Asset pricing under smooth ambiguity in continuous time 0 0 1 1 0 3 5 11
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 0 213 1 3 5 726
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 1 110 1 2 10 447
Central banking challenges posed by uncertain climate change and natural disasters 0 0 4 34 4 6 24 130
Certainty equivalence and model uncertainty 0 1 3 208 0 1 7 650
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 10 8 13 29 68
Comment 0 0 0 6 1 2 3 55
Comment 0 0 0 1 0 0 0 9
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 0 1 2 11
Consumption Strikes Back? Measuring Long-Run Risk 0 0 3 358 7 9 22 1,230
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 0 41 1 1 1 98
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 0 3 1 3 3 9
Doubts or variability? 0 0 1 145 2 5 12 465
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 0 44 1 3 5 212
Econometric Evaluation of Asset Pricing Models 0 0 1 170 2 2 4 512
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 2 3 392
Emission Prices, Biomass, and Biodiversity in Tropical Forests 0 2 5 5 1 4 8 8
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 1 1 2 461
Examining macroeconomic models through the lens of asset pricing 0 0 0 41 1 3 6 185
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 5 11 23 1,156
Formulating and estimating dynamic linear rational expectations models 0 0 1 439 4 9 18 1,145
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 2 4 24 2,162 13 30 73 6,402
Four types of ignorance 0 0 1 58 2 3 7 592
Fragile beliefs and the price of uncertainty 0 0 0 44 0 0 4 155
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 3 3 11 1,466 9 14 36 3,458
Implications of Security Market Data for Models of Dynamic Economies 2 4 39 1,584 6 22 95 4,146
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 1 3 8 226
Introduction to model uncertainty and robustness 0 0 1 135 0 1 4 308
Large Sample Properties of Generalized Method of Moments Estimators 1 7 32 5,958 16 46 117 15,342
Long-Term Risk: An Operator Approach 0 0 1 102 0 1 5 471
Macroeconomic uncertainty prices when beliefs are tenuous 0 1 1 15 4 8 14 80
Misspecified Recovery 0 1 1 14 2 4 5 131
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 4 8 10 625
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 1 1 131 2 5 12 496
Nonlinearity and temporal dependence 0 0 1 65 5 5 8 251
Pricing Uncertainty Induced by Climate Change 0 3 6 74 7 17 38 284
Pricing growth-rate risk 0 0 0 43 2 2 3 142
Proofs for large sample properties of generalized method of moments estimators 0 0 1 69 6 10 15 259
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 1 4 7 140
Recursive robust estimation and control without commitment 0 0 1 156 0 10 13 432
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 1 3 19
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 1 2 5 5 3 5 10 10
Robust Control and Model Uncertainty 1 2 3 896 6 13 24 1,983
Robust Permanent Income and Pricing 0 1 3 442 1 4 15 974
Robust control and model misspecification 0 0 1 266 2 7 13 660
Robust control of forward-looking models 0 0 1 217 4 7 12 597
Robust estimation and control under commitment 0 0 0 51 0 4 6 192
Robust hidden Markov LQG problems 0 0 1 58 1 1 5 285
Robust identification of investor beliefs 0 0 1 10 1 1 6 38
Robust inattentive discrete choice 1 1 3 3 4 5 10 10
Robust inference for moment condition models without rational expectations 0 0 1 2 1 2 10 15
Robustness and Pricing with Uncertain Growth 0 0 0 1 1 3 8 383
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 2 3 268
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 0 0 2 16
Robustness and ambiguity in continuous time 0 1 1 43 0 4 10 178
Seasonality and approximation errors in rational expectations models 0 0 2 148 3 4 11 369
Small noise methods for risk-sensitive/robust economies 0 0 1 41 0 2 5 184
Spectral methods for identifying scalar diffusions 0 0 1 120 1 5 7 291
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 1 3 4 154
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 1 8 1,482 5 15 43 2,887
Structured ambiguity and model misspecification 0 0 2 22 2 5 13 59
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 2 4 8 261
The Empirical Foundations of Calibration 0 0 0 1,299 3 9 12 2,751
The Role of Conditioning Information in Deducing Testable 0 0 1 294 0 1 7 679
Three types of ambiguity 0 0 0 106 1 2 4 1,059
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 1 2 8 175
Twisted probabilities, uncertainty, and prices 0 0 1 8 1 3 9 48
Uncertainty Spillovers for Markets and Policy 0 0 0 2 1 2 5 27
Underidentification? 0 0 1 45 1 7 14 272
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 1 1 402
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 3 4 5 96
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 1 3 22
Total Journal Articles 12 36 197 22,471 220 496 1,112 64,851
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 4 4 7 424
Uncertainty within Economic Models 0 0 0 89 1 2 6 270
Total Books 0 0 0 89 5 6 13 694

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 4 5 36
Asset Pricing Explorations for Macroeconomics 0 0 1 123 1 5 9 399
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 4 6 8 16
Challenges in Identifying and Measuring Systemic Risk 0 0 1 220 1 5 8 649
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 2 13 20 105
Comment on "House Price Booms and the Current Account" 0 0 0 12 5 5 7 92
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" 0 0 0 4 2 3 3 26
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 1 3 5 7
Discounted Linear Exponential Quadratic Gaussian Control 0 0 2 14 1 2 6 31
Doubts or Variability? 0 1 1 5 0 2 5 18
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 1 4 5 13
Intangible Risk 0 0 0 173 3 6 8 571
Intertemporal Substitution and Risk Aversion 1 1 1 556 3 7 8 1,076
Introduction 0 0 0 1 1 2 2 5
Introduction to Robustness 0 0 2 144 2 8 14 428
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 3 7 14 733
Micro data and general equilibrium models 1 5 14 1,510 7 18 42 3,304
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 1 3 5 513
Risk Pricing over Alternative Investment Horizons 0 0 1 15 14 15 18 87
Robust Control and Model Misspecification 0 1 2 5 1 5 12 38
Robust Control and Model Uncertainty 1 3 6 24 3 10 16 73
Robust Estimation and Control without Commitment 0 0 0 0 0 0 2 5
Robust Permanent Income and Pricing 0 0 0 4 1 1 1 21
Term Structure of Uncertainty in the Macroeconomy 0 0 2 22 3 6 10 96
Three Types of Ambiguity 0 0 0 0 1 1 2 9
Time Inconsistency of Robust Control? 1 1 1 15 3 4 10 77
Wanting Robustness in Macroeconomics 0 0 2 185 4 6 15 590
Total Chapters 4 12 36 3,507 70 151 260 9,018

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 1 1 222 4 6 9 805
Matlab code for robustifying Muth Filter 0 1 1 146 1 4 8 602
Matlab programs by Hansen and T. Sargent 1 1 18 10,440 5 8 43 26,735
Total Software Items 1 3 20 10,808 10 18 60 28,142

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Statistics updated 2026-01-09