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 1 6 18
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 2 3 1,668
Advances in economics and econometrics:theory and applications 0 0 0 0 0 0 2 127
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 1 1 3 392
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 1 4 7 1,826
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 1 1 3 997
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 0 1 4 1,570
Beliefs, Doubts and Learning: Valuing Economic Risk 0 1 1 194 0 1 3 635
Biographical 0 0 0 24 1 1 2 63
Challenges in Identifying and Measuring Systemic Risk 0 0 1 130 1 2 5 253
Challenges in Identifying and Measuring Systemic Risk 0 0 0 76 0 2 2 125
Climate Change Uncertainty Spillover in the Macroeconomy 1 1 2 32 1 1 4 81
Consumption Strikes Back?: Measuring Long-Run Risk 0 1 1 118 0 1 4 897
Econometric Evaluation of Asset Pricing Models 0 0 0 466 0 1 2 1,655
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 154 0 2 2 481
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 0 2 3 496
Exact linear rational expectations models: specification and estimation 0 0 1 455 1 2 5 992
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 0 1 1 328
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 1 2 386
Formulating and estimating continuous time rational expectations models 0 1 3 295 1 5 9 791
Formulating and estimating dynamic linear rational expectations models 0 0 1 694 1 4 6 1,408
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 0 2 4 175 2 5 13 834
Implications of security market data for models of dynamic economies 0 0 2 205 0 1 7 966
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 210 0 1 2 514
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen 0 0 0 26 0 1 1 117
Linear rational expectations models for dynamically interrelated variables 0 2 6 254 1 4 9 700
Long Term Risk: An Operator Approach 0 0 0 92 0 2 2 367
Long-term Risk: An Operator Approach 0 1 1 78 0 2 2 181
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 51 1 1 4 200
Making Decisions under Model Misspecification 1 1 2 14 1 1 5 31
Making Decisions under Model Misspecification 1 1 1 17 1 1 4 48
Making Decisions under Model Misspecification 0 0 0 24 0 1 10 74
Managing expectations and fiscal policy 1 2 2 301 2 5 7 576
Mechanics of forming and estimating dynamic linear economies 0 0 0 488 1 4 6 1,244
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 2 5 11 1,894
Misspecified Recovery 0 0 0 25 0 1 3 204
Misspecified Recovery 0 0 0 42 0 0 0 174
Misspecified Recovery 0 0 0 3 0 1 1 43
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 0 0 1 327
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 48 0 1 2 150
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 1 135
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 131
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 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 0 1 1 352
Principal components and the long run 0 0 0 49 0 1 2 123
Rational Policymaking during a Pandemic 0 0 0 11 0 0 1 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 0 3 6 56
Recursive Linear Models of Dynamic Economies 0 0 0 552 1 1 3 1,526
Recursive robust estimation and control without commitment 0 0 0 125 1 1 2 438
Recursive utility in a Markov environment with stochastic growth 0 1 1 14 0 1 2 98
Risk Price Dynamics 0 0 0 82 1 2 2 276
Risk Price Dynamics 0 0 0 0 0 0 0 0
Robust Identification of Investor Beliefs 0 0 0 13 0 1 4 58
Robust Identification of Investor Beliefs 0 1 1 11 0 1 3 31
Robust Identification of Investor Beliefs 0 0 0 4 0 0 1 34
Robust Permanent Income and Pricing 0 0 2 340 1 1 4 944
Robust Permanent Income and Pricing 0 0 0 131 0 1 1 504
Robustness and US Monetary 0 0 0 0 1 1 3 118
Sets of Models and Prices of Uncertainty 0 0 0 123 0 1 2 270
Shock Elasticities and Impulse Responses 0 0 0 61 0 0 1 172
Small Sample Properties of Alternative GMM Estimators 0 0 0 129 0 0 0 285
Stochastic Compounding and Uncertain Valuation 0 1 1 15 0 1 2 93
Term Structure of Uncertainty in the Macroeconomy 0 1 2 72 0 1 195 662
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 4 17 551 2 11 38 1,000
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 0 1 1 315
Uncertainty Outside and Inside Economic Models 0 1 1 95 1 2 3 293
Uncertainty Outside and Inside Economic Models 0 0 0 114 1 2 2 299
Uncertainty Spillovers for Markets and Policy 0 1 1 12 0 2 4 32
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 0 7 50
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 0 71 0 1 9 245
Underidentification? 0 0 0 267 0 0 3 1,092
Underidentification? 0 0 0 69 0 1 2 302
Underidentification? (Resumen) 0 0 0 63 0 0 0 199
Total Working Papers 4 23 59 12,027 32 112 486 39,597

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 4 231 3 4 12 623
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 1 2 4 574 1 3 11 1,770
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 2 2 3 194 3 4 6 442
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 1 4 8 349
A note on first degree stochastic dominance 0 0 0 167 0 0 0 562
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 0 5 319 0 0 12 751
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 22 2 2 4 441
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 289 1 3 9 1,385
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 1 1 2 150
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 313 0 2 6 863
Asset pricing under smooth ambiguity in continuous time 0 0 0 0 0 0 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 1 1 4 723
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 109 0 1 3 438
Central banking challenges posed by uncertain climate change and natural disasters 0 1 4 31 2 4 28 111
Certainty equivalence and model uncertainty 0 0 2 206 1 3 10 647
Climate Change Uncertainty Spillover in the Macroeconomy 2 2 5 10 2 5 22 46
Comment 0 0 0 1 0 0 0 9
Comment 0 0 0 6 0 1 2 53
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 0 4 357 2 4 16 1,214
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 1 41 0 0 1 97
Correction to: Asset pricing under smooth ambiguity in continuous time 0 0 2 3 0 0 3 6
Doubts or variability? 0 0 1 144 3 4 8 457
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 3 44 0 1 5 208
Econometric Evaluation of Asset Pricing Models 0 0 2 170 0 1 3 510
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 5 179
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 0 4 39 1,141
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 1 1 308
Formulating and estimating dynamic linear rational expectations models 0 0 1 439 4 5 12 1,134
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 6 12 29 2,153 9 18 70 6,354
Four types of ignorance 0 0 0 57 2 3 5 588
Fragile beliefs and the price of uncertainty 0 0 1 44 0 3 4 154
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 0 1 15 1,457 0 4 41 3,429
Implications of Security Market Data for Models of Dynamic Economies 10 16 61 1,566 17 34 123 4,092
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 1 3 5 222
Introduction to model uncertainty and robustness 0 1 1 135 1 2 4 307
Large Sample Properties of Generalized Method of Moments Estimators 3 11 47 5,939 8 27 136 15,260
Long-Term Risk: An Operator Approach 0 1 1 102 0 2 2 468
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 0 14 1 1 4 67
Misspecified Recovery 0 0 0 13 0 0 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 0 1 1 616
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 0 130 0 4 6 488
Nonlinearity and temporal dependence 0 0 0 64 0 1 1 244
Pricing Uncertainty Induced by Climate Change 0 0 8 70 3 4 28 256
Pricing growth-rate risk 0 0 0 43 0 0 1 140
Proofs for large sample properties of generalized method of moments estimators 0 0 0 68 0 2 6 246
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 0 1 2 134
Recursive linear models of dynamic economies 0 0 0 1 2 3 3 765
Recursive robust estimation and control without commitment 0 0 0 155 0 1 2 420
Repercussions of Pandemics on Markets and Policy 0 0 0 5 1 1 1 17
Robust Control and Model Uncertainty 0 0 7 894 1 1 13 1,961
Robust Permanent Income and Pricing 1 1 4 440 4 5 14 964
Robust control and model misspecification 0 0 3 266 1 2 13 650
Robust control of forward-looking models 0 0 1 216 1 2 6 587
Robust estimation and control under commitment 0 0 1 51 1 1 2 187
Robust hidden Markov LQG problems 1 1 2 58 1 2 4 282
Robust identification of investor beliefs 0 0 0 9 1 1 6 35
Robust inference for moment condition models without rational expectations 0 1 2 2 0 3 10 10
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 1 4 377
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 1 1 266
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 1 1 2 15
Robustness and ambiguity in continuous time 0 0 0 42 0 1 4 170
Seasonality and approximation errors in rational expectations models 0 1 3 147 2 3 9 363
Small noise methods for risk-sensitive/robust economies 0 0 0 40 1 1 5 181
Spectral methods for identifying scalar diffusions 1 1 2 120 1 1 4 285
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 3 26 1,477 5 12 65 2,860
Structured ambiguity and model misspecification 0 1 2 21 0 2 10 49
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 0 1 2 254
The Empirical Foundations of Calibration 0 0 0 1,299 2 2 2 2,741
The Role of Conditioning Information in Deducing Testable 0 0 2 293 1 3 8 675
Three types of ambiguity 0 0 2 106 0 1 14 1,056
Time-Series Econometrics in Macroeconomics and Finance 0 0 2 45 1 2 6 169
Twisted probabilities, uncertainty, and prices 0 1 1 8 3 4 6 43
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 2 3 24
Underidentification? 1 1 1 45 1 4 9 262
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 1 1 1 92
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 1 2 2 21
Total Journal Articles 30 61 272 22,407 103 235 910 65,289
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 1 1 4 418
Uncertainty within Economic Models 0 0 3 89 1 2 5 266
Total Books 0 0 3 89 2 3 9 684

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 1 1 32
Asset Pricing Explorations for Macroeconomics 0 0 1 122 2 2 7 392
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 0 0 0 8
Challenges in Identifying and Measuring Systemic Risk 0 1 3 220 0 2 8 643
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 1 1 9 87
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 0 3 13 1 1 6 27
Doubts or Variability? 0 0 0 4 1 1 2 14
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 0 2 8
Intangible Risk 0 0 2 173 1 1 3 564
Intertemporal Substitution and Risk Aversion 0 0 2 555 0 0 5 1,068
Introduction 0 0 0 1 0 0 0 3
Introduction to Robustness 0 0 2 143 1 2 6 418
Mechanics of forming and estimating dynamic linear economies 0 0 3 276 1 4 11 725
Micro data and general equilibrium models 3 3 10 1,500 6 11 28 3,276
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 0 2 508
Risk Pricing over Alternative Investment Horizons 1 1 1 15 1 2 3 72
Robust Control and Model Misspecification 0 0 1 4 0 1 8 30
Robust Control and Model Uncertainty 0 0 6 20 1 2 15 61
Robust Estimation and Control without Commitment 0 0 0 0 1 2 2 5
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 1 1 3 8
Time Inconsistency of Robust Control? 0 0 0 14 1 3 3 70
Wanting Robustness in Macroeconomics 0 1 3 184 2 4 7 579
Total Chapters 4 6 37 3,483 21 41 140 8,812

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 2 2 798
Matlab code for robustifying Muth Filter 0 0 0 145 1 2 3 596
Matlab programs by Hansen and T. Sargent 0 5 41 10,428 2 11 75 26,706
Total Software Items 0 5 41 10,794 4 15 80 28,100

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12