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 2 6 8 24
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 0 253 1 1 1 834
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 2 3 526 0 2 5 1,670
Advances in economics and econometrics:theory and applications 0 0 0 0 1 1 3 128
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 0 2 392
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 1 1 8 1,827
Assessing specification errors in stochastic discount factor models 0 0 1 217 2 2 4 842
Asset Pricing Explorations for Macroeconomics 0 0 1 509 0 0 2 998
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 0 0 0 403 0 0 1 1,570
Beliefs, Doubts and Learning: Valuing Economic Risk 0 0 1 194 0 3 5 638
Biographical 0 0 0 24 0 0 2 63
Challenges in Identifying and Measuring Systemic Risk 0 0 0 130 1 1 4 254
Challenges in Identifying and Measuring Systemic Risk 0 1 2 78 0 1 4 127
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 2 32 0 1 4 82
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 1 118 0 1 3 898
Econometric Evaluation of Asset Pricing Models 0 0 0 466 0 0 1 1,655
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 1 1 155 0 1 3 482
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 160 0 0 3 496
Exact linear rational expectations models: specification and estimation 0 0 1 455 1 1 6 994
Examining macroeconomic models through the lens of asset pricing 0 0 0 114 0 0 1 328
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 1 3 387
Formulating and estimating continuous time rational expectations models 0 1 2 296 0 1 8 792
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 0 1 6 1,409
Identification of continuous time rational expectations models from discrete time data 0 0 0 141 0 0 2 420
Implications of Security Market Data for Models of Dynamic Economies 0 0 3 175 0 2 11 836
Implications of security market data for models of dynamic economies 0 0 2 205 0 1 7 967
Instrumental variables procedures for estimating linear rational expectations models 0 1 1 211 1 2 4 516
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 6 255 1 3 12 704
Long Term Risk: An Operator Approach 0 0 0 92 0 0 2 367
Long-term Risk: An Operator Approach 0 0 1 78 2 3 5 184
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 1 2 52 2 3 7 203
Making Decisions under Model Misspecification 1 1 4 16 1 2 6 34
Making Decisions under Model Misspecification 0 0 1 17 0 0 3 48
Making Decisions under Model Misspecification 0 1 1 25 1 4 12 78
Managing expectations and fiscal policy 0 0 2 301 0 1 6 577
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 0 1 8 1,247
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 0 0 0 686
Micro Data and General Equilibrium Models 0 0 0 1 0 1 10 1,895
Misspecified Recovery 0 0 0 42 0 0 0 174
Misspecified Recovery 0 0 0 3 1 1 2 44
Misspecified Recovery 0 1 1 26 0 1 4 205
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 0 0 0 111 2 2 3 329
Nonlinearity and Temporal Dependence 0 0 0 48 0 1 4 152
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 131
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 0 135
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 0 0 3 990
Perturbation Methods for Risk-Sensitive Economies 0 0 0 111 0 0 0 344
Principal Components and Long Run Implications of Multivariate Diffusions 0 1 1 131 0 1 2 328
Principal Components and the Long Run 0 0 0 162 0 0 1 352
Principal components and the long run 0 0 0 49 0 0 1 123
Rational Policymaking during a Pandemic 0 0 0 11 1 1 2 9
Rational expectations models and the aliasing phenomenon 0 0 0 110 0 1 1 491
Rational policymaking during a pandemic 0 0 0 16 0 1 7 59
Recursive Linear Models of Dynamic Economies 0 0 0 552 0 0 3 1,526
Recursive robust estimation and control without commitment 0 0 0 125 0 1 3 439
Recursive utility in a Markov environment with stochastic growth 1 3 5 18 1 3 5 102
Risk Price Dynamics 0 1 1 83 1 3 5 279
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 1 4 59
Robust Identification of Investor Beliefs 0 0 2 12 0 0 4 32
Robust Permanent Income and Pricing 0 0 0 131 1 2 3 506
Robust Permanent Income and Pricing 0 0 1 340 0 1 3 945
Robustness and US Monetary 0 0 0 0 0 1 3 119
Sets of Models and Prices of Uncertainty 1 4 5 128 2 5 10 278
Shock Elasticities and Impulse Responses 0 0 0 61 0 0 1 172
Small Sample Properties of Alternative GMM Estimators 0 1 1 130 0 1 1 286
Stochastic Compounding and Uncertain Valuation 0 1 2 16 0 1 3 94
Term Structure of Uncertainty in the Macroeconomy 0 0 1 72 0 1 4 664
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 2 19 556 1 5 39 1,011
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 0 2 3 317
Uncertainty Outside and Inside Economic Models 0 0 0 114 0 0 2 299
Uncertainty Outside and Inside Economic Models 0 0 1 95 0 1 3 294
Uncertainty Spillovers for Markets and Policy 0 0 1 12 0 0 3 32
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 1 2 3 52
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 1 1 72 1 3 6 248
Underidentification? 0 0 0 267 0 0 2 1,092
Underidentification? 0 0 0 69 0 0 1 302
Underidentification? (Resumen) 0 0 0 63 0 0 0 199
Total Working Papers 3 24 82 12,063 29 90 330 39,710

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 6 233 3 6 18 630
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 5 575 0 2 10 1,773
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 0 2 6 197 0 2 9 445
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 0 1 10 351
A note on first degree stochastic dominance 0 0 0 167 0 0 0 562
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 1 5 320 0 3 10 755
Acknowledgement Misspecification in Macroeconomic Theory 0 0 2 23 0 0 4 442
Acknowledging Misspecification in Macroeconomic Theory 0 1 2 290 1 2 8 1,388
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 0 2 3 152
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 313 2 2 9 866
Asset pricing under smooth ambiguity in continuous time 0 0 0 0 0 0 3 7
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 0 4 723
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 109 2 3 4 441
Central banking challenges posed by uncertain climate change and natural disasters 0 2 6 34 3 9 27 124
Certainty equivalence and model uncertainty 0 0 2 206 0 1 8 648
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 4 10 0 5 18 51
Comment 0 0 0 1 0 0 0 9
Comment 0 0 0 6 0 0 1 53
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models 0 0 0 2 0 1 1 10
Consumption Strikes Back? Measuring Long-Run Risk 0 1 3 358 0 3 14 1,220
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 1 3 0 0 2 6
Doubts or variability? 1 1 2 145 1 3 9 460
Dynamic Valuation Decomposition Within Stochastic Economies 0 0 1 44 0 1 4 209
Econometric Evaluation of Asset Pricing Models 0 0 2 170 0 0 3 510
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 1 2 390
Empirical and policy performance of a forward-looking monetary model, comments 0 0 0 17 0 1 1 77
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 1 1 460
Examining macroeconomic models through the lens of asset pricing 0 0 2 41 1 2 7 182
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 3 3 24 1,144
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 1 308
Formulating and estimating dynamic linear rational expectations models 0 0 1 439 1 2 10 1,136
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 0 2 28 2,158 1 5 69 6,370
Four types of ignorance 0 0 0 57 0 0 3 588
Fragile beliefs and the price of uncertainty 0 0 1 44 1 1 5 155
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 1 3 15 1,461 5 11 34 3,441
Implications of Security Market Data for Models of Dynamic Economies 1 5 59 1,578 7 19 120 4,122
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 0 1 6 223
Introduction to model uncertainty and robustness 0 0 1 135 0 0 4 307
Large Sample Properties of Generalized Method of Moments Estimators 2 8 43 5,951 5 23 117 15,292
Long-Term Risk: An Operator Approach 0 0 1 102 0 1 4 470
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 0 14 1 2 8 72
Misspecified Recovery 0 0 0 13 0 0 1 127
Model uncertainty and policy evaluation: some theory and empirics - comments 0 0 0 33 2 2 3 104
Multiperiod Probit Models and Orthogonality Condition Estimation 0 0 0 231 0 1 2 617
Nobel Lecture: Uncertainty Outside and Inside Economic Models 0 0 0 130 1 3 8 491
Nonlinearity and temporal dependence 0 0 0 64 0 1 2 245
Pricing Uncertainty Induced by Climate Change 0 0 3 70 3 8 25 266
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 1 7 248
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 0 2 4 136
Recursive linear models of dynamic economies 0 0 0 1 0 1 4 766
Recursive robust estimation and control without commitment 0 1 1 156 1 2 3 422
Repercussions of Pandemics on Markets and Policy 0 0 0 5 0 0 2 18
Robust Control and Model Uncertainty 0 0 3 894 3 5 13 1,967
Robust Permanent Income and Pricing 0 1 3 441 0 5 14 969
Robust control and model misspecification 0 0 2 266 0 0 7 650
Robust control of forward-looking models 0 0 2 217 0 0 5 588
Robust estimation and control under commitment 0 0 0 51 0 0 2 188
Robust hidden Markov LQG problems 0 0 1 58 0 2 5 284
Robust identification of investor beliefs 0 0 1 10 0 0 8 37
Robust inference for moment condition models without rational expectations 0 0 2 2 0 3 13 13
Robustness and Pricing with Uncertain Growth 0 0 0 1 0 3 5 380
Robustness and U.S. Monetary Policy Experimentation 0 0 0 2 0 0 2 15
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 0 1 266
Robustness and ambiguity in continuous time 0 0 0 42 2 3 6 173
Seasonality and approximation errors in rational expectations models 0 1 3 148 0 2 9 365
Small noise methods for risk-sensitive/robust economies 0 1 1 41 0 1 4 182
Spectral methods for identifying scalar diffusions 0 0 2 120 0 0 4 285
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 1 1 151
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 2 4 16 1,481 5 9 50 2,871
Structured ambiguity and model misspecification 0 0 3 22 0 2 13 53
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 0 2 3 256
The Empirical Foundations of Calibration 0 0 0 1,299 0 0 2 2,741
The Role of Conditioning Information in Deducing Testable 0 1 2 294 0 1 8 677
Three types of ambiguity 0 0 2 106 1 1 6 1,057
Time-Series Econometrics in Macroeconomics and Finance 0 0 0 45 0 2 6 172
Twisted probabilities, uncertainty, and prices 0 0 1 8 0 2 8 45
Uncertainty Spillovers for Markets and Policy 0 0 0 2 0 1 3 25
Underidentification? 0 0 1 45 1 3 10 265
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 1 92
ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS 0 0 0 1 0 0 2 21
Total Journal Articles 8 36 250 22,466 56 188 870 65,545
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 1 4 420
Uncertainty within Economic Models 0 0 0 89 0 2 4 268
Total Books 0 0 0 89 0 3 8 688

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 1 32
Asset Pricing Explorations for Macroeconomics 0 1 2 123 0 1 8 393
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 0 1 1 9
Challenges in Identifying and Measuring Systemic Risk 0 0 2 220 0 0 6 644
Climate Change Uncertainty Spillover in the Macroeconomy 0 0 0 12 0 1 6 88
Comment on "House Price Booms and the Current Account" 0 0 0 12 2 2 2 87
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 14 0 1 5 29
Doubts or Variability? 0 0 0 4 1 2 4 16
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 0 1 3 9
Intangible Risk 0 0 2 173 0 1 4 565
Intertemporal Substitution and Risk Aversion 0 0 0 555 1 1 2 1,069
Introduction 0 0 0 1 0 0 0 3
Introduction to Robustness 0 0 2 143 0 1 6 419
Mechanics of forming and estimating dynamic linear economies 0 0 3 276 0 0 11 726
Micro data and general equilibrium models 0 4 12 1,505 0 7 30 3,286
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 0 0 0 178 0 0 0 508
Risk Pricing over Alternative Investment Horizons 0 0 1 15 0 0 3 72
Robust Control and Model Misspecification 0 0 1 4 0 1 8 33
Robust Control and Model Uncertainty 0 1 5 21 1 2 12 63
Robust Estimation and Control without Commitment 0 0 0 0 0 0 2 5
Robust Permanent Income and Pricing 0 0 0 4 0 0 0 20
Term Structure of Uncertainty in the Macroeconomy 1 1 2 22 1 1 5 89
Three Types of Ambiguity 0 0 0 0 0 0 2 8
Time Inconsistency of Robust Control? 0 0 0 14 1 3 6 73
Wanting Robustness in Macroeconomics 0 1 4 185 0 2 10 582
Total Chapters 1 8 39 3,494 7 28 137 8,851

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 0 1 3 799
Matlab code for robustifying Muth Filter 0 0 0 145 1 1 4 597
Matlab programs by Hansen and T. Sargent 3 8 26 10,438 3 14 49 26,722
Total Software Items 3 8 26 10,804 4 16 56 28,118

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Statistics updated 2025-09-05