Lars Peter Hansen
Names
| first: |
Lars |
| middle: |
Peter |
| last: |
Hansen |
Identifer
Contact
Affiliations
-
University of Chicago
/ Department of Economics
Research profile
author of:
- Robust Control and Model Uncertainty (repec:aea:aecrev:v:91:y:2001:i:2:p:60-66)
by Thomas J. Sargent & LarsPeter Hansen - Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (repec:aea:aecrev:v:97:y:2007:i:2:p:1-30)
by Lars Peter Hansen - Emission Prices, Biomass, and Biodiversity in Tropical Forests (repec:aea:apandp:v:115:y:2025:p:391-96)
by Lars Peter Hansen & José A. Scheinkman - The Empirical Foundations of Calibration (repec:aea:jecper:v:10:y:1996:i:1:p:87-104)
by Lars Peter Hansen & James J. Heckman - Uncertainty Spillovers for Markets and Policy (repec:anr:reveco:v:13:y:2021:p:371-396)
by Lars Peter Hansen - Misspecified Recovery (repec:arx:papers:1412.0042)
by Jaroslav Boroviv{c}ka & Lars Peter Hansen & Jos'e A. Scheinkman - Making Decisions under Model Misspecification (repec:arx:papers:2008.01071)
by Simone Cerreia-Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci - A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty (repec:arx:papers:2310.13200)
by Michael Barnett & William Brock & Lars Peter Hansen & Ruimeng Hu & Joseph Huang - Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors (repec:bes:jnlbes:v:14:y:1996:i:1:p:53-68)
by Hansen, Lars Peter & Singleton, Kenneth J - Finite-Sample Properties of Some Alternative GMM Estimators (repec:bes:jnlbes:v:14:y:1996:i:3:p:262-80)
by Hansen, Lars Peter & Heaton, John & Yaron, Amir - Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment (repec:bes:jnlbes:v:4:y:1986:i:4:p:418-21)
by Hansen, Lars Peter - Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data (repec:bes:jnlbes:v:8:y:1990:i:1:p:53-69)
by Eichenbaum, Martin & Hansen, Lars Peter - Making Decisions under Model Misspecification (repec:bfi:wpaper:2020-103)
by Simone Cerreia†Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci - Uncertainty Spillovers for Markets and Policy (repec:bfi:wpaper:2020-121)
by Lars Peter Hansen - Robust Identification of Investor Beliefs (repec:bfi:wpaper:2020-69)
by Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen - Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? (repec:bfi:wpaper:2020-95)
by Loïc Berger & Nicolas Berger & Valentina Bosetti & Itzhak Gilboa & Lars Peter Hansen & Christopher Jarvis & Massimo Marinacci & Richard D. Smith - Assessing Specification Errors in Stochastic Discount Factor Models (repec:bla:jfinan:v:52:y:1997:i:2:p:557-90)
by Hansen, Lars Peter & Jagannathan, Ravi - Misspecified Recovery (repec:bla:jfinan:v:71:y:2016:i:6:p:2493-2544)
by Jaroslav Borovička & Lars Peter Hansen & José A. Scheinkman - Nonlinearity and Temporal Dependence (repec:cir:cirwor:2009s-17)
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco - Robust Permanent Income and Pricing (repec:cla:levarc:596)
by Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr. - Principal Components and the Long Run (repec:cla:levrem:122247000000000997)
by Xiaohong Chen & Lars Peter Hansen & Jos´e A. Scheinkman - Long-term Risk: An Operator Approach (repec:cla:levrem:122247000000001669)
by Lars Peter Hansen & Jose A Sheinkman - Underidentification? (Resumen) (repec:cmf:wpaper:wp2009_0905)
by Manuel Arellano & Lars Peter Hansen & Enrique Sentana - Challenges in Identifying and Measuring Systemic Risk (repec:cmf:wpaper:wp2013_1305)
by Lars Peter Hansen - Small Sample Properties of Alternative GMM Estimators (repec:cmu:gsiawp:25)
by Lars Hansen & John Heaton & Amir Yaron - Robust Permanent Income and Pricing (repec:cmu:gsiawp:63)
by Lars Hansen & Thomas Sargent & Thomas Tallarini - Matlab programs by Hansen and T. Sargent (repec:cod:matlab:hansar)
by Lars Hansen & Thomas Sargent - Advances in Economics and Econometrics (repec:cup:cbooks:9780521524117)
by Dewatripont,Mathias & Hansen,Lars Peter & Turnovsky,Stephen J. (ed.) - Advances in Economics and Econometrics (repec:cup:cbooks:9780521524124)
by Dewatripont,Mathias & Hansen,Lars Peter & Turnovsky,Stephen J. (ed.) - Advances in Economics and Econometrics (repec:cup:cbooks:9780521524131)
by Dewatripont,Mathias & Hansen,Lars Peter & Turnovsky,Stephen J. (ed.) - Advances in Economics and Econometrics (repec:cup:cbooks:9780521818728)
by Dewatripont,Mathias & Hansen,Lars Peter & Turnovsky,Stephen J. (ed.) - Advances in Economics and Econometrics (repec:cup:cbooks:9780521818735)
by Dewatripont,Mathias & Hansen,Lars Peter & Turnovsky,Stephen J. (ed.) - Advances in Economics and Econometrics (repec:cup:cbooks:9780521818742)
by Dewatripont,Mathias & Hansen,Lars Peter & Turnovsky,Stephen J. (ed.) - Bootstrapping The Long Run (repec:cup:macdyn:v:1:y:1997:i:02:p:279-311_00)
by Conley, Timothy G. & Hansen, Lars Peter & Liu, Wen-Fang - Robust Permanent Income And Pricing With Filtering (repec:cup:macdyn:v:6:y:2002:i:01:p:40-84_02)
by Hansen, Lars Peter & Sargent, Thomas J. & Wang, Neng E. - An Interview With Christopher A. Sims (repec:cup:macdyn:v:8:y:2004:i:02:p:273-294_03)
by Hansen, Lars Peter - Nonlinearity and Temporal Dependence (repec:cwl:cwldpp:1652)
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco - Nonlinearity and Temporal Dependence (repec:cwl:cwldpp:1652r)
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco - Principal Components and Long Run Implications of Multivariate Diffusions (repec:cwl:cwldpp:1694)
by Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman - Robust Identification of Investor Beliefs (repec:cwl:cwldpp:2236)
by Xiaohong Chen & Lars P. Hansen & Peter G. Hansen - Matlab code for robust Muth decision filter (repec:dge:qmrbcd:34)
by Lars Peter Hansen & Thomas Sargent - Matlab code for robustifying Muth Filter (repec:dge:qmrbcd:35)
by Lars Peter Hansen & Thomas Sargent - Nonlinearity and Temporal Dependence (repec:ecl:yaleco:48)
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine - Large Sample Properties of Generalized Method of Moments Estimators (repec:ecm:emetrp:v:50:y:1982:i:4:p:1029-54)
by Hansen, Lars Peter - Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (repec:ecm:emetrp:v:50:y:1982:i:5:p:1269-86)
by Hansen, Lars Peter & Singleton, Kenneth J - The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities (repec:ecm:emetrp:v:51:y:1983:i:2:p:377-87)
by Hansen, Lars Peter & Sargent, Thomas J - The Role of Conditioning Information in Deducing Testable (repec:ecm:emetrp:v:55:y:1987:i:3:p:587-613)
by Hansen, Lars Peter & Richard, Scott F - Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (repec:ecm:emetrp:v:63:y:1995:i:4:p:767-804)
by Hansen, Lars Peter & Scheinkman, Jose Alexandre - Long-Term Risk: An Operator Approach (repec:ecm:emetrp:v:77:y:2009:i:1:p:177-234)
by Lars Peter Hansen & José A. Scheinkman - Dynamic Valuation Decomposition Within Stochastic Economies (repec:ecm:emetrp:v:80:y:2012:i:3:p:911-967)
by Lars Peter Hansen - Fragile beliefs and the price of uncertainty (repec:ecm:quante:v:1:y:2010:i:1:p:129-162)
by Lars Peter Hansen & Thomas J. Sargent - Underidentification? (repec:ecm:wc2000:1824)
by Manuel Arellano & Lars P. Hansen & Enrique Sentana - Consumption, asset markets, and macroeconomic fluctuations : A comment (repec:eee:crcspp:v:17:y:1982:i::p:239-250)
by Hansen, Lars Peter - Formulating and estimating dynamic linear rational expectations models (repec:eee:dyncon:v:2:y:1980:i:2:p:7-46)
by Hansen, Lars Peter & Sargent, Thomas J. - Robust hidden Markov LQG problems (repec:eee:dyncon:v:34:y:2010:i:10:p:1951-1966)
by Hansen, Lars Peter & Mayer, Ricardo & Sargent, Thomas - Small noise methods for risk-sensitive/robust economies (repec:eee:dyncon:v:36:y:2012:i:4:p:468-500)
by Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J. - Intertemporal Substitution and Risk Aversion (repec:eee:ecochp:6a-61)
by Hansen, Lars Peter & Heaton, John & Lee, Junghoon & Roussanov, Nikolai - A note on first degree stochastic dominance (repec:eee:ecolet:v:1:y:1978:i:4:p:315-319)
by Hansen, L. P. & Holt, C. A. & Peled, D. - A note on Wiener-Kolmogorov prediction formulas for rational expectations models (repec:eee:ecolet:v:8:y:1981:i:3:p:255-260)
by Hansen, Lars Peter & Sargent, Thomas J. - Handbook of Econometrics (repec:eee:econhb:7a)
by Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.) - Nonlinearity and temporal dependence (repec:eee:econom:v:155:y:2010:i:2:p:155-169)
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine - Underidentification? (repec:eee:econom:v:170:y:2012:i:2:p:256-280)
by Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique - Proofs for large sample properties of generalized method of moments estimators (repec:eee:econom:v:170:y:2012:i:2:p:325-330)
by Hansen, Lars Peter - Examining macroeconomic models through the lens of asset pricing (repec:eee:econom:v:183:y:2014:i:1:p:67-90)
by Borovička, Jaroslav & Hansen, Lars Peter - Twisted probabilities, uncertainty, and prices (repec:eee:econom:v:216:y:2020:i:1:p:151-174)
by Hansen, Lars Peter & Szőke, Bálint & Han, Lloyd S. & Sargent, Thomas J. - Macroeconomic uncertainty prices when beliefs are tenuous (repec:eee:econom:v:223:y:2021:i:1:p:222-250)
by Hansen, Lars Peter & Sargent, Thomas J. - Robust inference for moment condition models without rational expectations (repec:eee:econom:v:243:y:2024:i:1:s030440762300369x)
by Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G. - A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (repec:eee:econom:v:30:y:1985:i:1-2:p:203-238)
by Hansen, Lars Peter - Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (repec:eee:econom:v:45:y:1990:i:1-2:p:141-179)
by Gallant, A. Ronald & Hansen, Lars Peter & Tauchen, George - Seasonality and approximation errors in rational expectations models (repec:eee:econom:v:55:y:1993:i:1-2:p:21-55)
by Hansen, Lars Peter & Sargent, Thomas J. - Spectral methods for identifying scalar diffusions (repec:eee:econom:v:86:y:1998:i:1:p:1-32)
by Hansen, Lars Peter & Alexandre Scheinkman, Jose & Touzi, Nizar - Risk Pricing over Alternative Investment Horizons (repec:eee:finchp:2-b-1571-1611)
by Hansen, Lars Peter - Mechanics of forming and estimating dynamic linear economies (repec:eee:hecchp:1-04)
by Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J. - Robust estimation and control under commitment (repec:eee:jetheo:v:124:y:2005:i:2:p:258-301)
by Hansen, Lars Peter & Sargent, Thomas J. - Introduction to model uncertainty and robustness (repec:eee:jetheo:v:128:y:2006:i:1:p:1-3)
by Hansen, Lars Peter & Maenhout, Pascal & Rustichini, Aldo & Sargent, Thomas J. & Siniscalchi, Marciano M. - Robust control and model misspecification (repec:eee:jetheo:v:128:y:2006:i:1:p:45-90)
by Hansen, Lars Peter & Sargent, Thomas J. & Turmuhambetova, Gauhar & Williams, Noah - Recursive robust estimation and control without commitment (repec:eee:jetheo:v:136:y:2007:i:1:p:1-27)
by Hansen, Lars Peter & Sargent, Thomas J. - Doubts or variability? (repec:eee:jetheo:v:144:y:2009:i:6:p:2388-2418)
by Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J. - Robustness and ambiguity in continuous time (repec:eee:jetheo:v:146:y:2011:i:3:p:1195-1223)
by Hansen, Lars Peter & Sargent, Thomas J. - Structured ambiguity and model misspecification (repec:eee:jetheo:v:199:y:2022:i:c:s0022053120301587)
by Hansen, Lars Peter & Sargent, Thomas J. - Micro data and general equilibrium models (repec:eee:macchp:1-08)
by Browning, Martin & Hansen, Lars Peter & Heckman, James J. - Term Structure of Uncertainty in the Macroeconomy (repec:eee:macchp:v2-1641)
by Borovicka, J. & Hansen, L.P. - Wanting Robustness in Macroeconomics (repec:eee:monchp:3-20)
by Hansen, Lars Peter & Sargent, Thomas J. - Central banking challenges posed by uncertain climate change and natural disasters (repec:eee:moneco:v:125:y:2022:i:c:p:1-15)
by Hansen, Lars Peter - Robust control of forward-looking models (repec:eee:moneco:v:50:y:2003:i:3:p:581-604)
by Hansen, Lars Peter & Sargent, Thomas J. - Three types of ambiguity (repec:eee:moneco:v:59:y:2012:i:5:p:422-445)
by Hansen, Lars Peter & Sargent, Thomas J. - Four types of ignorance (repec:eee:moneco:v:69:y:2015:i:c:p:97-113)
by Hansen, Lars Peter & Sargent, Thomas J. - Instrumental variables procedures for estimating linear rational expectations models (repec:eee:moneco:v:9:y:1982:i:3:p:263-296)
by Hansen, Lars Peter & Sargent, Thomas J. - Time Inconsistency of Robust Control? (repec:elg:eechap:13236_7)
by Lars Peter Hansen & Thomas J. Sargent - The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics (repec:feb:natura:00635)
by Ufuk Akcigit & Fernando Alvarez & Stephane Bonhomme & George M Constantinides & Douglas W Diamond & Eugene F Fama & David W Galenson & Michael Greenstone & Lars Peter Hansen & Uhlig Harald & James J H - Managing expectations and fiscal policy (repec:fip:fedawp:2009-29)
by Lars Peter Hansen & Anastasios G. Karantounias & Thomas J. Sargent - Flat rate taxes with adjustment costs and several capital stocks and household types (repec:fip:fedfap:93-03)
by Lars Peter Hansen & Thomas J. Sargent - Recursive linear models of dynamic economies (repec:fip:fedfpr:y:1993:i:mar:x:8)
by Lars Peter Hansen & Thomas J. Sargent - Flat rate taxes with adjustment costs and several capital stocks and household types (repec:fip:fedfpr:y:1993:i:mar:x:9)
by Lars Peter Hansen & Thomas J. Sargent - Empirical and policy performance of a forward-looking monetary model, comments (repec:fip:fedfpr:y:2004:i:mar:x:14)
by Lars Peter Hansen - Model uncertainty and policy evaluation: some theory and empirics - comments (repec:fip:fedfpr:y:2005:x:7)
by Lars Peter Hansen - Certainty equivalence and model uncertainty (repec:fip:fedgpr:y:2005:p:17-38)
by Lars Peter Hansen & Thomas J. Sargent - Examining macroeconomic models through the lens of asset pricing (repec:fip:fedhwp:wp-2012-01)
by Jaroslav Borovicka & Lars Peter Hansen - Implications of security market data for models of dynamic economies (repec:fip:fedmem:29)
by Lars Peter Hansen & Ravi Jagannathan - Assessing specification errors in stochastic discount factor models (repec:fip:fedmsr:167)
by Lars Peter Hansen & Ravi Jagannathan - Mechanics of forming and estimating dynamic linear economies (repec:fip:fedmsr:182)
by Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent - On the mechanics of forming and estimating dynamic linear economies (repec:fip:fedmsr:198)
by Evan W. Anderson & Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent - Methods for estimating continuous time Rational Expectations models from discrete time data (repec:fip:fedmsr:59)
by Lars Peter Hansen & Thomas J. Sargent - Rational expectations models and the aliasing phenomenon (repec:fip:fedmsr:60)
by Lars Peter Hansen & Thomas J. Sargent - A note on Wiener-Kolmogorov prediction formulas for rational expectations models (repec:fip:fedmsr:69)
by Lars Peter Hansen & Thomas J. Sargent - Instrumental variables procedures for estimating linear rational expectations models (repec:fip:fedmsr:70)
by Lars Peter Hansen & Thomas J. Sargent - Exact linear rational expectations models: specification and estimation (repec:fip:fedmsr:71)
by Lars Peter Hansen & Thomas J. Sargent - The dimensionality of the aliasing problem in models with rational spectral densities (repec:fip:fedmsr:72)
by Lars Peter Hansen & Thomas J. Sargent - Identification of continuous time rational expectations models from discrete time data (repec:fip:fedmsr:73)
by Lars Peter Hansen & Thomas J. Sargent - Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time (repec:fip:fedmsr:74)
by Lars Peter Hansen & Thomas J. Sargent - Formulating and estimating continuous time rational expectations models (repec:fip:fedmsr:75)
by Lars Peter Hansen & Thomas J. Sargent - Formulating and estimating dynamic linear rational expectations models (repec:fip:fedmwp:127)
by Lars Peter Hansen & Thomas J. Sargent - Linear rational expectations models for dynamically interrelated variables (repec:fip:fedmwp:135)
by Lars Peter Hansen & Thomas J. Sargent - Rational Policymaking during a Pandemic (repec:hal:journl:hal-02907328)
by Loïc Berger & Nicolas Berger & Valentina Bosetti & Itzhak Gilboa & Lars Peter Hansen & Christopher Jarvis & Massimo Marinacci & Richard A. Smith - Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time (repec:ier:iecrev:v:24:y:1983:i:1:p:1-20)
by Hansen, Lars Peter & Sargent, Thomas J - Multiperiod Probit Models and Orthogonality Condition Estimation (repec:ier:iecrev:v:24:y:1983:i:1:p:21-35)
by Avery, Robert B & Hansen, Lars Peter & Hotz, V Joseph - Rational policymaking during a pandemic (repec:ies:wpaper:e202008)
by Loic BERGER & Nicolas BERGER & Valentina BOSETTI & Itzhak GILBOA & Lars Peter HANSEN & Christopher JARVIS & Massimo MARINACCI & Richard D. Smith - Principal components and the long run (repec:ifs:cemmap:07/09)
by Xiaohong Chen & Lars Peter Hansen & Jose A. Scheinkman - Underidentification? (repec:ifs:cemmap:24/09)
by Manuel Arellano & Lars Peter Hansen & Enrique Sentana - Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? (repec:igi:igierp:666)
by Loïc Berger & Nicolas Berger & Valentina Bosetti & Itzhak Gilboa & Lars Peter Hansen & Christopher Jarvis & Massimo Marinacci & Richard D. Smith - Making Decisions under Model Misspecification (repec:igi:igierp:668)
by Simone Cerreia Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci - Acknowledgement Misspecification in Macroeconomic Theory (repec:ime:imemes:v:19:y:2001:i:s1:p:213-227)
by Hansen, Lars-Peter & Sargent, Thomas-J - [Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü (repec:ksp:journ6:v:1:y:2014:i:1:p:57-65)
by Lars Peter HANSEN & Thomas J. SARGENT - Micro Data and General Equilibrium Models (repec:kud:kuiedp:9910)
by Martin Browning & Lars Peter Hansen & James J. Heckman - Robustness and U.S. Monetary Policy Experimentation (repec:mcb:jmoncb:v:40:y:2008:i:8:p:1599-1623)
by Timothy Cogley & Riccardo Colacito & Lars Peter Hansen & Thomas J. Sargent - Unknown
- Robust identification of investor beliefs (repec:nas:journl:v:117:y:2020:p:33130-33140)
by Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen - Robust inattentive discrete choice (repec:nas:journl:v:122:y:2025:p:e2416643122)
by Lars Peter Hansen & Jianjun Miao & Hao Xing - Intangible Risk (repec:nbr:nberch:10620)
by Lars Peter Hansen & John C. Heaton & Nan Li - Asset Pricing Explorations for Macroeconomics (repec:nbr:nberch:10992)
by John H. Cochrane & Lars Peter Hansen - Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (repec:nbr:nberch:11378)
by Lars Peter Hansen & Robert J. Hodrick - Comment on "House Price Booms and the Current Account" (repec:nbr:nberch:12410)
by Lars Peter Hansen - Challenges in Identifying and Measuring Systemic Risk (repec:nbr:nberch:12507)
by Lars Peter Hansen - Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" (repec:nbr:nberch:13909)
by Lars Peter Hansen - Climate Change Uncertainty Spillover in the Macroeconomy (repec:nbr:nberch:14556)
by Michael Barnett & William Brock & Lars Peter Hansen - Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors (repec:nbr:nberte:0086)
by Lars Peter Hansen & Kenneth J. Singleton - Implications of Security Market Data for Models of Dynamic Economies (repec:nbr:nberte:0089)
by Lars Peter Hansen & Ravi Jagannathan - Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (repec:nbr:nberte:0141)
by Lars Peter Hansen & Jose Alexandre Scheinkman - Econometric Evaluation of Asset Pricing Models (repec:nbr:nberte:0145)
by Lars Peter Hansen & John Heaton & Erzo G.J. Luttmer - Assessing Specification Errors in Stochastic Discount Factor Models (repec:nbr:nberte:0153)
by Lars Peter Hansen & Ravi Jagannathan - Consumption Strikes Back?: Measuring Long-Run Risk (repec:nbr:nberwo:11476)
by Lars Peter Hansen & John Heaton & Nan Li - Long Term Risk: An Operator Approach (repec:nbr:nberwo:12650)
by Lars Peter Hansen & Jose Scheinkman - Beliefs, Doubts and Learning: Valuing Economic Risk (repec:nbr:nberwo:12948)
by Lars Peter Hansen - Modeling the Long Run: Valuation in Dynamic Stochastic Economies (repec:nbr:nberwo:14243)
by Lars Peter Hansen - Risk Price Dynamics (repec:nbr:nberwo:15506)
by Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman - Challenges in Identifying and Measuring Systemic Risk (repec:nbr:nberwo:18505)
by Lars Peter Hansen - A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty (repec:nbr:nberwo:1981)
by Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton - Shock Elasticities and Impulse Responses (repec:nbr:nberwo:20104)
by Jaroslav Borovička & Lars P. Hansen & Jose A. Scheinkman - Misspecified Recovery (repec:nbr:nberwo:20209)
by Jaroslav Borovička & Lars P. Hansen & José A. Scheinkman - Uncertainty Outside and Inside Economic Models (repec:nbr:nberwo:20394)
by Lars Peter Hansen - Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data (repec:nbr:nberwo:2181)
by Martin S. Eichenbaum & Lars Peter Hansen - Sets of Models and Prices of Uncertainty (repec:nbr:nberwo:22000)
by Lars P. Hansen & Thomas J. Sargent - Term Structure of Uncertainty in the Macroeconomy (repec:nbr:nberwo:22364)
by Jaroslav Borovička & Lars Peter Hansen - Macroeconomic Uncertainty Prices when Beliefs are Tenuous (repec:nbr:nberwo:25781)
by Lars Peter Hansen & Thomas J. Sargent - Robust Identification of Investor Beliefs (repec:nbr:nberwo:27257)
by Xiaohong Chen & Lars P. Hansen & Peter G. Hansen - Climate Change Uncertainty Spillover in the Macroeconomy (repec:nbr:nberwo:29064)
by Michael Barnett & William Brock & Lars P. Hansen - Recursive Linear Models of Dynamic Economies (repec:nbr:nberwo:3479)
by Lars Peter Hansen & Thomas J. Sargent - Asset Pricing Explorations for Macroeconomics (repec:nbr:nberwo:4088)
by John H. Cochrane & Lars Peter Hansen - Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models (repec:oup:jfinec:v:18:y::i:4:p:715-720.)
by Lars Peter Hansen - A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty (repec:oup:qjecon:v:103:y:1988:i:1:p:51-78.)
by Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton - Repercussions of Pandemics on Markets and Policy (repec:oup:rasset:v:10:y::i:4:p:569-573.)
by Lars Peter Hansen - Robust Permanent Income and Pricing (repec:oup:restud:v:66:y:1999:i:4:p:873-907.)
by Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini - Robustness and Pricing with Uncertain Growth (repec:oup:rfinst:v:15:y:2002:i:2:p:363-404)
by Marco Cagetti & Lars Peter Hansen & Thomas Sargent & Noah Williams - Pricing Uncertainty Induced by Climate Change (repec:oup:rfinst:v:33:y:2020:i:3:p:1024-1066.)
by Michael Barnett & William Brock & Lars Peter Hansen & Harrison Hong - Econometric Evaluation of Asset Pricing Models (repec:oup:rfinst:v:8:y:1995:i:2:p:237-74)
by Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G J - Misspecified Recovery (repec:pri:metric:063_2014)
by Jaroslav Borovicka & Lars Peter Hansen & Jose A. Scheinkman - Recursive utility in a Markov environment with stochastic growth (repec:pri:metric:wp032_hansen-scheinkman-exist.pdf)
by Lars Peter Hansen & Jose A. Scheinkman - Risk Price Dynamics (repec:pri:metric:wp033_2012_hansen_borovicka_hendricks_scheinkman_risk%20price%20dynamics.pdf)
by Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman - Stochastic Compounding and Uncertain Valuation (repec:pri:metric:wp051_2013_hansen_scheinkman_stochastic-compounding-and-uncertain-valuation.pdf)
by Lars P. Hansen & Jose A. Scheinkman - Introduction to Robustness (repec:pup:chapts:8535-1)
by Lars Peter Hansen & Thomas J. Sargent - Recursive Models of Dynamic Linear Economies (repec:pup:pbooks:10141)
by Lars Peter Hansen & Thomas J. Sargent - Acknowledging Misspecification in Macroeconomic Theory (repec:red:issued:v:4:y:2001:i:3:p:519-535)
by Lars Peter Hansen & Thomas J. Sargent - Robustness and US Monetary (repec:red:sed008:228)
by Thomas J. Sargent & Riccardo Colacito & Lars P. Hansen & Timothy Cogley - Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen (repec:ris:nobelp:2013_004)
by Lars Peter Hansen - Uncertainty Outside and Inside Economic Models (repec:ris:nobelp:2013_007)
by Lars Peter Hansen - Biographical (repec:ris:nobelp:2013_010)
by Lars Peter Hansen - Detecting Fiscal-Monetary Causes of Inflation (repec:ris:umnpch:0001)
by Fernando Alvarez & Lars Peter Hansen & Thomas Sargent - Perturbation Methods for Risk-Sensitive Economies (repec:sce:scecf6:_062)
by Evan W. Anderson & Lars Peter Hansen - Последствия Неопределенности Для Экономического Анализа // The Consequences Of Uncertainty For Economic Analysis (repec:scn:financ:y:2015:i:2:p:6-12)
by L.P. Hansen & Л.П. Хансен - Pricing growth-rate risk (repec:spr:finsto:v:16:y:2012:i:1:p:1-15)
by Lars Hansen & José Scheinkman - Asset pricing under smooth ambiguity in continuous time (repec:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-022-01441-5)
by Lars Peter Hansen & Jianjun Miao - Correction to: Asset pricing under smooth ambiguity in continuous time (repec:spr:joecth:v:75:y:2023:i:1:d:10.1007_s00199-022-01460-2)
by Lars Peter Hansen & Jianjun Miao - A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (repec:tpr:jeurec:v:1:y:2003:i:1:p:68-123)
by Evan W. Anderson & Lars Peter Hansen & Thomas J. Sargent - Nobel Lecture: Uncertainty Outside and Inside Economic Models (repec:ucp:jpolec:doi:10.1086/678456)
by Lars Peter Hansen - Time-Series Econometrics in Macroeconomics and Finance (repec:ucp:jpolec:doi:10.1086/694625)
by Lars Peter Hansen - Consumption Strikes Back? Measuring Long-Run Risk (repec:ucp:jpolec:v:116:y:2008:i:2:p:260-302)
by Lars Peter Hansen & John C. Heaton & Nan Li - Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (repec:ucp:jpolec:v:88:y:1980:i:5:p:829-53)
by Hansen, Lars Peter & Hodrick, Robert J - Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (repec:ucp:jpolec:v:91:y:1983:i:2:p:249-65)
by Hansen, Lars Peter & Singleton, Kenneth J - Implications of Security Market Data for Models of Dynamic Economies (repec:ucp:jpolec:v:99:y:1991:i:2:p:225-62)
by Hansen, Lars Peter & Jagannathan, Ravi - Comment (repec:ucp:macann:doi:10.1086/663999)
by Lars Peter Hansen - Comment (repec:ucp:macann:doi:10.1086/696063)
by Lars Peter Hansen - Climate Change Uncertainty Spillover in the Macroeconomy (repec:ucp:macann:doi:10.1086/718668)
by Michael Barnett & William Brock & Lars Peter Hansen - Advances in economics and econometrics :theory and applications (repec:ulb:ulbeco:2013/9557)
by Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky - Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics (repec:wly:japmet:v:39:y:2024:i:6:p:969-999)
by Lars Peter Hansen & Thomas J. Sargent - Robustness and U.S. Monetary Policy Experimentation (repec:wly:jmoncb:v:40:y:2008:i:8:p:1599-1623)
by Timothy Cogley & Riccardo Colacito & Lars Peter Hansen & Thomas J. Sargent - Uncertainty within Economic Models (repec:wsi:wsbook:9028)
by Lars Peter Hansen & Thomas J Sargent - Introduction (repec:wsi:wschap:9789814578127_0001)
by Lars Peter Hansen & Thomas J Sargent - Discounted Linear Exponential Quadratic Gaussian Control (repec:wsi:wschap:9789814578127_0002)
by Lars Peter Hansen & Thomas J Sargent - Robust Permanent Income and Pricing (repec:wsi:wschap:9789814578127_0003)
by Lars Peter Hansen & Thomas J Sargent - A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (repec:wsi:wschap:9789814578127_0004)
by Lars Peter Hansen & Thomas J Sargent - Robust Control and Model Uncertainty (repec:wsi:wschap:9789814578127_0005)
by Lars Peter Hansen & Thomas J Sargent - Robust Control and Model Misspecification (repec:wsi:wschap:9789814578127_0006)
by Lars Peter Hansen & Thomas J Sargent - Doubts or Variability? (repec:wsi:wschap:9789814578127_0007)
by Lars Peter Hansen & Thomas J Sargent - Robust Estimation and Control without Commitment (repec:wsi:wschap:9789814578127_0008)
by Lars Peter Hansen & Thomas J Sargent - Fragile Beliefs and the Price of Uncertainty (repec:wsi:wschap:9789814578127_0009)
by Lars Peter Hansen & Thomas J Sargent - Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (repec:wsi:wschap:9789814578127_0010)
by Lars Peter Hansen & Thomas J Sargent - Three Types of Ambiguity (repec:wsi:wschap:9789814578127_0011)
by Lars Peter Hansen & Thomas J Sargent - Recursive robust estimation and control without commitment (repec:zbw:bubdp1:4222)
by Hansen, Lars Peter & Sargent, Thomas J.