Author Page for Lars Peter Hansen

Misspecified Recovery

Journal of Finance, Forthcoming

Number of pages: 52 Posted: 25 May 2014 Last Revised: 22 Apr 2019

Jaroslav Borovička, Lars Peter Hansen and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 919 (52,223)

Abstract:

Misspecified Recovery

Number of pages: 52 Posted: 28 Jul 2015

Jaroslav Borovička, Lars Peter Hansen and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 139 (423,472)

Abstract:

Misspecified Recovery

Princeton University William S. Dietrich II Economic Theory Center Research Paper No. 063-2014

Number of pages: 31 Posted: 31 May 2014

Jaroslav Borovička, Lars Peter Hansen and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 69 (683,559)

Citation 41

Abstract:

Misspecified Recovery

NBER Working Paper No. w20209

Number of pages: 31 Posted: 16 Jun 2014 Last Revised: 22 Mar 2023

Jaroslav Borovička, Lars Peter Hansen and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 25 (1,026,531)

Abstract:

2.

Modeling and Measuring Systemic Risk

American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas

Number of pages: 5 Posted: 12 Aug 2011

Markus K. Brunnermeier, Lars Peter Hansen, Anil K. Kashyap, Arvind Krishnamurthy and Andrew W. Lo

Princeton University - Department of Economics, University of Chicago - Department of Economics, University of Chicago, Booth School of Business, Northwestern University - Kellogg School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Downloads 1,080 (42,361)

Citation 4

Abstract:

3.

Carbon Prices and Forest Preservation Over Space and Time in the Brazilian Amazon

Number of pages: 48 Posted: 19 Apr 2023 Last Revised: 24 Feb 2024

Juliano J. Assunção, Lars Peter Hansen, Todd Munson and José A. Scheinkman

Climate Policy Initiative, University of Chicago - Department of Economics, Argonne National Laboratory and Columbia University

Downloads 1,018 (46,024)

Citation 3

Abstract:

4.

Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-95

Number of pages: 32 Posted: 10 Jul 2020

Loic Berger, Nicolas Berger, Valentina Bosetti, Itzhak Gilboa, Lars Peter Hansen, Christopher Jarvis, Massimo Marinacci and Richard Smith

CNRS, London School of Hygiene & Tropical Medicine, Bocconi University, Tel Aviv University - Eitan Berglas School of Economics, University of Chicago - Department of Economics, London School of Hygiene & Tropical Medicine - Department of Infectious Disease and Epidemiology, Bocconi University - Department of Decision Sciences and University of Exeter - Faculty of Health and Life Sciences

Downloads 817 (62,334)

Citation 9

Abstract:

5.

Stochastic Compounding and Uncertain Valuation

Downloads 773 (67,015)

Citation 11

2

Stochastic Compounding and Uncertain Valuation

Number of pages: 30 Posted: 24 Apr 2013 Last Revised: 11 Feb 2016

Lars Peter Hansen and José A. Scheinkman

University of Chicago - Department of Economics and Columbia University

Downloads 680 (78,008)

Citation 2

Abstract:

Stochastic Compounding and Uncertain Valuation

Economic Theory Center Working Paper No. 051-2013

Number of pages: 29 Posted: 10 May 2013 Last Revised: 10 Nov 2022

Lars Peter Hansen and José A. Scheinkman

University of Chicago - Department of Economics and Columbia University

Downloads 93 (573,475)

Citation 9

Abstract:

6.

Wrestling with Uncertainty in Climate Economic Models

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-71

Number of pages: 71 Posted: 27 Jul 2017 Last Revised: 22 May 2019

William A. Brock and Lars Peter Hansen

University of Wisconsin, Madison - Department of Economics and University of Chicago - Department of Economics

Downloads 600 (93,014)

Citation 18

Abstract:

7.

Pricing Uncertainty Induced by Climate Change

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-109

Number of pages: 52 Posted: 22 Aug 2019 Last Revised: 14 Nov 2019

Michael Barnett, William A. Brock and Lars Peter Hansen

Arizona State University (ASU) - Finance Department, University of Wisconsin, Madison - Department of Economics and University of Chicago - Department of Economics

Downloads 550 (103,585)

Citation 105

Abstract:

8.

Challenges in Identifying and Measuring Systemic Risk

Downloads 500 (116,388)

Citation 8

2

Challenges in Identifying and Measuring Systemic Risk

Becker Friedman Institute for Research in Economics Working Paper No. 2012-012

Number of pages: 22 Posted: 09 Oct 2012 Last Revised: 01 Apr 2015

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 450 (130,575)

Citation 1

Abstract:

Challenges in Identifying and Measuring Systemic Risk

NBER Working Paper No. w18505

Number of pages: 21 Posted: 03 Nov 2012 Last Revised: 26 Jul 2023

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 50 (800,138)

Citation 7

Abstract:

9.

Macroeconomic Uncertainty Prices when Beliefs are Tenuous

Downloads 470 (125,346)

Citation 7

3

Macroeconomic Uncertainty Prices when Beliefs are Tenuous

Becker Friedman Institute for Research in Economics Working Paper No. 2888511

Number of pages: 51 Posted: 22 Dec 2016 Last Revised: 25 Jan 2019

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 236 (262,665)

Citation 1

Abstract:

Prices of Macroeconomic Uncertainties with Tenuous Beliefs

Becker Friedman Institute for Research in Economics Working Paper No. 2973331

Number of pages: 60 Posted: 24 May 2017

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 205 (300,785)

Citation 3

Abstract:

Macroeconomic Uncertainty Prices When Beliefs are Tenuous

NBER Working Paper No. w25781

Number of pages: 55 Posted: 30 Apr 2019 Last Revised: 12 Jun 2022

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 29 (982,888)

Citation 3

Abstract:

10.

Examining Macroeconomic Models Through the Lens of Asset Pricing

Downloads 433 (138,297)

Citation 22

2

Examining Macroeconomic Models Through the Lens of Asset Pricing

FRB of Chicago Working Paper No. 2012-01

Number of pages: 70 Posted: 15 Dec 2011

Jaroslav Borovička and Lars Peter Hansen

New York University (NYU) - Department of Economics and University of Chicago - Department of Economics

Downloads 220 (281,232)

Citation 17

Abstract:

Examining Macroeconomic Models Through the Lens of Asset Pricing

Becker Friedman Institute for Research in Economics Working Paper No. 2011-012

Number of pages: 65 Posted: 11 Dec 2011 Last Revised: 23 Feb 2012

Jaroslav Borovička and Lars Peter Hansen

New York University (NYU) - Department of Economics and University of Chicago - Department of Economics

Downloads 213 (290,105)

Citation 5

Abstract:

11.

Risk Price Dynamics

Downloads 382 (159,428)

Citation 12

3

Risk Price Dynamics

Becker Friedman Institute for Research in Economics Working Paper No. 2010-004, Economic Theory Center Working Paper No. 33-2012

Number of pages: 53 Posted: 26 Jan 2010 Last Revised: 24 Apr 2019

Lars Peter Hansen, Jaroslav Borovička, Mark Hendricks and José A. Scheinkman

University of Chicago - Department of Economics, New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 275 (225,217)

Citation 6

Abstract:

Risk Price Dynamics

Journal of Financial Econometrics, Forthcoming

Number of pages: 67 Posted: 23 May 2019

Jaroslav Borovička, Lars Peter Hansen, Mark Hendricks and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 54 (772,623)

Abstract:

Risk Price Dynamics

NBER Working Paper No. w15506

Number of pages: 52 Posted: 17 Nov 2009 Last Revised: 15 May 2023

Jaroslav Borovička, Lars Peter Hansen, Mark Hendricks and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 53 (779,397)

Citation 6

Abstract:

12.

Robust Identification of Investor Beliefs

Downloads 352 (174,571)

Citation 8

3

Robust Identification of Investor Beliefs

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-69

Number of pages: 41 Posted: 20 May 2020 Last Revised: 02 Nov 2020

Xiaohong Chen, Lars Peter Hansen and Peter Hansen

Yale University - Cowles Foundation, University of Chicago - Department of Economics and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 272 (227,767)

Abstract:

Robust Identification of Investor Beliefs

Cowles Foundation Discussion Paper No. 2236

Number of pages: 63 Posted: 20 May 2020

Xiaohong Chen, Lars Peter Hansen and Peter Hansen

Yale University - Cowles Foundation, University of Chicago - Department of Economics and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 49 (807,430)

Abstract:

Robust Identification of Investor Beliefs

NBER Working Paper No. w27257

Number of pages: 63 Posted: 02 Jun 2020 Last Revised: 24 Jun 2023

Xiaohong Chen, Lars Peter Hansen and Peter Hansen

Yale University - Cowles Foundation, University of Chicago - Department of Economics and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 31 (962,247)

Citation 8

Abstract:

13.

Robust Analytical and Computational Explorations of Coupled Economic-Climate Models with Carbon-Climate Response

RDCEP Working Paper No. 13-05

Number of pages: 48 Posted: 28 Dec 2013 Last Revised: 14 May 2014

Evan W. Anderson, William A. Brock, Lars Peter Hansen and Alan Sanstad

Northern Illinois University, University of Wisconsin, Madison - Department of Economics, University of Chicago - Department of Economics and Lawrence Berkeley National Laboratory

Downloads 336 (183,610)

Citation 16

Abstract:

14.

Uncertainty Outside and Inside Economic Models

Downloads 326 (189,656)

Citation 8

2

Uncertainty Outside and Inside Economic Models

Journal of Political Economy, Forthcoming, Becker Friedman Institute for Research in Economics Working Paper No. 2014-06

Number of pages: 55 Posted: 31 Jul 2014 Last Revised: 01 Apr 2015

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 269 (230,389)

Citation 5

Abstract:

Uncertainty Outside and Inside Economic Models

NBER Working Paper No. w20394

Number of pages: 56 Posted: 25 Aug 2014 Last Revised: 24 Mar 2023

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 57 (752,962)

Citation 3

Abstract:

15.

Three Types of Ambiguity

Journal of Monetary Economics, Forthcoming, BFI Working Paper Series No. 2012-006

Number of pages: 109 Posted: 09 Jun 2012 Last Revised: 11 Jul 2012

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 303 (205,055)

Citation 18

Abstract:

16.

Shock Elasticities and Impulse Responses

Downloads 232 (268,631)

Citation 3

2

Shock Elasticities and Impulse Responses

Number of pages: 30 Posted: 17 Apr 2014 Last Revised: 25 Apr 2014

Jaroslav Borovička, Lars Peter Hansen and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 193 (318,348)

Abstract:

Shock Elasticities and Impulse Responses

NBER Working Paper No. w20104

Number of pages: 31 Posted: 14 May 2014 Last Revised: 08 Jun 2023

Jaroslav Borovička, Lars Peter Hansen and José A. Scheinkman

New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University

Downloads 39 (887,081)

Citation 3

Abstract:

17.

Risk, Ambiguity, and Misspecification: Decision Theory, Robust Control, and Statistics

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-157

Number of pages: 34 Posted: 29 Nov 2022 Last Revised: 22 Jun 2023

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 228 (272,985)

Citation 27

Abstract:

18.

Intangible Risk?

Measuring Capital in the New Economy, Carol Corrado, John Haltiwanger and Dan Sichel, editors, University of Chicago Press, 2005

Number of pages: 43 Posted: 19 Dec 2013

Lars Peter Hansen, John Heaton and Nan Li

University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 218 (285,004)

Citation 3

Abstract:

19.

Structured Ambiguity and Model Misspecification

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-77

Number of pages: 46 Posted: 10 Nov 2018 Last Revised: 09 Nov 2020

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 201 (307,593)

Citation 17

Abstract:

20.

Robustness and U.S. Monetary Policy Experimentation

Journal of Money, Credit, and Banking, Forthcoming

Number of pages: 29 Posted: 18 Sep 2008

Timothy Cogley, Ric Colacito, Lars Peter Hansen and Thomas J. Sargent

Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School, University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 201 (307,593)

Citation 12

Abstract:

21.

Nonlinearity and Temporal Dependence

Cowles Foundation Discussion Paper No. 1652, Yale Economics Department Working Paper No. 48

Number of pages: 32 Posted: 21 May 2008

Xiaohong Chen, Lars Peter Hansen and Marine Carrasco

Yale University - Cowles Foundation, University of Chicago - Department of Economics and University of Montreal - Departement de Ciences Economiques

Downloads 197 (313,311)

Abstract:

22.

Twisted Probabilities, Uncertainty, and Prices

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-02

Number of pages: 55 Posted: 15 Jan 2019

Lars Peter Hansen, Bálint Szőke, Lloyd S. Han and Thomas J. Sargent

University of Chicago - Department of Economics, Board of Governors of the Federal Reserve System, Pacific Investment Management Company (PIMCO) and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 191 (322,312)

Citation 8

Abstract:

23.

Implications of Security Market Data for Models of Dynamic Economies

NBER Working Paper No. t0089

Number of pages: 56 Posted: 26 Jan 2007 Last Revised: 01 Apr 2023

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Downloads 188 (327,018)

Citation 55

Abstract:

24.

Making Decisions under Model Misspecification

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-103

Number of pages: 69 Posted: 03 Aug 2020 Last Revised: 24 May 2022

Simone Cerreia‐Vioglio, Lars Peter Hansen, Fabio Maccheroni and Massimo Marinacci

affiliation not provided to SSRN, University of Chicago - Department of Economics, Bocconi University - Department of Decision Sciences and Bocconi University - Department of Decision Sciences

Downloads 186 (330,183)

Abstract:

25.

Recursive Utility in a Markov Environment with Stochastic Growth

Downloads 185 (331,852)

Citation 10

2

Recursive Utility in a Markov Environment with Stochastic Growth

Becker Friedman Institute for Research in Economics Working Paper No. 2012-002, Economic Theory Center Working Paper No. 32-2012

Number of pages: 26 Posted: 23 Feb 2012

Lars Peter Hansen and José A. Scheinkman

University of Chicago - Department of Economics and Columbia University

Downloads 185 (331,075)

Citation 10

Abstract:

Recursive Utility in a Markov Environment with Stochastic Growth

Posted: 27 Feb 2012

José A. Scheinkman and Lars Peter Hansen

Columbia University and University of Chicago - Department of Economics

Abstract:

26.

Consumption Strikes Back?: Measuring Long-Run Risk

Downloads 184 (333,484)

Citation 49

2

Consumption Strikes Back?: Measuring Long-Run Risk

NBER Working Paper No. w11476

Number of pages: 56 Posted: 09 Aug 2005 Last Revised: 11 Nov 2022

Lars Peter Hansen, John Heaton and Nan Li

University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 184 (332,707)

Citation 49

Abstract:

Consumption Strikes Back? Measuring Long-Run Risk

Journal of Political Economy, Vol. 116, No. 2, 2008

Posted: 16 Feb 2017

Lars Peter Hansen, John Heaton and Nan Li

University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Abstract:

27.

How Should Climate Change Uncertainty Impact Social Valuation and Policy?

Downloads 179 (346,943)

2

How Should Climate Change Uncertainty Impact Social Valuation and Policy?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-140

Number of pages: 60 Posted: 03 Nov 2023

Michael Barnett, William A. Brock, Lars Peter Hansen and Hong Zhang

Arizona State University (ASU) - Finance Department, University of Wisconsin, Madison - Department of Economics, University of Chicago - Department of Economics and Argonne National Laboratory

Downloads 145 (416,349)

Abstract:

How Should Climate Change Uncertainty Impact Social Valuation and Policy?

Number of pages: 59 Posted: 21 Nov 2023

Michael Barnett, William A. Brock, Lars Peter Hansen and Hong Zhang

Arizona State University (ASU) - Finance Department, University of Wisconsin, Madison - Department of Economics, University of Chicago - Department of Economics and Argonne National Laboratory

Downloads 34 (933,119)

Abstract:

28.

Central Banking Challenges Posed by Uncertain Climate Change and Natural Disasters

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-64

Number of pages: 31 Posted: 01 Jun 2021 Last Revised: 03 Sep 2021

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 178 (343,565)

Citation 12

Abstract:

29.

A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty

Number of pages: 55 Posted: 17 Nov 2023

Michael Barnett, William A. Brock, Lars Peter Hansen, Ruimeng Hu and Joseph Huang

Arizona State University (ASU) - Finance Department, University of Wisconsin, Madison - Department of Economics, University of Chicago - Department of Economics, University of California, Santa Barbara (UCSB) and University of Pennsylvania - Department of Economics

Downloads 176 (346,943)

Abstract:

30.

Econometric Evaluation of Asset Pricing Models

Downloads 176 (346,943)

Citation 2

2

Econometric Evaluation of Asset Pricing Models

NBER Working Paper No. t0145

Number of pages: 65 Posted: 24 Jul 2000 Last Revised: 27 May 2023

Lars Peter Hansen, Erzo G. J. Luttmer and John Heaton

University of Chicago - Department of Economics, University of Minnesota - Twin Cities - Department of Economics and University of Chicago - Finance

Downloads 176 (346,364)

Citation 2

Abstract:

Econometric Evaluation of Asset Pricing Models

REVIEW OF FINANCIAL STUDIES, Vol 8 No 2

Posted: 29 Aug 1998

Lars Peter Hansen, Erzo G. J. Luttmer and John Heaton

University of Chicago - Department of Economics, University of Minnesota - Twin Cities - Department of Economics and University of Chicago - Finance

Abstract:

31.

Modeling the Long Run: Valuation in Dynamic Stochastic Economies

Downloads 171 (355,860)

Citation 1

2

Modeling the Long Run: Valuation in Dynamic Stochastic Economies

Number of pages: 84 Posted: 08 Aug 2008

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 128 (452,475)

Citation 1

Abstract:

Modeling the Long Run: Valuation in Dynamic Stochastic Economies

NBER Working Paper No. w14243

Number of pages: 85 Posted: 18 Aug 2008 Last Revised: 04 Dec 2022

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 43 (853,580)

Abstract:

32.

Risk Pricing over Alternative Investment Horizons

Becker Friedman Institute for Research in Economics Working Paper No. 2012-008

Number of pages: 51 Posted: 11 Jul 2012

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 170 (357,640)

Citation 2

Abstract:

33.

Asset Pricing Explorations for Macroeconomics

NBER Working Paper No. w4088

Number of pages: 76 Posted: 27 Apr 2000 Last Revised: 04 Sep 2022

John H. Cochrane and Lars Peter Hansen

Hoover Institution and University of Chicago - Department of Economics

Downloads 165 (366,947)

Citation 5

Abstract:

34.

Term Structure of Uncertainty in the Macroeconomy

Downloads 163 (370,834)

2

Term Structure of Uncertainty in the Macroeconomy

Number of pages: 58 Posted: 09 Jun 2016

Jaroslav Borovička and Lars Peter Hansen

New York University (NYU) - Department of Economics and University of Chicago - Department of Economics

Downloads 128 (452,475)

Abstract:

Term Structure of Uncertainty in the Macroeconomy

NBER Working Paper No. w22364

Number of pages: 59 Posted: 27 Jun 2016 Last Revised: 09 Feb 2023

Jaroslav Borovička and Lars Peter Hansen

New York University (NYU) - Department of Economics and University of Chicago - Department of Economics

Downloads 35 (923,497)

Abstract:

35.

Managing Expectations and Fiscal Policy

Number of pages: 39 Posted: 03 Nov 2009 Last Revised: 29 Aug 2013

Anastasios G. Karantounias, Lars Peter Hansen and Thomas J. Sargent

University of Surrey - School of Economics, University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 159 (378,607)

Citation 9

Abstract:

36.

Principal Components and Long Run Implications of Multivariate Diffusions

Cowles Foundation Discussion Paper No. 1694

Number of pages: 52 Posted: 23 Apr 2009

Xiaohong Chen, Lars Peter Hansen and José A. Scheinkman

Yale University - Cowles Foundation, University of Chicago - Department of Economics and Columbia University

Downloads 152 (393,424)

Citation 3

Abstract:

37.

Uncertainty Spillovers for Markets and Policy

Downloads 148 (402,118)

2

Uncertainty Spillovers for Markets and Policy

Annual Review of Economics, Vol. 13, pp. 371-396, 2021

Posted: 12 Aug 2021

Lars Peter Hansen

University of Chicago - Department of Economics

Abstract:

Uncertainty Spillovers for Markets and Policy

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-121

Number of pages: 34 Posted: 04 Sep 2020 Last Revised: 03 Mar 2021

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 148 (402,505)

Abstract:

38.

Asset Pricing under Smooth Ambiguity in Continuous Time

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-39

Number of pages: 41 Posted: 18 Mar 2022

Lars Peter Hansen and Jianjun Miao

University of Chicago - Department of Economics and Boston University - Department of Economics

Downloads 141 (417,821)

Abstract:

39.

Robust Inference for Moment Condition Models without Rational Expectations

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-122

Number of pages: 56 Posted: 20 Oct 2021 Last Revised: 02 Feb 2022

Xiaohong Chen, Lars Peter Hansen and Peter Hansen

Yale University - Cowles Foundation, University of Chicago - Department of Economics and Mitchell E. Daniels, Jr School of Business, Purdue University

Downloads 117 (483,121)

Citation 6

Abstract:

40.

Climate Change Uncertainty Spillover in the Macroeconomy

Downloads 117 (483,121)

Citation 22

2

Climate Change Uncertainty Spillover in the Macroeconomy

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-90

Number of pages: 67 Posted: 30 Jul 2021 Last Revised: 03 Sep 2021

Michael Barnett, William A. Brock and Lars Peter Hansen

Arizona State University (ASU) - Finance Department, University of Wisconsin, Madison - Department of Economics and University of Chicago - Department of Economics

Downloads 96 (561,683)

Citation 22

Abstract:

Climate Change Uncertainty Spillover in the Macroeconomy

NBER Working Paper No. w29064

Number of pages: 61 Posted: 26 Jul 2021 Last Revised: 01 Jun 2023

Michael Barnett, William A. Brock and Lars Peter Hansen

Arizona State University (ASU) - Finance Department, University of Wisconsin, Madison - Department of Economics and University of Chicago - Department of Economics

Downloads 21 (1,074,528)

Abstract:

41.

Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes

NBER Working Paper No. t0141

Number of pages: 56 Posted: 12 Jul 2000 Last Revised: 22 May 2023

Lars Peter Hansen and José A. Scheinkman

University of Chicago - Department of Economics and Columbia University

Downloads 108 (512,601)

Citation 2

Abstract:

42.

Uncertainty, Social Valuation, and Climate Change

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2024-75

Number of pages: 82 Posted: 24 Jun 2024

Michael Barnett, William A. Brock, Hong Zhang and Lars Peter Hansen

Arizona State University (ASU) - Finance Department, University of Wisconsin, Madison - Department of Economics, Argonne National Laboratory and University of Chicago - Department of Economics

Downloads 99 (544,988)

Abstract:

43.

Assessing Specification Errors in Stochastic Discount Factor Models

Downloads 96 (556,089)

Citation 15

3

Assessing Specification Errors in Stochastic Discount Factor Models

NBER Working Paper No. t0153

Number of pages: 42 Posted: 16 Jul 2000 Last Revised: 04 Jun 2023

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Downloads 96 (561,683)

Citation 15

Abstract:

Assessing Specification Errors in Stochastic Discount Factor Models

JOURNAL OF FINANCE, Vol 52 No 2, June 1997

Posted: 10 Mar 1997

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Abstract:

Assessing Specification Errors in Stochastic Discount Factor Models

Posted: 14 Mar 1996

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Abstract:

44.

Recursive Robust Estimation and Control Without Commitment

Bundesbank Series 1 Discussion Paper No. 2005,28

Number of pages: 56 Posted: 08 Jun 2016

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 92 (571,205)

Citation 18

Abstract:

45.

Recursive Linear Models of Dynamic Economies

NBER Working Paper No. w3479

Number of pages: 41 Posted: 27 Jun 2007 Last Revised: 06 Jul 2022

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Downloads 92 (571,205)

Abstract:

46.

A Time Series Analysis of Representative Agent Models of Consumption Andleisure Choice Under Uncertainty

NBER Working Paper No. w1981

Number of pages: 43 Posted: 09 Mar 2004 Last Revised: 02 Dec 2022

Martin Eichenbaum, Lars Peter Hansen and Kenneth J. Singleton

Northwestern University, University of Chicago - Department of Economics and Stanford University - Graduate School of Business

Downloads 87 (591,075)

Citation 25

Abstract:

47.

Long Term Risk: An Operator Approach

NBER Working Paper No. w12650

Number of pages: 55 Posted: 20 Nov 2006 Last Revised: 27 Jul 2022

Lars Peter Hansen and José A. Scheinkman

University of Chicago - Department of Economics and Columbia University

Downloads 75 (643,089)

Citation 53

Abstract:

48.

Beliefs, Doubts and Learning: Valuing Economic Risk

NBER Working Paper No. w12948

Number of pages: 52 Posted: 09 Mar 2007 Last Revised: 19 Nov 2022

Lars Peter Hansen

University of Chicago - Department of Economics

Downloads 70 (667,054)

Citation 29

Abstract:

49.

Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors

NBER Working Paper No. t0086

Number of pages: 55 Posted: 27 Jun 2007 Last Revised: 29 Mar 2023

Lars Peter Hansen and Kenneth J. Singleton

University of Chicago - Department of Economics and Stanford University - Graduate School of Business

Downloads 66 (687,275)

Citation 5

Abstract:

50.

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

NBER Working Paper No. w2181

Number of pages: 52 Posted: 04 Jan 2007 Last Revised: 19 Jun 2022

Martin Eichenbaum and Lars Peter Hansen

Northwestern University and University of Chicago - Department of Economics

Downloads 63 (703,410)

Citation 2

Abstract:

51.

Robust Inattentive Discrete Choice

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2024-102

Number of pages: 43 Posted: 29 Aug 2024

Lars Peter Hansen, Jianjun Miao and Hao Xing

University of Chicago - Department of Economics, Boston University - Department of Economics and Boston University - Questrom School of Business

Downloads 53 (762,448)

Abstract:

52.

Sets of Models and Prices of Uncertainty

NBER Working Paper No. w22000

Number of pages: 64 Posted: 22 Feb 2016 Last Revised: 11 Feb 2023

Lars Peter Hansen and Thomas J. Sargent

University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

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53.

Emission prices, biomass, and biodiversity in tropical forests

To appear in AEA Papers and Proceedings, 2025

Number of pages: 19

Lars Peter Hansen and José A. Scheinkman

University of Chicago - Department of Economics and Columbia University

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54.

Robust Permanent Income and Pricing with Filtering

Macroeconomic Dynamics, Vol. 6, pp. 40-84, 2002

Posted: 07 May 2005

Lars Peter Hansen, Thomas J. Sargent and Neng Wang

University of Chicago - Department of Economics, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Columbia University - Columbia Business School, Finance

Lars Peter Hansen

University of Chicago - Department of Economics

National Bureau of Economic Research (NBER)

54

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