Lars Peter Hansen : Citation Profile


Are you Lars Peter Hansen?

University of Chicago

41

H index

72

i10 index

11450

Citations

RESEARCH PRODUCTION:

68

Articles

78

Papers

2

Books

14

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   39 years (1978 - 2017). See details.
   Cites by year: 293
   Journals where Lars Peter Hansen has often published
   Relations with other researchers
   Recent citing documents: 712.    Total self citations: 76 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha303
   Updated: 2018-11-17    RAS profile: 2017-12-23    
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Relations with other researchers


Works with:

Borovička, Jaroslav (6)

Scheinkman, Jose (5)

Sargent, Thomas (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lars Peter Hansen.

Is cited by:

Christiano, Lawrence (73)

West, Kenneth (72)

Luo, Yulei (68)

Miao, Jianjun (68)

Sargent, Thomas (67)

Campbell, John (66)

Meddahi, Nour (65)

Renault, Eric (64)

Eichenbaum, Martin (63)

Bekaert, Geert (62)

Issler, João (62)

Cites to:

Sargent, Thomas (119)

Epstein, Larry (46)

Kreps, David (34)

Scheinkman, Jose (33)

Marinacci, Massimo (29)

Tallarini, Thomas (27)

Zin, Stanley (27)

Lucas, Robert (25)

Gilboa, Itzhak (24)

Schmeidler, David (24)

Campbell, John (23)

Main data


Where Lars Peter Hansen has published?


Journals with more than one article published# docs
Journal of Econometrics8
Econometrica7
Journal of Economic Theory6
Journal of Political Economy6
Journal of Business & Economic Statistics4
Proceedings4
Journal of Monetary Economics4
Journal of Economic Dynamics and Control3
Macroeconomic Dynamics3
Economics Letters2
American Economic Review2
International Economic Review2
Review of Financial Studies2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis12
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles8
Working Papers / Becker Friedman Institute for Research In Economics7
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2
Working Papers / Princeton University, Department of Economics, Econometric Research Program.2
Working Papers / Federal Reserve Bank of Minneapolis2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Lars Peter Hansen (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2018Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: CREATES Research Papers. RePEc:aah:create:2018-20.

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2017Working Paper 269 - Climate Change and Renewable Energy Generation in Africa. (2017). Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2386.

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2017The Economic Consequences of Social-Network Structure. (2017). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian W. In: Journal of Economic Literature. RePEc:aea:jeclit:v:55:y:2017:i:1:p:49-95.

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2017Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory. (2017). Powell, James L. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2017The Relations between Labour Market Institutions and Employment of Migrants. (2017). Máté, Domicián ; Mate, Domician ; Dajnoki, Krisztina ; Sarihasan, Imran . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:806.

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2017The Consumer Welfare Impact of Expanding Access to Fruits and Vegetables in Food Deserts. (2017). Fan, Linlin. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259164.

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2018Revisiting the Effects of Sugar Tax on Demand Elasticities - Evidence from the BLP Demand Model. (2018). Zhang, Yinjunjie ; Palma, Marco A. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273978.

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2018Profitability and Competition in EU Food Retailing. (2018). Finger, Robert ; Hirsch, Stefan ; Lanter, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274202.

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2017How Do Farmers Manage Their Biodiversity Through Time? A Dynamic Acreage Allocation Model With Productive Feedback. (2017). Dupraz, Pierre ; Letort, Elodie ; Bareille, Francois . In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:260894.

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2017What Factors Affect the Competiveness of Power Generation Sector in China? An Analysis Based on Game Cross-efficiency. (2017). Zhang, ZhongXiang ; Gao, Jie ; Xie, Bai-Chen. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:254042.

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2017How low is the price elasticity in the global cocoa market?. (2017). Tothmihaly, Andras . In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:258587.

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2018Assessing Agricultural Policy for Targeted Reforms in Sub-Saharan Africa. (2018). Rakotoarisoa, M A ; Randriamamonjy, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277309.

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2018Identifying factor productivity from micro-data: the case of EU agriculture. (2018). Petrick, Martin ; Kloss, Mathias. In: IAMO Discussion Papers. RePEc:ags:iamodp:271870.

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2017The Role of Export Restrictions in Agricultural Trade. (2017). Flores, Manuel ; Lezama, Guillermo ; Estrades, Carmen. In: Commissioned Papers. RePEc:ags:iatrcp:256421.

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2018Impact of International Remittance on Out-Farm Labor Migration in Developing Countries: A Dynamic Panel Data Analysis. (2018). Seidu, Ayuba ; Moss, Charles Britt ; Onel, Gulcan. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266531.

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2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Economic Research Papers. RePEc:ags:uwarer:269308.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel Caldas ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2017Revisiting Easterly and Levine (1997): Replication and extension. (2017). Millrine, Mark ; Vujic, Suncica . In: Working Papers. RePEc:ant:wpaper:2017007.

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2017The ABC of Simulation Estimation with Auxiliary Statistics. (2017). Ng, Serena ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1501.01265.

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2018Sensitivity Analysis of Long-Term Cash Flows. (2018). Park, Hyungbin. In: Papers. RePEc:arx:papers:1511.03744.

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2018Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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2017Hedging under generalized good-deal bounds and model uncertainty. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1607.04488.

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2017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2017Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan. In: Papers. RePEc:arx:papers:1610.00778.

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2017The Long Bond, Long Forward Measure and Long-Term Factorization in Heath-Jarrow-Morton Models. (2017). Qin, Likuan ; Linetsky, Vadim. In: Papers. RePEc:arx:papers:1610.00818.

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2017Pricing VIX Derivatives With Free Stochastic Volatility Model. (2017). Chern, Shane ; Lin, Wei. In: Papers. RePEc:arx:papers:1703.06020.

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2018Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939. (2018). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio . In: Papers. RePEc:arx:papers:1704.00985.

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2017Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1704.02505.

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2017Model Uncertainty, Recalibration, and the Emergence of Delta-Vega Hedging. (2017). Herrmann, Sebastian ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1704.04524.

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2017Adaptive Robust Control Under Model Uncertainty. (2017). Bielecki, Tomasz R ; Jeanblanc, Monique ; Cousin, Areski ; Cialenco, Igor ; Chen, Tao. In: Papers. RePEc:arx:papers:1706.02227.

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2017Analysis of order book flows using a nonparametric estimation of the branching ratio matrix. (2017). Achab, Massil ; Rambaldi, Marcello ; Muzy, Jean-Franccois ; Bacry, Emmanuel. In: Papers. RePEc:arx:papers:1706.03411.

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2018Computational aspects of robust optimized certainty equivalents and option pricing. (2018). Bartl, Daniel ; Tangpi, Ludovic ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:1706.10186.

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2017Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Blanchard, Romain ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1709.09465.

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2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526.

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2017Calibration of Distributionally Robust Empirical Optimization Models. (2017). Gotoh, Jun-Ya ; Kim, Michael Jong. In: Papers. RePEc:arx:papers:1711.06565.

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2018Risk Sensitive Portfolio Optimization with Regime-Switching. (2018). Bo, Lijun ; Yu, Xiang ; Liao, Huafu. In: Papers. RePEc:arx:papers:1712.05676.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2018Adversarial Generalized Method of Moments. (2018). Syrgkanis, Vasilis ; Lewis, Gregory. In: Papers. RePEc:arx:papers:1803.07164.

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2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018Information Content of DSGE Forecasts. (2018). Fair, Ray . In: Papers. RePEc:arx:papers:1808.02910.

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2018Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor H. In: Papers. RePEc:arx:papers:1810.05287.

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2018A six-factor asset pricing model. (2018). Roy, Rahul ; Shijin, Santhakumar. In: Papers. RePEc:arx:papers:1810.07790.

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2017Importance of housing wealth effect in selected European countries: evidence from panel VAR model. (2017). Casni, Anita Ceh . In: ERES. RePEc:arz:wpaper:eres2017_138.

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2018The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461.

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2018Spatially Structured Deep Uncertainty, Robust Control, and Climate Change Policies. (2018). Xepapadeas, Anastasios ; Yannacopoulos, Athanasios . In: DEOS Working Papers. RePEc:aue:wpaper:1807.

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2018Business Cycle Uncertainty and Economic Welfare Revisited. (2018). Maussner, Alfred ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0335.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Robertson, Donald ; Mitchell, James. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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2018A Note on Specification Testing in Some Structural Regression Models. (2018). Beckert, Walter. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1809.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2017Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2017). Pierrard, Olivier ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp111.

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2018The financial transmission of housing bubbles: evidence from Spain. (2018). Martin, Alberto ; Schmitz, Tom ; Moral-Benito, Enrique. In: Working Papers. RePEc:bde:wpaper:1823.

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2017The Size of Fiscal Multipliers and the Stance of Monetary Policy in Developing Economies. (2017). Ojeda-Joya, Jair ; Guzman, Oscar E. In: Borradores de Economia. RePEc:bdr:borrec:1010.

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2018SCHUMPETERIAN GROWTH THEORY: EMPIRICAL TESTING OF BARRIERS TO COMPETITION-PROXIMITY TO FRONTIER ALGORITHM. (2018). Petrovi, Predrag ; Nikoli, Goran . In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:217:p:7-38.

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2018The Financial Transmission of Housing Bubbles: Evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1044.

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2017POLARIZATION, FOREIGN MILITARY INTERVENTION, AND CIVIL CONFLICT. (2017). Ianchovichina, Elena ; Abu-Bader, Suleiman ; Abubader, Suleiman. In: Working Papers. RePEc:bgu:wpaper:1714.

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2017On the relationship between macroprudential policy and other policies. (2017). Ramos -Francia, Manuel ; Garcia-Verdu, Santiago ; Ramos-Francia, Manuel. In: BIS Papers chapters. RePEc:bis:bisbpc:94-19.

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2017Normality of stock returns with event time clocks. (2017). Ling, Xin . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:277-298.

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2017Liberalization Outcomes and Competitive Behaviour in an Emerging Insurance Market. (2017). Biekpe, Nicholas ; Alhassan, Abdul Latif. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:122-138.

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2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

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2017EXTERNAL MACROECONOMIC IMBALANCES AND FOREIGN DIRECT INVESTMENT INFLOWS TO DEVELOPING COUNTRIES. (2017). Ojede, Andrew ; Kishan, Ruby . In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:3:p:484-504.

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2017REGIONAL AND SECTORAL EVIDENCE OF THE MACROECONOMIC EFFECTS OF LABOR REALLOCATION: A PANEL DATA ANALYSIS. (2017). Pelloni, Gianluigi ; Panagiotidis, Theodore ; Bakas, Dimitrios. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:501-526.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis. (2017). Sigmund, Michael ; Pagnini, Marcello ; Krenn, Gerald ; Gunter, Ulrich ; Vacca, Valerio ; Rossi, Paola. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:555-586.

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2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2017Regression models on Riemannian symmetric spaces. (2017). Cornea, Emil ; Ibrahim, Joseph G ; Kim, Peter ; Zhu, Hongtu. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:463-482.

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2017Joint regression analysis of marginal quantile and quantile association: application to longitudinal body mass index in adolescents. (2017). Yang, Chi-Chuan ; Chang, Hsing-Yi ; Chen, Yi-Hau . In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:5:p:1075-1090.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Melenberg, Bertrand ; Waegenaere, Anja ; Li, Hong ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:459-475.

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2017Bargaining and Wage Rigidity in a Matching Model for the US. (2017). Mavroeidis, Sophocles ; Malcomson, James. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:997-1017.

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2017Fiscal Reforms, Fiscal Rule, and Development Spending: How Indian States Have Performed?. (2017). Dash, Bharatee ; Chakraborty, Pinaki. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:37:y:2017:i:4:p:111-133.

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2017Caught in the crossfire: Dimensions of vulnerability and foreign multinationals exit from war-afflicted countries. (2017). Eden, Lorraine ; Beamish, Paul W ; Dai, LI. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:7:p:1478-1498.

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2017Recoverability. (2017). Chahrour, Ryan ; Jurado, Kyle. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:935.

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2018The Identification Zoo - Meanings of Identification in Econometrics. (2018). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

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2017Fiscal Decentralization and Public Spending: Evidence from Heteroscedasticity-Based Identification. (2017). Theilen, Bernd ; Bernd, Theilen ; Helmut, Herwartz. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:17:y:2017:i:2:p:8:n:7.

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2018Distortion risk measures, ROC curves, and distortion divergence. (2018). Schumacher, Johannes ; Johannes, Schumacher. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:35-50:n:3.

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2017On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut ; Davies, Neil ; Smith, George Davey. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:16/674.

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2018Two-Stage Least Squares as Minimum Distance. (2018). Windmeijer, Frank. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:17/683.

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2017Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1733.

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2017Quantifying the Coordinated Effects of Partial Horizontal Acquisitions. (2017). Vasconcelos, Helder ; Ribeiro, Ricardo ; Brito, Duarte. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:012017.

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2017Estimating household welfare from disaggregate expenditures. (2017). Ligon, Ethan. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt5gc4h1fm.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2017Intertemporal abatement decisions under ambiguity aversion in a cap and trade.. (2017). Quemin, Simon. In: Working Papers. RePEc:cec:wpaper:1703.

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2017Mediated Terrorism: US News and Al-Qaeda Attacks. (2017). Jetter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6804.

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2017Instrumental Variables and Causal Mechanisms: Unpacking the Effect of Trade on Workers and Voters. (2017). Pinto, Rodrigo ; Gold, Robert ; Heblich, Stephan ; Dippel, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6816.

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2018The Transition to Renewable Energy. (2018). Mason, Charles ; Chass, Rmi Morin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6889.

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2018Leaning Against Housing Prices as Robustly Optimal Monetary Policy. (2018). Woodford, Michael ; Adam, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7071.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2018Long run analysis of trade openness on economic growth for Pakistan; Evidence from standard and optimal time series tests. (2018). Rocha de Sousa, Miguel ; Israr, Fahad. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2018_01.

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2017The Macroeconomic Shock with the Highest Price of Risk. (2017). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1623.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2018Macroeconomic Shocks and Risk Premia. (2018). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1812.

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2018Economic Integration and Bilateral FDI stocks: the impacts of NAFTA and the EU. (2018). Barrell, Ray ; Nahhas, Abdulkader. In: Discussion Papers. RePEc:cfm:wpaper:1814.

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2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

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2017Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy. (2017). Medel, Carlos A.. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:3:p:004-050.

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More than 100 citations found, this list is not complete...

Lars Peter Hansen has edited the books:


YearTitleTypeCited

Works by Lars Peter Hansen:


YearTitleTypeCited
2001Robust Control and Model Uncertainty In: American Economic Review.
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article273
2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review.
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article56
1996The Empirical Foundations of Calibration In: Journal of Economic Perspectives.
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article162
2015Misspecified Recovery In: Papers.
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paper16
2016Misspecified Recovery.(2016) In: Journal of Finance.
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This paper has another version. Agregated cites: 16
article
2014Misspecified Recovery.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2015Misspecified Recovery.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
1996Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors. In: Journal of Business & Economic Statistics.
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article43
1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors.(1997) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 43
paper
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]
article403
1986Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
1990Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data. In: Journal of Business & Economic Statistics.
[Citation analysis]
article145
1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 145
paper
2010Risk Price Dynamics In: Working Papers.
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paper32
2009Risk Price Dynamics.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 32
paper
2011Examining Macroeconomic Models Through the Lens of Asset Pricing In: Working Papers.
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paper20
2014Examining macroeconomic models through the lens of asset pricing.(2014) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 20
article
2012Examining macroeconomic models through the lens of asset pricing.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 20
paper
2012Recursive Utility in a Markov Environment with Stochastic Growth In: Working Papers.
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paper3
2012Recursive utility in a Markov environment with stochastic growth.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2012Three Types of Ambiguity In: Working Papers.
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paper12
2012Three types of ambiguity.(2012) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 12
article
2012Risk Pricing over Alternative Investment Horizons In: Working Papers.
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paper3
2013Risk Pricing over Alternative Investment Horizons.(2013) In: Handbook of the Economics of Finance.
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This paper has another version. Agregated cites: 3
chapter
2012Challenges in Identifying and Measuring Systemic Risk In: Working Papers.
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paper26
2013Challenges in Identifying and Measuring Systemic Risk.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 26
paper
2013Challenges in Identifying and Measuring Systemic Risk.(2013) In: NBER Chapters.
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This paper has another version. Agregated cites: 26
chapter
2012Challenges in Identifying and Measuring Systemic Risk.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2014Uncertainty Outside and Inside Economic Models In: Working Papers.
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paper12
2014Uncertainty Outside and Inside Economic Models.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 12
paper
2013Uncertainty Outside and Inside Economic Models.(2013) In: Nobel Prize in Economics documents.
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This paper has another version. Agregated cites: 12
paper
1997 Assessing Specification Errors in Stochastic Discount Factor Models. In: Journal of Finance.
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article251
1994Assessing specification errors in stochastic discount factor models.(1994) In: Staff Report.
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This paper has another version. Agregated cites: 251
paper
1994Assessing Specification Errors in Stochastic Discount Factor Models.(1994) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 251
paper
2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
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paper39
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 39
paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 39
paper
2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 39
paper
2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 39
article
1997Robust Permanent Income and Pricing In: Levine's Working Paper Archive.
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paper207
Robust Permanent Income and Pricing.() In: GSIA Working Papers.
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This paper has another version. Agregated cites: 207
paper
1999Robust Permanent Income and Pricing.(1999) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 207
article
2005Principal Components and the Long Run In: Levine's Bibliography.
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paper15
2009Principal components and the long run.(2009) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 15
paper
2007Long-term Risk: An Operator Approach In: Levine's Bibliography.
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paper67
2009Long-Term Risk: An Operator Approach.(2009) In: Econometrica.
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This paper has another version. Agregated cites: 67
article
2006Long Term Risk: An Operator Approach.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 67
paper
2009Underidentification? (Resumen) In: Working Papers.
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paper7
Small Sample Properties of Alternative GMM Estimators In: GSIA Working Papers.
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paper0
1997BOOTSTRAPPING THE LONG RUN In: Macroeconomic Dynamics.
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article16
2002ROBUST PERMANENT INCOME AND PRICING WITH FILTERING In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article63
2004AN INTERVIEW WITH CHRISTOPHER A. SIMS In: Macroeconomic Dynamics.
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article4
2009Principal Components and Long Run Implications of Multivariate Diffusions In: Cowles Foundation Discussion Papers.
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paper5
1982Large Sample Properties of Generalized Method of Moments Estimators. In: Econometrica.
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article3971
1982Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. In: Econometrica.
[Full Text][Citation analysis]
article762
1983The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities. In: Econometrica.
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article27
1981The dimensionality of the aliasing problem in models with rational spectral densities.(1981) In: Staff Report.
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This paper has another version. Agregated cites: 27
paper
1987The Role of Conditioning Information in Deducing Testable. In: Econometrica.
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article55
1995Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes. In: Econometrica.
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article118
1993Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes.(1993) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 118
paper
2012Dynamic Valuation Decomposition Within Stochastic Economies In: Econometrica.
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article23
2010Fragile beliefs and the price of uncertainty In: Quantitative Economics.
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article32
2000Underidentification? In: Econometric Society World Congress 2000 Contributed Papers.
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paper10
2012Underidentification?.(2012) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 10
article
2009Underidentification?.(2009) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 10
paper
1982Consumption, asset markets, and macroeconomic fluctuations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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article0
1980Formulating and estimating dynamic linear rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article328
1979Formulating and estimating dynamic linear rational expectations models.(1979) In: Working Papers.
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This paper has another version. Agregated cites: 328
paper
2010Robust hidden Markov LQG problems In: Journal of Economic Dynamics and Control.
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article5
2012Small noise methods for risk-sensitive/robust economies In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article15
2007Intertemporal Substitution and Risk Aversion In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter29
1978A note on first degree stochastic dominance In: Economics Letters.
[Full Text][Citation analysis]
article1
1981A note on Wiener-Kolmogorov prediction formulas for rational expectations models In: Economics Letters.
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article24
1981A note on Wiener-Kolmogorov prediction formulas for rational expectations models.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2012Proofs for large sample properties of generalized method of moments estimators In: Journal of Econometrics.
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article4
1985A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators In: Journal of Econometrics.
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article59
1990Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution In: Journal of Econometrics.
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article47
1993Seasonality and approximation errors in rational expectations models In: Journal of Econometrics.
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article55
1998Spectral methods for identifying scalar diffusions In: Journal of Econometrics.
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article41
1996Mechanics of forming and estimating dynamic linear economies In: Handbook of Computational Economics.
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chapter82
1994Mechanics of forming and estimating dynamic linear economies.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82
paper
2005Robust estimation and control under commitment In: Journal of Economic Theory.
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article41
2006Introduction to model uncertainty and robustness In: Journal of Economic Theory.
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article3
2006Robust control and model misspecification In: Journal of Economic Theory.
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article61
2007Recursive robust estimation and control without commitment In: Journal of Economic Theory.
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article46
2005Recursive robust estimation and control without commitment.(2005) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 46
paper
2009Doubts or variability? In: Journal of Economic Theory.
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article51
2011Robustness and ambiguity in continuous time In: Journal of Economic Theory.
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article6
1999Micro data and general equilibrium models In: Handbook of Macroeconomics.
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chapter186
1999Micro Data and General Equilibrium Models.(1999) In: Discussion Papers.
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This paper has another version. Agregated cites: 186
paper
2016Term Structure of Uncertainty in the Macroeconomy In: Handbook of Macroeconomics.
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chapter1
2016Term Structure of Uncertainty in the Macroeconomy.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2010Wanting Robustness in Macroeconomics In: Handbook of Monetary Economics.
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chapter15
2003Robust control of forward-looking models In: Journal of Monetary Economics.
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article102
2015Four types of ignorance In: Journal of Monetary Economics.
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article1
1982Instrumental variables procedures for estimating linear rational expectations models In: Journal of Monetary Economics.
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article31
1981Instrumental variables procedures for estimating linear rational expectations models.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2008Time Inconsistency of Robust Control? In: Chapters.
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chapter39
2009Managing expectations and fiscal policy In: FRB Atlanta Working Paper.
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paper17
1993Flat rate taxes with adjustment costs and several capital stocks and household types In: Working Papers in Applied Economic Theory.
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paper0
1993Flat rate taxes with adjustment costs and several capital stocks and household types.(1993) In: Proceedings.
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This paper has another version. Agregated cites: 0
article
1993Recursive linear models of dynamic economies In: Proceedings.
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article50
1990Recursive Linear Models of Dynamic Economies.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 50
paper
2004Empirical and policy performance of a forward-looking monetary model, comments In: Proceedings.
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article0
2005Model uncertainty and policy evaluation: some theory and empirics - comments In: Proceedings.
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article0
2005Certainty equivalence and model uncertainty In: Proceedings.
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article5
1990Implications of security market data for models of dynamic economies In: Discussion Paper / Institute for Empirical Macroeconomics.
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paper550
1990Implications of Security Market Data for Models of Dynamic Economies.(1990) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 550
paper
1991Implications of Security Market Data for Models of Dynamic Economies..(1991) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 550
article
1995On the mechanics of forming and estimating dynamic linear economies In: Staff Report.
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paper12
1980Methods for estimating continuous time Rational Expectations models from discrete time data In: Staff Report.
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paper11
1980Rational expectations models and the aliasing phenomenon In: Staff Report.
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paper2
1981Exact linear rational expectations models: specification and estimation In: Staff Report.
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paper24
1983Identification of continuous time rational expectations models from discrete time data In: Staff Report.
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paper1
1981Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time In: Staff Report.
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paper7
1983Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time..(1983) In: International Economic Review.
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This paper has another version. Agregated cites: 7
article
1982Formulating and estimating continuous time rational expectations models In: Staff Report.
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paper3
1980Linear rational expectations models for dynamically interrelated variables In: Working Papers.
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paper17
1983Multiperiod Probit Models and Orthogonality Condition Estimation. In: International Economic Review.
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article58
2001Acknowledgement Misspecification in Macroeconomic Theory In: Monetary and Economic Studies.
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article27
2015[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü In: Journal of Economics Bibliography.
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article0
2008Robustness and U.S. Monetary Policy Experimentation In: Journal of Money, Credit and Banking.
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article49
2005Intangible Risk In: NBER Chapters.
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chapter1
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
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chapter142
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 142
paper
1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models In: NBER Chapters.
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chapter98
2011Comment on House Price Booms and the Current Account In: NBER Chapters.
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chapter0
2017Comment on Survey Measurement of Probabilistic Economic Expectations: Progress and Promise In: NBER Chapters.
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chapter0
1993Econometric Evaluation of Asset Pricing Models In: NBER Technical Working Papers.
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paper76
1995Econometric Evaluation of Asset Pricing Models..(1995) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 76
article
2005Consumption Strikes Back?: Measuring Long-Run Risk In: NBER Working Papers.
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paper185
2008Consumption Strikes Back? Measuring Long-Run Risk.(2008) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 185
article
2007Beliefs, Doubts and Learning: Valuing Economic Risk In: NBER Working Papers.
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paper48
2008Modeling the Long Run: Valuation in Dynamic Stochastic Economies In: NBER Working Papers.
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paper4
1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty In: NBER Working Papers.
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paper245
1988A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty.(1988) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 245
article
2014Shock Elasticities and Impulse Responses In: NBER Working Papers.
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paper7
2016Sets of Models and Prices of Uncertainty In: NBER Working Papers.
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paper0
2002Robustness and Pricing with Uncertain Growth In: Review of Financial Studies.
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article67
2007Introduction to Robustness In: Introductory Chapters.
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chapter87
2013Recursive Models of Dynamic Linear Economies In: Economics Books.
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book18
2001Acknowledging Misspecification in Macroeconomic Theory In: Review of Economic Dynamics.
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article81
2008Robustness and US Monetary In: 2008 Meeting Papers.
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paper22
2013Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen In: Nobel Prize in Economics documents.
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paper0
2014Biographical In: Nobel Prize in Economics documents.
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paper0
Perturbation Methods for Risk-Sensitive Economies In: Computing in Economics and Finance 1996.
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paper0
2012Pricing growth-rate risk In: Finance and Stochastics.
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article8
2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection In: Journal of the European Economic Association.
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article117
2014Nobel Lecture: Uncertainty Outside and Inside Economic Models In: Journal of Political Economy.
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article23
2017Time-Series Econometrics in Macroeconomics and Finance In: Journal of Political Economy.
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article0
1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis. In: Journal of Political Economy.
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article603
1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. In: Journal of Political Economy.
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article505
2012Comment In: NBER Macroeconomics Annual.
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article0
2003Advances in economics and econometrics: Theory and Applications, Eighth World Congress In: ULB Institutional Repository.
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paper14
2003Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress.(2003) In: ULB Institutional Repository.
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2003Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress.(2003) In: ULB Institutional Repository.
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2003Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress.(2003) In: ULB Institutional Repository.
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2003Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress.(2003) In: ULB Institutional Repository.
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2003Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress.(2003) In: ULB Institutional Repository.
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paper
2003Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set In: ULB Institutional Repository.
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paper4
2003Advances in economics and econometrics: the eighth world congress In: ULB Institutional Repository.
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paper22
2014Uncertainty within Economic Models In: World Scientific Books.
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book2

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