Lars Peter Hansen : Citation Profile


Are you Lars Peter Hansen?

University of Chicago

44

H index

73

i10 index

13320

Citations

RESEARCH PRODUCTION:

70

Articles

67

Papers

2

Books

14

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   42 years (1978 - 2020). See details.
   Cites by year: 317
   Journals where Lars Peter Hansen has often published
   Relations with other researchers
   Recent citing documents: 491.    Total self citations: 72 (0.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha303
   Updated: 2021-03-01    RAS profile: 2020-04-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sargent, Thomas (2)

Borovička, Jaroslav (2)

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

Is cited by:

Luo, Yulei (78)

West, Kenneth (76)

Miao, Jianjun (74)

Christiano, Lawrence (73)

Sargent, Thomas (70)

Campbell, John (69)

Meddahi, Nour (67)

Issler, João (66)

Eichenbaum, Martin (65)

Bekaert, Geert (63)

Renault, Eric (63)

Cites to:

Sargent, Thomas (125)

Epstein, Larry (54)

Scheinkman, Jose (39)

Kreps, David (38)

Marinacci, Massimo (36)

Zin, Stanley (34)

Campbell, John (30)

Tallarini, Thomas (29)

Lucas, Robert (28)

Maccheroni, Fabio (22)

Schmeidler, David (21)

Main data


Where Lars Peter Hansen has published?


Journals with more than one article published# docs
Journal of Econometrics8
Econometrica7
Journal of Political Economy6
Journal of Economic Theory6
Journal of Business & Economic Statistics4
Proceedings4
Journal of Monetary Economics4
Journal of Economic Dynamics and Control3
Macroeconomic Dynamics3
Review of Financial Studies2
Economics Letters2
Journal of Finance2
American Economic Review2
NBER Macroeconomics Annual2
International Economic Review2

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

Recent works citing Lars Peter Hansen (2021 and 2020)


YearTitle of citing document
2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

Full description at Econpapers || Download paper

2020Ambiguity, Nominal Bond Yields, and Real Bond Yields. (2020). Zhao, Guihai. In: American Economic Review: Insights. RePEc:aea:aerins:v:2:y:2020:i:2:p:177-92.

Full description at Econpapers || Download paper

2020Institutions and economic growth: A comparative analysis of developing and developed countries based on institutionalized social technologies index. (2020). Siddiqui, Danish ; Ahmed, Qazi Masood. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:309-322.

Full description at Econpapers || Download paper

2020Optimal Taylor rule in the new era central banking perspective. (2020). Sumer, Ayegul Ladin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:159-170.

Full description at Econpapers || Download paper

2020Are Economists’ Preferences Psychologists’ Personality Traits? A Structural Approach. (2020). Jagelka, Toma. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:014.

Full description at Econpapers || Download paper

2020(Why) do central banks care about their profits?. (2020). Ioannidou, Vasso ; Goncharov, Igor ; Schmalz, Martin C. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:018.

Full description at Econpapers || Download paper

2020Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

Full description at Econpapers || Download paper

2020Calibration of Distributionally Robust Empirical Optimization Models. (2017). , Andrew ; Kim, Michael Jong ; Gotoh, Jun-Ya. In: Papers. RePEc:arx:papers:1711.06565.

Full description at Econpapers || Download paper

2020Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor. In: Papers. RePEc:arx:papers:1810.05287.

Full description at Econpapers || Download paper

2021Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

Full description at Econpapers || Download paper

2020The cost of information. (2019). Tamuz, Omer ; Strack, Philipp ; Pomatto, Luciano. In: Papers. RePEc:arx:papers:1812.04211.

Full description at Econpapers || Download paper

2020Salvaging Falsified Instrumental Variable Models. (2019). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:1812.11598.

Full description at Econpapers || Download paper

2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

Full description at Econpapers || Download paper

2020Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples. (2019). Jørgensen, Thomas ; de Paula, Aureo ; Jorgensen, Thomas ; Honore, BO. In: Papers. RePEc:arx:papers:1907.02101.

Full description at Econpapers || Download paper

2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

Full description at Econpapers || Download paper

2020Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.09004.

Full description at Econpapers || Download paper

2020A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging. (2019). Ludkovski, Michael ; Chen, Tao. In: Papers. RePEc:arx:papers:1912.00244.

Full description at Econpapers || Download paper

2021Convergence rates of large-time sensitivities with the Hansen--Scheinkman decomposition. (2019). Park, Hyungbin. In: Papers. RePEc:arx:papers:1912.03404.

Full description at Econpapers || Download paper

2020Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection. (2020). Cialenco, Igor ; Chen, Tao ; Bielecki, Tomasz R. In: Papers. RePEc:arx:papers:2002.02604.

Full description at Econpapers || Download paper

2020The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369.

Full description at Econpapers || Download paper

2020Experimental Design under Network Interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2003.08421.

Full description at Econpapers || Download paper

2020Reinforcement Learning in Economics and Finance. (2020). Remlinger, Carl ; Elie, Romuald ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2003.10014.

Full description at Econpapers || Download paper

2020Rationalizing Rational Expectations? Tests and Deviations. (2020). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: Papers. RePEc:arx:papers:2003.11537.

Full description at Econpapers || Download paper

2020Structural Regularization. (2020). Zheng, Zhesheng ; Mao, Jiaming. In: Papers. RePEc:arx:papers:2004.12601.

Full description at Econpapers || Download paper

2020Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2005.03513.

Full description at Econpapers || Download paper

2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

Full description at Econpapers || Download paper

2020Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , . In: Papers. RePEc:arx:papers:2006.01802.

Full description at Econpapers || Download paper

2020Ensemble Learning with Statistical and Structural Models. (2020). Xu, Jingzhi ; Mao, Jiaming. In: Papers. RePEc:arx:papers:2006.05308.

Full description at Econpapers || Download paper

2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

Full description at Econpapers || Download paper

2020A More Robust t-Test. (2020). Mueller, Ulrich K. In: Papers. RePEc:arx:papers:2007.07065.

Full description at Econpapers || Download paper

2020The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

Full description at Econpapers || Download paper

2020The Hansen ratio in mean--variance portfolio theory. (2020). Vcern, Alevs. In: Papers. RePEc:arx:papers:2007.15980.

Full description at Econpapers || Download paper

2020Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

Full description at Econpapers || Download paper

2020Making Decisions under Model Misspecification. (2020). Marinacci, Massimo ; Maccheroni, Fabio ; Hansen, Lars Peter ; Cerreia-Vioglio, Simone. In: Papers. RePEc:arx:papers:2008.01071.

Full description at Econpapers || Download paper

2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

Full description at Econpapers || Download paper

2020Counterfactual and Welfare Analysis with an Approximate Model. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2009.03379.

Full description at Econpapers || Download paper

2020The Frisch--Waugh--Lovell Theorem for Standard Errors. (2020). Ding, Peng. In: Papers. RePEc:arx:papers:2009.06621.

Full description at Econpapers || Download paper

2020Robust Orlicz spaces: observations and caveats. (2020). Nendel, Max ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2009.09007.

Full description at Econpapers || Download paper

2020A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961.

Full description at Econpapers || Download paper

2020The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

Full description at Econpapers || Download paper

2020Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153.

Full description at Econpapers || Download paper

2020Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty. (2020). Myung, Jiyoun ; Chen, Tao. In: Papers. RePEc:arx:papers:2011.04804.

Full description at Econpapers || Download paper

2020Growth, development, and structural change at the firm-level: The example of the PR China. (2020). Dai, Shuanping ; Yang, Jangho ; Heinrich, Torsten. In: Papers. RePEc:arx:papers:2012.14503.

Full description at Econpapers || Download paper

2020Adversarial Estimation of Riesz Representers. (2020). Syrgkanis, Vasilis ; Singh, Rahul ; Newey, Whitney ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2101.00009.

Full description at Econpapers || Download paper

2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

Full description at Econpapers || Download paper

2021New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306.

Full description at Econpapers || Download paper

2021Optimal transportation and the falsifiability of incompletely specified economic models. (2021). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar. In: Papers. RePEc:arx:papers:2102.04162.

Full description at Econpapers || Download paper

2021The Relationship between Energy Transition, Industrialization and Employment: A GMM Panel Var Approach. (2021). Guivis, Nkemgha Zeufack ; Poumie, Boker. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:15-28.

Full description at Econpapers || Download paper

2021The Impact of Financial Development on Renewable and Non-Renewable Energy Consumption. (2021). Polat, Burcak. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:42-48.

Full description at Econpapers || Download paper

2020Spatial Environmental and Resource Economics. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2002.

Full description at Econpapers || Download paper

2020Regional climate policy under deep uncertainty: robust control and distributional concerns. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2009.

Full description at Econpapers || Download paper

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

Full description at Econpapers || Download paper

2020Do Women Matter in Monetary Policy Boards?. (2020). Profeta, Paola ; masciandaro, donato ; Romelli, Davide. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20148.

Full description at Econpapers || Download paper

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

Full description at Econpapers || Download paper

2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

Full description at Econpapers || Download paper

2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

Full description at Econpapers || Download paper

2020The limits to robust monetary policy in a small open economy with learning agents. (2020). Dai, Meixing ; Charlotte, Andre Marine. In: Working Papers. RePEc:bdm:wpaper:2020-12.

Full description at Econpapers || Download paper

2020Valuation of Long-Term Property Rights under Political Uncertainty. (2020). He, Zhiguo ; Hu, Maggie ; Yao, Vincent ; Wang, Zhenping. In: Working Papers. RePEc:bfi:wpaper:2020-105.

Full description at Econpapers || Download paper

2020Uncertainty Spillovers for Markets and Policy. (2020). Hansen, Lars Peter. In: Working Papers. RePEc:bfi:wpaper:2020-121.

Full description at Econpapers || Download paper

2020How Well Generative Adversarial Networks Learn Distributions. (2020). Liang, Tengyuan. In: Working Papers. RePEc:bfi:wpaper:2020-154.

Full description at Econpapers || Download paper

2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69.

Full description at Econpapers || Download paper

2020Epidemic Responses Under Uncertainty. (2020). Buchak, Greg ; Barnett, Michael ; Yannelis, Constantine. In: Working Papers. RePEc:bfi:wpaper:2020-72.

Full description at Econpapers || Download paper

2020Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context?. (2020). Berger, Nicolas ; Smith, Richard D ; Marinacci, Massimo ; Jarvis, Christopher ; Hansen, Lars Peter ; Gilboa, Itzhak ; Bosetti, Valentina. In: Working Papers. RePEc:bfi:wpaper:2020-95.

Full description at Econpapers || Download paper

2020Reference Dependence in Intertemporal Preference. (2020). Zhong, Songfa ; Li, Zhihua. In: Discussion Papers. RePEc:bir:birmec:20-01.

Full description at Econpapers || Download paper

2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

Full description at Econpapers || Download paper

2020Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173.

Full description at Econpapers || Download paper

2020Environmental, social, and governance practices and perceived tail risk. (2020). Szado, Edward ; Shafer, Michael. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4195-4224.

Full description at Econpapers || Download paper

2020Agriculture–nutrition linkages with heterogeneous, unobserved returns and costs: Insights from Tajikistan. (2020). Takeshima, Hiroyuki ; Ergasheva, Tanzila ; Liu, Yanyan ; Ilyasov, Jarilkasin ; Park, Allen ; Akramov, Kamiljon. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:4:p:553-565.

Full description at Econpapers || Download paper

2020Demand, challenges, and marketing strategies in the retail promotion of local brand milk. (2020). Campbell, Benjamin ; Rabinowitz, Adam N ; Chen, Xuan ; Liu, Yizao. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:5:p:655-668.

Full description at Econpapers || Download paper

2021Impacts of agricultural price support policy on price variability and welfare: Evidence from Chinas soybean market. (2021). Wei, Longbao ; Wang, Wenting. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:3-17.

Full description at Econpapers || Download paper

2020The handicap for enhanced solidarity across advanced economies: The greater the economic openness higher the unequal distribution of income. (2020). Ozdemir, Onur. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:91:y:2020:i:4:p:585-632.

Full description at Econpapers || Download paper

2020Ownership structure, size, and interest income substitution by banks: An exploratory study in the Indian context. (2020). Kaur, Parneet . In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:279-301.

Full description at Econpapers || Download paper

2020Censored linear regression in the presence or absence of auxiliary survival information. (2020). Sun, Yifei ; Sheng, Ying ; Huang, Chiungyu ; Deng, Detian. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:3:p:734-745.

Full description at Econpapers || Download paper

2020Productivity and Wage Effects of Firm?Level Collective Agreements: Evidence from Belgian Linked Panel Data. (2020). TERRAZ, Isabelle ; Rycx, Francois ; Garnero, Andrea. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:58:y:2020:i:4:p:936-972.

Full description at Econpapers || Download paper

2020Optimal portfolio choices using financial leverage. (2020). Olmo, Jose ; Laborda, Ricardo. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:146-166.

Full description at Econpapers || Download paper

2020Inequality and growth: What comes from the different inequality measures?. (2020). Jaboski, Ukasz ; Bartak, Jakub. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:185-212.

Full description at Econpapers || Download paper

2021DSGE models, detrending, and the method of moments. (2021). Mao, Charles Olivier. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99.

Full description at Econpapers || Download paper

2020FISCAL EXPENDITURE AND INDUSTRIAL LAND PRICE IN CHINA: THEORY AND EVIDENCE. (2020). Huang, Chienyu ; Tsai, Pihan ; Chiang, Tsunfeng. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:4:p:593-606.

Full description at Econpapers || Download paper

2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

Full description at Econpapers || Download paper

2020An assessment of poverty determinants in U.S. census tracts, 1970–2010. (2020). Sansonavarro, Marcos ; Gayannavarro, Carlos ; Sanzgracia, Fernando. In: Growth and Change. RePEc:bla:growch:v:51:y:2020:i:3:p:977-999.

Full description at Econpapers || Download paper

2020Do Countries Matter More in Determining the Relationship Between Employee Welfare and Financial Performance?. (2020). Krishnamurti, Chandrasekhar ; Gupta, Kartick. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:415-450.

Full description at Econpapers || Download paper

2020Profitability Development and Resource Reallocation: The Case of Sugar Beet Farming in Germany. (2020). Sauer, Johannes ; Wimmer, Stefan. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:816-837.

Full description at Econpapers || Download paper

2020Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2020). Borovička, Jaroslav ; Stachurski, John ; Borovika, Jaroslav. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1457-1493.

Full description at Econpapers || Download paper

2020Cash Flow News and Stock Price Dynamics. (2020). Pettenuzzo, Davide ; Sabbatucci, Riccardo ; Timmermann, Allan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2221-2270.

Full description at Econpapers || Download paper

2020Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3097-3138.

Full description at Econpapers || Download paper

2020Bayesian econometric modelling of observational data for cost‐effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds. (2020). Claxton, Karl ; Saramago, Pedro ; Soares, Marta ; Welton, Nicky J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1575-1593.

Full description at Econpapers || Download paper

2020An empirical examination of shift‐share instruments. (2020). Larson, William ; Broxterman, Daniel A. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:4:p:677-711.

Full description at Econpapers || Download paper

2020What does Jerome Powell know that William McChesney Martin did not—And what role did academic research play in that?. (2020). Blinder, Alan. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:32-49.

Full description at Econpapers || Download paper

2020A Note on Specification Testing in Some Structural Regression Models. (2020). Beckert, Walter. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:686-695.

Full description at Econpapers || Download paper

2020Does the Office of Patient Experience Matter in Improving Delivery of Care?. (2020). Bendoly, Elliot ; Chandrasekaran, Aravind ; Sharma, Luv. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:4:p:833-855.

Full description at Econpapers || Download paper

2020Modern sector development: The role of exports and institutions in developing countries. (2020). Gries, Thomas ; Grundmann, Rainer. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:644-667.

Full description at Econpapers || Download paper

2020Life expectancy and economic development: Evidence from microdata. (2020). Turan, Belgi. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:3:p:949-972.

Full description at Econpapers || Download paper

2020Serving differently: CEO regulatory focus and firm stakeholder strategy. (2020). Short, Cole E ; Bundy, Jonathan ; Neville, Franois ; Gamache, Daniel L. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:7:p:1305-1335.

Full description at Econpapers || Download paper

2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

Full description at Econpapers || Download paper

2020Inefficient Collective Households: Cooperation and Consumption. (2020). Pendakur, Krishna ; Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1000.

Full description at Econpapers || Download paper

2020Optimal Foresight. (2020). Chahrour, Ryan ; Jurado, Kyle. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1017.

Full description at Econpapers || Download paper

2020Generalized method of moments estimation of linear dynamic panel-data models. (2020). Kripfganz, Sebastian. In: 2020 Stata Conference. RePEc:boc:scon20:14.

Full description at Econpapers || Download paper

2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

Full description at Econpapers || Download paper

2020On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Working Papers. RePEc:bro:econwp:2020-06.

Full description at Econpapers || Download paper

2020A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection. (2020). Li, S ; Connor, G ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20103.

Full description at Econpapers || Download paper

2020Nonparametric Euler Equation Identi?cation and Estimation. (2020). Srisuma, S ; Linton, O ; Lewbel, A ; Hoderlein, S ; Escanciano, J C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2064.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article362
2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review.
[Full Text][Citation analysis]
article71
1996The Empirical Foundations of Calibration In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article170
2015Misspecified Recovery In: Papers.
[Full Text][Citation analysis]
paper29
2016Misspecified Recovery.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2014Misspecified Recovery.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2015Misspecified Recovery.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
1996Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article48
1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors.(1997) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]
article467
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]
article151
1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
1997 Assessing Specification Errors in Stochastic Discount Factor Models. In: Journal of Finance.
[Full Text][Citation analysis]
article305
1994Assessing specification errors in stochastic discount factor models.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 305
paper
1994Assessing Specification Errors in Stochastic Discount Factor Models.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 305
paper
2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper46
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
1997Robust Permanent Income and Pricing In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper236
Robust Permanent Income and Pricing.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 236
paper
1999Robust Permanent Income and Pricing.(1999) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 236
article
2005Principal Components and the Long Run In: Levine's Bibliography.
[Full Text][Citation analysis]
paper15
2009Principal components and the long run.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2007Long-term Risk: An Operator Approach In: Levine's Bibliography.
[Full Text][Citation analysis]
paper101
2009Long-Term Risk: An Operator Approach.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
article
2006Long Term Risk: An Operator Approach.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
paper
2009Underidentification? (Resumen) In: Working Papers.
[Full Text][Citation analysis]
paper7
2013Challenges in Identifying and Measuring Systemic Risk In: Working Papers.
[Full Text][Citation analysis]
paper35
2013Challenges in Identifying and Measuring Systemic Risk.(2013) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
chapter
2012Challenges in Identifying and Measuring Systemic Risk.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
Small Sample Properties of Alternative GMM Estimators In: GSIA Working Papers.
[Full Text][Citation analysis]
paper0
1997BOOTSTRAPPING THE LONG RUN In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article16
2002ROBUST PERMANENT INCOME AND PRICING WITH FILTERING In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article73
2004AN INTERVIEW WITH CHRISTOPHER A. SIMS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article4
2009Principal Components and Long Run Implications of Multivariate Diffusions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
1982Large Sample Properties of Generalized Method of Moments Estimators. In: Econometrica.
[Full Text][Citation analysis]
article4700
1982Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. In: Econometrica.
[Full Text][Citation analysis]
article862
1983The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities. In: Econometrica.
[Full Text][Citation analysis]
article33
1981The dimensionality of the aliasing problem in models with rational spectral densities.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
1987The Role of Conditioning Information in Deducing Testable. In: Econometrica.
[Full Text][Citation analysis]
article59
1995Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes. In: Econometrica.
[Full Text][Citation analysis]
article127
1993Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes.(1993) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
2012Dynamic Valuation Decomposition Within Stochastic Economies In: Econometrica.
[Full Text][Citation analysis]
article31
2010Fragile beliefs and the price of uncertainty In: Quantitative Economics.
[Full Text][Citation analysis]
article46
2000Underidentification? In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper10
2012Underidentification?.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2009Underidentification?.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
1980Formulating and estimating dynamic linear rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article379
1979Formulating and estimating dynamic linear rational expectations models.(1979) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 379
paper
2010Robust hidden Markov LQG problems In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article5
2012Small noise methods for risk-sensitive/robust economies In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article20
2007Intertemporal Substitution and Risk Aversion In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter39
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.
[Full Text][Citation analysis]
article26
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: 26
paper
2012Proofs for large sample properties of generalized method of moments estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article4
2014Examining macroeconomic models through the lens of asset pricing In: Journal of Econometrics.
[Full Text][Citation analysis]
article21
2012Examining macroeconomic models through the lens of asset pricing.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
1985A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article69
1990Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution In: Journal of Econometrics.
[Full Text][Citation analysis]
article56
1993Seasonality and approximation errors in rational expectations models In: Journal of Econometrics.
[Full Text][Citation analysis]
article57
1998Spectral methods for identifying scalar diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]
article49
2013Risk Pricing over Alternative Investment Horizons In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter4
1996Mechanics of forming and estimating dynamic linear economies In: Handbook of Computational Economics.
[Full Text][Citation analysis]
chapter94
1994Mechanics of forming and estimating dynamic linear economies.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
1995On the mechanics of forming and estimating dynamic linear economies.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2005Robust estimation and control under commitment In: Journal of Economic Theory.
[Full Text][Citation analysis]
article56
2006Introduction to model uncertainty and robustness In: Journal of Economic Theory.
[Full Text][Citation analysis]
article3
2006Robust control and model misspecification In: Journal of Economic Theory.
[Full Text][Citation analysis]
article90
2007Recursive robust estimation and control without commitment In: Journal of Economic Theory.
[Full Text][Citation analysis]
article66
2005Recursive robust estimation and control without commitment.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2009Doubts or variability? In: Journal of Economic Theory.
[Full Text][Citation analysis]
article60
2011Robustness and ambiguity in continuous time In: Journal of Economic Theory.
[Full Text][Citation analysis]
article12
1999Micro data and general equilibrium models In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter193
1999Micro Data and General Equilibrium Models.(1999) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 193
paper
2016Term Structure of Uncertainty in the Macroeconomy In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter1
2016Term Structure of Uncertainty in the Macroeconomy.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Wanting Robustness in Macroeconomics In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
chapter18
2003Robust control of forward-looking models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article110
2012Three types of ambiguity In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article14
2015Four types of ignorance In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article2
1982Instrumental variables procedures for estimating linear rational expectations models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article41
1981Instrumental variables procedures for estimating linear rational expectations models.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2008Time Inconsistency of Robust Control? In: Chapters.
[Full Text][Citation analysis]
chapter39
2017The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics In: Natural Field Experiments.
[Full Text][Citation analysis]
paper1
2009Managing expectations and fiscal policy In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper19
1993Flat rate taxes with adjustment costs and several capital stocks and household types In: Working Papers in Applied Economic Theory.
[Citation analysis]
paper0
1993Flat rate taxes with adjustment costs and several capital stocks and household types.(1993) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 0
article
1993Recursive linear models of dynamic economies In: Proceedings.
[Citation analysis]
article50
1990Recursive Linear Models of Dynamic Economies.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2004Empirical and policy performance of a forward-looking monetary model, comments In: Proceedings.
[Full Text][Citation analysis]
article0
2005Model uncertainty and policy evaluation: some theory and empirics - comments In: Proceedings.
[Full Text][Citation analysis]
article0
2005Certainty equivalence and model uncertainty In: Proceedings.
[Full Text][Citation analysis]
article5
1990Implications of security market data for models of dynamic economies In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
paper634
1990Implications of Security Market Data for Models of Dynamic Economies.(1990) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 634
paper
1991Implications of Security Market Data for Models of Dynamic Economies..(1991) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 634
article
1980Methods for estimating continuous time Rational Expectations models from discrete time data In: Staff Report.
[Full Text][Citation analysis]
paper11
1980Rational expectations models and the aliasing phenomenon In: Staff Report.
[Full Text][Citation analysis]
paper2
1981Exact linear rational expectations models: specification and estimation In: Staff Report.
[Full Text][Citation analysis]
paper27
1983Identification of continuous time rational expectations models from discrete time data In: Staff Report.
[Full Text][Citation analysis]
paper1
1981Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time In: Staff Report.
[Full Text][Citation analysis]
paper7
1983Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time..(1983) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
1982Formulating and estimating continuous time rational expectations models In: Staff Report.
[Full Text][Citation analysis]
paper3
1980Linear rational expectations models for dynamically interrelated variables In: Working Papers.
[Full Text][Citation analysis]
paper17
1983Multiperiod Probit Models and Orthogonality Condition Estimation. In: International Economic Review.
[Full Text][Citation analysis]
article61
2001Acknowledgement Misspecification in Macroeconomic Theory In: Monetary and Economic Studies.
[Full Text][Citation analysis]
article36
2015[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü In: Journal of Economics Bibliography.
[Full Text][Citation analysis]
article0
2008Robustness and U.S. Monetary Policy Experimentation In: Journal of Money, Credit and Banking.
[Citation analysis]
article54
2005Intangible Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]
chapter157
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 157
paper
1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models In: NBER Chapters.
[Full Text][Citation analysis]
chapter100
2011Comment on House Price Booms and the Current Account In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2017Comment on Survey Measurement of Probabilistic Economic Expectations: Progress and Promise In: NBER Chapters.
[Citation analysis]
chapter0
1993Econometric Evaluation of Asset Pricing Models In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper86
1995Econometric Evaluation of Asset Pricing Models..(1995) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
article
2005Consumption Strikes Back?: Measuring Long-Run Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper230
2008Consumption Strikes Back? Measuring Long-Run Risk.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 230
article
2007Beliefs, Doubts and Learning: Valuing Economic Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper61
2008Modeling the Long Run: Valuation in Dynamic Stochastic Economies In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2009Risk Price Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]
paper27
1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper264
1988A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty.(1988) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 264
article
2014Shock Elasticities and Impulse Responses In: NBER Working Papers.
[Full Text][Citation analysis]
paper11
2014Uncertainty Outside and Inside Economic Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper17
2013Uncertainty Outside and Inside Economic Models.(2013) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2016Sets of Models and Prices of Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2019Macroeconomic Uncertainty Prices when Beliefs are Tenuous In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2020Robust Identification of Investor Beliefs In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2002Robustness and Pricing with Uncertain Growth In: Review of Financial Studies.
[Citation analysis]
article78
2012Recursive utility in a Markov environment with stochastic growth In: Working Papers.
[Full Text][Citation analysis]
paper4
2007Introduction to Robustness In: Introductory Chapters.
[Full Text][Citation analysis]
chapter86
2013Recursive Models of Dynamic Linear Economies In: Economics Books.
[Citation analysis]
book23
2001Acknowledging Misspecification in Macroeconomic Theory In: Review of Economic Dynamics.
[Full Text][Citation analysis]
article99
2008Robustness and US Monetary In: 2008 Meeting Papers.
[Citation analysis]
paper22
2013Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
paper0
2014Biographical In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
paper0
Perturbation Methods for Risk-Sensitive Economies In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]
paper0
2017ПОСЛЕДСТВИЯ НЕОПРЕДЕЛЕННОСТИ ДЛЯ ЭКОНОМИЧЕСКОГО АНАЛИЗА // THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS In: ???????: ?????? ? ????????/Finance: Theory and Practice // Finance: Theory and Practice.
[Full Text][Citation analysis]
article0
2012Pricing growth-rate risk In: Finance and Stochastics.
[Full Text][Citation analysis]
article12
2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection In: Journal of the European Economic Association.
[Full Text][Citation analysis]
article149
2014Nobel Lecture: Uncertainty Outside and Inside Economic Models In: Journal of Political Economy.
[Full Text][Citation analysis]
article43
2017Time-Series Econometrics in Macroeconomics and Finance In: Journal of Political Economy.
[Full Text][Citation analysis]
article0
1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]
article698
1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article561
2012Comment In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
article0
2018Comment In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
article0
2003Advances in economics and econometrics :theory and applications In: ULB Institutional Repository.
[Citation analysis]
paper23
2014Uncertainty within Economic Models In: World Scientific Books.
[Full Text][Citation analysis]
book2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team