Lars Peter Hansen : Citation Profile


Are you Lars Peter Hansen?

University of Chicago

49

H index

75

i10 index

17322

Citations

RESEARCH PRODUCTION:

77

Articles

78

Papers

2

Books

26

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   43 years (1978 - 2021). See details.
   Cites by year: 402
   Journals where Lars Peter Hansen has often published
   Relations with other researchers
   Recent citing documents: 1297.    Total self citations: 83 (0.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha303
   Updated: 2022-07-02    RAS profile: 2021-04-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Marinacci, Massimo (6)

Berger, Loïc (3)

Sargent, Thomas (3)

Cerreia-Vioglio, Simone (3)

Gilboa, Itzhak (3)

Bosetti, Valentina (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 (96)

Issler, João (92)

Sargent, Thomas (91)

Miao, Jianjun (86)

Chernov, Mikhail (84)

Chen, Xiaohong (83)

Guillén, Osmani (81)

West, Kenneth (80)

Campbell, John (78)

Christiano, Lawrence (76)

Bansal, Ravi (75)

Cites to:

Sargent, Thomas (142)

Epstein, Larry (63)

Marinacci, Massimo (60)

Scheinkman, Jose (43)

Kreps, David (42)

Schmeidler, David (41)

Zin, Stanley (40)

Gilboa, Itzhak (39)

Campbell, John (37)

Maccheroni, Fabio (36)

Lucas, Robert (32)

Main data


Where Lars Peter Hansen has published?


Journals with more than one article published# docs
Journal of Econometrics9
Econometrica7
Journal of Economic Theory6
Journal of Political Economy6
Journal of Monetary Economics4
Proceedings4
Journal of Business & Economic Statistics4
Review of Financial Studies3
Journal of Economic Dynamics and Control3
Macroeconomic Dynamics3
International Economic Review2
Proceedings of the National Academy of Sciences2
American Economic Review2
NBER Macroeconomics Annual2
Economics Letters2
Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc18
Staff Report / Federal Reserve Bank of Minneapolis12
Working Papers / Becker Friedman Institute for Research In Economics4
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2
Papers / arXiv.org2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Working Papers / Princeton University, Department of Economics, Econometric Research Program.2
Working Papers / Federal Reserve Bank of Minneapolis2

Recent works citing Lars Peter Hansen (2021 and 2020)


YearTitle of citing document
2020Vacancies, Employment Outcomes and Firm Growth: Evidence from Denmark. (2020). Galenianos, Manolis ; Trapeznikova, Ija ; Fontaine, Francois ; Bagger, Jesper. In: Economics Working Papers. RePEc:aah:aarhec:2020-04.

Full description at Econpapers || Download paper

2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

Full description at Econpapers || Download paper

2020Risk Matters: Breaking Certainty Equivalence. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Polattimur, Hamza . In: CREATES Research Papers. RePEc:aah:create:2020-02.

Full description at Econpapers || Download paper

2020Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures. (2020). Christensen, Kim ; Bolko, Anine E ; Veliyev, Bezirgen ; Pakkanen, Mikko S. In: CREATES Research Papers. RePEc:aah:create:2020-12.

Full description at Econpapers || Download paper

2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2021). Swensen, Anders Ryghn ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2021-10.

Full description at Econpapers || Download paper

2021Infrastructure development as a prerequisite for structural change in Africa. (2021). Asongu, Simplice ; Malah, Yselle F. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/040.

Full description at Econpapers || Download paper

2020Risk Premia and the Real Effects of Money. (2020). di Tella, Sebastian. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:7:p:1995-2040.

Full description at Econpapers || Download paper

2020Home Values and Firm Behavior. (2020). Pinter, Gabor ; Bahaj, Saleem ; Foulis, Angus. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:7:p:2225-70.

Full description at Econpapers || Download paper

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

2021Infrastructure development as a prerequisite for structural change in Africa. (2021). Kuete, Yselle Flora ; Asongu, Simplice ; Malah, Yselle F. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/040.

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

2020Am I Late for School? Peer Effects on Delayed School Entry in Rural Northwestern China. (2020). Chen, Qihui. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304415.

Full description at Econpapers || Download paper

2021The impact of agricultural producer price on sustainable food security in Africa – a system GMM approach. (2021). Tian, ZE ; Kwaw-Nimeson, Enoch. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:314164.

Full description at Econpapers || Download paper

2021The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020The Impact of FDI and Foreign Aid on the Economic Growth: Empirical Evidence from Sub-Saharan African Countries. (2020). Ur, Imran ; Ahmed, Afolabi Tunde. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:6:p:53-70.

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

2021Structural Models for Policy-Making: Coping with Parametric Uncertainty. (2021). Eisenhauer, Philipp ; Janys, Lena ; Gabler, Janos. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:082.

Full description at Econpapers || Download paper

2021Robust Decision-Making Under Risk and Ambiguity. (2021). Eisenhauer, Philipp ; Blesch, Maximilian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:104.

Full description at Econpapers || Download paper

2021Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87.

Full description at Econpapers || Download paper

2021TO DIVORCE OR NOT TO DIVORCE: IS THIS A PROPERTY TAX PROBLEM?. (2021). SANTOLINI, RAFFAELLA. In: Working Papers. RePEc:anc:wpaper:451.

Full description at Econpapers || Download paper

2020Speculation-driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:161.

Full description at Econpapers || Download paper

2021Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977.

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

2020Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

Full description at Econpapers || Download paper

2021Minimizing Sensitivity to Model Misspecification. (2018). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1807.02161.

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

2020Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Stachurski, John ; Ren, Guanlong. In: Papers. RePEc:arx:papers:1812.05748.

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

2020Econophysics of Asset Price, Return and Multiple Expectations. (2019). Olkhov, Victor. In: Papers. RePEc:arx:papers:1901.05024.

Full description at Econpapers || Download paper

2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2021Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

Full description at Econpapers || Download paper

2021Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

Full description at Econpapers || Download paper

2021Deep 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

2021Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

Full description at Econpapers || Download paper

2020Collaborative knowledge creation: Evidence from Japanese patent data. (2019). Sakaguchi, Shosei ; Mori, Tomoya. In: Papers. RePEc:arx:papers:1908.01256.

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

2021Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition. (2019). Borovička, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav. In: Papers. RePEc:arx:papers:1910.00778.

Full description at Econpapers || Download paper

2020Robust portfolio optimization with multi-factor stochastic volatility. (2019). Zhu, Song-Ping ; Ma, Guiyuan ; Lu, Xiaoping ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:1910.06872.

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

2020Dual IV: A Single Stage Instrumental Variable Regression. (2019). Raj, Anant ; Lee, Si Kai ; Mehrjou, Arash ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:1910.12358.

Full description at Econpapers || Download paper

2021Robust Contracting in General Contract Spaces. (2019). Horst, Ulrich ; Beissner, Patrick ; Backhoff-Veraguas, Julio. In: Papers. RePEc:arx:papers:1910.12516.

Full description at Econpapers || Download paper

2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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

2020Efficient Policy Learning from Surrogate-Loss Classification Reductions. (2020). Kallus, Nathan ; Bennett, Andrew . In: Papers. RePEc:arx:papers:2002.05153.

Full description at Econpapers || Download paper

2020Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Papers. RePEc:arx:papers:2002.07479.

Full description at Econpapers || Download paper

2020A Practical Approach to Social Learning. (2020). Koren, Moran ; Ban, Amir . In: Papers. RePEc:arx:papers:2002.11017.

Full description at Econpapers || Download paper

2021Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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

2021Estimating Treatment Effects with Observed Confounders and Mediators. (2020). Childers, David ; Lipton, Zachary C ; Gupta, Shantanu. In: Papers. RePEc:arx:papers:2003.11991.

Full description at Econpapers || Download paper

2020Correlating L\evy processes with Self-Decomposability: Applications to Energy Markets. (2020). Sasso, Emanuela ; Sabino, Piergiacomo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2004.04048.

Full description at Econpapers || Download paper

2020Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751.

Full description at Econpapers || Download paper

2021Sensitivity to Calibrated Parameters. (2020). Jørgensen, Thomas ; Jorgensen, Thomas H. In: Papers. RePEc:arx:papers:2004.12100.

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

2021Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

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

2021Robust 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

2020Minimax Estimation of Conditional Moment Models. (2020). Syrgkanis, Vasilis ; MacKey, Lester ; Lewis, Greg ; Dikkala, Nishanth. In: Papers. RePEc:arx:papers:2006.07201.

Full description at Econpapers || Download paper

2020Valid Causal Inference with (Some) Invalid Instruments. (2020). Veitch, Victor ; Hartford, Jason ; Leyton-Brown, Kevin ; Sridhar, Dhanya. In: Papers. RePEc:arx:papers:2006.11386.

Full description at Econpapers || Download paper

2020The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks. (2020). Chatelain, Jean-Bernard ; Ralf, Kirsten. In: Papers. RePEc:arx:papers:2006.14842.

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

2020How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories. (2020). Fudenberg, Drew ; Liang, Annie ; Gao, Wayne. In: Papers. RePEc:arx:papers:2007.09213.

Full description at Econpapers || Download paper

2021The 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

2020Robust Sequential Search. (2020). Zapechelnyuk, Andriy ; Schlag, Karl. In: Papers. RePEc:arx:papers:2008.00502.

Full description at Econpapers || Download paper

2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

Full description at Econpapers || Download paper

2021On the Origin(s) of the Term Big Data. (2020). Diebold, Francis. In: Papers. RePEc:arx:papers:2008.05835.

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

2020The role of parallel trends in event study settings: An application to environmental economics. (2020). Sant'Anna, Pedro ; Marcus, Michelle. In: Papers. RePEc:arx:papers:2009.01963.

Full description at Econpapers || Download paper

2021Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2020). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Papers. RePEc:arx:papers:2009.02642.

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

2021Robust Orlicz spaces: observations and caveats. (2020). Nendel, Max ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2009.09007.

Full description at Econpapers || Download paper

2022Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures. (2020). Veliyev, Bezirgen ; Pakkanen, Mikko S ; Christensen, Kim ; Bolko, Anine E. In: Papers. RePEc:arx:papers:2010.04610.

Full description at Econpapers || Download paper

2022A 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

2021The 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

2022Nonparametric 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

2021Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753.

Full description at Econpapers || Download paper

2020Decision Making under Uncertainty: A Game of Two Selves. (2020). Xia, Jianming. In: Papers. RePEc:arx:papers:2012.07509.

Full description at Econpapers || Download paper

2021The Variational Method of Moments. (2020). Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2012.09422.

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

2022Climate Change Adaptation under Heterogeneous Beliefs. (2021). Nutz, Marcel ; Stebegg, Florian. In: Papers. RePEc:arx:papers:2101.08424.

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

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]
article509
2014Robust Control and Model Uncertainty.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 509
chapter
2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review.
[Full Text][Citation analysis]
article115
2014Beliefs, Doubts and Learning: Valuing Macroeconomic Risk.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
chapter
1996The Empirical Foundations of Calibration In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article185
2015Misspecified Recovery In: Papers.
[Full Text][Citation analysis]
paper34
2016Misspecified Recovery.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2014Misspecified Recovery.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2015Misspecified Recovery.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2021Making Decisions under Model Misspecification In: Papers.
[Full Text][Citation analysis]
paper4
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1996Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article55
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: 55
paper
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]
article578
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]
article156
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: 156
paper
2020Uncertainty Spillovers for Markets and Policy In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Robust Identification of Investor Beliefs In: Working Papers.
[Full Text][Citation analysis]
paper4
2020Robust Identification of Investor Beliefs.(2020) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2020Robust identification of investor beliefs.(2020) In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2020Robust Identification of Investor Beliefs.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2020Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1997 Assessing Specification Errors in Stochastic Discount Factor Models. In: Journal of Finance.
[Full Text][Citation analysis]
article363
1994Assessing specification errors in stochastic discount factor models.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 363
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: 363
paper
2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper51
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
article
1997Robust Permanent Income and Pricing In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper280
Robust Permanent Income and Pricing.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 280
paper
1999Robust Permanent Income and Pricing.(1999) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 280
article
2014Robust Permanent Income and Pricing.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 280
chapter
2005Principal Components and the Long Run In: Levine's Bibliography.
[Full Text][Citation analysis]
paper33
2009Principal components and the long run.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2007Long-term Risk: An Operator Approach In: Levine's Bibliography.
[Full Text][Citation analysis]
paper155
2009Long-Term Risk: An Operator Approach.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
article
2006Long Term Risk: An Operator Approach.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
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]
paper51
2013Challenges in Identifying and Measuring Systemic Risk.(2013) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
chapter
2012Challenges in Identifying and Measuring Systemic Risk.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
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]
article76
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]
article5416
1982Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. In: Econometrica.
[Full Text][Citation analysis]
article1011
1983The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities. In: Econometrica.
[Full Text][Citation analysis]
article38
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: 38
paper
1987The Role of Conditioning Information in Deducing Testable. In: Econometrica.
[Full Text][Citation analysis]
article342
1995Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes. In: Econometrica.
[Full Text][Citation analysis]
article141
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: 141
paper
2012Dynamic Valuation Decomposition Within Stochastic Economies In: Econometrica.
[Full Text][Citation analysis]
article43
2010Fragile beliefs and the price of uncertainty In: Quantitative Economics.
[Full Text][Citation analysis]
article72
2014Fragile Beliefs and the Price of Uncertainty.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
chapter
2000Underidentification? In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper15
2012Underidentification?.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2009Underidentification?.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
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]
article437
1979Formulating and estimating dynamic linear rational expectations models.(1979) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 437
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]
chapter60
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]
article28
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: 28
paper
2012Proofs for large sample properties of generalized method of moments estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2014Examining macroeconomic models through the lens of asset pricing In: Journal of Econometrics.
[Full Text][Citation analysis]
article31
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: 31
paper
2020Twisted probabilities, uncertainty, and prices In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
1985A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article76
1990Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution In: Journal of Econometrics.
[Full Text][Citation analysis]
article59
1993Seasonality and approximation errors in rational expectations models In: Journal of Econometrics.
[Full Text][Citation analysis]
article63
1998Spectral methods for identifying scalar diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]
article51
2013Risk Pricing over Alternative Investment Horizons In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter8
1996Mechanics of forming and estimating dynamic linear economies In: Handbook of Computational Economics.
[Full Text][Citation analysis]
chapter156
1994Mechanics of forming and estimating dynamic linear economies.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156
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: 156
paper
2005Robust estimation and control under commitment In: Journal of Economic Theory.
[Full Text][Citation analysis]
article70
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]
article116
2014Robust Control and Model Misspecification.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 116
chapter
2007Recursive robust estimation and control without commitment In: Journal of Economic Theory.
[Full Text][Citation analysis]
article84
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: 84
paper
2009Doubts or variability? In: Journal of Economic Theory.
[Full Text][Citation analysis]
article111
2014Doubts or Variability?.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
chapter
2011Robustness and ambiguity in continuous time In: Journal of Economic Theory.
[Full Text][Citation analysis]
article15
1999Micro data and general equilibrium models In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter352
1999Micro Data and General Equilibrium Models.(1999) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 352
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]
chapter38
2003Robust control of forward-looking models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article124
2012Three types of ambiguity In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article32
2014Three Types of Ambiguity.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
chapter
2015Four types of ignorance In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article7
1982Instrumental variables procedures for estimating linear rational expectations models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article47
1981Instrumental variables procedures for estimating linear rational expectations models.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
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]
paper3
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]
article52
1990Recursive Linear Models of Dynamic Economies.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
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]
paper733
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: 733
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: 733
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]
paper8
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: 8
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
2020Rational Policymaking during a Pandemic In: Working Papers.
[Full Text][Citation analysis]
paper3
1983Multiperiod Probit Models and Orthogonality Condition Estimation. In: International Economic Review.
[Full Text][Citation analysis]
article67
2020Rational policymaking during a pandemic In: Working Papers.
[Full Text][Citation analysis]
paper5
2001Acknowledgement Misspecification in Macroeconomic Theory In: Monetary and Economic Studies.
[Full Text][Citation analysis]
article41
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]
article58
2008Robustness and U.S. Monetary Policy Experimentation.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
article
2018Aversion to ambiguity and model misspecification in dynamic stochastic environments In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]
article6
2005Intangible Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]
chapter208
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 208
paper
1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models In: NBER Chapters.
[Full Text][Citation analysis]
chapter126
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
2021Climate Change Uncertainty Spillover in the Macroeconomy In: NBER Chapters.
[Citation analysis]
chapter3
2021Climate Change Uncertainty Spillover in the Macroeconomy.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1993Econometric Evaluation of Asset Pricing Models In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper101
1995Econometric Evaluation of Asset Pricing Models..(1995) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
article
2005Consumption Strikes Back?: Measuring Long-Run Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper321
2008Consumption Strikes Back? Measuring Long-Run Risk.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 321
article
2007Beliefs, Doubts and Learning: Valuing Economic Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper111
2008Modeling the Long Run: Valuation in Dynamic Stochastic Economies In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2009Risk Price Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]
paper38
1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper322
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: 322
article
2014Shock Elasticities and Impulse Responses In: NBER Working Papers.
[Full Text][Citation analysis]
paper17
2014Uncertainty Outside and Inside Economic Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper73
2013Uncertainty Outside and Inside Economic Models.(2013) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2016Sets of Models and Prices of Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2019Macroeconomic Uncertainty Prices when Beliefs are Tenuous In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
Repercussions of Pandemics on Markets and Policy In: Review of Asset Pricing Studies.
[Full Text][Citation analysis]
article0
2002Robustness and Pricing with Uncertain Growth In: Review of Financial Studies.
[Citation analysis]
article91
2020Pricing Uncertainty Induced by Climate Change In: Review of Financial Studies.
[Full Text][Citation analysis]
article25
2012Recursive utility in a Markov environment with stochastic growth In: Working Papers.
[Full Text][Citation analysis]
paper20
2007Introduction to Robustness In: Introductory Chapters.
[Full Text][Citation analysis]
chapter86
2013Recursive Models of Dynamic Linear Economies In: Economics Books.
[Citation analysis]
book26
2001Acknowledging Misspecification in Macroeconomic Theory In: Review of Economic Dynamics.
[Full Text][Citation analysis]
article112
2008Robustness and US Monetary In: 2008 Meeting Papers.
[Citation analysis]
paper25
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]
paper1
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]
article14
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]
article199
2014A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 199
chapter
2014Nobel Lecture: Uncertainty Outside and Inside Economic Models In: Journal of Political Economy.
[Full Text][Citation analysis]
article54
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]
article800
1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article662
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]
paper930
2014Uncertainty within Economic Models In: World Scientific Books.
[Full Text][Citation analysis]
book3
2014Introduction In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2014Discounted Linear Exponential Quadratic Gaussian Control In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2014Robust Estimation and Control without Commitment In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team