Lars Peter Hansen : Citation Profile


University of Chicago

51

H index

84

i10 index

23512

Citations

RESEARCH PRODUCTION:

85

Articles

79

Papers

2

Books

26

Chapters

EDITOR:

6

Books edited

RESEARCH ACTIVITY:

   46 years (1978 - 2024). See details.
   Cites by year: 511
   Journals where Lars Peter Hansen has often published
   Relations with other researchers
   Recent citing documents: 535.    Total self citations: 88 (0.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha303
   Updated: 2025-05-17    RAS profile: 2024-12-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Marinacci, Massimo (7)

Berger, Loïc (4)

Gilboa, Itzhak (4)

Bosetti, Valentina (4)

Cerreia-Vioglio, Simone (3)

Sargent, Thomas (3)

Miao, Jianjun (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:

Chen, Xiaohong (126)

Jacquemet, Nicolas (118)

Sargent, Thomas (99)

Luo, Yulei (97)

Miao, Jianjun (97)

Issler, João (97)

Xepapadeas, Anastasios (96)

Chernov, Mikhail (92)

Heckman, James (86)

Heinemann, Frank (83)

Fernandez-Villaverde, Jesus (81)

Cites to:

Sargent, Thomas (158)

Epstein, Larry (68)

Marinacci, Massimo (66)

Kreps, David (46)

Scheinkman, Jose (43)

Zin, Stanley (41)

Campbell, John (41)

Gilboa, Itzhak (40)

Maccheroni, Fabio (39)

Rustichini, Aldo (34)

Tallarini, Thomas (32)

Main data


Where Lars Peter Hansen has published?


Journals with more than one article published# docs
Journal of Econometrics11
Journal of Economic Theory7
Econometrica7
Journal of Political Economy6
Journal of Monetary Economics5
Journal of Business & Economic Statistics4
Proceedings4
The Review of Financial Studies3
Journal of Economic Dynamics and Control3
Macroeconomic Dynamics3
NBER Macroeconomics Annual3
American Economic Review2
Journal of Finance2
Economics Letters2
Proceedings of the National Academy of Sciences2
Economic Theory2
International Economic Review2

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
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Working Papers / Becker Friedman Institute for Research In Economics4
Papers / arXiv.org3
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 (2025 and 2024)


YearTitle of citing document
2024Gender economic inclusion, governance institutions and economic complexity in Africa. (2024). Asongu, Simplice ; Ngoungou, Yolande E ; Emeka, Ekene Thankgod. In: Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).. RePEc:aak:wpaper:24/003.

Full description at Econpapers || Download paper

2025Financial Inclusion, Technology, and Income Inequality in Europe. (2025). Kostakis, Ioannis ; Dumitrescu, Sofia Adriana ; Belascu, Lucian ; Horobet, Alexandra ; Marinescu, Iulian ; Dalu, Maria-Alexandra. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:68:p:93.

Full description at Econpapers || Download paper

2024Gender economic inclusion, governance institutions and economic complexity in Africa. (2024). Asongu, Simplice ; Ngoungou, Yolande E ; Emeka, Ekene Thankgod. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/012.

Full description at Econpapers || Download paper

2024Irrigation-nutrition linkages under farmer-led and public irrigation schemes in Kenya. (2024). Petrick, Martin ; Kiratu, Nixon Murathi ; Aarnoudse, Eefje. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344347.

Full description at Econpapers || Download paper

2025The Effect of a Cooperative Grain Alliance on Wheat Basis. (2025). Brorsen, Wade B ; Kenkel, Phil ; Lambert, Dayton M ; Beeler, Ashley. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:356162.

Full description at Econpapers || Download paper

2024The role of CDS spreads in explaining bond recovery rates. (2024). Barbagli, Matteo ; Franois, Pascal ; Gauthier, Genevieve ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

Full description at Econpapers || Download paper

2024Determinants of Energy Use in Turkish Manufacturing Industry: A Supply Side View. (2024). Yetkiner, Hakan ; Berk, Istemi. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:55-71.

Full description at Econpapers || Download paper

2024Identification and Estimation of Multidimensional Screening. (2024). Zincenko, Federico ; Aryal, Gaurab. In: Papers. RePEc:arx:papers:1411.6250.

Full description at Econpapers || Download paper

2024Double/Debiased Machine Learning for Treatment and Causal Parameters. (2024). Newey, Whitney ; Hansen, Christian ; Chernozhukov, Victor ; Demirer, Mert ; Robins, James ; Duflo, Esther ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

Full description at Econpapers || Download paper

2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

Full description at Econpapers || Download paper

2024Eliciting ambiguity with mixing bets. (2024). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

Full description at Econpapers || Download paper

2024The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

Full description at Econpapers || Download paper

2024Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

Full description at Econpapers || Download paper

2024Adversarial Estimation of Riesz Representers. (2024). Newey, Whitney ; Chernozhukov, Victor ; Syrgkanis, Vasilis ; Singh, Rahul. In: Papers. RePEc:arx:papers:2101.00009.

Full description at Econpapers || Download paper

2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2024Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity. (2024). Luo, YE ; Zhang, Xiaowei ; Li, Jin. In: Papers. RePEc:arx:papers:2103.04021.

Full description at Econpapers || Download paper

2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

Full description at Econpapers || Download paper

2024Three Remarks On Asset Pricing. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

Full description at Econpapers || Download paper

2024Standard Errors for Calibrated Parameters. (2024). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109.

Full description at Econpapers || Download paper

2024Simultaneous Optimal Transport. (2024). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

Full description at Econpapers || Download paper

2024Data-Driven Risk Measurement by SV-GARCH-EVT Model. (2024). , Shibo. In: Papers. RePEc:arx:papers:2201.09434.

Full description at Econpapers || Download paper

2024Long-term Causal Inference Under Persistent Confounding via Data Combination. (2024). Wang, Yuhao ; Mao, Xiaojie ; Kallus, Nathan ; Imbens, Guido. In: Papers. RePEc:arx:papers:2202.07234.

Full description at Econpapers || Download paper

2024On Robust Inference in Time Series Regression. (2024). Mora, Aaron ; Kapetanios, George ; Diebold, Francis ; Baillie, Richard T ; Ho, Kun. In: Papers. RePEc:arx:papers:2203.04080.

Full description at Econpapers || Download paper

2024Distributionally robust risk evaluation with a causality constraint and structural information. (2024). Han, Bingyan. In: Papers. RePEc:arx:papers:2203.10571.

Full description at Econpapers || Download paper

2024A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

Full description at Econpapers || Download paper

2025Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2025). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036.

Full description at Econpapers || Download paper

2024Structural Estimation of Markov Decision Processes in High-Dimensional State Space with Finite-Time Guarantees. (2024). Zeng, Siliang ; Hong, Mingyi ; Garcia, Alfredo. In: Papers. RePEc:arx:papers:2210.01282.

Full description at Econpapers || Download paper

2024The law of one price in quadratic hedging and mean-variance portfolio selection. (2024). Černý, Aleš ; Czichowsky, Christoph ; Vcern, Alevs. In: Papers. RePEc:arx:papers:2210.15613.

Full description at Econpapers || Download paper

2024Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2024). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829.

Full description at Econpapers || Download paper

2024A Better Test of Choice Overload. (2024). Stoye, Jörg ; Dean, Mark ; Ravindran, Dilip. In: Papers. RePEc:arx:papers:2212.03931.

Full description at Econpapers || Download paper

2024The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction. (2024). Windmeijer, Frank ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2212.04814.

Full description at Econpapers || Download paper

2025The Chained Difference-in-Differences. (2025). Benatia, David ; Dortet-Bernardet, Vincent ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085.

Full description at Econpapers || Download paper

2024Randomization advice and ambiguity aversion. (2024). Kuzmics, Christoph ; Zhang, Xiannong ; Rogers, Brian W. In: Papers. RePEc:arx:papers:2301.03304.

Full description at Econpapers || Download paper

2025Identification- and many instrument-robust inference via invariant moment conditions. (2025). Boot, Tom ; Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2303.07822.

Full description at Econpapers || Download paper

2024Optimal investment in ambiguous financial markets with learning. (2024). Bauerle, Nicole ; Mahayni, Antje. In: Papers. RePEc:arx:papers:2303.08521.

Full description at Econpapers || Download paper

2024Heterogeneity-robust granular instruments. (2024). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

Full description at Econpapers || Download paper

2025Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2025). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

Full description at Econpapers || Download paper

2025Ledoit-Wolf linear shrinkage with unknown mean. (2025). Oriol, Benoit ; Miot, Alexandre. In: Papers. RePEc:arx:papers:2304.07045.

Full description at Econpapers || Download paper

2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

Full description at Econpapers || Download paper

2024Strategies with minimal norm are optimal for expected utility maximization under high model ambiguity. (2024). Carassus, Laurence ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2306.01503.

Full description at Econpapers || Download paper

2024Inference in IV models with clustered dependence, many instruments and weak identification. (2024). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

Full description at Econpapers || Download paper

2025Simple Estimation of Semiparametric Models with Measurement Errors. (2025). Evdokimov, Kirill S ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2306.14311.

Full description at Econpapers || Download paper

2025Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach. (2025). Wong, Hoi Ying ; Pun, Chi Seng ; Han, Bingyan. In: Papers. RePEc:arx:papers:2306.16982.

Full description at Econpapers || Download paper

2025Asymptotically Unbiased Synthetic Control Methods by Density Matching. (2025). Kato, Masahiro ; Imaizumi, Masaaki ; McAlinn, Kenichiro ; Ohda, Akari. In: Papers. RePEc:arx:papers:2307.11127.

Full description at Econpapers || Download paper

2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

Full description at Econpapers || Download paper

2024Principal Component Copulas for Capital Modelling and Systemic Risk. (2024). Gubbels, K B ; Ypma, J Y ; Oosterlee, C W. In: Papers. RePEc:arx:papers:2312.13195.

Full description at Econpapers || Download paper

2025Dynamics of Global Emission Permit Prices and Regional Social Cost of Carbon under Noncooperation. (2025). Cai, Yongyang ; Malik, Khyati ; Shin, Hyeseon. In: Papers. RePEc:arx:papers:2312.15563.

Full description at Econpapers || Download paper

2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

Full description at Econpapers || Download paper

2024Individual and Collective Welfare in Risk Sharing with Many States. (2024). Echenique, Federico ; Pourbabaee, Farzad. In: Papers. RePEc:arx:papers:2401.07337.

Full description at Econpapers || Download paper

2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

Full description at Econpapers || Download paper

2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

Full description at Econpapers || Download paper

2024Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas. (2024). Emadi, Seyed Morteza. In: Papers. RePEc:arx:papers:2401.15253.

Full description at Econpapers || Download paper

2024Maximal Inequalities for Empirical Processes under General Mixing Conditions with an Application to Strong Approximations. (2024). Pouzo, Demian. In: Papers. RePEc:arx:papers:2402.11394.

Full description at Econpapers || Download paper

2025Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2025). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532.

Full description at Econpapers || Download paper

2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Ardia, David ; Cenesizoglu, Tolga ; Aymard, Cl'Ement. In: Papers. RePEc:arx:papers:2403.17095.

Full description at Econpapers || Download paper

2024Non-concave distributionally robust stochastic control in a discrete time finite horizon setting. (2024). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2404.05230.

Full description at Econpapers || Download paper

2024Estimation for conditional moment models based on martingale difference divergence. (2024). Song, Kunyang ; Zhu, KE ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2404.11092.

Full description at Econpapers || Download paper

2024Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei. In: Papers. RePEc:arx:papers:2404.12598.

Full description at Econpapers || Download paper

2024On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models. (2024). Morgan, Jack ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2405.01479.

Full description at Econpapers || Download paper

2024Absolute and Relative Ambiguity Attitudes. (2024). Stanca, Lorenzo ; Principi, Giulio ; Fabbri, Francesco. In: Papers. RePEc:arx:papers:2406.01343.

Full description at Econpapers || Download paper

2024How Inductive Bias in Machine Learning Aligns with Optimality in Economic Dynamics. (2024). Kahou, Mahdi Ebrahimi ; Perla, Jesse ; Yu, James ; Pleiss, Geoff. In: Papers. RePEc:arx:papers:2406.01898.

Full description at Econpapers || Download paper

2024Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences. (2024). Park, Kyunghyun ; Chen, Kexin ; Wong, Hoi Ying. In: Papers. RePEc:arx:papers:2406.12305.

Full description at Econpapers || Download paper

2024Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models. (2024). Gu, Zhouzhou ; Merkel, Sebastian ; Lauriere, Mathieu ; Payne, Jonathan. In: Papers. RePEc:arx:papers:2406.13726.

Full description at Econpapers || Download paper

2024Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2024). Shen, Yang ; Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2407.02831.

Full description at Econpapers || Download paper

2024Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm. (2024). Kock, Anders ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2407.17888.

Full description at Econpapers || Download paper

2024Optimal stopping and divestment timing under scenario ambiguity and learning. (2024). Tankov, Peter ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2408.09349.

Full description at Econpapers || Download paper

2024Long-term decomposition of robust pricing kernels under G-expectation. (2024). Kim, Jaehyun ; Park, Hyungbin. In: Papers. RePEc:arx:papers:2409.00535.

Full description at Econpapers || Download paper

2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

Full description at Econpapers || Download paper

2024Green bubbles: a four-stage paradigm for detection and propagation. (2024). Grossi, Luigi ; Vriz, Gian Luca. In: Papers. RePEc:arx:papers:2410.06564.

Full description at Econpapers || Download paper

2024Switchback Price Experiments with Forward-Looking Demand. (2024). Weintraub, Gabriel Y ; Syrgkanis, Vasilis ; Johari, Ramesh ; Wu, Yifan. In: Papers. RePEc:arx:papers:2410.14904.

Full description at Econpapers || Download paper

2024Stochastic Loss Reserving: Dependence and Estimation. (2024). Shen, Yang ; Furman, Edward ; Fleck, Andrew. In: Papers. RePEc:arx:papers:2410.14985.

Full description at Econpapers || Download paper

2024Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2410.15634.

Full description at Econpapers || Download paper

2024Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017.

Full description at Econpapers || Download paper

2024Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis. (2024). Rocha, Luis ; Gandica, Yerali ; Abafita, Jemal ; Choramo, Tekilu Tadesse. In: Papers. RePEc:arx:papers:2410.21019.

Full description at Econpapers || Download paper

2024Bitcoin and Shadow Exchange Rates. (2024). Kantorovitch, Ilja ; Niu, Yanan. In: Papers. RePEc:arx:papers:2410.22443.

Full description at Econpapers || Download paper

2025Moments by Integrating the Moment-Generating Function. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2410.23587.

Full description at Econpapers || Download paper

2024A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics. (2024). Kou, Steven ; Peng, Xianhua ; Zhang, Lekang. In: Papers. RePEc:arx:papers:2411.08668.

Full description at Econpapers || Download paper

2024Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty. (2024). Xia, YI ; Guan, Guohui ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2412.09171.

Full description at Econpapers || Download paper

2024Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

Full description at Econpapers || Download paper

2024Quantiles under ambiguity and risk sharing. (2024). Liu, Peng ; Wang, Ruodu ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2412.19546.

Full description at Econpapers || Download paper

2025An integral transformation approach to differential games: a climate model application. (2025). LOCH TEMZELIDES, Ted ; Fabbri, Giorgio ; Boucekkine, Raouf ; Ricci, Cristiano ; Loch-Temzelides, Ted ; Gozzi, Fausto ; Federico, Salvatore. In: Papers. RePEc:arx:papers:2501.01749.

Full description at Econpapers || Download paper

2025Sovereign Debt Default and Climate Risk. (2025). Nassigh, Aldo ; Marazzina, Daniele ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2501.11552.

Full description at Econpapers || Download paper

2025Higher-Order Ambiguity Attitudes. (2025). Laeven, Roger ; Aygun, Mucahit ; Stadje, Mitja. In: Papers. RePEc:arx:papers:2501.13143.

Full description at Econpapers || Download paper

2025Influence Function: Local Robustness and Efficiency. (2025). Yang, Xiye ; Xu, Ruonan. In: Papers. RePEc:arx:papers:2501.15307.

Full description at Econpapers || Download paper

2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

Full description at Econpapers || Download paper

2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

Full description at Econpapers || Download paper

2025Online Generalized Method of Moments for Time Series. (2025). Shao, Xiaofeng ; Chan, Kin Wai ; Leung, Man Fung. In: Papers. RePEc:arx:papers:2502.00751.

Full description at Econpapers || Download paper

2025The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744.

Full description at Econpapers || Download paper

2025Bridging Retrospective and Prospective Merger Analyses: The Case of US Airline Mergers. (2025). Ciliberto, Federico ; Chattopadhyaya, Anirban ; Aryal, Gaurab. In: Papers. RePEc:arx:papers:2503.15785.

Full description at Econpapers || Download paper

2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

Full description at Econpapers || Download paper

2025Robust Social Planning. (2025). Mudekereza, Florian. In: Papers. RePEc:arx:papers:2504.07401.

Full description at Econpapers || Download paper

2025MLOps Monitoring at Scale for Digital Platforms. (2025). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2504.16789.

Full description at Econpapers || Download paper

2024Land-use, climate change and the emergence of infectious diseases: A synthesis. (2024). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2409.

Full description at Econpapers || Download paper

2024Implied probability kernel block bootstrap for time series moment condition models. (2024). Parente, Paulo ; Smith, Richard J. In: CeMMAP working papers. RePEc:azt:cemmap:08/24.

Full description at Econpapers || Download paper

2025Optimal formula instruments. (2025). Hull, Peter ; Borusyak, Kirill. In: CeMMAP working papers. RePEc:azt:cemmap:09/25.

Full description at Econpapers || Download paper

2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03.

Full description at Econpapers || Download paper

2024Climate supervisory shocks and bank lending: empirical evidence from microdata. (2024). Aiello, Maria Alessia ; Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1465_24.

Full description at Econpapers || Download paper

2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

Full description at Econpapers || Download paper

2024Terrorism and economic complexity in Africa: The unconditional impact of military expenditure. (2024). Ogbuabor, Jonathan E ; Emeka, Ekene Thankgod ; Ekeocha, Davidmac O. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:1:p:139-152.

Full description at Econpapers || Download paper

2024Effects of public infrastructural development and industrialization on economic complexity in Africa: Emerging insight from panel data analysis. (2024). Nwosu, Emmanuel ; Ogbuabor, Jonathan E ; Emeka, Ekene Thankgod. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:1:p:97-110.

Full description at Econpapers || Download paper

2024Concentration, market imperfections, and interbranch organization in the Italian processed tomato supply chain. (2024). Jaghdani, Tinoush Jamali ; Echura, Luka ; Samoggia, Antonella. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:603-620.

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]
article616
2014Robust Control and Model Uncertainty.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 616
chapter
2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review.
[Full Text][Citation analysis]
article126
2014Beliefs, Doubts and Learning: Valuing Macroeconomic Risk.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126
chapter
1996The Empirical Foundations of Calibration In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article198
2021Uncertainty Spillovers for Markets and Policy In: Annual Review of Economics.
[Full Text][Citation analysis]
article2
2020Uncertainty Spillovers for Markets and Policy.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Misspecified Recovery In: Papers.
[Full Text][Citation analysis]
paper42
2016Misspecified Recovery.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
article
2014Misspecified Recovery.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2015Misspecified Recovery.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2022Making Decisions under Model Misspecification In: Papers.
[Full Text][Citation analysis]
paper14
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2023A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty In: Papers.
[Full Text][Citation analysis]
paper3
1996Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article64
1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors.(1997) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64
paper
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]
article644
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]
article3
1990Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data. In: Journal of Business & Economic Statistics.
[Citation analysis]
article172
1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172
paper
2020Robust Identification of Investor Beliefs In: Working Papers.
[Full Text][Citation analysis]
paper9
2020Robust Identification of Investor Beliefs.(2020) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2020Robust identification of investor beliefs.(2020) In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2020Robust Identification of Investor Beliefs.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
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]
paper2
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 nother version. Agregated cites: 2
paper
1997 Assessing Specification Errors in Stochastic Discount Factor Models. In: Journal of Finance.
[Full Text][Citation analysis]
article383
1994Assessing specification errors in stochastic discount factor models.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 383
paper
1994Assessing Specification Errors in Stochastic Discount Factor Models.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 383
paper
2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper57
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57
paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57
paper
2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57
paper
2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57
article
1997Robust Permanent Income and Pricing In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper288
Robust Permanent Income and Pricing.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 288
paper
1999Robust Permanent Income and Pricing.(1999) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 288
article
2014Robust Permanent Income and Pricing.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 288
chapter
2005Principal Components and the Long Run In: Levine's Bibliography.
[Full Text][Citation analysis]
paper36
2009Principal components and the long run.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2007Long-term Risk: An Operator Approach In: Levine's Bibliography.
[Full Text][Citation analysis]
paper172
2009Long-Term Risk: An Operator Approach.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172
article
2006Long Term Risk: An Operator Approach.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172
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]
paper65
2013Challenges in Identifying and Measuring Systemic Risk.(2013) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
chapter
2012Challenges in Identifying and Measuring Systemic Risk.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
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]
article19
2002ROBUST PERMANENT INCOME AND PRICING WITH FILTERING In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article83
2004AN INTERVIEW WITH CHRISTOPHER A. SIMS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article6
2009Principal Components and Long Run Implications of Multivariate Diffusions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper19
1982Large Sample Properties of Generalized Method of Moments Estimators. In: Econometrica.
[Full Text][Citation analysis]
article6249
1982Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. In: Econometrica.
[Full Text][Citation analysis]
article1111
1983The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities. In: Econometrica.
[Full Text][Citation analysis]
article42
1981The dimensionality of the aliasing problem in models with rational spectral densities.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
paper
1987The Role of Conditioning Information in Deducing Testable. In: Econometrica.
[Full Text][Citation analysis]
article371
1995Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes. In: Econometrica.
[Full Text][Citation analysis]
article144
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 nother version. Agregated cites: 144
paper
2012Dynamic Valuation Decomposition Within Stochastic Economies In: Econometrica.
[Full Text][Citation analysis]
article47
2010Fragile beliefs and the price of uncertainty In: Quantitative Economics.
[Full Text][Citation analysis]
article80
2014Fragile Beliefs and the Price of Uncertainty.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80
chapter
2000Underidentification? In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper20
2012Underidentification?.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
article
2009Underidentification?.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
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]
article467
1979Formulating and estimating dynamic linear rational expectations models.(1979) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 467
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]
article22
2007Intertemporal Substitution and Risk Aversion In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter74
1978A note on first degree stochastic dominance In: Economics Letters.
[Full Text][Citation analysis]
article2
1981A note on Wiener-Kolmogorov prediction formulas for rational expectations models In: Economics Letters.
[Full Text][Citation analysis]
article32
1981A note on Wiener-Kolmogorov prediction formulas for rational expectations models.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2012Proofs for large sample properties of generalized method of moments estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
2014Examining macroeconomic models through the lens of asset pricing In: Journal of Econometrics.
[Full Text][Citation analysis]
article36
2012Examining macroeconomic models through the lens of asset pricing.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2020Twisted probabilities, uncertainty, and prices In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2021Macroeconomic uncertainty prices when beliefs are tenuous In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2019Macroeconomic Uncertainty Prices when Beliefs are Tenuous.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2024Robust inference for moment condition models without rational expectations In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
1985A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article81
1990Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution In: Journal of Econometrics.
[Full Text][Citation analysis]
article65
1993Seasonality and approximation errors in rational expectations models In: Journal of Econometrics.
[Full Text][Citation analysis]
article66
1998Spectral methods for identifying scalar diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]
article57
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]
chapter158
1994Mechanics of forming and estimating dynamic linear economies.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158
paper
1995On the mechanics of forming and estimating dynamic linear economies.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158
paper
2005Robust estimation and control under commitment In: Journal of Economic Theory.
[Full Text][Citation analysis]
article72
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]
article148
2014Robust Control and Model Misspecification.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148
chapter
2007Recursive robust estimation and control without commitment In: Journal of Economic Theory.
[Full Text][Citation analysis]
article94
2005Recursive robust estimation and control without commitment.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94
paper
2009Doubts or variability? In: Journal of Economic Theory.
[Full Text][Citation analysis]
article119
2014Doubts or Variability?.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119
chapter
2011Robustness and ambiguity in continuous time In: Journal of Economic Theory.
[Full Text][Citation analysis]
article25
2022Structured ambiguity and model misspecification In: Journal of Economic Theory.
[Full Text][Citation analysis]
article11
1999Micro data and general equilibrium models In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter372
1999Micro Data and General Equilibrium Models.(1999) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 372
paper
2016Term Structure of Uncertainty in the Macroeconomy In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter7
2016Term Structure of Uncertainty in the Macroeconomy.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2010Wanting Robustness in Macroeconomics In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
chapter42
2022Central banking challenges posed by uncertain climate change and natural disasters In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article22
2003Robust control of forward-looking models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article130
2012Three types of ambiguity In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article37
2014Three Types of Ambiguity.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
chapter
2015Four types of ignorance In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article11
1982Instrumental variables procedures for estimating linear rational expectations models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article53
1981Instrumental variables procedures for estimating linear rational expectations models.(1981) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
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]
paper4
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 nother version. Agregated cites: 0
article
1993Recursive linear models of dynamic economies In: Proceedings.
[Citation analysis]
article57
1990Recursive Linear Models of Dynamic Economies.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57
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]
article6
1990Implications of security market data for models of dynamic economies In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
paper789
1990Implications of Security Market Data for Models of Dynamic Economies.(1990) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 789
paper
1991Implications of Security Market Data for Models of Dynamic Economies..(1991) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 789
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]
paper29
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]
paper9
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 nother version. Agregated cites: 9
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
2021Rational Policymaking during a Pandemic In: Post-Print.
[Full Text][Citation analysis]
paper11
2020Rational policymaking during a pandemic.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
1983Multiperiod Probit Models and Orthogonality Condition Estimation. In: International Economic Review.
[Full Text][Citation analysis]
article67
2001Acknowledgement Misspecification in Macroeconomic Theory In: Monetary and Economic Studies.
[Full Text][Citation analysis]
article48
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]
article64
2008Robustness and U.S. Monetary Policy Experimentation.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64
article
2018Aversion to ambiguity and model misspecification in dynamic stochastic environments In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]
article15
2005Intangible Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]
chapter219
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219
paper
1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models In: NBER Chapters.
[Full Text][Citation analysis]
chapter139
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]
chapter20
2021Climate Change Uncertainty Spillover in the Macroeconomy.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2022Climate Change Uncertainty Spillover in the Macroeconomy.(2022) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
article
1993Econometric Evaluation of Asset Pricing Models In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper104
1995Econometric Evaluation of Asset Pricing Models..(1995) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104
article
2005Consumption Strikes Back?: Measuring Long-Run Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper362
2008Consumption Strikes Back? Measuring Long-Run Risk.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 362
article
2007Beliefs, Doubts and Learning: Valuing Economic Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper122
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]
paper37
1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper360
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 nother version. Agregated cites: 360
article
2014Shock Elasticities and Impulse Responses In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
2014Uncertainty Outside and Inside Economic Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper90
2013Uncertainty Outside and Inside Economic Models.(2013) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90
paper
2016Sets of Models and Prices of Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
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: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
article0
2002Robustness and Pricing with Uncertain Growth In: The Review of Financial Studies.
[Citation analysis]
article100
2020Pricing Uncertainty Induced by Climate Change In: The Review of Financial Studies.
[Full Text][Citation analysis]
article113
2012Recursive utility in a Markov environment with stochastic growth In: Working Papers.
[Full Text][Citation analysis]
paper27
2007Introduction to Robustness In: Introductory Chapters.
[Full Text][Citation analysis]
chapter86
2013Recursive Models of Dynamic Linear Economies In: Economics Books.
[Citation analysis]
book34
2001Acknowledging Misspecification in Macroeconomic Theory In: Review of Economic Dynamics.
[Full Text][Citation analysis]
article122
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: Финансы: теория и практика/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]
article13
2022Asset pricing under smooth ambiguity in continuous time In: Economic Theory.
[Full Text][Citation analysis]
article6
2023Correction to: Asset pricing under smooth ambiguity in continuous time In: Economic Theory.
[Full Text][Citation analysis]
article0
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]
article288
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 nother version. Agregated cites: 288
chapter
2014Nobel Lecture: Uncertainty Outside and Inside Economic Models In: Journal of Political Economy.
[Full Text][Citation analysis]
article83
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]
article887
1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article765
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]
paper408
2014Uncertainty within Economic Models In: World Scientific Books.
[Full Text][Citation analysis]
book11
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. Last updated April, 14 2025. Contact: CitEc Team