51
H index
84
i10 index
23512
Citations
University of Chicago | 51 H index 84 i10 index 23512 Citations RESEARCH PRODUCTION: 85 Articles 79 Papers 2 Books 26 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lars Peter Hansen. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Gender 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 | |
2025 | Financial 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 | |
2024 | Gender 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 | |
2024 | Irrigation-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 | |
2025 | The 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 | |
2024 | The 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 | |
2024 | Determinants 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 | |
2024 | Identification and Estimation of Multidimensional Screening. (2024). Zincenko, Federico ; Aryal, Gaurab. In: Papers. RePEc:arx:papers:1411.6250. Full description at Econpapers || Download paper | |
2024 | Double/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 | |
2024 | Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2024 | Eliciting ambiguity with mixing bets. (2024). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447. Full description at Econpapers || Download paper | |
2024 | The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2024 | Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2024 | Adversarial 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 | |
2024 | Theory 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 | |
2024 | Asymptotic 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 | |
2024 | Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2024 | Three Remarks On Asset Pricing. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903. Full description at Econpapers || Download paper | |
2024 | Standard Errors for Calibrated Parameters. (2024). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109. Full description at Econpapers || Download paper | |
2024 | Simultaneous Optimal Transport. (2024). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483. Full description at Econpapers || Download paper | |
2024 | Data-Driven Risk Measurement by SV-GARCH-EVT Model. (2024). , Shibo. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2024 | Long-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 | |
2024 | On 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 | |
2024 | Distributionally 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 | |
2024 | A 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 | |
2025 | Schooling 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 | |
2024 | Structural 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 | |
2024 | The 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 | |
2024 | Estimation 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 | |
2024 | A 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 | |
2024 | The 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 | |
2025 | The 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 | |
2024 | Randomization 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 | |
2025 | Identification- 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 | |
2024 | Optimal 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 | |
2024 | Heterogeneity-robust granular instruments. (2024). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273. Full description at Econpapers || Download paper | |
2025 | Recursive 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 | |
2025 | Ledoit-Wolf linear shrinkage with unknown mean. (2025). Oriol, Benoit ; Miot, Alexandre. In: Papers. RePEc:arx:papers:2304.07045. Full description at Econpapers || Download paper | |
2024 | On 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 | |
2024 | Strategies 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 | |
2024 | Inference 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 | |
2025 | Simple 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 | |
2025 | Robust 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 | |
2025 | Asymptotically 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 | |
2025 | Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper | |
2024 | Principal 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 | |
2025 | Dynamics 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 | |
2024 | Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214. Full description at Econpapers || Download paper | |
2024 | Individual 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 | |
2024 | Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473. Full description at Econpapers || Download paper | |
2024 | Reference-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 | |
2024 | Testing 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 | |
2024 | Maximal 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 | |
2025 | Robust 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 | |
2024 | Revisiting 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 | |
2024 | Non-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 | |
2024 | Estimation 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 | |
2024 | Continuous-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 | |
2024 | On 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 | |
2024 | Absolute and Relative Ambiguity Attitudes. (2024). Stanca, Lorenzo ; Principi, Giulio ; Fabbri, Francesco. In: Papers. RePEc:arx:papers:2406.01343. Full description at Econpapers || Download paper | |
2024 | How 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 | |
2024 | Robust 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 | |
2024 | Global 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 | |
2024 | Robust 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 | |
2024 | Enhanced 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 | |
2024 | Optimal 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 | |
2024 | Long-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 | |
2024 | A 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 | |
2024 | Green 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 | |
2024 | Switchback 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 | |
2024 | Stochastic 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 | |
2024 | Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2410.15634. Full description at Econpapers || Download paper | |
2024 | Semiparametric 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 | |
2024 | Economic 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 | |
2024 | Bitcoin and Shadow Exchange Rates. (2024). Kantorovitch, Ilja ; Niu, Yanan. In: Papers. RePEc:arx:papers:2410.22443. Full description at Econpapers || Download paper | |
2025 | Moments by Integrating the Moment-Generating Function. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2410.23587. Full description at Econpapers || Download paper | |
2024 | A 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 | |
2024 | Robust 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 | |
2024 | Mean--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 | |
2024 | Quantiles 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 | |
2025 | An 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 | |
2025 | Sovereign 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 | |
2025 | Higher-Order Ambiguity Attitudes. (2025). Laeven, Roger ; Aygun, Mucahit ; Stadje, Mitja. In: Papers. RePEc:arx:papers:2501.13143. Full description at Econpapers || Download paper | |
2025 | Influence Function: Local Robustness and Efficiency. (2025). Yang, Xiye ; Xu, Ruonan. In: Papers. RePEc:arx:papers:2501.15307. Full description at Econpapers || Download paper | |
2025 | Advancing 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 | |
2025 | Growing 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 | |
2025 | Online 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 | |
2025 | The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744. Full description at Econpapers || Download paper | |
2025 | Bridging 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 | |
2025 | Quasi-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 | |
2025 | Robust Social Planning. (2025). Mudekereza, Florian. In: Papers. RePEc:arx:papers:2504.07401. Full description at Econpapers || Download paper | |
2025 | MLOps 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 | |
2024 | Land-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 | |
2024 | Implied 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 | |
2025 | Optimal formula instruments. (2025). Hull, Peter ; Borusyak, Kirill. In: CeMMAP working papers. RePEc:azt:cemmap:09/25. Full description at Econpapers || Download paper | |
2025 | Estimation 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 | |
2024 | Climate 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 | |
2025 | Innovations 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 | |
2024 | Terrorism 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 | |
2024 | Effects 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 | |
2024 | Concentration, 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... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2007 | Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review. [Full Text][Citation analysis] | article | 126 |
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1997 | Efficient 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 | |
1996 | Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 644 |
1986 | Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
1990 | Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 172 |
1987 | Estimating 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 | |
2020 | Robust Identification of Investor Beliefs In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Robust Identification of Investor Beliefs.(2020) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2020 | Robust 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 | |
2020 | Robust Identification of Investor Beliefs.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2020 | Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Uncertainty 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] | article | 383 |
1994 | Assessing specification errors in stochastic discount factor models.(1994) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 383 | paper | |
1994 | Assessing 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 | |
2009 | Nonlinearity and Temporal Dependence In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 57 |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2009 | Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2010 | Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
1997 | Robust Permanent Income and Pricing In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 288 |
Robust Permanent Income and Pricing.() In: GSIA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 288 | paper | ||
1999 | Robust Permanent Income and Pricing.(1999) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 288 | article | |
2014 | Robust Permanent Income and Pricing.(2014) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 288 | chapter | |
2005 | Principal Components and the Long Run In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 36 |
2009 | Principal components and the long run.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2007 | Long-term Risk: An Operator Approach In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 172 |
2009 | Long-Term Risk: An Operator Approach.(2009) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | article | |
2006 | Long Term Risk: An Operator Approach.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
2009 | Underidentification? (Resumen) In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2013 | Challenges in Identifying and Measuring Systemic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 65 |
2013 | Challenges in Identifying and Measuring Systemic Risk.(2013) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | chapter | |
2012 | Challenges 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] | paper | 0 | |
1997 | BOOTSTRAPPING THE LONG RUN In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
2002 | ROBUST PERMANENT INCOME AND PRICING WITH FILTERING In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 83 |
2004 | AN INTERVIEW WITH CHRISTOPHER A. SIMS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 6 |
2009 | Principal Components and Long Run Implications of Multivariate Diffusions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
1982 | Large Sample Properties of Generalized Method of Moments Estimators. In: Econometrica. [Full Text][Citation analysis] | article | 6249 |
1982 | Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. In: Econometrica. [Full Text][Citation analysis] | article | 1111 |
1983 | The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities. In: Econometrica. [Full Text][Citation analysis] | article | 42 |
1981 | The 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 | |
1987 | The Role of Conditioning Information in Deducing Testable. In: Econometrica. [Full Text][Citation analysis] | article | 371 |
1995 | Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes. In: Econometrica. [Full Text][Citation analysis] | article | 144 |
1993 | Back 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 | |
2012 | Dynamic Valuation Decomposition Within Stochastic Economies In: Econometrica. [Full Text][Citation analysis] | article | 47 |
2010 | Fragile beliefs and the price of uncertainty In: Quantitative Economics. [Full Text][Citation analysis] | article | 80 |
2014 | Fragile 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 | |
2000 | Underidentification? In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 20 |
2012 | Underidentification?.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2009 | Underidentification?.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
1982 | Consumption, asset markets, and macroeconomic fluctuations : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1980 | Formulating and estimating dynamic linear rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 467 |
1979 | Formulating and estimating dynamic linear rational expectations models.(1979) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 467 | paper | |
2010 | Robust hidden Markov LQG problems In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2012 | Small noise methods for risk-sensitive/robust economies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2007 | Intertemporal Substitution and Risk Aversion In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 74 |
1978 | A note on first degree stochastic dominance In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
1981 | A note on Wiener-Kolmogorov prediction formulas for rational expectations models In: Economics Letters. [Full Text][Citation analysis] | article | 32 |
1981 | A 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 | |
2012 | Proofs for large sample properties of generalized method of moments estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2014 | Examining macroeconomic models through the lens of asset pricing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
2012 | Examining 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 | |
2020 | Twisted probabilities, uncertainty, and prices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2021 | Macroeconomic uncertainty prices when beliefs are tenuous In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2019 | Macroeconomic Uncertainty Prices when Beliefs are Tenuous.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2024 | Robust inference for moment condition models without rational expectations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1985 | A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 81 |
1990 | Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution In: Journal of Econometrics. [Full Text][Citation analysis] | article | 65 |
1993 | Seasonality and approximation errors in rational expectations models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 66 |
1998 | Spectral methods for identifying scalar diffusions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
2013 | Risk Pricing over Alternative Investment Horizons In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 8 |
1996 | Mechanics of forming and estimating dynamic linear economies In: Handbook of Computational Economics. [Full Text][Citation analysis] | chapter | 158 |
1994 | Mechanics of forming and estimating dynamic linear economies.(1994) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | paper | |
1995 | On 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 | |
2005 | Robust estimation and control under commitment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 72 |
2006 | Introduction to model uncertainty and robustness In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 3 |
2006 | Robust control and model misspecification In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 148 |
2014 | Robust Control and Model Misspecification.(2014) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | chapter | |
2007 | Recursive robust estimation and control without commitment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 94 |
2005 | Recursive 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 | |
2009 | Doubts or variability? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 119 |
2014 | Doubts or Variability?.(2014) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | chapter | |
2011 | Robustness and ambiguity in continuous time In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 25 |
2022 | Structured ambiguity and model misspecification In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 11 |
1999 | Micro data and general equilibrium models In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 372 |
1999 | Micro Data and General Equilibrium Models.(1999) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 372 | paper | |
2016 | Term Structure of Uncertainty in the Macroeconomy In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 7 |
2016 | Term Structure of Uncertainty in the Macroeconomy.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2010 | Wanting Robustness in Macroeconomics In: Handbook of Monetary Economics. [Full Text][Citation analysis] | chapter | 42 |
2022 | Central banking challenges posed by uncertain climate change and natural disasters In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 22 |
2003 | Robust control of forward-looking models In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 130 |
2012 | Three types of ambiguity In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 37 |
2014 | Three Types of Ambiguity.(2014) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | chapter | |
2015 | Four types of ignorance In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 11 |
1982 | Instrumental variables procedures for estimating linear rational expectations models In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 53 |
1981 | Instrumental 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 | |
2008 | Time Inconsistency of Robust Control? In: Chapters. [Full Text][Citation analysis] | chapter | 39 |
2017 | The 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] | paper | 4 |
2009 | Managing expectations and fiscal policy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 19 |
1993 | Flat rate taxes with adjustment costs and several capital stocks and household types In: Working Papers in Applied Economic Theory. [Citation analysis] | paper | 0 |
1993 | Flat 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 | |
1993 | Recursive linear models of dynamic economies In: Proceedings. [Citation analysis] | article | 57 |
1990 | Recursive Linear Models of Dynamic Economies.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2004 | Empirical and policy performance of a forward-looking monetary model, comments In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2005 | Model uncertainty and policy evaluation: some theory and empirics - comments In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2005 | Certainty equivalence and model uncertainty In: Proceedings. [Full Text][Citation analysis] | article | 6 |
1990 | Implications of security market data for models of dynamic economies In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 789 |
1990 | Implications 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 | |
1991 | Implications 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 | |
1980 | Methods for estimating continuous time Rational Expectations models from discrete time data In: Staff Report. [Full Text][Citation analysis] | paper | 11 |
1980 | Rational expectations models and the aliasing phenomenon In: Staff Report. [Full Text][Citation analysis] | paper | 2 |
1981 | Exact linear rational expectations models: specification and estimation In: Staff Report. [Full Text][Citation analysis] | paper | 29 |
1983 | Identification of continuous time rational expectations models from discrete time data In: Staff Report. [Full Text][Citation analysis] | paper | 1 |
1981 | Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time In: Staff Report. [Full Text][Citation analysis] | paper | 9 |
1983 | Aggregation 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 | |
1982 | Formulating and estimating continuous time rational expectations models In: Staff Report. [Full Text][Citation analysis] | paper | 3 |
1980 | Linear rational expectations models for dynamically interrelated variables In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2021 | Rational Policymaking during a Pandemic In: Post-Print. [Full Text][Citation analysis] | paper | 11 |
2020 | Rational policymaking during a pandemic.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
1983 | Multiperiod Probit Models and Orthogonality Condition Estimation. In: International Economic Review. [Full Text][Citation analysis] | article | 67 |
2001 | Acknowledgement Misspecification in Macroeconomic Theory In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 48 |
2015 | [Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü In: Journal of Economics Bibliography. [Full Text][Citation analysis] | article | 0 |
2008 | Robustness and U.S. Monetary Policy Experimentation In: Journal of Money, Credit and Banking. [Citation analysis] | article | 64 |
2008 | Robustness 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 | |
2018 | Aversion to ambiguity and model misspecification in dynamic stochastic environments In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] | article | 15 |
2005 | Intangible Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
1992 | Asset Pricing Explorations for Macroeconomics In: NBER Chapters. [Full Text][Citation analysis] | chapter | 219 |
1992 | Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 219 | paper | |
1983 | Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models In: NBER Chapters. [Full Text][Citation analysis] | chapter | 139 |
2011 | Comment on House Price Booms and the Current Account In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2017 | Comment on Survey Measurement of Probabilistic Economic Expectations: Progress and Promise In: NBER Chapters. [Citation analysis] | chapter | 0 |
2021 | Climate Change Uncertainty Spillover in the Macroeconomy In: NBER Chapters. [Citation analysis] | chapter | 20 |
2021 | Climate Change Uncertainty Spillover in the Macroeconomy.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | Climate Change Uncertainty Spillover in the Macroeconomy.(2022) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
1993 | Econometric Evaluation of Asset Pricing Models In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 104 |
1995 | Econometric 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 | |
2005 | Consumption Strikes Back?: Measuring Long-Run Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 362 |
2008 | Consumption 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 | |
2007 | Beliefs, Doubts and Learning: Valuing Economic Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 122 |
2008 | Modeling the Long Run: Valuation in Dynamic Stochastic Economies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | Risk Price Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 37 |
1986 | A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty In: NBER Working Papers. [Full Text][Citation analysis] | paper | 360 |
1988 | A 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 | |
2014 | Shock Elasticities and Impulse Responses In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2014 | Uncertainty Outside and Inside Economic Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 90 |
2013 | Uncertainty 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 | |
2016 | Sets of Models and Prices of Uncertainty In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 | |
Repercussions of Pandemics on Markets and Policy In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 | |
2002 | Robustness and Pricing with Uncertain Growth In: The Review of Financial Studies. [Citation analysis] | article | 100 |
2020 | Pricing Uncertainty Induced by Climate Change In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 113 |
2012 | Recursive utility in a Markov environment with stochastic growth In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
2007 | Introduction to Robustness In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 86 |
2013 | Recursive Models of Dynamic Linear Economies In: Economics Books. [Citation analysis] | book | 34 |
2001 | Acknowledging Misspecification in Macroeconomic Theory In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 122 |
2008 | Robustness and US Monetary In: 2008 Meeting Papers. [Citation analysis] | paper | 25 |
2013 | Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2014 | Biographical In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
Perturbation Methods for Risk-Sensitive Economies In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] | paper | 1 | |
2017 | ПОСЛЕДСТВИЯ ÐЕОПРЕДЕЛЕÐÐОСТИ ДЛЯ ÐКОÐОМИЧЕСКОГО ÐÐÐЛИЗР// THE CONSEQUENCES OF UNCERTAINTY FOR ECONOMIC ANALYSIS In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. [Full Text][Citation analysis] | article | 0 |
2012 | Pricing growth-rate risk In: Finance and Stochastics. [Full Text][Citation analysis] | article | 13 |
2022 | Asset pricing under smooth ambiguity in continuous time In: Economic Theory. [Full Text][Citation analysis] | article | 6 |
2023 | Correction to: Asset pricing under smooth ambiguity in continuous time In: Economic Theory. [Full Text][Citation analysis] | article | 0 |
2003 | A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 288 |
2014 | A 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 | |
2014 | Nobel Lecture: Uncertainty Outside and Inside Economic Models In: Journal of Political Economy. [Full Text][Citation analysis] | article | 83 |
2017 | Time-Series Econometrics in Macroeconomics and Finance In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1980 | Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 887 |
1983 | Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 765 |
2012 | Comment In: NBER Macroeconomics Annual. [Full Text][Citation analysis] | article | 0 |
2018 | Comment In: NBER Macroeconomics Annual. [Full Text][Citation analysis] | article | 0 |
2003 | Advances in economics and econometrics :theory and applications In: ULB Institutional Repository. [Citation analysis] | paper | 408 |
2014 | Uncertainty within Economic Models In: World Scientific Books. [Full Text][Citation analysis] | book | 11 |
2014 | Introduction In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Discounted Linear Exponential Quadratic Gaussian Control In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Robust Estimation and Control without Commitment In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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