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List of works by Lars Peter Hansen

A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty

Assessing Specification Errors in Stochastic Discount Factor Models

scientific article published in February 1994

Asset Pricing Explorations for Macroeconomics

scientific article published in June 1992

Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes

scientific article published in September 1993

Beliefs, Doubts and Learning: Valuing Economic Risk

Can Incentives to Increase Electricity Use Reduce the Cost of Integrating Renewable Resources

scientific article published in March 2019

Challenges in Identifying and Measuring Systemic Risk

scientific article published in November 2012

Consumption Strikes Back?: Measuring Long-Run Risk

scientific article published in July 2005

Econometric Evaluation of Asset Pricing Models

Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors

scientific article published in March 1997

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

scientific article published in March 1987

Implications of Security Market Data for Models of Dynamic Economies

Long Term Risk: An Operator Approach

scientific article published in October 2006

Macroeconomic Uncertainty Prices when Beliefs are Tenuous

Misspecified Recovery

scientific article published in June 2014

Modeling the Long Run: Valuation in Dynamic Stochastic Economies

scientific article published in August 2008

Rational policymaking during a pandemic

scientific article published on 01 January 2021

Recursive Linear Models of Dynamic Economies

scientific article published in October 1990

Risk Price Dynamics

Robust Identification of Investor Beliefs

scientific article published in June 2020

Robust identification of investor beliefs

scientific article published on 14 December 2020

Sets of Models and Prices of Uncertainty

scientific article published in February 2016

Shock Elasticities and Impulse Responses

scientific article published in May 2014

Term Structure of Uncertainty in the Macroeconomy

scientific article published in June 2016

Uncertainty Outside and Inside Economic Models

scientific article published in August 2014