NBER Publications by Lars P. Hansen
Working Papers and Chapters
| August 2008 | Modeling the Long Run: Valuation in Dynamic Stochastic Economies
w14243
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| March 2007 | Beliefs, Doubts and Learning: Valuing Economic Risk
w12948
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| October 2006 | Long Term Risk: An Operator Approach
with Jose Scheinkman: w12650
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| August 2005 | Intangible Risk
with John C. Heaton, Nan Li
in Measuring Capital in the New Economy, Carol Corrado, John Haltiwanger and Dan Sichel, editors
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| July 2005 | Consumption Strikes Back?: Measuring Long-Run Risk
with John Heaton, Nan Li: w11476
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| March 1997 | Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
with Kenneth J. Singleton: t0086
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| February 1994 | Assessing Specification Errors in Stochastic Discount Factor Models
with Ravi Jagannathan: t0153
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| October 1993 | Econometric Evaluation of Asset Pricing Models
with John Heaton, Erzo Luttmer: t0145
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| September 1993 | Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
with Jose Alexandre Scheinkman: t0141
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| April 1993 | Asset Pricing Explorations for Macroeconomics
with John H. Cochrane: w4088
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| January 1992 | Asset Pricing Explorations for Macroeconomics
with John H. Cochrane
in NBER Macroeconomics Annual 1992, Volume 7, Olivier Jean Blanchard and Stanley Fischer, editors
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| February 1991 | Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
with Martin S. Eichenbaum: w2181
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| October 1990 | Recursive Linear Models of Dynamic Economies
with Thomas J. Sargent: w3479
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| May 1990 | Implications of Security Market Data for Models of Dynamic Economies
with Ravi Jagannathan: t0089
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| July 1986 | A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
with Martin S. Eichenbaum, Kenneth J. Singleton: w1981
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| 1983 | Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
with Robert J. Hodrick
in Exchange Rates and International Macroeconomics, Jacob A. Frenkel, ed.
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Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
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2008 )
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earlier ) (
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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