NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Lars P. Hansen

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

June 2014Misspecified Recovery
with Jaroslav Borovička, José A. Scheinkman: w20209
May 2014Shock Elasticities and Impulse Responses
with Jaroslav Borovička, Jose A. Scheinkman: w20104
May 2013Challenges in Identifying and Measuring Systemic Risk
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
November 2012Challenges in Identifying and Measuring Systemic Risk
w18505
October 2011Comment on "House Price Booms and the Current Account"
in NBER Macroeconomics Annual 2011, Volume 26, Daron Acemoglu and Michael Woodford, editors
November 2009Risk Price Dynamics
with Jaroslav Borovička, Mark Hendricks, José A. Scheinkman: w15506
August 2008Modeling the Long Run: Valuation in Dynamic Stochastic Economies
w14243
March 2007Beliefs, Doubts and Learning: Valuing Economic Risk
w12948
October 2006Long Term Risk: An Operator Approach
with Jose Scheinkman: w12650
August 2005Intangible Risk
with John C. Heaton, Nan Li
in Measuring Capital in the New Economy, Carol Corrado, John Haltiwanger and Dan Sichel, editors
July 2005Consumption Strikes Back?: Measuring Long-Run Risk
with John Heaton, Nan Li: w11476
March 1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
with Kenneth J. Singleton: t0086
February 1994Assessing Specification Errors in Stochastic Discount Factor Models
with Ravi Jagannathan: t0153
October 1993Econometric Evaluation of Asset Pricing Models
with John Heaton, Erzo Luttmer: t0145
September 1993Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
with Jose Alexandre Scheinkman: t0141
June 1992Asset Pricing Explorations for Macroeconomics
with John H. Cochrane: w4088
January 1992Asset Pricing Explorations for Macroeconomics
with John H. Cochrane
in NBER Macroeconomics Annual 1992, Volume 7, Olivier Jean Blanchard and Stanley Fischer, editors
October 1990Recursive Linear Models of Dynamic Economies
with Thomas J. Sargent: w3479
May 1990Implications of Security Market Data for Models of Dynamic Economies
with Ravi Jagannathan: t0089
March 1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
with Martin S. Eichenbaum: w2181
July 1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
with Martin S. Eichenbaum, Kenneth J. Singleton: w1981
1983Risk 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.

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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