NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Lars P. Hansen

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

August 2014Uncertainty Outside and Inside Economic Models
w20394
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

Published: Challenges in Identifying and Measuring Systemic Risk, Lars Peter Hansen. in Risk Topography: Systemic Risk and Macro Modeling, Brunnermeier and Krishnamurthy. 2014

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

Published: Jaroslav Borovička & Mark Hendricks & José A. Scheinkman, 2011. "Risk-Price Dynamics," Journal of Financial Econometrics, Oxford University Press, vol. 9(1), pages 3-65, Winter. citation courtesy of

August 2008Modeling the Long Run: Valuation in Dynamic Stochastic Economies
w14243

Published: Dynamic Valuation Decomposition Within Stochastic Economies; Fisher–Schultz Lecture, Econometrica 80(3):911-967, May, 2012

March 2007Beliefs, Doubts and Learning: Valuing Economic Risk
w12948
October 2006Long Term Risk: An Operator Approach
with Jose Scheinkman: w12650

Published: Lars Peter Hansen & José A. Scheinkman, 2009. "Long-Term Risk: An Operator Approach," Econometrica, Econometric Society, vol. 77(1), pages 177-234, 01. citation courtesy of

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

Published: Hansen, Lars Peter, John C. Heaton, and Nan Li. "Consumption Strikes Back? Measuring Long-Run Risk." Journal of Political Economy 116, 2 (2008). citation courtesy of

March 1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
with Kenneth J. Singleton: t0086

Published: Journal of Business & Economic Statistics, vol. 14, no. 1, pp. 53-68, January 1996.

February 1994Assessing Specification Errors in Stochastic Discount Factor Models
with Ravi Jagannathan: t0153

Published: Journal of Finance, Vol. 52, no. 2 (June 1997): 557-590.

October 1993Econometric Evaluation of Asset Pricing Models
with John Heaton, Erzo Luttmer: t0145

Published: Hansen, Lars Peter, John Heaton and Erzo Luttmer. "Econometric Evaluation Of Asset Pricing Models," Review of Financial Studies, 1995, v8(2), 237-274.

September 1993Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
with Jose Alexandre Scheinkman: t0141

Published: Hansen, Lars Peter and Jose Alexandre Scheinkman. "Back To The Future: Generating Moment Implications For Continuous-Time Markov Processes," Econometrica, 1995, v63(4), 767-804.

June 1992Asset Pricing Explorations for Macroeconomics
with John H. Cochrane: w4088

Published:

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

Published:

May 1990Implications of Security Market Data for Models of Dynamic Economies
with Ravi Jagannathan: t0089

Published: Journal of Political Economy, Vol. 99, No. 2, pp. 225-262, (1991).

March 1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
with Martin S. Eichenbaum: w2181

Published: Journal of Business & Economic Statistics, Vol. 8, No. 1, pp. 53-69, (January 1990). citation courtesy of

July 1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
with Martin S. Eichenbaum, Kenneth J. Singleton: w1981

Published: Quarterly Journal of Economics, February 1988. citation courtesy of

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 NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us