NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Lars P. Hansen

Contact and additional information for this author • All publications • Working Papers only

Working Papers

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
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
April 1993Asset Pricing Explorations for Macroeconomics
with John H. Cochrane: w4088
February 1991Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
with Martin S. Eichenbaum: w2181
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
July 1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
with Martin S. Eichenbaum, Kenneth J. Singleton: w1981

Contact and additional information for this author • All publications • Working Papers only

 
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