Lars Peter Hansen

All Institutions: University of Chicago; The University of Chicago; Department of Economics, The University of Chicago; Carnegie-Mellon University; Princeton University; Department of Economics, University of Chicago

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

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

Year: 1986
Journal: Quarterly Journal of Economics
Authors: Martin S. Eichenbaum; Lars Peter Hansen; Kenneth J. Singleton

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

Year: 1987
Journal: No Journal Matched
Authors: Martin S. Eichenbaum; Lars Peter Hansen

Consumption Strikes Back: Measuring Long-Run Risk

Year: 2005
Journal: Journal of Political Economy
Authors: Lars Peter Hansen; John Heaton; Nan Li

Long Term Risk: An Operator Approach

Year: 2006
Journal: Econometrica
Authors: Lars Peter Hansen; Jose Scheinkman

Beliefs, Doubts, and Learning: Valuing Economic Risk

Year: 2007
Journal: No Journal Matched
Authors: Lars Peter Hansen

Modeling the Long Run Valuation in Dynamic Stochastic Economies

Year: 2008
Journal: Econometrica
Authors: Lars Peter Hansen

Risk Price Dynamics

Year: 2009
Journal: Journal of Financial Econometrics
Authors: Jaroslav Borovika; Lars Peter Hansen; Mark Hendricks; Jos A. Scheinkman

Challenges in Identifying and Measuring Systemic Risk

Year: 2012
Journal: No Journal Matched
Authors: Lars Peter Hansen

Shock Elasticities and Impulse Responses

Year: 2014
Journal: Mathematics and Financial Economics
Authors: Jaroslav Borovika; Lars Peter Hansen; José A. Scheinkman

Uncertainty Outside and Inside Economic Models

Year: 2014
Journal: Journal of Political Economy
Authors: Lars Peter Hansen

Term Structure of Uncertainty in the Macroeconomy

Year: 2016
Journal: No Journal Matched
Authors: Jaroslav Borovika; Lars Peter Hansen

Macroeconomic Uncertainty Prices When Beliefs Are Tenuous

Year: 2019
Journal: Journal of Econometrics
Authors: Lars Peter Hansen; Thomas J. Sargent

Author Disambiguation

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