Lars Peter Hansen | Academic Influence

Lars Peter Hansen's AcademicInfluence.com Rankings

Lars Peter Hansen

Economics

#86

World Rank

#120

Historical Rank

#63

USA Rank

Financial Economics

#3

World Rank

#3

Historical Rank

#3

USA Rank

Macroeconomics

#26

World Rank

#29

Historical Rank

#19

USA Rank

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Economics

Lars Peter Hansen's Degrees

Bachelors Mathematics University of Utah

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Why Is Lars Peter Hansen Influential?

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According to Wikipedia, Lars Peter Hansen is an American economist. He is the David Rockefeller Distinguished Service Professor in Economics, Statistics, and the Booth School of Business, at the University of Chicago and a 2013 recipient of the Nobel Memorial Prize in Economics.

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Lars Peter Hansen's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Large Sample Properties of Generalized Method of Moments Estimators (1982) (12983)
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980) (2096)
Implications of Security Market Data for Models of Dynamic Economies (1990) (1635)
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983) (1604)
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1982) (1396)
Robust Control and Model Uncertainty (2001) (1265)
FORMULATING AND ESTIMATING DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS (1980) (931)
THE ROLE OF CONDITIONING INFORMATION IN DEDUCING TESTABLE RESTRICTIONS IMPLIED BY DYNAMIC ASSET PRICING MODELS1 (1987) (921)
Assessing Specification Errors in Stochastic Discount Factor Models (1994) (845)
Consumption Strikes Back? Measuring Long‐Run Risk (2005) (691)
Finite Sample Properties of Some Alternative Gmm Estimators (2015) (608)
A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION (2003) (536)
Micro data and general equilibrium models (1999) (536)
Robust Permanent Income and Pricing (1999) (502)
A Time Series Analysis of Representative Agent Models of Consumption Andleisure Choice Under Uncertainty (1986) (493)
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (1993) (409)
The Empirical Foundations of Calibration (1996) (398)
Asset Pricing Explorations for Macroeconomics (1992) (363)
Robust control and model misspecification (2006) (352)
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (1983) (332)
Short-term interest rates as subordinated diffusions (1997) (322)
Long Term Risk: An Operator Approach (2006) (276)
LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF (1982) (248)
Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress (2003) (236)
Discounted linear exponential quadratic Gaussian control (1995) (221)
Acknowledging Misspecification in Macroeconomic Theory (2001) (210)
Econometric Evaluation of Asset Pricing Models (1993) (208)
Recursive Robust Estimation and Control Without Commitment (2007) (203)
Robustness and Pricing with Uncertain Growth (2002) (202)
Mechanics of forming and estimating dynamic linear economies (1994) (201)
Fragile beliefs and the price of uncertainty (2010) (197)
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (1985) (190)
Doubts or variability? (2009) (186)
Linear rational expectations models for dynamically interrelated variables (1980) (180)
Beliefs, Doubts and Learning: Valuing Economic Risk (2007) (179)
Robustness, Detection and the Price of Risk (2000) (176)
Advances in Economics and Econometrics (2003) (176)
Two Difficulties in Interpreting Vector Autoregressions (1991) (175)
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (1990) (164)
Robust control of forward-looking models (2003) (162)
Multiperiod Probit Models and Orthogonality Condition Estimation (1983) (146)
Pricing Uncertainty Induced by Climate Change (2019) (140)
Recursive Linear Models of Dynamic Economies (1990) (137)
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING (2002) (132)
Spectral methods for identifying scalar diffusions (1998) (131)
Robust estimation and control under commitment (2005) (130)
Seasonality and approximation errors in rational expectations models (1993) (125)
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors (1997) (121)
Rational Expectations Econometrics (1991) (120)
Intertemporal Substitution and Risk Aversion (2007) (118)
Consumption Strikes Back ? : Measuring Long-Run Risk 1 (2008) (115)
Wanting robustness in macroeconomics (2010) (115)
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities (1983) (114)
Instrumental variables procedures for estimating linear rational expectations models (1981) (113)
Generalized method of moments estimation (2010) (109)
Dynamic Valuation Decomposition Within Stochastic Economies (2012) (105)
Nobel Lecture: Uncertainty Outside and Inside Economic Models (2014) (104)
Chapter 8 Micro data and general equilibrium models (1999) (102)
Exact linear rational expectations models: specification and estimation (1981) (102)
Misspecified Recovery (2014) (95)
Spurious Factors in Linear Asset Pricing Models (2015) (94)
Fragile beliefs and the price of model uncertainty (2006) (92)
Efficiency bounds implied by multiperiod conditional moment restrictions (1988) (92)
Risk Price Dynamics (2009) (81)
Nonlinearity and Temporal Dependence (2008) (74)
Recursive utility in a Markov environment with stochastic growth (2012) (72)
Robustness and Uncertainty Aversion (2002) (70)
Uncertainty Outside and Inside Economic Models (2014) (64)
Advances in economics and econometrics: Theory and applications, eighth world congress, volume II (2003) (64)
Three Types of Ambiguity (2012) (63)
Robustness and U.S. Monetary Policy Experimentation (2008) (61)
Ambiguity Shifts and the 2007 – 2008 Financial Crisis ∗ (2010) (60)
A note on Wiener-Kolmogorov prediction formulas for rational expectations models (1981) (60)
Wrestling with Uncertainty in Climate Economic Models (2018) (59)
Examining Macroeconomic Models Through the Lens of Asset Pricing (2011) (58)
Misspecified Recovery: Misspecified Recovery (2016) (58)
OF NONLINEAR RATIONAL EXPECTATIONS MODELS (1982) (55)
Ambiguity Aversion and Model Misspecification: An Economic Perspective (2016) (51)
Robustness and ambiguity in continuous time (2011) (49)
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller (2014) (49)
Recursive Models of Dynamic Linear Economies (2013) (48)
Method of Moments (2001) (47)
Advances in economics and econometrics: the eighth world congress (2003) (47)
Robust Control and Model Uncertainty in Macroeconomics (2003) (45)
Chapter 61 Intertemporal Substitution and Risk Aversion (2007) (43)
Operator Methods for Continuous-Time Markov Processes ⁄ (2010) (42)
Rational policymaking during a pandemic (2021) (42)
Pricing growth-rate risk (2012) (41)
Shock elasticities and impulse responses (2014) (40)
Modeling the Long Run: Valuation in Dynamic Stochastic Economies (2008) (38)
Small noise methods for risk-sensitive/robust economies (2012) (36)
Advances in Econometrics: Calculating asset prices in three example economies (1987) (36)
Introduction to Robustness (2007) (34)
Robustness and US Monetary (2008) (34)
Long‐Term Risk: An Operator Approach (2006) (30)
Chapter 4 Mechanics of forming and estimating dynamic linear economies (1996) (29)
BOOTSTRAPPING THE LONG RUN (1997) (28)
Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (1983) (28)
Proofs for large sample properties of generalized method of moments estimators (2012) (27)
Risk and Robustness in General Equilibrium (1998) (26)
Robust Analytical and Computational Explorations of Coupled Economic-Climate Models with Carbon-Climate Response (2014) (25)
Aversion to ambiguity and model misspecification in dynamic stochastic environments (2018) (24)
Stochastic Compounding and Uncertain Valuation (2013) (24)
Managing Expectations and Fiscal Policy (2009) (23)
Certainty equivalence and model uncertainty (2005) (21)
On the Welfare Costs of Consumption Uncertainty made this article openly available. Please share how this access benefits you. Your story matters (2007) (21)
Structured Ambiguity and Model Misspecification (2019) (20)
Principal Components and Long Run Implications of Multivariate Diffusions (2009) (20)
Making Decisions under Model Misspecification (2020) (19)
Identification of continuous time rational expectations models from discrete time data (1983) (19)
Sets of Models and Prices of Uncertainty (2016) (18)
Advances in Economics and Econometrics Theory and Applications (2002) (18)
Climate Change Uncertainty Spillover in the Macroeconomy (2021) (17)
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? (2020) (17)
Central Banking Challenges Posed by Uncertain Climate Change and Natural Disasters (2021) (17)
Macroeconomic Uncertainty Prices When Beliefs are Tenuous (2019) (16)
A Quartet of SemiGroups for Model Specification , Detection , Robustness , and the Price of Risk (2002) (16)
Pricing Kernels and Stochastic Discount Factors (2009) (16)
Robust control and filtering of forward-looking models (2000) (16)
Uncertainty Within Economic Models (2014) (15)
Formulating and estimating continuous time rational expectations models (1982) (15)
Generalized Method of Moments Estimation: A Time Series Perspective (2007) (15)
A note on first degree stochastic dominance (1978) (15)
AN INTERVIEW WITH CHRISTOPHER A. SIMS (2004) (15)
Principal Components and the Long Run (2009) (14)
Four types of ignorance (2015) (14)
Introduction to model uncertainty and robustness (2006) (14)
Methods for estimating continuous time Rational Expectations models from discrete time data (1980) (13)
Term Structure of Uncertainty in the Macroeconomy (2016) (13)
Robust hidden Markov LQG problems (2010) (12)
Consumption, asset markets, and macroeconomic fluctuations: A comment (1982) (11)
Robust identification of investor beliefs (2020) (11)
Time Inconsistency of Robust Control (2008) (11)
Uncertainty and the Dynamics of Pareto Optimal (2004) (11)
Robust Estimation and Control without Commitment (2014) (10)
Scientific Background on the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2013: Understanding Asset Prices (2013) (10)
Linear-quadratic games of resource depletion (1983) (9)
Handbook of Financial Econometrics, Vol 1 (2010) (9)
Modeling and Measuring Systemic Risk (2010) (9)
Risk Pricing over Alternative Investment Horizons (2012) (8)
Handbook of financial econometrics, Vol 2 (2009) (7)
Estimating Models With Intertemporal Substitution Using Aggregate (1990) (7)
Twisted Probabilities, Uncertainty, and Prices (2019) (7)
Prices of Macroeconomic Uncertainties with Tenuous Beliefs (2017) (6)
Linear-Quadratic Duopoly Models of Resource Depletion (2014) (5)
Model uncertainty and policy evaluation: some theory and empirics - comments (2005) (5)
Five Games and Two Objective Functions that Promote Robustness (1999) (5)
Prediction Formulas for Continuous Time Linear Rational Expectations Models (2006) (5)
A Monetary and Fiscal History of Latin America, 1960–2017 (2020) (4)
Observable Implications of Present Value Budget Balance (1991) (4)
Robustness , Estimation , and Detection (2009) (4)
Uncertainty in Economic Analysis and the Economic Analysis of Uncertainty (2017) (4)
Rational expectations models and the aliasing phenomenon (1980) (4)
Repercussions of Pandemics on Markets and Policy (2020) (4)
Tools and techniques (2010) (4)
Econometrics of exhaustible resource supply: a theory and an application. Final report (1981) (3)
Uncertainty Spillovers for Markets and Policy (2020) (3)
Method of Moments and Generalized Method of Moments (2015) (3)
Chapter 23 – Risk Pricing over Alternative Investment Horizons * (2013) (3)
MODELS WITH RATIONAL SPECTRAL DENSITIES (1983) (3)
Robust preference expansions (2013) (3)
Robust Inference for Moment Condition Models without Rational Expectations (2021) (3)
Discussion: Financial Markets and the Real Economy1 (2008) (2)
Asset pricing under smooth ambiguity in continuous time (2022) (2)
Shock elasticities and impulse responses (2014) (2)
Time-Series Econometrics in Macroeconomics and Finance (2017) (2)
Recursive Robust Decisions with Hidden States (2005) (2)
Spectral Decomposition of Forms 1 (2007) (2)
Assessing the macroeconomic impact of bank intermediation shocks : A structural approach (2015) (2)
Nonlinear Filtering and Robust Learning ∗ (2010) (2)
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics (2017) (2)
[Exotic Preferences for Macroeconomists]: Comment (2004) (1)
College Enrollment, Dropouts and Option Value of Education (2008) (1)
Annual Report to the Faculty of the College “ Judson ’ s War and Hutchins ’ s Peace : The University of Chicago and War in the Twentieth Century ” (1)
Risk, Ambiguity, and Misspecification: Decision Theory, Robust Control, and Statistics (2022) (1)
CHAPTER 1 Operator Methods for Continuous-Time Markov Processes (2004) (1)
Risk Topography: Systemic Risk and Macro Modeling (National Bureau of Economic Research Conference Report) (2016) (1)
Speciication Tests in the Eecient Method of Moments Framework with Application to the Stochastic Volatility Models (1998) (1)
Asset Prices and Persistent Macroeconomic Uncertainty (2010) (1)
Dynamic econometric modeling: A central-limit result for instrumental variables estimators of linear time series models (1988) (1)
First Degree Stochastic Dominance for Discontinuous Functions (1977) (1)
Approximate Models and Robust Decisions : A Discussion ∗ (2016) (1)
WANTING ROBUSTNESS IN MACROECONOMICS LARS PETER HANSEN AND THOMAS J. SARGENT (1)
Pricing growth-rate risk (2010) (0)
11. Competitive equilibria without robustness (2008) (0)
A. W. H. Phillips: Collected Works in Contemporary Perspective: An appreciation of A.W. Phillips (2000) (0)
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment (1986) (0)
Chapter 6. A Commodity Space (2013) (0)
Index to Volume 109 (2001) (0)
Principal Components and the Long (0)
GRESHAM’S LAW OF MODEL AVERAGING (2016) (0)
5. The Kalman filter (2008) (0)
Gathering Our Tools: Basic Concepts and Notation (2014) (0)
Preserving Our Power: Conservativity (2014) (0)
Chapter 10. Examples (2013) (0)
Dynamic Valuation Decomposition within Stochastic Economies 1 by (2011) (0)
Trend Spotting in Assets Markets/Understanding Asset Prices (2014) (0)
Chapter 2. Linear Stochastic Difference Equations (2013) (0)
Flat rate taxes with adjustment costs and several capital stocks and household types (1993) (0)
In appreciation (2022) (0)
.2. Control Theory and Rational Expectations 1.3. Misspecification and Rational Expectations 1.4. Our Extensions of Robust Control Theory 1.5. Robust Control Theory, Shock Serial Correlations, and Rational Expectations 1.6. Entropy in Specification Analysis 1.7. Acknowledging Misspecification (2007) (0)
Staff Report: No. 74 (1981) (0)
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" (2017) (0)
Chapter 4. Economic Environments (2013) (0)
2 Alternative Ways to Model a Continuous-Time Markov Process (2004) (0)
15. Markov perfect equilibria with robustness (2008) (0)
DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES BY LARS (2012) (0)
Matlab code for robustifying Muth Filter (1995) (0)
INSTRUMhTAL VARLUkES PikCEDURES FOR ESTIMATING LINEAR RATIONAL EXPECTATIONS MODELS* (2002) (0)
Chapter 13. Complete Markets Aggregation (2013) (0)
16. Robustness in forward-looking models (2008) (0)
The testable implications of intertemporal asset pricing theories (2002) (0)
Notes on Linear Control Theory (2007) (0)
Stochastic Compounding and Uncertain Valuation December 30 , 2013 (2014) (0)
Hansen and Sargent ’ s Recursive Models of Dynamic Linear Economies : A Review Essay (2017) (0)
Shock Elasticities in Dynare User ’ s Manual Toolbox version 0 . 2 ∗ (2011) (0)
Comment on "House Price Booms and the Current Account" (2011) (0)
A^cbus^ ^ (ubfiasies) ^ Working Paper Alfred P. Sloan School of Management Instrument Variable Estimation of Misspecified Models Instrument Variable Estimation of Misspecified Models @bulletinstrumental Variable Estimation of Misspecified Models (2008) (0)
Volume Information (1995) (0)
No . 1652 Nonlinearity and Temporal Dependence (2008) (0)
Chapter 8. Statistical Representations (2013) (0)
Index to Volume 108 (2000) (0)
Comment (2018) (0)
Achieving Consensus: Ramsey's Theorem (2014) (0)
2 Illustrating the identification challenge (2014) (0)
Matlab code for robust Muth decision filter (1995) (0)
Carbon Prices and Forest Preservation Over Space and Time in the Brazilian Amazon (2023) (0)
Advances in Economics and Econometrics 3 Volume Hardback Set (2003) (0)
Exploring Our Surroundings: The World below $${\rm{RT}}_{\,2}^2 $$ (2014) (0)
Economic growth, business cycles, and expected stock returns (2008) (0)
An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor By Kuntara Pukthuanthong and Richard Roll (2016) (0)
Chapter 11. Permanent IncomeModels (2013) (0)
Setting Off: An Introduction (2014) (0)
18. Robust filtering without commitment (2008) (0)
Supplementary appendix to “ Managing expectations and fiscal policy ” (2009) (0)
2 Recursive Portrayal of Robust Control Problems (2001) (0)
2. Basic ideas and methods (2008) (0)
Drawing a Map: Five Diagrams (2014) (0)
Is Long-Run M1 Demand Stable? (2009) (0)
19. Alternative approaches (2008) (0)
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü (2015) (0)
6. Static multiplier and constraint games (2008) (0)
3. A stochastic formulation (2008) (0)
Empirical and policy performance of a forward-looking monetary model, comments (2004) (0)
Advances in Economics and Econometrics: Index (2003) (0)
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen (2013) (0)
Description of Present State (2005) (0)
Chapter 9. Canonical Household Technologies (2013) (0)
In Defense of Disarray (2014) (0)
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models (2020) (0)
Long-run Uncertainty and Value (2009) (0)
Staff Report No. 70: Instrumental Variables Procedures for Estimating Linear Rational Expectations Model (1981) (0)
14. Risk sensitivity, model uncertainty, and asset pricing (2008) (0)
Comment (2012) (0)
Instrument Variable Methods for Studying Models of Economic Time Series (1985) (0)
8. Frequency domain games and criteria for robustness (2008) (0)
United States current account deficits: A stochastic optimal control analysis 1 (2020) (0)
397 Uncertainty Outside and Inside Economic Models * (2014) (0)
Chapter 1. Theory and Econometrics (2013) (0)
Charging Ahead: Further Topics (2014) (0)
Back Matter (1997) (0)
Recursive Formulations of Robust Estimation and Control Without Commitment (2005) (0)
Continuous Time Linear Models of Dynamic Economies (1991) (0)
The Gorman Lectures in Economics (2013) (0)
Address: " Value in an Uncertain Economy " (2003) (0)
Matlab programs by Hansen and T. Sargent (2000) (0)
7. Time domain games for attaining robustness (2008) (0)
Advances in Economics and Econometrics: Preface (2003) (0)
Empirical Foundations of Fairness and Reciprocity 3 2 . 1 Where does Fairness matter ? (2003) (0)
Appendix A. MATLAB Programs (2013) (0)
Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set (2003) (0)
4. Linear control theory (2008) (0)
Optimal fiscal policy with recursive preferences (2013) (0)
Finding Our Path: König's Lemma and Computability (2014) (0)
13. Asset pricing (2008) (0)
Chapter 12. Gorman Heterogeneous Households (2013) (0)
Online Appendix to Why Do Discount Rates Vary? (2019) (0)
CAHIER 29-2001 (2002) (0)
9. Calibrating misspecification fears with detection error probabilities (2008) (0)
Comments on Housing Price Booms and the Current Account ∗ (2011) (0)
Chapter 5. Optimal Resource Allocations (2013) (0)
Gauging Our Strength: Reverse Mathematics (2014) (0)
Correction to: Asset pricing under smooth ambiguity in continuous time (2022) (0)
10. A permanent income model (2008) (0)
Money as a Medium of Exchange : KW at 25 ! 4 (2015) (0)
Uncertain Lifetime and the Welfare Enhancing Properties of Annuity Markets and Social Security (2013) (0)
Chapter 3. Efficient Computations (2013) (0)
Robustness and Pri ing with Un ertainGrowthMar (2000) (0)
Preliminary and Incomplete Risk and Robustness in General Equilibrium (1998) (0)
Chapter 7. Competitive Economies (2013) (0)
Chapter 14. Periodic Models of Seasonality (2013) (0)
Working Paper Alfred P. Sloan School of Management Econometric Evaluation of Asset Pricing Models Econometric Evaluation of Asset Pricing Models Received Econometric Evaluation of Asset Pricing Models (2008) (0)
17. Robust filtering with commitment (2008) (0)
Long-term Risk : An Operator Approach 1 (2006) (0)
12. Competitive equilibria with robustness (2008) (0)

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