Lars Peter Hansen | Academic Influence

Why Is Lars Peter Hansen Influential?

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

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 Papers

Large Sample Properties of Generalized Method of Moments Estimators (12485)
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (2151)
Implications of Security Market Data for Models of Dynamic Economies (1662)
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1634)
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1453)
Robust Control and Model Uncertainty (1237)
THE ROLE OF CONDITIONING INFORMATION IN DEDUCING TESTABLE RESTRICTIONS IMPLIED BY DYNAMIC ASSET PRICING MODELS1 (954)
FORMULATING AND ESTIMATING DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS (935)
Assessing Specification Errors in Stochastic Discount Factor Models (900)
Consumption Strikes Back? Measuring Long‐Run Risk (712)
Finite Sample Properties of Some Alternative Gmm Estimators (552)
Micro data and general equilibrium models (551)
A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION (528)
Robust Permanent Income and Pricing (522)
A Time Series Analysis of Representative Agent Models of Consumption Andleisure Choice Under Uncertainty (492)
Environmental labeling and consumers' choice--an empirical analysis of the effect of the Nordic Swan (403)
The Empirical Foundations of Calibration (392)
Asset Pricing Explorations for Macroeconomics (374)
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (372)
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (344)
Robust control and model misspecification (344)
Short-term interest rates as subordinated diffusions (329)
Long Term Risk: An Operator Approach (316)
LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF (247)
Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress (242)
Fragile beliefs and the price of uncertainty (221)
Econometric Evaluation of Asset Pricing Models (219)
Discounted linear exponential quadratic Gaussian control (218)
Robustness and Pricing with Uncertain Growth (212)
Acknowledging Misspecification in Macroeconomic Theory (210)
Mechanics of forming and estimating dynamic linear economies (208)
Recursive Robust Estimation and Control Without Commitment (207)
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (200)
Beliefs, Doubts and Learning: Valuing Economic Risk (192)
Doubts or variability? (192)
Linear rational expectations models for dynamically interrelated variables (181)
Consumption Strikes Back ? : Measuring Long-Run Risk 1 (180)
Advances in Economics and Econometrics (177)
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (177)
Robustness, Detection and the Price of Risk (175)
Two Difficulties in Interpreting Vector Autoregressions (169)
Robust control of forward-looking models (164)
Multiperiod Probit Models and Orthogonality Condition Estimation (145)
Implications of Security Market Data for Models of Dynamic Economies (144)
Recursive Linear Models of Dynamic Economies (138)
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING (137)
Robust estimation and control under commitment (132)
Intertemporal Substitution and Risk Aversion (130)
Spectral methods for identifying scalar diffusions (129)
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors (129)
Seasonality and approximation errors in rational expectations models (124)
Dynamic Valuation Decomposition Within Stochastic Economies (120)
Rational Expectations Econometrics (120)
Wanting robustness in macroeconomics (113)
Instrumental variables procedures for estimating linear rational expectations models (112)
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities (111)
Nobel Lecture: Uncertainty Outside and Inside Economic Models (109)
Separating Will from Grace: An experiment on conformity and awareness in cheating (103)
Exact linear rational expectations models: specification and estimation (101)
Water and Energy Price Impacts on Residential Water Demand in Copenhagen (101)
Chapter 8 Micro data and general equilibrium models (100)
Efficiency bounds implied by multiperiod conditional moment restrictions (98)
Fragile beliefs and the price of model uncertainty (95)
Misspecified Recovery (94)
Generalized method of moments estimation (88)
Willingness to Pay for Organic Foods: A Comparison between Survey Data and Panel Data from Denmark (85)
A Damage Based Tax Mechanism for Regulation of Non-Point Emissions (81)
Recursive utility in a Markov environment with stochastic growth (80)
Nonlinearity and Temporal Dependence (78)
OF NONLINEAR RATIONAL EXPECTATIONS MODELS (72)
Pricing Uncertainty Induced by Climate Change (68)
Three Types of Ambiguity (67)
Robustness and Uncertainty Aversion (67)
Advances in economics and econometrics: Theory and applications, eighth world congress, volume II (66)
Robustness and U.S. Monetary Policy Experimentation (65)
Examining macroeconomic models through the lens of asset pricing (64)
Uncertainty Outside and Inside Economic Models (63)
Misspecified Recovery: Misspecified Recovery (63)
The effect of climate change and adaptation policy on agricultural production in Eastern Africa (62)
A note on Wiener-Kolmogorov prediction formulas for rational expectations models (61)
Wrestling with Uncertainty in Climate Economic Models (58)
Ambiguity Shifts and the 2007 – 2008 Financial Crisis ∗ (56)
Environmental Regulation Through Voluntary Agreements (54)
Robust Control and Model Uncertainty in Macroeconomics (52)
Robustness and ambiguity in continuous time (51)
Risk Price Dynamics (51)
Ambiguity Aversion and Model Misspecification: An Economic Perspective (50)
Advances in economics and econometrics: the eighth world congress (49)
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (48)
Households' hourly electricity consumption and peak demand in Denmark (47)
Method of Moments (47)
Risk Price Dynamics (46)
Pricing Uncertainty Induced by Climate Change (46)
Understanding the Nature of Cooperation Variability (45)
Chapter 61 Intertemporal Substitution and Risk Aversion (44)
Recursive Models of Dynamic Linear Economies (43)
Pricing growth-rate risk (42)
Modeling the Long Run: Valuation in Dynamic Stochastic Economies (40)
Advances in Econometrics: Calculating asset prices in three example economies (38)
Small noise methods for risk-sensitive/robust economies (37)
Robustness and US Monetary (35)
Introduction to Robustness (35)
Consumer preferences for organic foods (30)
Chapter 4 Mechanics of forming and estimating dynamic linear economies (29)
BOOTSTRAPPING THE LONG RUN (29)
Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (28)
Proofs for large sample properties of generalized method of moments estimators (28)
Managing Expectations and Fiscal Policy (27)
Shock Elasticities and Impulse Responses (26)
Empirical Asset Pricing : (25)
Principal Components and Long Run Implications of Multivariate Diffusions (24)
Framing and Misperception in Public Good Experiments (24)
Certainty equivalence and model uncertainty (23)
Stochastic Compounding and Uncertain Valuation (23)
Robust Analytical and Computational Explorations of Coupled Economic-Climate Models with Carbon-Climate Response (22)
Sets of Models and Prices of Uncertainty (21)
Increasing the flexibility of electricity consumption in private households: Does gender matter? (20)
Illegal Landings: An Aggregate Catch Self‐Reporting Mechanism (20)
Advances in Economics and Econometrics Theory and Applications (20)
Aversion to ambiguity and model misspecification in dynamic stochastic environments (19)
Robust control and filtering of forward-looking models (19)
Pricing Kernels and Stochastic Discount Factors (18)
Explaining Demand for Organic Foods (18)
Non-point source regulation — A self-reporting mechanism (18)
Identification of continuous time rational expectations models from discrete time data (18)
Regulation of Non-Point Emissions – A Variance Based Mechanism (17)
Robust hidden Markov LQG problems (17)
Generalized Method of Moments Estimation: A Time Series Perspective (17)
Long‐Term Risk: An Operator Approach (16)
Formulating and estimating continuous time rational expectations models (15)
Four types of ignorance (15)
Macroeconomic Uncertainty Prices When Beliefs are Tenuous (15)
Shock elasticities and impulse responses (15)
The Effect of the Nordic Swan Label on Consumers' Choice (15)
Introduction to model uncertainty and robustness (14)
Structured Ambiguity and Model Misspecification (14)
A note on first degree stochastic dominance (14)
Methods for estimating continuous time Rational Expectations models from discrete time data (14)
Rational policymaking during a pandemic (14)
Uncertainty Within Economic Models (13)
Consumption, asset markets, and macroeconomic fluctuations: A comment (13)
AN INTERVIEW WITH CHRISTOPHER A. SIMS (13)
Robust Estimation and Control without Commitment (13)
Nitrogen Fertilizer Demand from Danish Crop Farms - Regulatory Implications of Heterogeneity (12)
Enforcement and Information Strategies (12)
Principal Components and the Long Run (12)
A Quartet of SemiGroups for Model Specification , Detection , Robustness , and the Price of Risk (12)
Time Inconsistency of Robust Control (12)
A deposit-refund system applied to non-point nitrogen emissions from agriculture (11)
Scientific Background on the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2013: Understanding Asset Prices (11)
Handbook of Financial Econometrics, Vol 1 (11)
The Choice of Regulatory Instrument When There is Uncertainty About Compliance with Fisheries Regulations (11)
Estimating Models With Intertemporal Substitution Using Aggregate (11)
Uncertainty and the Dynamics of Pareto Optimal (11)
Modeling and Measuring Systemic Risk (10)
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? (9)
Making Decisions under Model Misspecification (9)
Short-run and long-run dynamics of farm land allocation: panel data evidence from Denmark1 (9)
Risk Pricing over Alternative Investment Horizons (9)
Term Structure of Uncertainty in the Macroeconomy (8)
Linear-quadratic games of resource depletion (8)
Providing Free Autopoweroff Plugs: Measuring the Effect on Households' Electricity Consumption through a Field Experiment (8)
Prices versus Quantities in Fisheries Models: Comment (7)
Advances in Economics and Econometrics: Advances in Economics and Econometrics (7)
Prices of Macroeconomic Uncertainties with Tenuous Beliefs (7)
Aspects of the political economy of environmental voluntary agreements - a meta study (7)
Handbook of financial econometrics, Vol 2 (7)
Framing and Misperceptions in a Public Good Experiment ( July 2011 ) Revised version October 2012 (7)
Can Non-point Phosphorus Emissions from Agriculture be Regulated Efficiently Using Input-Output Taxes? (7)
Structured ambiguity and model misspecification (6)
Cooperation, framing, and political attitudes (6)
Robust Identification of Investor Beliefs (6)
Organic Crowding Out? - A Study of Danish Organic Food Demand (6)
Twisted Probabilities, Uncertainty, and Prices (6)
Organic Food Demand– evidence from a Danish micro panel (5)
Climate Change Uncertainty Spillover in the Macroeconomy (5)
The Rise and Fall of Divorce: A Sociological Extension of Becker's Model of the Marriage Market (5)
Prediction Formulas for Continuous Time Linear Rational Expectations Models (5)
Quota Enforcement in Resource Industries: Self-Reporting and Differentiated Inspections (5)
Uncertainty in Economic Analysis and the Economic Analysis of Uncertainty (5)
Five Games and Two Objective Functions that Promote Robustness (5)
Tools and techniques (4)
Linear-Quadratic Duopoly Models of Resource Depletion (4)
Twisted probabilities, uncertainty, and prices (4)
Rational expectations models and the aliasing phenomenon (4)
Observable Implications of Present Value Budget Balance (4)
Robustness , Estimation , and Detection (4)
Jointness through vessel capacity input in a multispecies fishery (4)
Repercussions of Pandemics on Markets and Policy (3)
Shiftable Externalities: A Market Solution (3)
Consumer valuation of health attributes in food (3)
MODELS WITH RATIONAL SPECTRAL DENSITIES (3)
Uncertainty Spillovers for Markets and Policy (3)
Robust preference expansions (3)
Abatement costs of alternative tax systems to regulate agricultural nitrogen loss (3)
Method of Moments and Generalized Method of Moments (3)
Can Incentives to Increase Electricity Use Reduce the Cost of Integrating Renewable Resources (3)
Econometrics of exhaustible resource supply: a theory and an application. Final report (3)
Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production? (3)
Chapter 23 – Risk Pricing over Alternative Investment Horizons * (3)
The hidden cost of real time electricity pricing (2)
Is social nudging too emotionally taxing? A field experiment of public utilities and electricity consumers in Denmark (2)
Modelling Demand for OrganicProducts – Implications for theQuestionnaire (2)
Discussion: Financial Markets and the Real Economy1 (2)
Nonlinear Filtering and Robust Learning ∗ (2)
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics (2)
Model uncertainty and policy evaluation: some theory and empirics - comments (2)
Rational inattention or rational overreaction? Consumer reactions to health news (2)
Robust identification of investor beliefs (2)
Macroeconomic Uncertainty Prices when Beliefs are Tenuous (2)
Spectral Decomposition of Forms 1 (2)
College Enrollment, Dropouts and Option Value of Education (2)
Central Banking Challenges Posed by Uncertain Climate Change and Natural Disasters (2)
Recursive Robust Decisions with Hidden States (2)
Macroeconomic uncertainty prices when beliefs are tenuous (2)
Price reactions when consumers are concerned about pro-social reputation (2)
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 ” (2)
ASPECTS OF THE POLITICAL ECONOMY OF ENVI- RONMENTAL VOLUNTARY AGREEMENTS (1)
First Degree Stochastic Dominance for Discontinuous Functions (1)
Time-Series Econometrics in Macroeconomics and Finance (1)
[Exotic Preferences for Macroeconomists]: Comment (1)
Stochastic Compounding and Uncertain Valuation (1)
Regulating Groundwater Use in Developing Countries: A Feasible Instrument for Public Intervention (1)
Regulating fisheries under uncertainty (1)
Asset Prices and Persistent Macroeconomic Uncertainty (1)
Risk Topography: Systemic Risk and Macro Modeling (National Bureau of Economic Research Conference Report) (1)
Dynamic econometric modeling: A central-limit result for instrumental variables estimators of linear time series models (1)
Inducing flexibility of household electricity demand: The overlooked costs of reacting to dynamic incentives (1)
A Deposit-Refund System Applied to Nitrogen Emissions from Agriculture (1)
Preliminary and Incomplete Risk and Robustness in General Equilibrium (1)
Instrument Choice when Regulators are Concerned about Resource Extinction (1)
Speciication Tests in the Eecient Method of Moments Framework with Application to the Stochastic Volatility Models (1)
The effect of providing free autopoweroff plugs to households on electricity consumption - A field experiment (1)
WANTING ROBUSTNESS IN MACROECONOMICS LARS PETER HANSEN AND THOMAS J. SARGENT (1)
Term Structure of Uncertainty in the Macroeconomy (1)
A Montero payment mechanism for regulating non-point pollution emissions (1)
CHAPTER 1 Operator Methods for Continuous-Time Markov Processes (1)
Principal Components and the Long (1)
A Montero auction mechanism for regulating unobserved use of the commons (1)
Regulating Renewable Resources under Uncertainty (0)
Chapter 5. Optimal Resource Allocations (0)
Chapter 6. A Commodity Space (0)
1992 and the European Engineer (0)
The Economic Value of Habits in Household Production – A Field Experiment (0)
The Dynamics of Farm Land Allocation – Short and Long Run Reactions in a Long Micro Panel (0)
Ratcheting in Renewable Resources Contracting (0)
The welfare gain from switching to tax regulation of fisheries (0)
Chapter 2. Linear Stochastic Difference Equations (0)
Regulation of Location-Specific Externalities (0)
Norm Compliance in an Uncertain World (0)
DØRS 2012 : Investigating the behaviour of Danish Power Consumers through Field Experiments (0)
Pro-environmental behavior under bundled environmental and poverty reduction goals: Empirical evidence from Ethiopia (0)
Do public works programs crowd-out pro-environmental behavior? Empirical evidence from food-for-work programs in Ethiopia (0)
Regulation of Location-Specific Externalities (0)
Jointness through fishing days input in a multi-species Fishery (0)
Prices versus Quantities: What is the discussion really about? (0)
REMOVING THE DIVERGENCE AT THE KONDO TEMPERATURE BY MEANS OF SELF-CONSISTENT PERTURBATION THEORY (0)
Are religious farmers more risk taking? Empirical evidence from Ethiopia (0)
1992 and the European engineer : proceedings of the symposium held at the EEE88 SEFI-annual conference in Leuven, 30 August - 2 September 1988 (0)
Heterogeneous Consumer Reactions to Health News (0)
Climate Change Uncertainty Spillover in the Macroeconomy (0)
Robustness and Pri ing with Un ertainGrowthMar (0)
18. Robust filtering without commitment (0)
Charging Ahead: Further Topics (0)
Shock Elasticities in Dynare User ’ s Manual Toolbox version 0 . 2 ∗ (0)
Examining Macroeconomic Models Through the Lens of Asset Pricing (0)
Robust Identification of Investor Beliefs (0)
Gathering Our Tools: Basic Concepts and Notation (0)
Chapter 8. Statistical Representations (0)
2 Illustrating the identification challenge (0)
No . 1652 Nonlinearity and Temporal Dependence (0)
14. Risk sensitivity, model uncertainty, and asset pricing (0)
A. W. H. Phillips: Collected Works in Contemporary Perspective: An appreciation of A.W. Phillips (0)
Exploring Our Surroundings: The World below $${\rm{RT}}_{\,2}^2 $$ (0)
Recursive Formulations of Robust Estimation and Control Without Commitment (0)
The Gorman Lectures in Economics (0)
2 Alternative Ways to Model a Continuous-Time Markov Process (0)
Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set (0)
Approximate Models and Robust Decisions : A Discussion ∗ (0)
Three Types of Ambiguity (0)
Empirical Foundations of Fairness and Reciprocity 3 2 . 1 Where does Fairness matter ? (0)
Uncertainty Spillovers for Markets and Policy (0)
A Time Series Analysis of Representative Agent Models of Consumption Andleisure Choice Under Uncertainty (0)
Chapter 3. Efficient Computations (0)
19. Alternative approaches (0)
Advances in Economics and Econometrics 3 Volume Hardback Set (0)
Central banking challenges posed by uncertain climate change and natural disasters (0)
17. Robust filtering with commitment (0)
Volume Information (0)
13. Asset pricing (0)
Money as a Medium of Exchange : KW at 25 ! 4 (0)
8. Frequency domain games and criteria for robustness (0)
Achieving Consensus: Ramsey's Theorem (0)
Optimal fiscal policy with recursive preferences (0)
Dynamic Valuation Decomposition within Stochastic Economies 1 by (0)
Comment (0)
16. Robustness in forward-looking models (0)
Finding Our Path: König's Lemma and Computability (0)
Index to Volume 109 (0)
Comment (0)
Robust Identification of Investor Beliefs (0)
12. Competitive equilibria with robustness (0)
2. Basic ideas and methods (0)
Continuous Time Linear Models of Dynamic Economies (0)
Chapter 11. Permanent IncomeModels (0)
2 Recursive Portrayal of Robust Control Problems (0)
Recursive Utility in a Markov Environment with Stochastic Growth (0)
United States current account deficits: A stochastic optimal control analysis 1 (0)
Matlab code for robustifying Muth Filter (0)
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen (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 (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 (0)
Appendix A. MATLAB Programs (0)
Misspecified Recovery (0)
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment (0)
2 Baseline model without uncertainty Following (0)
Long-run Uncertainty and Value (0)
Setting Off: An Introduction (0)
11. Competitive equilibria without robustness (0)
Matlab code for robust Muth decision filter (0)
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise" (0)
INSTRUMhTAL VARLUkES PikCEDURES FOR ESTIMATING LINEAR RATIONAL EXPECTATIONS MODELS* (0)
Chapter 1. Theory and Econometrics (0)
In appreciation (0)
5. The Kalman filter (0)
Empirical and policy performance of a forward-looking monetary model, comments (0)
Examining Macroeconomic Models Through the Lens of Asset Pricing (0)
Supplementary appendix to “ Managing expectations and fiscal policy ” (0)
Chapter 10. Examples (0)
Chapter 9. Canonical Household Technologies (0)
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü (0)
Climate Change Uncertainty Spillover in the Macroeconomy (0)
4. Linear control theory (0)
Notes on Linear Control Theory (0)
Rational Expectations Econometrics (0)
Back Matter (0)
Advances in Economics and Econometrics: List of Contributors (0)
Misspecified Recovery (0)
15. Markov perfect equilibria with robustness (0)
In Defense of Disarray (0)
A Monetary and Fiscal History of Latin America, 1960–2017 (0)
Robust Inference for Moment Condition Models without Rational Expectations (0)
Advances in Economics and Econometrics: Index (0)
No . 051-2013 Stochastic Compounding and Uncertain Valuation April 24 , 2013 (0)
6. Static multiplier and constraint games (0)
397 Uncertainty Outside and Inside Economic Models * (0)
Staff Report: No. 74 (0)
Gauging Our Strength: Reverse Mathematics (0)
Staff Report No. 70: Instrumental Variables Procedures for Estimating Linear Rational Expectations Model (0)
Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models (0)
Stochastic Compounding and Uncertain Valuation December 30 , 2013 (0)
DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES BY LARS (0)
Drawing a Map: Five Diagrams (0)
Preserving Our Power: Conservativity (0)
Advances in Economics and Econometrics: Preface (0)
Economic growth, business cycles, and expected stock returns (0)
7. Time domain games for attaining robustness (0)
Description of Present State (0)
Address: " Value in an Uncertain Economy " (0)
Matlab programs by Hansen and T. Sargent (0)
Comment on "House Price Booms and the Current Account" (0)
Comments on Housing Price Booms and the Current Account ∗ (0)
Instrument Variable Methods for Studying Models of Economic Time Series (0)
Chapter 12. Gorman Heterogeneous Households (0)
The testable implications of intertemporal asset pricing theories (0)
Recursive Robust Estimation and Control Without Commitment (0)
Prices of Macroeconomic Uncertainties with Tenuous Beliefs (0)
3. A stochastic formulation (0)
9. Calibrating misspecification fears with detection error probabilities (0)
Chapter 13. Complete Markets Aggregation (0)
Acknowledgement Misspecification in Macroeconomic Theory (0)
Chapter 4. Economic Environments (0)
Chapter 7. Competitive Economies (0)
10. A permanent income model (0)
Long-term Risk : An Operator Approach 1 (0)
Chapter 14. Periodic Models of Seasonality (0)
Hansen and Sargent ’ s Recursive Models of Dynamic Linear Economies : A Review Essay (0)
Index to Volume 108 (0)
Trend Spotting in Assets Markets/Understanding Asset Prices (0)
Optimal Liability Rules: The Case of Renewable Resources (0)
Danish organic food demand - Separability and Substitution Patterns (0)
Demand for Organic Products –Specification of Functions to be Estimated (0)
Flat rate taxes with adjustment costs and several capital stocks and household types (0)
Is there a role for energy production cut backs in global warming climate policy (0)

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