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Details about Lars Peter Hansen

Homepage:http://home.uchicago.edu/~lhansen
Workplace:Department of Economics, University of Chicago, (more information at EDIRC)

Access statistics for papers by Lars Peter Hansen.

Last updated 2016-04-06. Update your information in the RePEc Author Service.

Short-id: pha303


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Working Papers

2016

  1. Sets of Models and Prices of Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Term Structure of Uncertainty in the Macroeconomy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2015

  1. Misspecified Recovery
    Papers, arXiv.org Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (10)

2014

  1. Shock Elasticities and Impulse Responses
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  2. Uncertainty Outside and Inside Economic Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2014) Downloads View citations (8)
    Nobel Prize in Economics documents, Nobel Prize Committee (2013) Downloads View citations (3)

2013

  1. Challenges in Identifying and Measuring Systemic Risk
    Working Papers, CEMFI Downloads View citations (11)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2012) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (7)

    See also Chapter (2013)
  2. Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen
    Nobel Prize in Economics documents, Nobel Prize Committee Downloads

2012

  1. Recursive Utility in a Markov Environment with Stochastic Growth
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (2)
  2. Risk Pricing over Alternative Investment Horizons
    Working Papers, Becker Friedman Institute for Research In Economics Downloads
  3. Three Types of Ambiguity
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (7)
    See also Journal Article in Journal of Monetary Economics (2012)

2011

  1. Examining Macroeconomic Models Through the Lens of Asset Pricing
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (8)
    See also Journal Article in Journal of Econometrics (2014)

2010

  1. Risk Price Dynamics
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)

2009

  1. Managing expectations and fiscal policy
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (17)
  2. Nonlinearity and Temporal Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in Working Papers, Yale University, Department of Economics (2008) Downloads View citations (3)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) Downloads View citations (13)
    CIRANO Working Papers, CIRANO (2009) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2010)
  3. Principal Components and Long Run Implications of Multivariate Diffusions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (5)
  4. Principal components and the long run
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (14)
  5. Underidentification?
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (2012)
  6. Underidentification? (Resumen)
    Working Papers, CEMFI Downloads View citations (7)

2008

  1. Modeling the Long Run: Valuation in Dynamic Stochastic Economies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  2. Robustness and US Monetary
    2008 Meeting Papers, Society for Economic Dynamics View citations (17)

2007

  1. Beliefs, Doubts and Learning: Valuing Economic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (45)
  2. Long-term Risk: An Operator Approach
    Levine's Bibliography, UCLA Department of Economics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads

    See also Journal Article in Econometrica (2009)

2005

  1. Consumption Strikes Back?: Measuring Long-Run Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    See also Journal Article in Journal of Political Economy (2008)
  2. Recursive robust estimation and control without commitment
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (3)
    See also Journal Article in Journal of Economic Theory (2007)

2003

  1. Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
  2. Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (13)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (11)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (11)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (11)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (11)
  3. Advances in economics and econometrics: the eighth world congress
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (18)

1999

  1. Micro Data and General Equilibrium Models
    Discussion Papers, University of Copenhagen. Department of Economics View citations (63)
    See also Chapter (1999)

1997

  1. Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Business & Economic Statistics (1996)
  2. Robust Permanent Income and Pricing
    Levine's Working Paper Archive, David K. Levine Downloads View citations (18)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (21)

1995

  1. On the mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (12)

1994

  1. Assessing Specification Errors in Stochastic Discount Factor Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1994) Downloads View citations (6)

    See also Journal Article in Journal of Finance (1997)
  2. Mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (48)
    See also Chapter (1996)

1993

  1. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (33)
    See also Journal Article in Econometrica (1995)
  2. Econometric Evaluation of Asset Pricing Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (1995)
  3. Flat rate taxes with adjustment costs and several capital stocks and household types
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco
    See also Journal Article in Proceedings (1993)

1992

  1. Asset Pricing Explorations for Macroeconomics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (75)
    See also Chapter (1992)

1990

  1. Implications of Security Market Data for Models of Dynamic Economies
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (31)

    See also Journal Article in Journal of Political Economy (1991)
  2. Recursive Linear Models of Dynamic Economies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in Proceedings (1993)

1987

  1. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (1990)

1986

  1. A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1983

  1. Identification of continuous time rational expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)

1982

  1. Formulating and estimating continuous time rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)

1981

  1. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (22)
    See also Journal Article in Economics Letters (1981)
  2. Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (5)
    See also Journal Article in International Economic Review (1983)
  3. Exact linear rational expectations models: specification and estimation
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (20)
  4. Instrumental variables procedures for estimating linear rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (7)
    See also Journal Article in Journal of Monetary Economics (1982)
  5. The dimensionality of the aliasing problem in models with rational spectral densities
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (2)
    See also Journal Article in Econometrica (1983)

1980

  1. Linear rational expectations models for dynamically interrelated variables
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (23)
  2. Methods for estimating continuous time Rational Expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (15)
  3. Rational expectations models and the aliasing phenomenon
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)

1979

  1. Formulating and estimating dynamic linear rational expectations models
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (11)
    See also Journal Article in Journal of Economic Dynamics and Control (1980)

Undated

  1. Perturbation Methods for Risk-Sensitive Economies
    Computing in Economics and Finance 1996, Society for Computational Economics Downloads
  2. Small Sample Properties of Alternative GMM Estimators
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads

Journal Articles

2015

  1. Four types of ignorance
    Journal of Monetary Economics, 2015, 69, (C), 97-113 Downloads
  2. [Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü
    Journal of Economics Bibliography, 2015, 2, (2), 57-65 Downloads

2014

  1. Examining macroeconomic models through the lens of asset pricing
    Journal of Econometrics, 2014, 183, (1), 67-90 Downloads View citations (10)
    See also Working Paper (2011)
  2. Nobel Lecture: Uncertainty Outside and Inside Economic Models
    Journal of Political Economy, 2014, 122, (5), 945 - 987 Downloads View citations (11)

2012

  1. Comment
    NBER Macroeconomics Annual, 2012, 26, (1), 132 - 143 Downloads
  2. Dynamic Valuation Decomposition Within Stochastic Economies
    Econometrica, 2012, 80, (3), 911-967 Downloads View citations (17)
  3. Pricing growth-rate risk
    Finance and Stochastics, 2012, 16, (1), 1-15 Downloads View citations (6)
  4. Proofs for large sample properties of generalized method of moments estimators
    Journal of Econometrics, 2012, 170, (2), 325-330 Downloads View citations (3)
  5. Small noise methods for risk-sensitive/robust economies
    Journal of Economic Dynamics and Control, 2012, 36, (4), 468-500 Downloads View citations (11)
  6. Three types of ambiguity
    Journal of Monetary Economics, 2012, 59, (5), 422-445 Downloads View citations (11)
    See also Working Paper (2012)
  7. Underidentification?
    Journal of Econometrics, 2012, 170, (2), 256-280 Downloads
    See also Working Paper (2009)

2011

  1. Robustness and ambiguity in continuous time
    Journal of Economic Theory, 2011, 146, (3), 1195-1223 Downloads View citations (7)

2010

  1. Fragile beliefs and the price of uncertainty
    Quantitative Economics, 2010, 1, (1), 129-162 Downloads View citations (32)
  2. Nonlinearity and temporal dependence
    Journal of Econometrics, 2010, 155, (2), 155-169 Downloads View citations (20)
    See also Working Paper (2009)
  3. Robust hidden Markov LQG problems
    Journal of Economic Dynamics and Control, 2010, 34, (10), 1951-1966 Downloads View citations (4)

2009

  1. Doubts or variability?
    Journal of Economic Theory, 2009, 144, (6), 2388-2418 Downloads View citations (41)
  2. Long-Term Risk: An Operator Approach
    Econometrica, 2009, 77, (1), 177-234 Downloads View citations (72)
    See also Working Paper (2007)

2008

  1. Consumption Strikes Back? Measuring Long-Run Risk
    Journal of Political Economy, 2008, 116, (2), 260-302 Downloads View citations (146)
    See also Working Paper (2005)
  2. Robustness and U.S. Monetary Policy Experimentation
    Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 Downloads View citations (48)

2007

  1. Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
    American Economic Review, 2007, 97, (2), 1-30 Downloads View citations (54)
  2. Recursive robust estimation and control without commitment
    Journal of Economic Theory, 2007, 136, (1), 1-27 Downloads View citations (40)
    See also Working Paper (2005)

2006

  1. Introduction to model uncertainty and robustness
    Journal of Economic Theory, 2006, 128, (1), 1-3 Downloads View citations (3)
  2. Robust control and model misspecification
    Journal of Economic Theory, 2006, 128, (1), 45-90 Downloads View citations (57)

2005

  1. Certainty equivalence and model uncertainty
    Proceedings, 2005, 17-38 Downloads View citations (5)
  2. Model uncertainty and policy evaluation: some theory and empirics - comments
    Proceedings, 2005 Downloads
  3. Robust estimation and control under commitment
    Journal of Economic Theory, 2005, 124, (2), 258-301 Downloads View citations (43)

2004

  1. AN INTERVIEW WITH CHRISTOPHER A. SIMS
    Macroeconomic Dynamics, 2004, 8, (02), 273-294 Downloads View citations (4)
  2. Empirical and policy performance of a forward-looking monetary model, comments
    Proceedings, 2004, (Mar) Downloads

2003

  1. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
    Journal of the European Economic Association, 2003, 1, (1), 68-123 Downloads View citations (106)
  2. Robust control of forward-looking models
    Journal of Monetary Economics, 2003, 50, (3), 581-604 Downloads View citations (97)

2002

  1. ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
    Macroeconomic Dynamics, 2002, 6, (01), 40-84 Downloads View citations (60)
  2. Robustness and Pricing with Uncertain Growth
    Review of Financial Studies, 2002, 15, (2), 363-404 View citations (66)

2001

  1. Acknowledgement Misspecification in Macroeconomic Theory
    Monetary and Economic Studies, 2001, 19, (S1), 213-227 Downloads View citations (21)
  2. Acknowledging Misspecification in Macroeconomic Theory
    Review of Economic Dynamics, 2001, 4, (3), 519-535 Downloads View citations (75)
  3. Robust Control and Model Uncertainty
    American Economic Review, 2001, 91, (2), 60-66 Downloads View citations (228)

1998

  1. Spectral methods for identifying scalar diffusions
    Journal of Econometrics, 1998, 86, (1), 1-32 Downloads View citations (44)

1997

  1. Assessing Specification Errors in Stochastic Discount Factor Models
    Journal of Finance, 1997, 52, (2), 557-90 Downloads View citations (221)
    See also Working Paper (1994)
  2. BOOTSTRAPPING THE LONG RUN
    Macroeconomic Dynamics, 1997, 1, (02), 279-311 Downloads View citations (16)

1996

  1. Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors
    Journal of Business & Economic Statistics, 1996, 14, (1), 53-68 View citations (44)
    See also Working Paper (1997)
  2. Finite-Sample Properties of Some Alternative GMM Estimators
    Journal of Business & Economic Statistics, 1996, 14, (3), 262-80 View citations (347)
  3. The Empirical Foundations of Calibration
    Journal of Economic Perspectives, 1996, 10, (1), 87-104 Downloads View citations (144)

1995

  1. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    Econometrica, 1995, 63, (4), 767-804 Downloads View citations (89)
    See also Working Paper (1993)
  2. Econometric Evaluation of Asset Pricing Models
    Review of Financial Studies, 1995, 8, (2), 237-74 Downloads View citations (69)
    See also Working Paper (1993)

1993

  1. Flat rate taxes with adjustment costs and several capital stocks and household types
    Proceedings, 1993, (Mar)
    See also Working Paper (1993)
  2. Recursive linear models of dynamic economies
    Proceedings, 1993, (Mar) View citations (43)
    See also Working Paper (1990)
  3. Seasonality and approximation errors in rational expectations models
    Journal of Econometrics, 1993, 55, (1-2), 21-55 Downloads View citations (56)

1991

  1. Implications of Security Market Data for Models of Dynamic Economies
    Journal of Political Economy, 1991, 99, (2), 225-62 Downloads View citations (495)
    See also Working Paper (1990)

1990

  1. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    Journal of Business & Economic Statistics, 1990, 8, (1), 53-69 View citations (132)
    See also Working Paper (1987)
  2. Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
    Journal of Econometrics, 1990, 45, (1-2), 141-179 Downloads View citations (51)

1987

  1. The Role of Conditioning Information in Deducing Testable
    Econometrica, 1987, 55, (3), 587-613 Downloads View citations (55)

1986

  1. Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment
    Journal of Business & Economic Statistics, 1986, 4, (4), 418-21 View citations (2)

1985

  1. A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
    Journal of Econometrics, 1985, 30, (1-2), 203-238 Downloads View citations (60)

1983

  1. Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time
    International Economic Review, 1983, 24, (1), 1-20 Downloads View citations (3)
    See also Working Paper (1981)
  2. Multiperiod Probit Models and Orthogonality Condition Estimation
    International Economic Review, 1983, 24, (1), 21-35 Downloads View citations (54)
  3. Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
    Journal of Political Economy, 1983, 91, (2), 249-65 Downloads View citations (456)
  4. The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities
    Econometrica, 1983, 51, (2), 377-87 Downloads View citations (24)
    See also Working Paper (1981)

1982

  1. Consumption, asset markets, and macroeconomic fluctuations: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1982, 17, (1), 239-250 Downloads
  2. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
    Econometrica, 1982, 50, (5), 1269-86 Downloads View citations (682)
  3. Instrumental variables procedures for estimating linear rational expectations models
    Journal of Monetary Economics, 1982, 9, (3), 263-296 Downloads View citations (23)
    See also Working Paper (1981)
  4. Large Sample Properties of Generalized Method of Moments Estimators
    Econometrica, 1982, 50, (4), 1029-54 Downloads View citations (3382)

1981

  1. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
    Economics Letters, 1981, 8, (3), 255-260 Downloads View citations (18)
    See also Working Paper (1981)

1980

  1. Formulating and estimating dynamic linear rational expectations models
    Journal of Economic Dynamics and Control, 1980, 2, (1), 7-46 Downloads View citations (290)
    See also Working Paper (1979)
  2. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
    Journal of Political Economy, 1980, 88, (5), 829-53 Downloads View citations (542)

1978

  1. A note on first degree stochastic dominance
    Economics Letters, 1978, 1, (4), 315-319 Downloads View citations (1)

Books

2014

  1. Uncertainty within Economic Models
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (1)

2013

  1. Recursive Models of Dynamic Linear Economies
    Economics Books, Princeton University Press View citations (17)

Edited books

2003

  1. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (13)
  2. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (13)
  3. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (13)
  4. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (13)
  5. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (13)
  6. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (13)
  7. Advances in Economics and Econometrics 3 Volume Hardback Set
    Cambridge Books, Cambridge University Press
  8. Advances in Economics and Econometrics 3 Volume Paperback Set
    Cambridge Books, Cambridge University Press

Chapters

2017

  1. Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise"
    A chapter in NBER Macroeconomics Annual 2017, volume 32, 2017

2013

  1. Challenges in Identifying and Measuring Systemic Risk
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 15-30 Downloads
    See also Working Paper (2013)

2011

  1. Comment on "House Price Booms and the Current Account"
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 132-143 Downloads

2010

  1. Wanting Robustness in Macroeconomics
    Chapter 20 in Handbook of Monetary Economics, 2010, vol. 3, pp 1097-1157 Downloads View citations (13)

2008

  1. Time Inconsistency of Robust Control?
    Chapter 7 in Macroeconomics in the Small and the Large, 2008 Downloads View citations (34)

2007

  1. Intertemporal Substitution and Risk Aversion
    Chapter 61 in Handbook of Econometrics, 2007, vol. 6A Downloads View citations (29)
  2. Introduction to Robustness
    A chapter in Robustness, 2007 Downloads View citations (83)

2005

  1. Intangible Risk
    A chapter in Measuring Capital in the New Economy, 2005, pp 111-152 Downloads View citations (3)

1999

  1. Micro data and general equilibrium models
    Chapter 08 in Handbook of Macroeconomics, 1999, vol. 1, Part A, pp 543-633 Downloads View citations (181)
    See also Working Paper (1999)

1996

  1. Mechanics of forming and estimating dynamic linear economies
    Chapter 04 in Handbook of Computational Economics, 1996, vol. 1, pp 171-252 Downloads View citations (62)
    See also Working Paper (1994)

1992

  1. Asset Pricing Explorations for Macroeconomics
    A chapter in NBER Macroeconomics Annual 1992, Volume 7, 1992, pp 115-182 Downloads View citations (103)
    See also Working Paper (1992)

1983

  1. Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
    A chapter in Exchange Rates and International Macroeconomics, 1983, pp 113-152 Downloads View citations (97)

Software Items

1995

  1. Matlab code for robust Muth decision filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Matlab code for robustifying Muth Filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

Undated

  1. Matlab programs by Hansen and T. Sargent
    Matlab codes Downloads
 
Page updated 2017-04-23