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[Rezension von: Aoki, Masanao, New approaches to macroeconomic modeling]

Hansen, Lars Peter - In: Journal of economic literature 36 (1998) 1, pp. 239-241

Persistent link: https://www.econbiz.de/10001349720

Uncertainty outside and inside economic models

Hansen, Lars Peter - 2014

Persistent link: https://www.econbiz.de/10010412425

Nobel lecture : uncertainty outside and inside economic models

Hansen, Lars Peter - In: Journal of political economy 122 (2014) 5, pp. 945-987

Persistent link: https://www.econbiz.de/10010471003

Modeling the long run : valuation in dynamic stochastic economies

Hansen, Lars Peter - 2008

Persistent link: https://www.econbiz.de/10003749675

Comment on: pseudo-true SDFs in conditional asset pricing models

Hansen, Lars Peter - In: Journal of financial econometrics 18 (2020) 4, pp. 715-720

Persistent link: https://www.econbiz.de/10012405515

Uncertainty spillovers for markets and policy

Hansen, Lars Peter - In: Annual review of economics 13 (2021), pp. 371-396

Persistent link: https://www.econbiz.de/10012612572

Robust permanent income and pricing

Hansen, Lars Peter; Sargent, Thomas J.; Tallarini, Thomas D. - In: The review of economic studies 66 (1999) 4, pp. 873-907

Persistent link: https://www.econbiz.de/10001433538

Micro data and general equilibrium models

Browning, Martin James; Hansen, Lars Peter; Heckman, … - 1999

Persistent link: https://www.econbiz.de/10001435241

A note on Wiener-Kolmogorov prediction formulas for rational expectations models

Hansen, Lars Peter; Sargent, Thomas J. - 1981

"A prediction formula for geometrically declining sums of future forcing variables is derived for models in which the forcing variables are generated by a vector autoregressive-moving average process. This formula is useful in deducing and characterizing cross-equation restrictions implied by...

Persistent link: https://www.econbiz.de/10000703399

Implications of security market data for models of dynamic economies

Hansen, Lars Peter; Jagannathan, Ravi - 1990

Persistent link: https://www.econbiz.de/10000791221