Lars Hansen

19 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-0035-8558

University of Chicago

Publications

• Making Decisions Under Model Misspecification — The Review of Economic Studies 2026
• Time-Series Econometrics in Macroeconomics and Finance — Journal of Political Economy 2017
• Misspecified Recovery — The Journal of Finance 2016
• Nobel Lecture: Uncertainty Outside and Inside Economic Models — Journal of Political Economy 2014
• Dynamic Valuation Decomposition Within Stochastic Economies — Econometrica 2012
• Long-Term Risk: An Operator Approach — Econometrica 2009
• Consumption Strikes Back? Measuring Long‐Run Risk — Journal of Political Economy 2008
• Beliefs, Doubts and Learning: Valuing Macroeconomic Risk — American Economic Review 2007
• Robustness and Pricing with Uncertain Growth — The Review of Financial Studies 2002
• Robust Control and Model Uncertainty — American Economic Review 2001
• Robust Permanent Income and Pricing — The Review of Economic Studies 1999
• Assessing Specification Errors in Stochastic Discount Factor Models — The Journal of Finance 1997
• Short-Term Interest Rates as Subordinated Diffusions — The Review of Financial Studies 1997
• Econometric Evaluation of Asset Pricing Models — The Review of Financial Studies 1995
• Implications of Security Market Data for Models of Dynamic Economies — Journal of Political Economy 1991
• Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions — Journal of the American Statistical Association 1988
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty — The Quarterly Journal of Economics 1988
• Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns — Journal of Political Economy 1983
• Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis — Journal of Political Economy 1980