Lars Peter Hansen
Impact in
- Finance top 0.01%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
-
- Monetary Policy and Economic Impact
Papers in
-
- Economic theories and models 55
- Market Dynamics and Volatility 25
- Climate Change Policy and Economics 19
- Complex Systems and Time Series Analysis 15
-
- Monetary Policy and Economic Impact 71
- Co-authors
- Thomas J. Sargent (57 shared papers)Kenneth J. Singleton (5 shared papers)Ravi Jagannathan (4 shared papers)Robert J. Hodrick (2 shared papers)J.B. Heaton (5 shared papers)Amir Yaron (2 shared papers)Scott F. Richard (1 shared paper)John C. Heaton (3 shared papers)
- Journals
- Journal of Econometrics (11 papers)Econometrica (7 papers)Journal of Economic Theory (7 papers)Journal of Political Economy (6 papers)Journal of Business and Economic Statistics (6 papers)
- Partner nations
- United StatesDenmarkCanada
In The Last Decade
Lars Peter Hansen
171 papers receiving 23.4k citations
Lars Peter Hansen's Hit Papers
Peers
Comparison fields: 5 of 179
- Finance 13.3k
- General Economics, Econometrics and Finance 10.5k
- Economics and Econometrics 16.5k
- General Decision Sciences 906
- Accounting 3.5k
Countries citing papers authored by Lars Peter Hansen
This map shows the geographic impact of Lars Peter Hansen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lars Peter Hansen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lars Peter Hansen more than expected).
Fields of papers citing papers by Lars Peter Hansen
This network shows the impact of papers produced by Lars Peter Hansen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lars Peter Hansen. The network helps show where Lars Peter Hansen may publish in the future.
Co-authors
The 25 scholars most cited alongside Lars Peter Hansen, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 174 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Large Sample Properties of Generalized Method of Moments Estimators Hit paper breakdown → | 1982 | 9154 |
| 2 | Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis Hit paper breakdown → | 1980 | 1499 |
| 3 | Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models Hit paper breakdown → | 1984 | 1386 |
| 4 | Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models Hit paper breakdown → | 1982 | 1242 |
| 5 | Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns Hit paper breakdown → | 1983 | 994 |
| 6 | Implications of Security Market Data for Models of Dynamic Economies Hit paper breakdown → | 1991 | 811 |
| 7 | Robust Control and Model Uncertainty Hit paper breakdown → | 2001 | 810 |
| 8 | Finite-Sample Properties of Some Alternative GMM Estimators Hit paper breakdown → | 1996 | 740 |
| 9 | The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models Hit paper breakdown → | 1987 | 633 |
| 10 | Formulating and estimating dynamic linear rational expectations models Hit paper breakdown → | 1980 | 528 |
| 11 | Assessing Specification Errors in Stochastic Discount Factor Models Hit paper breakdown → | 1997 | 517 |
| 12 | Consumption Strikes Back? Measuring Long‐Run Risk Hit paper breakdown → | 2008 | 497 |
| 13 | A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection Hit paper breakdown → | 2003 | 434 |
| 14 | Robust Permanent Income and Pricing Hit paper breakdown → | 1999 | 320 |
| 15 | Robustness Hit paper breakdown → | 2007 | 274 |
| 16 | 2019 | 261 | |
| 17 | Robust control and model misspecification Hit paper breakdown → | 2006 | 254 |
| 18 | 1990 | 250 | |
| 19 | 1996 | 221 | |
| 20 | 1996 | 220 |
About Lars Peter Hansen
Lars Peter Hansen is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance, Finance, General Decision Sciences and Management Science and Operations Research, having authored 174 papers that have together received 26.1k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (71 papers), Economic theories and models (55 papers), Financial Markets and Investment Strategies (34 papers), Stochastic processes and financial applications (27 papers), Market Dynamics and Volatility (25 papers), Decision-Making and Behavioral Economics (20 papers), Climate Change Policy and Economics (19 papers) and Complex Systems and Time Series Analysis (15 papers). The work is most often cited by research in Finance (13.3k citations), General Economics, Econometrics and Finance (10.5k citations), Economics and Econometrics (16.5k citations), General Decision Sciences (906 citations) and Accounting (3.5k citations). Lars Peter Hansen has collaborated with scholars based in United States, Denmark and Canada. Frequent co-authors include Thomas J. Sargent, Kenneth J. Singleton, Ravi Jagannathan, Robert J. Hodrick, J.B. Heaton, Amir Yaron, Scott F. Richard, John C. Heaton, José Scheinkman and Evan W. Anderson. Their work appears in journals such as Journal of Econometrics, Econometrica, Journal of Economic Theory, Journal of Political Economy and Journal of Business and Economic Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.