World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
81
Citations
59473
World Ranking
258
National Ranking
191

Research.com Recognitions

  • 2013 - Nobel Memorial Prize laureates in Economics for their empirical analysis of asset prices.
  • 2013 - Nobel Prize for their empirical analysis of asset prices
  • 2010 - BBVA Foundation Frontiers of Knowledge Award
  • 2007 - Fellow of the American Finance Association (AFA)
  • 1999 - Member of the National Academy of Sciences
  • 1996 - Fellow of John Simon Guggenheim Memorial Foundation
  • 1993 - Fellow of the American Academy of Arts and Sciences

Overview

Lars Peter Hansen is affiliated with the University of Chicago in the United States. Their research primarily spans economics, econometrics, and finance, with a focus on subfields such as economics and econometrics, global and planetary change, finance, general decision sciences, and general economics, econometrics and finance. The main themes addressed in their work include climate change policy and economics, market dynamics and volatility, monetary policy and economic impact, economic and environmental valuation, decision-making and behavioral economics, financial markets and investment strategies, and housing market and economics.

Recent publications by Hansen include the following papers:

  • "Rational policymaking during a pandemic," 2021, published in LillOA (Université de Lille (University Of Lille))
  • "Central banking challenges posed by uncertain climate change and natural disasters," 2021, published in Journal of Monetary Economics
  • "Climate Change Uncertainty Spillover in the Macroeconomy," 2022, published in NBER Macroeconomics Annual
  • "Central Banking Challenges Posed by Uncertain Climate Change and Natural Disasters," 2021, published in SSRN Electronic Journal
  • "Macroeconomic uncertainty prices when beliefs are tenuous," 2020, published in Journal of Econometrics

Frequent coauthors in the scientist's body of work include:

  • Michael Barnett
  • William A. Brock
  • José Scheinkman
  • Mássimo Marinacci
  • Loïc Berger

Publication venues where this researcher has contributed multiple works include:

  • SSRN Electronic Journal
  • Proceedings of the National Academy of Sciences
  • Journal of Econometrics
  • LillOA (Université de Lille (University Of Lille))
  • Journal of Monetary Economics

In addition to journal articles, this scientist has published books, including a work with the University of Minnesota Press titled A Monetary and Fiscal History of Latin America, 1960-2017, released in 2020.

Their research has been recognized with several awards over the years, such as the Nobel Memorial Prize in Economics in 2013 for empirical analysis of asset prices, the BBVA Foundation Frontiers of Knowledge Award in 2010, fellowship honors from the American Finance Association in 2007, the John Simon Guggenheim Memorial Foundation in 1996, the American Academy of Arts and Sciences in 1993, and membership in the National Academy of Sciences since 1999.

Best Publications

  • LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF MOMENTS ESTIMATORS

    Lars Peter Hansen

  • Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

    Lars Peter Hansen;Kenneth J. Singleton

  • Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

    Lars Peter Hansen;Robert J. Hodrick

  • Implications of Security Market Data for Models of Dynamic Economies

    Lars Peter Hansen;Ravi Jagannathan

  • Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

    Lars Peter Hansen;Kenneth J. Singleton

  • Finite sample properties of some alternative GMM estimators

    Lars Peter Hansen;John Heaton;Amir Yaron

  • Robust Control and Model Uncertainty

    Lars Peter Hansen;Thomas J Sargent

  • FORMULATING AND ESTIMATING DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS

    Lars Peter Hansen;Thomas J. Sargent

  • THE ROLE OF CONDITIONING INFORMATION IN DEDUCING TESTABLE RESTRICTIONS IMPLIED BY DYNAMIC ASSET PRICING MODELS1

    Lars Peter Hansen;ScoTr F. Richard

  • Assessing Specification Errors in Stochastic Discount Factor Models

    Lars Peter Hansen;Ravi Jagannathan

  • Consumption Strikes Back? Measuring Long‐Run Risk

    Lars Peter Hansen;John C. Heaton;Nan Li

  • Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes

    Lars Peter Hansen;Jose Alexandre Scheinkman

  • A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty

    Martin S. Eichenbaum;Lars Peter Hansen;Kenneth J. Singleton

  • Micro data and general equilibrium models

    Martin Browning;Lars Peter Hansen;James J. Heckman

  • Evolution, Discovery, and Interpretations of Arthropod Mushroom Bodies

    Nicholas J. Strausfeld;Lars Hansen;Yongsheng Li;Robert S. Gomez

  • A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION

    Evan W. Anderson;Lars Peter Hansen;Thomas J. Sargent

  • Micro data and general equilibrium models

    Martin Browning;L Hansen;James Heckman

  • Asset Pricing Explorations for Macroeconomics

    John Cochrane;Lars Hansen

  • Long-term Risk: An Operator Approach

    Lars Hansen;Jose Scheinkman

  • Robust Permanent Income and Pricing

    Lars Peter Hansen;Thomas J. Sargent;Thomas D. Tallarini

  • The Empirical Foundations of Calibration

    Lars Peter Hansen;James J. Heckman

  • Asset Pricing Explorations for Macroeconomics

    John H. Cochrane;Lars Peter Hansen

  • Implications of Security Market Data for Models of Dynamic Economies

    Lars Peter Hansen;Lars Peter Hansen;Ravi Jagannathan

  • Implications of security market data for models of dynamic economies

    Lars Peter Hansen;Ravi Jagannathan

Frequent Co-Authors

Thomas J. Sargent
Thomas J. Sargent New York University
Jose A. Scheinkman
Jose A. Scheinkman Columbia University
Mathias Dewatripont
Mathias Dewatripont Université Libre de Bruxelles
Stephen J. Turnovsky
Stephen J. Turnovsky University of Washington
Kenneth J. Singleton
Kenneth J. Singleton Stanford University
Massimo Marinacci
Massimo Marinacci Bocconi University
Martin Eichenbaum
Martin Eichenbaum Northwestern University
Itzhak Gilboa
Itzhak Gilboa Tel Aviv University
Richard Smith
Richard Smith University of Exeter
William A. Brock
William A. Brock University of Wisconsin–Madison

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Exploring a career in Economics and Finance opens the door to a variety of online degrees and certifications that can boost your employability. For those wanting to fast-track leadership roles, 18 month mba programs offer accelerated business education and valuable management skills.

Building a solid foundation in financial operations is also possible through bookkeeping certifications, which are ideal for those starting with accounts management or preparing for entry-level finance roles.

Broadening your skillset in business can be achieved by pursuing an online office administration degree, a flexible path for those interested in business administration, office management, and organizational support.

If your ambitions are toward people management and strategic leadership, a masters of human resource management online degree can open doors to senior HR and organizational roles, which often intersect with economic policy and finance operations.

Each of these pathways can be tailored to your interests in the field and studied online, making it easier than ever to advance your education and career from anywhere.

Best Scientists Citing Lars Peter Hansen

Trending Scientists

Recently Published Articles