Lars Peter Hansen

45.1k citations
174 papers · 26.1k indexed · 16 hit papers · h-index 55

Lars Peter Hansen

171 papers receiving 23.4k citations

Hit Papers

Consumption Strikes Back? Measuri...49719802026199520102.5k5.0k7.5k

Peers

Lars Peter Hansen
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
Replace Christopher A. Sims with:
Christopher A. Sims United States
Whitney K. Newey United States
Edward C. Prescott United States
Robert J. Shiller United States
Thomas J. Sargent United States
Kenneth D. West United States
Darrell Duffie United States
William F. Sharpe United States
James H. Stock United States
Harry M. Markowitz United States
Lars Peter Hansen relative to Christopher A. Sims United States Christopher A. Sims's profile →
Citations per field
00.5×
Christopher A. Sims · 1×
Citations per year

Countries citing papers authored by Lars Peter Hansen

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network

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.

Border = papers with Lars Peter Hansen Line = papers co-authored together Lars Peter Hansen links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20241
2 20232
3 202011
4 2019261
5
Sets of Models and Prices of Uncertainty
20161
6 20143
7 20131
8 2010145
9
Nonlinearity and Temporal Dependence
20083
10
Intertemporal Substitution and Risk Aversion
200763
11
Principal Components and Long Run Implications of Multivariate Diffusions
20071
12
Robust Permanent Income and Pricing with Filtering
20055
13
Principal Components and the Long Run
20051
14
Advances in economics and econometrics: Theory and applications, eighth world congress, volume II
200321
15
Assessing Specification Errors in Stochastic Discount Factor Modelsbreakdown →
1997517
16
Mechanics of forming and estimating dynamic linear economies
199415
17 19902
18
Gastric emptying in adults treated for infantile hypertrophic pyloric stenosis.
19892
19 19879
20
Linear-quadratic games of resource depletion
19834

About Lars Peter Hansen

Lars Peter Hansen is a scholar working on General Decision Sciences, General Economics, Econometrics and Finance and Finance, 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) and Economics and Econometrics (16.5k 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.

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