larspeterhansen.org - Lars Peter Hansen – University of Chicago

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Description: Lars Peter Hansen is a leading expert in economic dynamics who works at the boundaries of macroeconomics, finance, and econometrics. His current collaborative research develops and applies methods for pricing the exposure to macroeconomic shocks over alternative investment horizons and investigates the implications of the pricing of long-term uncertainty.  Moreover, he studies the econometric challenges of identifying investor beliefs from observed asset prices.

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Lars Peter Hansen is a leading expert in economic dynamics. He works at the forefront of economic thinking and modeling, drawing approaches from macroeconomics, finance, and statistics. Read More

“While uncertainty is unavoidable and pervasive in our lives, in many discussions of economic analysis and policy, it unfortunately takes a backseat. We should instead push uncertainty to the forefront of our thinking." Read More

"Macroeconomic Uncertainty Prices when Beliefs are Tenuous," co-authored with Thomas J. Sargent published in the Journal of Econometrics, July 2021, Volume 223, Issue 1 Read More

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