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Modeling the long run : valuation in dynamic stochastic economies

Hansen, Lars Peter - 2008

Persistent link: https://www.econbiz.de/10003749675

Small noise methods for risk-sensitive/robust economies

Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic dynamics & control 36 (2012) 4, pp. 468-500

Persistent link: https://www.econbiz.de/10009554345

Dynamic valuation decomposition within stochastic economies

Hansen, Lars Peter - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 911-967

Persistent link: https://www.econbiz.de/10009629023

Robust permanent income and pricing with filtering

Hansen, Lars Peter; Sargent, Thomas J.; Wang, Neng E. - In: Macroeconomic dynamics 6 (2002) 1, pp. 40-84

Persistent link: https://www.econbiz.de/10001659466

Robustness and pricing with uncertain growth

Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404

Persistent link: https://www.econbiz.de/10001688775

Discussion of "Robustness and pricing with uncertain growth"

Maenhout, Pascal J. - In: The review of financial studies 15 (2002) 2, pp. 405-411

Persistent link: https://www.econbiz.de/10001688782

Micro data and general equilibrium models

Browning, Martin James; Hansen, Lars Peter; Heckman, … - 1999

Persistent link: https://www.econbiz.de/10001435241

Micro data and general equilibrium models

Browning, Martin; Hansen, Lars Peter; Heckman, James J. - 1999

Persistent link: https://www.econbiz.de/10001405112

Modeling the Long Run : Valuation in Dynamic Stochastic Economies

Hansen, Lars Peter - 2008

I explore the equilibrium value implications of economic models that incorporate reactions to a stochastic environment. I propose a dynamic value decomposition (DVD) designed to distinguish components of an underlying economic model that influence values over long horizons from components that...

Persistent link: https://www.econbiz.de/10012464404

Modeling the Long Run : Valuation in Dynamic Stochastic Economies

Hansen, Lars Peter - 2008

Persistent link: https://www.econbiz.de/10012770669