Lars Peter Hansen is the David Rockefeller Distinguished Service Professor in Economics, Statistics and the College and Research Director of the Becker Friedman Institute for Research in Economics at the University of Chicago. He was the 2013 recipient of the Nobel Prize in Economics. He has a B.A. in Mathematics and Political Science from Utah State University and a Ph.D. in Economics from the University of Minnesota.
His areas of focus are econometrics, macroeconomics, and finance. His current research address three key ideas; the impact of macroeconomic uncertainty as revealed by financial markets, coping with uncertainty and risk in financial markets, and investor beliefs as revealed by asset market data.
Borovička, Jaroslav, and Lars Peter Hansen. “Examining Macroeconomic Models Through the Lens of Asset Pricing.” Journal of Econometrics 183.1 (2014): 67-90
Hansen, Lars P., and Jose A. Scheinkman. “Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes.” (1993)
Hansen, Lars Peter, Thomas J. Sargent, and Thomas D. Tallarini. “Robust Permanent Income and Pricing.” Review of Economic Studies 66.4 (1999): 873-907