BFI Working Papers

Sharing research in progress—and refining it through rigorous discussion and debate—is a hallmark of scholarship at the Becker Friedman Institute for Economics.
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BFI Working Paper Nov 28, 2022

Risk, Ambiguity, and Misspecification: Decision Theory, Robust Control, and Statistics

Lars Peter Hansen, Thomas J. Sargent
Topics:  Uncategorized
BFI Working Paper May 23, 2022

Making Decisions under Model Misspecification

Simone Cerreia-Vioglioa, Lars Peter Hansen, Fabio Maccheronia, Massimo Marinacci
Topics:  Uncategorized
BFI Working Paper Mar 17, 2022

Asset Pricing under Smooth Ambiguity in Continuous Time

Lars Peter Hansen, Jianjun Miao
Topics:  Financial Markets
BFI Working Paper Oct 19, 2021

Robust Inference for Moment Condition Models without Rational Expectations

Xiaohong Chen, Lars Peter Hansen, Peter G. Hansen
Topics:  Uncategorized
BFI Working Paper Sep 3, 2021

Central Banking Challenges Posed by Uncertain Climate Change and Natural Disasters

Lars Peter Hansen
Topics:  Energy & Environment
BFI Working Paper Aug 23, 2021

Climate Change Uncertainty Spillover in the Macroeconomy

Michael Barnett, William Brock, Lars Peter Hansen
Topics:  Energy & Environment
BFI Working Paper Feb 24, 2021

Uncertainty Spillovers for Markets and Policy

Lars Peter Hansen
Topics:  Energy & Environment, Financial Markets
Journal Article Dec 14, 2020

Robust Identification of Investor Beliefs

Xiaohong Chen, Lars Peter Hansen, Peter G. Hansen
Topics:  Uncategorized