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Beliefs, Doubts and Learning: Valuing Macroeconomic Risk

In: UNCERTAINTY WITHIN ECONOMIC MODELS

Author

Listed:
  • Lars Peter Hansen
  • Thomas J Sargent

Abstract

The following sections are included:IntroductionRational Expectations and EconometricsStatistical PrecisionRisk Prices and Statistical AmbiguityStatistical ChallengesLearningBeliefs and PreferencesLearning and Uncertainty PremiaExtensionsConclusion

Suggested Citation

  • Lars Peter Hansen & Thomas J Sargent, 2014. "Beliefs, Doubts and Learning: Valuing Macroeconomic Risk," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 10, pages 331-377, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789814578127_0010
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