Access Statistics for Robert Litterman
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A random walk, Markov model for the distribution of time series |
3 |
4 |
9 |
582 |
3 |
6 |
16 |
1,598 |
| A use of index models in macroeconomic forecasting |
0 |
0 |
0 |
88 |
0 |
0 |
2 |
270 |
| Applying Asset Pricing Theory to Calibrate the Price of Climate Risk |
0 |
1 |
4 |
66 |
1 |
5 |
18 |
278 |
| Forecasting and Conditional Projection Using Realistic Prior Distributions |
0 |
1 |
4 |
1,280 |
2 |
7 |
34 |
2,995 |
| Forecasting and conditional projection using realistic prior distribution |
0 |
2 |
4 |
881 |
2 |
6 |
13 |
1,751 |
| Forecasting with Bayesian vector autoregressions five years of experience |
1 |
2 |
19 |
1,353 |
2 |
7 |
40 |
2,321 |
| Forecasting with Bayesian vector autoregressions four years of experience |
0 |
0 |
0 |
259 |
0 |
0 |
3 |
451 |
| Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data |
0 |
0 |
1 |
137 |
1 |
1 |
2 |
642 |
| Money, real interest rates, and output: a reinterpretation of postwar U.S. data |
0 |
0 |
0 |
110 |
0 |
0 |
1 |
434 |
| Optimal Control of the Money Supply |
0 |
0 |
1 |
101 |
0 |
0 |
1 |
416 |
| Optimal control of the money supply |
0 |
0 |
0 |
127 |
1 |
1 |
2 |
350 |
| Specifying vector autoregressions for macroeconomic forecasting |
0 |
1 |
6 |
478 |
1 |
4 |
12 |
866 |
| Techniques of forecasting using vector autoregressions |
0 |
6 |
25 |
888 |
5 |
16 |
72 |
1,975 |
| The costs of intermediate targeting |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
117 |
| The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions |
0 |
0 |
0 |
112 |
0 |
1 |
2 |
336 |
| Total Working Papers |
4 |
17 |
73 |
6,487 |
18 |
54 |
218 |
14,800 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Random Walk, Markov Model for the Distribution of Time Series |
0 |
0 |
0 |
0 |
3 |
5 |
18 |
786 |
| A Statistical Approach to Economic Forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
302 |
| A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 |
0 |
0 |
1 |
92 |
1 |
2 |
6 |
272 |
| Above-average national growth in 1985 and 1986 |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
150 |
| As the nation's economy goes, so goes Minnesota's |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
95 |
| Building a coherent risk measurement and capital optimisation model for financial firms |
0 |
0 |
0 |
215 |
0 |
0 |
0 |
418 |
| Declining CO 2 price paths |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
14 |
| District conditions / a midyear report |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
55 |
| Explorations into Factors Explaining Money Market Returns |
0 |
0 |
11 |
598 |
2 |
3 |
22 |
1,400 |
| Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
89 |
| Forecasting and policy analysis with Bayesian vector autoregression models |
0 |
0 |
7 |
326 |
0 |
1 |
12 |
567 |
| Forecasting with Bayesian Vector Autoregressions-Five Years of Experience |
0 |
0 |
0 |
0 |
2 |
13 |
49 |
1,763 |
| Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 |
1 |
2 |
5 |
206 |
2 |
4 |
16 |
412 |
| How monetary policy in 1985 affects the outlook |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
94 |
| Measuring comprehensive carbon prices of national climate policies |
1 |
2 |
3 |
14 |
2 |
3 |
11 |
28 |
| Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data |
0 |
0 |
2 |
118 |
0 |
0 |
10 |
513 |
| Optimal control of the money supply |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
255 |
| The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
16 |
| Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts |
0 |
1 |
3 |
76 |
0 |
1 |
5 |
192 |
| Total Journal Articles |
2 |
5 |
33 |
1,783 |
12 |
33 |
158 |
7,421 |
|
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