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 0 0 2 588 0 2 19 1,624
A use of index models in macroeconomic forecasting 0 0 1 89 0 0 9 281
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 2 69 2 4 47 330
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 0 6 1,291 2 11 55 3,059
Forecasting and conditional projection using realistic prior distribution 1 2 9 894 2 8 68 1,828
Forecasting with Bayesian vector autoregressions five years of experience 1 4 11 1,366 2 7 43 2,371
Forecasting with Bayesian vector autoregressions four years of experience 0 0 2 261 0 2 11 464
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 0 1 17 662
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 0 2 34 470
Optimal Control of the Money Supply 0 0 0 101 0 1 13 430
Optimal control of the money supply 0 0 0 127 0 0 9 360
Specifying vector autoregressions for macroeconomic forecasting 0 0 1 482 0 2 25 899
Techniques of forecasting using vector autoregressions 1 2 9 908 3 6 45 2,054
The costs of intermediate targeting 0 0 0 25 0 0 7 125
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 0 1 8 344
Total Working Papers 3 8 43 6,560 11 47 410 15,301


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 0 4 40 832
A Statistical Approach to Economic Forecasting 0 0 0 0 0 3 5 307
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 0 3 95 1 3 17 290
Above-average national growth in 1985 and 1986 0 0 0 34 0 0 7 158
An Experienced View on Markets and Investing 0 0 0 1 0 0 4 6
As the nation's economy goes, so goes Minnesota's 0 0 0 20 0 1 3 100
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 0 0 6 424
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 1 1 6 8
Declining CO 2 price paths 0 0 1 6 0 0 17 32
District conditions / a midyear report 0 0 0 4 0 0 4 60
Exotic Beta Revisited 0 0 0 2 0 2 15 22
Explorations into Factors Explaining Money Market Returns 1 1 3 602 3 3 19 1,421
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 1 2 11 12
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 0 1 92
Forecasting and policy analysis with Bayesian vector autoregression models 1 1 4 332 2 3 10 579
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 2 8 46 1,823
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 2 7 215 3 7 29 447
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 0 4 5
How monetary policy in 1985 affects the outlook 0 0 0 20 0 0 6 100
Measuring comprehensive carbon prices of national climate policies 0 1 2 18 1 2 12 44
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 1 3 13 529
Optimal control of the money supply 0 0 0 57 0 0 9 266
Past, Present, and Future Financial Thinking 0 0 1 4 1 1 6 12
Pricing Climate Change Risk Appropriately 0 0 1 3 0 0 7 12
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 1 1 4 1 2 10 27
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 2 79 0 0 8 203
Who Should Hedge Tail Risk? 0 1 6 7 1 3 17 21
Total Journal Articles 2 7 32 1,837 18 48 332 7,832


Statistics updated 2026-08-07