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 2 9 55 225 10 23 139 636
A use of index models in macroeconomic forecasting 0 2 11 64 2 5 19 151
Forecasting and Conditional Projection Using Realistic Prior Distributions 8 26 114 530 16 44 188 1,255
Forecasting and conditional projection using realistic prior distribution 7 22 90 380 14 44 162 692
Forecasting with Bayesian vector autoregressions five years of experience 17 36 128 218 22 48 176 293
Forecasting with Bayesian vector autoregressions four years of experience 6 12 32 164 7 17 43 262
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 2 6 26 73 14 30 135 304
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 4 8 21 67 6 16 54 261
Optimal Control of the Money Supply 0 0 11 71 4 6 59 336
Optimal control of the money supply 1 3 24 86 2 4 32 244
Specifying vector autoregressions for macroeconomic forecasting 3 9 28 142 4 13 39 239
Techniques of forecasting using vector autoregressions 14 36 119 215 22 67 251 418
The costs of intermediate targeting 1 1 6 11 1 1 19 48
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 3 5 21 42 5 11 50 150
Total Working Papers 68 175 686 2,288 129 329 1,366 5,289

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 1 4 41 444
A Statistical Approach to Economic Forecasting 0 0 0 0 1 4 22 176
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 1 11 43 0 2 28 139
Above-average national growth in 1985 and 1986 1 2 5 15 4 6 18 76
As the nation's economy goes, so goes Minnesota's 0 0 2 4 3 3 13 35
Building a coherent risk measurement and capital optimisation model for financial firms 1 5 18 184 1 5 24 321
District conditions / a midyear report 0 0 0 2 0 0 8 29
Explorations into Factors Explaining Money Market Returns 3 11 65 275 7 22 145 689
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 2 5 62
Forecasting and conditional projection using realistic prior distributions 4 7 45 80 6 15 85 166
Forecasting and policy analysis with Bayesian vector autoregression models 4 14 59 132 8 20 99 203
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 8 21 66 431
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 2 7 34 80 2 10 43 116
How monetary policy in 1985 affects the outlook 1 1 3 5 2 4 9 26
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 1 11 59 1 4 22 197
Optimal control of the money supply 2 2 8 25 4 4 26 87
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 1 0 1 3 3
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 4 10 21 2 6 18 52
Total Journal Articles 18 55 272 926 50 133 675 3,252

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04