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 8 16 59 209 15 47 142 599
A use of index models in macroeconomic forecasting 3 5 10 61 4 6 16 144
Forecasting and Conditional Projection Using Realistic Prior Distributions 8 33 109 493 17 52 191 1,193
Forecasting and conditional projection using realistic prior distribution 12 27 81 344 15 45 147 629
Forecasting with Bayesian vector autoregressions five years of experience 13 40 113 171 22 59 156 231
Forecasting with Bayesian vector autoregressions four years of experience 3 10 28 148 4 13 39 241
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 1 7 34 66 11 40 141 264
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 1 2 13 58 3 10 38 240
Optimal Control of the Money Supply 1 4 15 70 2 17 70 325
Optimal control of the money supply 1 6 25 82 1 7 34 238
Specifying vector autoregressions for macroeconomic forecasting 4 8 24 130 5 11 34 223
Techniques of forecasting using vector autoregressions 14 35 95 165 26 70 210 328
The costs of intermediate targeting 2 3 4 9 4 11 22 46
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 4 4 15 34 7 13 52 136
Total Working Papers 75 200 625 2,040 136 401 1,292 4,837

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 6 12 46 436
A Statistical Approach to Economic Forecasting 0 0 0 0 1 3 26 170
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 1 3 12 41 2 8 35 136
Above-average national growth in 1985 and 1986 0 0 4 12 1 2 18 68
As the nation's economy goes, so goes Minnesota's 1 1 2 4 1 2 10 31
Building a coherent risk measurement and capital optimisation model for financial firms 3 4 14 177 3 4 23 314
District conditions / a midyear report 0 0 0 2 0 0 8 29
Explorations into Factors Explaining Money Market Returns 1 14 70 261 2 22 184 663
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 1 2 8 60
Forecasting and conditional projection using realistic prior distributions 5 13 50 67 10 22 100 141
Forecasting and policy analysis with Bayesian vector autoregression models 5 17 51 114 10 31 87 174
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 6 18 72 407
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 2 13 31 70 3 16 40 103
How monetary policy in 1985 affects the outlook 0 0 2 3 0 3 8 21
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 2 4 11 58 2 5 23 192
Optimal control of the money supply 1 1 12 23 2 5 35 81
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 1 1 9 16 2 3 19 45
Total Journal Articles 22 71 268 848 52 158 742 3,071

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Statistics updated 2009-07-03