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 1 3 12 586 2 6 19 1,605
A use of index models in macroeconomic forecasting 0 0 0 88 2 2 2 272
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 1 3 67 1 4 12 282
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 3 7 1,284 2 5 28 3,002
Forecasting and conditional projection using realistic prior distribution 0 3 7 885 1 6 17 1,758
Forecasting with Bayesian vector autoregressions five years of experience 0 1 11 1,354 2 5 26 2,326
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 259 0 0 1 451
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 0 1 3 644
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 2 2 436
Optimal Control of the Money Supply 0 0 1 101 0 0 2 417
Optimal control of the money supply 0 0 0 127 0 1 3 351
Specifying vector autoregressions for macroeconomic forecasting 0 3 8 481 0 7 15 873
Techniques of forecasting using vector autoregressions 2 6 26 895 7 20 76 2,001
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 0 1 336
Total Working Papers 4 20 75 6,511 18 59 207 14,871


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 2 2 17 789
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 0 1 6 273
Above-average national growth in 1985 and 1986 0 0 0 33 0 0 1 150
An Experienced View on Markets and Investing 0 0 1 1 0 1 2 2
As the nation's economy goes, so goes Minnesota's 0 0 0 19 0 1 1 96
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 0 0 0 418
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 2 2 2
Declining CO 2 price paths 0 1 1 5 0 1 1 15
District conditions / a midyear report 0 0 0 3 0 0 0 55
Exotic Beta Revisited 0 1 2 2 1 3 6 6
Explorations into Factors Explaining Money Market Returns 0 0 7 598 1 1 15 1,401
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 0 0 0 1 1 1
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 1 3 327 0 1 6 568
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 10 38 1,774
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 0 4 207 2 3 13 416
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 1 1 1
How monetary policy in 1985 affects the outlook 0 0 0 20 0 0 2 94
Measuring comprehensive carbon prices of national climate policies 0 1 4 16 0 2 12 31
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 1 118 0 0 3 514
Optimal control of the money supply 0 1 1 57 0 2 2 257
Past, Present, and Future Financial Thinking 0 1 3 3 0 2 6 6
Pricing Climate Change Risk Appropriately 0 0 2 2 0 1 5 5
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 3 1 1 4 17
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 2 76 0 0 3 192
Who Should Hedge Tail Risk? 0 0 1 1 0 1 4 4
Total Journal Articles 0 6 34 1,798 10 37 151 7,478


Statistics updated 2025-07-04