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 3 588 0 4 19 1,622
A use of index models in macroeconomic forecasting 0 0 1 89 0 3 11 281
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 2 69 0 10 45 326
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 1 8 1,291 5 20 53 3,053
Forecasting and conditional projection using realistic prior distribution 1 4 8 893 2 22 65 1,822
Forecasting with Bayesian vector autoregressions five years of experience 2 4 10 1,364 4 13 44 2,368
Forecasting with Bayesian vector autoregressions four years of experience 0 1 2 261 1 3 12 463
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 1 7 18 662
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 13 34 469
Optimal Control of the Money Supply 0 0 0 101 0 3 12 429
Optimal control of the money supply 0 0 0 127 0 1 9 360
Specifying vector autoregressions for macroeconomic forecasting 0 1 1 482 0 3 24 897
Techniques of forecasting using vector autoregressions 1 3 14 907 2 7 56 2,050
The costs of intermediate targeting 0 0 0 25 0 2 8 125
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 1 5 8 344
Total Working Papers 4 14 49 6,556 17 116 418 15,271


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 13 44 831
A Statistical Approach to Economic Forecasting 0 0 0 0 2 2 4 306
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 1 3 95 0 5 14 287
Above-average national growth in 1985 and 1986 0 0 1 34 0 0 8 158
An Experienced View on Markets and Investing 0 0 0 1 0 1 4 6
As the nation's economy goes, so goes Minnesota's 0 0 1 20 1 1 4 100
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 0 1 6 424
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 4 5 7
Declining CO 2 price paths 0 0 1 6 0 3 17 32
District conditions / a midyear report 0 0 1 4 0 0 5 60
Exotic Beta Revisited 0 0 0 2 1 3 16 21
Explorations into Factors Explaining Money Market Returns 0 0 3 601 0 2 18 1,418
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 0 4 9 10
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 0 3 92
Forecasting and policy analysis with Bayesian vector autoregression models 0 1 4 331 1 4 9 577
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 9 47 1,818
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 1 4 7 214 1 5 27 441
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 2 4 5
How monetary policy in 1985 affects the outlook 0 0 0 20 0 2 6 100
Measuring comprehensive carbon prices of national climate policies 0 0 1 17 0 2 11 42
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 0 2 12 526
Optimal control of the money supply 0 0 0 57 0 2 9 266
Past, Present, and Future Financial Thinking 0 0 1 4 0 1 5 11
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 0 0 3 0 4 9 25
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 3 79 0 1 11 203
Who Should Hedge Tail Risk? 0 0 5 6 1 4 15 19
Total Journal Articles 1 6 33 1,831 13 77 329 7,797


Statistics updated 2026-06-04