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 8 586 2 5 19 1,611
A use of index models in macroeconomic forecasting 0 0 1 89 2 3 6 276
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 1 3 68 1 8 25 298
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 2 8 1,288 5 14 33 3,022
Forecasting and conditional projection using realistic prior distribution 1 3 7 888 9 19 32 1,780
Forecasting with Bayesian vector autoregressions five years of experience 0 1 8 1,359 1 11 29 2,344
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 259 2 3 6 457
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 3 6 10 651
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 2 4 438
Optimal Control of the Money Supply 0 0 0 101 3 5 6 422
Optimal control of the money supply 0 0 0 127 2 3 6 355
Specifying vector autoregressions for macroeconomic forecasting 0 0 3 481 3 7 18 882
Techniques of forecasting using vector autoregressions 0 2 18 901 7 17 71 2,031
The costs of intermediate targeting 0 0 0 25 1 2 3 120
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 1 1 3 338
Total Working Papers 1 9 56 6,531 43 106 271 15,025


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 12 25 806
A Statistical Approach to Economic Forecasting 0 0 0 0 2 2 2 304
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 1 1 1 93 2 4 6 277
Above-average national growth in 1985 and 1986 0 0 1 34 2 3 4 154
An Experienced View on Markets and Investing 0 0 0 1 0 0 3 4
As the nation's economy goes, so goes Minnesota's 0 0 1 20 1 1 3 98
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 2 3 3 421
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 0 2 2
Declining CO 2 price paths 0 1 2 6 3 6 7 21
District conditions / a midyear report 0 0 1 4 0 0 1 56
Exotic Beta Revisited 0 0 2 2 4 4 9 11
Explorations into Factors Explaining Money Market Returns 0 1 2 600 1 6 13 1,410
Fischer Black and the Revolutionary Idea of Finance (a review) 0 1 1 1 0 2 3 3
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 1 3 92
Forecasting and policy analysis with Bayesian vector autoregression models 1 1 3 329 2 2 4 571
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 5 19 45 1,798
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 1 2 6 210 6 14 24 433
Future Directions for Investment Management—Call for Papers 0 0 0 0 1 2 3 3
How monetary policy in 1985 affects the outlook 0 0 0 20 1 2 2 96
Measuring comprehensive carbon prices of national climate policies 0 0 4 17 2 3 10 36
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 2 3 7 520
Optimal control of the money supply 0 0 1 57 1 1 3 258
Past, Present, and Future Financial Thinking 0 1 3 4 0 1 4 7
Pricing Climate Change Risk Appropriately 0 0 2 3 0 2 6 8
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 0 3 2 2 4 20
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 1 4 79 0 2 7 198
Who Should Hedge Tail Risk? 0 4 6 6 0 8 14 14
Total Journal Articles 3 13 40 1,822 42 105 217 7,621


Statistics updated 2026-01-09