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 5 11 584 1 5 17 1,600
A use of index models in macroeconomic forecasting 0 0 0 88 0 0 2 270
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 1 1 4 67 2 3 13 280
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 2 6 1,282 2 6 33 2,999
Forecasting and conditional projection using realistic prior distribution 2 3 6 884 4 7 16 1,756
Forecasting with Bayesian vector autoregressions five years of experience 1 2 17 1,354 2 4 34 2,323
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 259 0 0 2 451
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 1 137 1 3 4 644
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 0 0 1 434
Optimal Control of the Money Supply 0 0 1 101 0 1 2 417
Optimal control of the money supply 0 0 0 127 0 1 2 350
Specifying vector autoregressions for macroeconomic forecasting 2 2 7 480 6 7 15 872
Techniques of forecasting using vector autoregressions 3 4 26 892 10 21 74 1,991
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 11 19 79 6,502 28 58 216 14,840


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 0 4 18 787
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 5 272
Above-average national growth in 1985 and 1986 0 0 0 33 0 0 2 150
An Experienced View on Markets and Investing 0 0 1 1 1 1 2 2
As the nation's economy goes, so goes Minnesota's 0 0 0 19 1 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 2 2 2 2
Declining CO 2 price paths 1 1 1 5 1 1 1 15
District conditions / a midyear report 0 0 0 3 0 0 0 55
Exotic Beta Revisited 1 2 2 2 2 3 5 5
Explorations into Factors Explaining Money Market Returns 0 0 10 598 0 2 20 1,400
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 0 0 1 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 1 1 6 327 1 1 9 568
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 4 7 46 1,768
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 2 6 207 1 4 15 414
Future Directions for Investment Management—Call for Papers 0 0 0 0 1 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 1 3 5 16 1 4 13 30
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 2 118 0 1 9 514
Optimal control of the money supply 1 1 1 57 1 1 2 256
Past, Present, and Future Financial Thinking 1 2 3 3 2 3 6 6
Pricing Climate Change Risk Appropriately 0 1 2 2 1 3 5 5
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 3 0 0 4 16
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 3 76 0 0 5 192
Who Should Hedge Tail Risk? 0 0 1 1 1 3 4 4
Total Journal Articles 6 13 45 1,798 21 44 178 7,462


Statistics updated 2025-05-12