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 3 3 11 561 3 7 21 1,558
A use of index models in macroeconomic forecasting 0 0 0 88 0 0 1 266
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 1 1 6 55 2 14 59 215
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 8 21 1,257 4 13 57 2,898
Forecasting and conditional projection using realistic prior distribution 1 1 4 870 3 4 17 1,719
Forecasting with Bayesian vector autoregressions five years of experience 0 2 13 1,304 0 7 32 2,238
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 255 0 1 3 437
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 135 2 7 10 614
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 0 0 2 432
Optimal Control of the Money Supply 0 0 0 98 0 0 0 413
Optimal control of the money supply 0 0 0 126 0 0 0 346
Specifying vector autoregressions for macroeconomic forecasting 1 2 16 446 2 5 28 812
Techniques of forecasting using vector autoregressions 5 15 42 801 10 25 96 1,779
The costs of intermediate targeting 0 0 0 24 0 0 1 114
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 111 0 0 2 332
Total Working Papers 12 32 113 6,241 26 83 329 14,173


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 5 16 743
A Statistical Approach to Economic Forecasting 0 0 0 0 0 0 1 298
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 0 0 90 1 1 5 261
Above-average national growth in 1985 and 1986 0 0 0 32 0 0 2 143
As the nation's economy goes, so goes Minnesota's 0 0 0 19 0 0 1 94
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 213 0 0 1 412
Declining CO 2 price paths 1 1 2 4 1 1 5 13
District conditions / a midyear report 0 0 0 3 0 0 0 53
Explorations into Factors Explaining Money Market Returns 0 2 9 572 1 3 24 1,351
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 0 5 317 1 1 9 546
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 8 54 1,639
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 1 1 4 190 1 3 9 374
How monetary policy in 1985 affects the outlook 0 0 0 19 0 0 0 90
Measuring comprehensive carbon prices of national climate policies 1 1 4 4 1 1 5 5
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 1 2 5 110 2 4 13 490
Optimal control of the money supply 0 0 0 55 1 1 1 250
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 0 2 1 1 2 11
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 1 72 0 1 4 183
Total Journal Articles 4 7 30 1,702 16 30 152 7,045


Statistics updated 2022-11-05