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 5 10 547 5 10 33 1,527
A use of index models in macroeconomic forecasting 0 0 0 87 1 3 8 262
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 1 3 11 42 7 18 58 110
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 8 32 1,220 4 23 89 2,790
Forecasting and conditional projection using realistic prior distribution 0 4 21 863 4 20 85 1,685
Forecasting with Bayesian vector autoregressions five years of experience 4 13 47 1,272 7 18 88 2,169
Forecasting with Bayesian vector autoregressions four years of experience 0 0 4 255 1 1 12 430
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 135 1 1 8 601
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 1 1 3 110 1 2 10 427
Optimal Control of the Money Supply 0 0 2 98 0 1 7 412
Optimal control of the money supply 0 0 0 126 1 2 8 344
Specifying vector autoregressions for macroeconomic forecasting 1 2 21 420 1 4 47 767
Techniques of forecasting using vector autoregressions 5 15 40 735 10 34 139 1,608
The costs of intermediate targeting 0 0 1 24 0 0 7 112
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 111 0 0 5 326
Total Working Papers 16 51 192 6,045 43 137 604 13,570


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 5 13 30 711
A Statistical Approach to Economic Forecasting 0 0 0 0 0 0 5 294
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 0 0 90 1 2 6 253
Above-average national growth in 1985 and 1986 0 0 1 32 0 1 9 141
As the nation's economy goes, so goes Minnesota's 0 0 2 19 0 2 9 92
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 213 0 0 8 409
District conditions / a midyear report 0 0 0 3 0 0 4 52
Explorations into Factors Explaining Money Market Returns 3 7 18 559 4 9 37 1,311
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 1 1 3 89
Forecasting and policy analysis with Bayesian vector autoregression models 0 0 6 308 0 2 18 530
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 16 40 158 1,509
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 2 16 186 3 11 48 357
How monetary policy in 1985 affects the outlook 0 0 0 19 1 1 9 90
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 1 2 7 101 4 5 22 468
Optimal control of the money supply 0 0 2 54 1 1 10 248
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 2 0 0 4 7
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 3 4 70 3 6 13 175
Total Journal Articles 4 14 57 1,656 39 94 393 6,736


Statistics updated 2021-04-06