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 2 10 586 0 5 17 1,605
A use of index models in macroeconomic forecasting 0 0 0 88 0 2 2 272
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 3 67 1 3 12 283
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 3 7 1,285 2 5 24 3,004
Forecasting and conditional projection using realistic prior distribution 0 1 7 885 2 4 19 1,760
Forecasting with Bayesian vector autoregressions five years of experience 1 1 9 1,355 2 5 23 2,328
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 259 2 2 2 453
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 1 1 4 645
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 0 2 2 436
Optimal Control of the Money Supply 0 0 1 101 0 0 2 417
Optimal control of the money supply 0 0 0 127 0 1 3 351
Specifying vector autoregressions for macroeconomic forecasting 0 1 7 481 1 2 15 874
Techniques of forecasting using vector autoregressions 4 7 24 899 8 18 74 2,009
The costs of intermediate targeting 0 0 0 25 1 1 1 118
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 6 15 68 6,517 20 51 201 14,891


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 17 792
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 6 273
Above-average national growth in 1985 and 1986 1 1 1 34 1 1 2 151
An Experienced View on Markets and Investing 0 0 1 1 0 0 2 2
As the nation's economy goes, so goes Minnesota's 1 1 1 20 1 1 2 97
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 0 0 2 2
Declining CO 2 price paths 0 0 1 5 0 0 1 15
District conditions / a midyear report 1 1 1 4 1 1 1 56
Exotic Beta Revisited 0 0 2 2 1 2 7 7
Explorations into Factors Explaining Money Market Returns 1 1 8 599 1 2 15 1,402
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 0 0 0 0 1 1
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 2 2 2 91
Forecasting and policy analysis with Bayesian vector autoregression models 1 1 4 328 1 1 6 569
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 9 36 1,777
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 1 1 5 208 2 4 14 418
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 0 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 0 0 4 16 1 2 12 32
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 2 2 4 516
Optimal control of the money supply 0 0 1 57 0 1 2 257
Past, Present, and Future Financial Thinking 0 0 3 3 0 0 6 6
Pricing Climate Change Risk Appropriately 0 0 2 2 0 0 5 5
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 3 0 1 4 17
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 1 1 3 77 3 3 6 195
Who Should Hedge Tail Risk? 0 0 1 1 0 0 4 4
Total Journal Articles 7 7 40 1,805 22 38 160 7,500


Statistics updated 2025-08-05