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 1 3 589 2 4 21 1,628
A use of index models in macroeconomic forecasting 0 0 0 89 0 1 8 282
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 1 69 4 8 44 338
Forecasting and Conditional Projection Using Realistic Prior Distributions 2 3 7 1,294 7 12 59 3,071
Forecasting and conditional projection using realistic prior distribution 0 3 11 897 3 9 73 1,837
Forecasting with Bayesian vector autoregressions five years of experience 0 0 7 1,366 3 4 38 2,375
Forecasting with Bayesian vector autoregressions four years of experience 0 0 2 261 1 1 11 465
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 1 3 18 665
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 3 37 473
Optimal Control of the Money Supply 0 0 0 101 3 4 16 434
Optimal control of the money supply 0 0 0 127 2 2 10 362
Specifying vector autoregressions for macroeconomic forecasting 0 1 2 483 2 4 26 903
Techniques of forecasting using vector autoregressions 0 0 8 908 4 10 46 2,064
The costs of intermediate targeting 0 0 0 25 1 1 8 126
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 2 4 11 348
Total Working Papers 3 8 41 6,568 36 70 426 15,371


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 3 39 835
A Statistical Approach to Economic Forecasting 0 0 0 0 3 3 8 310
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 0 3 95 0 1 17 291
Above-average national growth in 1985 and 1986 0 0 0 34 1 1 8 159
An Experienced View on Markets and Investing 0 0 0 1 0 1 3 7
As the nation's economy goes, so goes Minnesota's 0 0 0 20 0 0 3 100
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 3 4 10 428
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 1 2 8 10
Declining CO 2 price paths 0 0 0 6 3 3 17 35
District conditions / a midyear report 0 0 0 4 0 1 5 61
Exotic Beta Revisited 1 1 1 3 3 3 18 25
Explorations into Factors Explaining Money Market Returns 0 2 4 604 2 4 20 1,425
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 2 3 14 15
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 2 2 3 94
Forecasting and policy analysis with Bayesian vector autoregression models 0 0 4 332 1 3 13 582
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 12 12 44 1,835
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 1 7 216 2 5 31 452
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 0 3 5
How monetary policy in 1985 affects the outlook 0 0 0 20 1 1 6 101
Measuring comprehensive carbon prices of national climate policies 0 0 1 18 1 1 12 45
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 0 0 12 529
Optimal control of the money supply 0 0 0 57 3 3 12 269
Past, Present, and Future Financial Thinking 0 0 0 4 2 3 8 15
Pricing Climate Change Risk Appropriately 0 0 0 3 2 2 7 14
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 4 2 4 13 31
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 0 79 0 0 5 203
Who Should Hedge Tail Risk? 0 0 4 7 0 2 14 23
Total Journal Articles 1 4 26 1,841 46 67 353 7,899


Statistics updated 2026-11-12