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 5 588 1 8 20 1,619
A use of index models in macroeconomic forecasting 0 0 1 89 0 2 8 278
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 1 3 69 2 20 40 318
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 2 9 1,290 4 15 40 3,037
Forecasting and conditional projection using realistic prior distribution 1 2 8 890 5 25 53 1,805
Forecasting with Bayesian vector autoregressions five years of experience 1 2 8 1,361 3 14 37 2,358
Forecasting with Bayesian vector autoregressions four years of experience 1 2 2 261 1 4 10 461
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 1 5 13 656
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 9 27 31 465
Optimal Control of the Money Supply 0 0 0 101 1 5 10 427
Optimal control of the money supply 0 0 0 127 1 5 10 360
Specifying vector autoregressions for macroeconomic forecasting 0 0 3 481 1 13 29 895
Techniques of forecasting using vector autoregressions 0 3 15 904 1 13 63 2,044
The costs of intermediate targeting 0 0 0 25 0 3 6 123
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 1 2 4 340
Total Working Papers 3 14 54 6,545 31 161 374 15,186


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 4 16 35 822
A Statistical Approach to Economic Forecasting 0 0 0 0 0 0 2 304
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 1 2 94 2 7 12 284
Above-average national growth in 1985 and 1986 0 0 1 34 0 4 8 158
An Experienced View on Markets and Investing 0 0 0 1 0 1 4 5
As the nation's economy goes, so goes Minnesota's 0 0 1 20 0 1 4 99
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 0 2 5 423
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 1 3 3
Declining CO 2 price paths 0 0 2 6 2 10 17 31
District conditions / a midyear report 0 0 1 4 0 4 5 60
Exotic Beta Revisited 0 0 1 2 0 7 15 18
Explorations into Factors Explaining Money Market Returns 0 1 3 601 1 7 17 1,417
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 1 4 7 7
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 0 3 92
Forecasting and policy analysis with Bayesian vector autoregression models 0 1 4 330 1 3 7 574
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 14 48 1,812
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 2 2 5 212 2 5 25 438
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 0 3 3
How monetary policy in 1985 affects the outlook 0 0 0 20 1 3 5 99
Measuring comprehensive carbon prices of national climate policies 0 0 2 17 0 4 11 40
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 1 5 11 525
Optimal control of the money supply 0 0 1 57 0 6 9 264
Past, Present, and Future Financial Thinking 0 0 2 4 0 3 6 10
Pricing Climate Change Risk Appropriately 0 0 1 3 0 4 8 12
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 0 3 0 1 5 21
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 3 79 0 4 10 202
Who Should Hedge Tail Risk? 0 0 5 6 1 2 13 16
Total Journal Articles 2 5 35 1,827 19 118 298 7,739


Statistics updated 2026-04-09