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 3 11 585 3 5 18 1,603
A use of index models in macroeconomic forecasting 0 0 0 88 0 0 2 270
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 1 3 67 1 3 12 281
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 3 7 1,283 1 5 31 3,000
Forecasting and conditional projection using realistic prior distribution 1 4 7 885 1 6 16 1,757
Forecasting with Bayesian vector autoregressions five years of experience 0 1 12 1,354 1 3 27 2,324
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 259 0 0 2 451
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 0 2 3 644
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 1 2 435
Optimal Control of the Money Supply 0 0 1 101 0 1 2 417
Optimal control of the money supply 0 0 0 127 1 1 3 351
Specifying vector autoregressions for macroeconomic forecasting 1 3 8 481 1 7 16 873
Techniques of forecasting using vector autoregressions 1 5 27 893 3 19 74 1,994
The costs of intermediate targeting 0 0 0 25 0 0 0 117
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 5 20 76 6,507 13 53 209 14,853


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 1 15 787
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 1 1 6 273
Above-average national growth in 1985 and 1986 0 0 0 33 0 0 1 150
An Experienced View on Markets and Investing 0 0 1 1 0 1 2 2
As the nation's economy goes, so goes Minnesota's 0 0 0 19 0 1 1 96
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 2 2 2
Declining CO 2 price paths 0 1 1 5 0 1 1 15
District conditions / a midyear report 0 0 0 3 0 0 0 55
Exotic Beta Revisited 0 2 2 2 0 3 5 5
Explorations into Factors Explaining Money Market Returns 0 0 8 598 0 0 17 1,400
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 0 0 0 1 1 1
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 1 5 327 0 1 8 568
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 8 42 1,771
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 1 5 207 0 2 13 414
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 1 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 2 5 16 1 3 13 31
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 1 118 0 1 6 514
Optimal control of the money supply 0 1 1 57 1 2 3 257
Past, Present, and Future Financial Thinking 0 2 3 3 0 3 6 6
Pricing Climate Change Risk Appropriately 0 0 2 2 0 2 5 5
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 3 0 0 3 16
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 2 76 0 0 4 192
Who Should Hedge Tail Risk? 0 0 1 1 0 2 4 4
Total Journal Articles 0 10 39 1,798 6 36 161 7,468


Statistics updated 2025-06-06