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 0 8 586 2 3 17 1,609
A use of index models in macroeconomic forecasting 0 1 1 89 0 2 4 274
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 1 3 68 3 12 24 297
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 3 9 1,288 5 11 29 3,017
Forecasting and conditional projection using realistic prior distribution 1 2 8 887 7 11 26 1,771
Forecasting with Bayesian vector autoregressions five years of experience 0 3 8 1,359 6 12 29 2,343
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 259 1 1 4 455
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 1 3 7 648
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 1 3 437
Optimal Control of the Money Supply 0 0 0 101 1 2 3 419
Optimal control of the money supply 0 0 0 127 1 1 4 353
Specifying vector autoregressions for macroeconomic forecasting 0 0 4 481 2 5 17 879
Techniques of forecasting using vector autoregressions 1 2 19 901 6 11 65 2,024
The costs of intermediate targeting 0 0 0 25 1 1 2 119
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 0 0 2 337
Total Working Papers 3 12 60 6,530 37 76 236 14,982


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 7 10 22 803
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 0 92 1 2 5 275
Above-average national growth in 1985 and 1986 0 0 1 34 1 1 2 152
An Experienced View on Markets and Investing 0 0 0 1 0 2 3 4
As the nation's economy goes, so goes Minnesota's 0 0 1 20 0 0 2 97
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 1 1 1 419
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 0 2 2
Declining CO 2 price paths 0 1 2 6 0 3 4 18
District conditions / a midyear report 0 0 1 4 0 0 1 56
Exotic Beta Revisited 0 0 2 2 0 0 5 7
Explorations into Factors Explaining Money Market Returns 0 1 2 600 4 5 12 1,409
Fischer Black and the Revolutionary Idea of Finance (a review) 1 1 1 1 2 2 3 3
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 1 1 3 92
Forecasting and policy analysis with Bayesian vector autoregression models 0 0 2 328 0 0 3 569
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 2 15 43 1,793
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 1 5 209 6 9 19 427
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 1 2 2
How monetary policy in 1985 affects the outlook 0 0 0 20 0 1 2 95
Measuring comprehensive carbon prices of national climate policies 0 0 5 17 1 1 9 34
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 1 1 5 518
Optimal control of the money supply 0 0 1 57 0 0 2 257
Past, Present, and Future Financial Thinking 0 1 4 4 0 1 5 7
Pricing Climate Change Risk Appropriately 0 0 2 3 1 2 6 8
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 0 3 0 0 2 18
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 1 4 79 0 2 7 198
Who Should Hedge Tail Risk? 3 5 6 6 5 9 14 14
Total Journal Articles 4 11 39 1,819 33 69 184 7,579


Statistics updated 2025-12-06