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 2 588 2 2 20 1,626
A use of index models in macroeconomic forecasting 0 0 0 89 1 1 9 282
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 2 69 1 6 44 334
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 1 6 1,292 3 7 56 3,064
Forecasting and conditional projection using realistic prior distribution 0 4 12 897 3 8 73 1,834
Forecasting with Bayesian vector autoregressions five years of experience 0 1 8 1,366 1 3 39 2,372
Forecasting with Bayesian vector autoregressions four years of experience 0 0 2 261 0 0 10 464
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 0 2 19 664
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 2 36 472
Optimal Control of the Money Supply 0 0 0 101 1 1 14 431
Optimal control of the money supply 0 0 0 127 0 0 8 360
Specifying vector autoregressions for macroeconomic forecasting 1 1 2 483 1 2 26 901
Techniques of forecasting using vector autoregressions 0 1 9 908 4 9 46 2,060
The costs of intermediate targeting 0 0 0 25 0 0 7 125
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 1 2 9 346
Total Working Papers 1 8 43 6,565 19 45 416 15,335


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 2 3 41 835
A Statistical Approach to Economic Forecasting 0 0 0 0 0 0 5 307
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 0 3 95 0 2 18 291
Above-average national growth in 1985 and 1986 0 0 0 34 0 0 7 158
An Experienced View on Markets and Investing 0 0 0 1 1 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 1 1 7 425
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 2 7 9
Declining CO 2 price paths 0 0 1 6 0 0 17 32
District conditions / a midyear report 0 0 0 4 0 1 5 61
Exotic Beta Revisited 0 0 0 2 0 0 15 22
Explorations into Factors Explaining Money Market Returns 2 3 5 604 2 5 19 1,423
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 1 2 12 13
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 0 1 92
Forecasting and policy analysis with Bayesian vector autoregression models 0 1 4 332 1 4 12 581
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 0 2 44 1,823
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 1 8 216 1 6 31 450
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 0 4 5
How monetary policy in 1985 affects the outlook 0 0 0 20 0 0 6 100
Measuring comprehensive carbon prices of national climate policies 0 0 1 18 0 1 11 44
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 0 1 12 529
Optimal control of the money supply 0 0 0 57 0 0 9 266
Past, Present, and Future Financial Thinking 0 0 1 4 0 2 7 13
Pricing Climate Change Risk Appropriately 0 0 0 3 0 0 6 12
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 4 0 3 11 29
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 1 79 0 0 7 203
Who Should Hedge Tail Risk? 0 0 5 7 0 3 17 23
Total Journal Articles 2 5 31 1,840 9 39 337 7,853


Statistics updated 2026-10-11