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 8 587 5 9 21 1,616
A use of index models in macroeconomic forecasting 0 0 1 89 1 3 7 277
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 1 1 3 69 13 17 34 311
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 1 8 1,288 6 16 35 3,028
Forecasting and conditional projection using realistic prior distribution 1 3 8 889 13 29 44 1,793
Forecasting with Bayesian vector autoregressions five years of experience 1 1 8 1,360 7 14 32 2,351
Forecasting with Bayesian vector autoregressions four years of experience 1 1 1 260 2 5 8 459
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 4 8 14 655
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 8 10 12 446
Optimal Control of the Money Supply 0 0 0 101 1 5 7 423
Optimal control of the money supply 0 0 0 127 3 6 9 358
Specifying vector autoregressions for macroeconomic forecasting 0 0 3 481 11 16 28 893
Techniques of forecasting using vector autoregressions 1 2 14 902 8 21 69 2,039
The costs of intermediate targeting 0 0 0 25 3 5 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 3 339
Total Working Papers 6 10 54 6,537 86 166 329 15,111


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 8 18 31 814
A Statistical Approach to Economic Forecasting 0 0 0 0 0 2 2 304
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 1 1 93 1 4 7 278
Above-average national growth in 1985 and 1986 0 0 1 34 3 6 7 157
An Experienced View on Markets and Investing 0 0 0 1 1 1 4 5
As the nation's economy goes, so goes Minnesota's 0 0 1 20 0 1 3 98
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 1 4 4 422
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 1 1 3 3
Declining CO 2 price paths 0 0 2 6 6 9 13 27
District conditions / a midyear report 0 0 1 4 3 3 4 59
Exotic Beta Revisited 0 0 2 2 6 10 15 17
Explorations into Factors Explaining Money Market Returns 0 0 2 600 4 9 16 1,414
Fischer Black and the Revolutionary Idea of Finance (a review) 0 1 1 1 2 4 5 5
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 1 3 92
Forecasting and policy analysis with Bayesian vector autoregression models 1 2 4 330 1 3 5 572
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 6 13 43 1,804
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 1 5 210 1 13 24 434
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 1 3 3
How monetary policy in 1985 affects the outlook 0 0 0 20 2 3 4 98
Measuring comprehensive carbon prices of national climate policies 0 0 4 17 2 5 12 38
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 3 6 10 523
Optimal control of the money supply 0 0 1 57 6 7 9 264
Past, Present, and Future Financial Thinking 0 0 3 4 2 2 6 9
Pricing Climate Change Risk Appropriately 0 0 2 3 4 5 10 12
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 0 3 1 3 5 21
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 3 79 4 4 10 202
Who Should Hedge Tail Risk? 0 3 5 6 1 6 14 15
Total Journal Articles 1 8 38 1,823 69 144 272 7,690


Statistics updated 2026-02-12