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 2 6 588 2 9 20 1,618
A use of index models in macroeconomic forecasting 0 0 1 89 1 4 8 278
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 1 3 69 5 19 38 316
Forecasting and Conditional Projection Using Realistic Prior Distributions 2 2 10 1,290 5 16 38 3,033
Forecasting and conditional projection using realistic prior distribution 0 2 8 889 7 29 49 1,800
Forecasting with Bayesian vector autoregressions five years of experience 0 1 7 1,360 4 12 34 2,355
Forecasting with Bayesian vector autoregressions four years of experience 0 1 1 260 1 5 9 460
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 0 7 13 655
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 10 19 22 456
Optimal Control of the Money Supply 0 0 0 101 3 7 10 426
Optimal control of the money supply 0 0 0 127 1 6 9 359
Specifying vector autoregressions for macroeconomic forecasting 0 0 3 481 1 15 28 894
Techniques of forecasting using vector autoregressions 2 3 16 904 4 19 68 2,043
The costs of intermediate targeting 0 0 0 25 0 4 6 123
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 0 2 3 339
Total Working Papers 5 12 55 6,542 44 173 355 15,155


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 15 32 818
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 1 2 2 94 4 7 10 282
Above-average national growth in 1985 and 1986 0 0 1 34 1 6 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 1 2 4 99
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 1 4 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 11 15 29
District conditions / a midyear report 0 0 1 4 1 4 5 60
Exotic Beta Revisited 0 0 2 2 1 11 16 18
Explorations into Factors Explaining Money Market Returns 1 1 3 601 2 7 16 1,416
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 1 3 6 6
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 2 4 330 1 4 6 573
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 5 16 46 1,809
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 1 4 210 2 9 24 436
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 0 3 4 98
Measuring comprehensive carbon prices of national climate policies 0 0 3 17 2 6 12 40
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 1 6 11 524
Optimal control of the money supply 0 0 1 57 0 7 9 264
Past, Present, and Future Financial Thinking 0 0 3 4 1 3 7 10
Pricing Climate Change Risk Appropriately 0 0 1 3 0 4 9 12
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 0 3 0 3 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 0 1 13 15
Total Journal Articles 2 6 37 1,825 30 141 288 7,720


Statistics updated 2026-03-04