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 1 4 588 3 6 22 1,622
A use of index models in macroeconomic forecasting 0 0 1 89 3 4 11 281
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 2 69 8 15 46 326
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 3 9 1,291 11 20 49 3,048
Forecasting and conditional projection using realistic prior distribution 2 3 8 892 15 27 64 1,820
Forecasting with Bayesian vector autoregressions five years of experience 1 2 8 1,362 6 13 41 2,364
Forecasting with Bayesian vector autoregressions four years of experience 0 1 2 261 1 3 11 462
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 5 6 17 661
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 3 22 34 468
Optimal Control of the Money Supply 0 0 0 101 2 6 12 429
Optimal control of the money supply 0 0 0 127 0 2 10 360
Specifying vector autoregressions for macroeconomic forecasting 1 1 2 482 2 4 25 897
Techniques of forecasting using vector autoregressions 2 4 14 906 4 9 57 2,048
The costs of intermediate targeting 0 0 0 25 2 2 8 125
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 3 4 7 343
Total Working Papers 7 15 50 6,552 68 143 414 15,254


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 6 14 41 828
A Statistical Approach to Economic Forecasting 0 0 0 0 0 0 2 304
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 1 2 3 95 3 9 15 287
Above-average national growth in 1985 and 1986 0 0 1 34 0 1 8 158
An Experienced View on Markets and Investing 0 0 0 1 1 1 4 6
As the nation's economy goes, so goes Minnesota's 0 0 1 20 0 1 3 99
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 1 2 6 424
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 4 4 5 7
Declining CO 2 price paths 0 0 1 6 1 5 17 32
District conditions / a midyear report 0 0 1 4 0 1 5 60
Exotic Beta Revisited 0 0 0 2 2 3 15 20
Explorations into Factors Explaining Money Market Returns 0 1 3 601 1 4 18 1,418
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 3 5 9 10
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 1 1 4 331 2 4 8 576
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 11 47 1,815
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 1 3 6 213 2 6 26 440
Future Directions for Investment Management—Call for Papers 0 0 0 0 2 2 4 5
How monetary policy in 1985 affects the outlook 0 0 0 20 1 2 6 100
Measuring comprehensive carbon prices of national climate policies 0 0 1 17 2 4 12 42
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 1 3 12 526
Optimal control of the money supply 0 0 0 57 2 2 10 266
Past, Present, and Future Financial Thinking 0 0 1 4 1 2 5 11
Pricing Climate Change Risk Appropriately 0 0 1 3 0 0 7 12
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 0 3 4 4 9 25
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 3 79 1 1 11 203
Who Should Hedge Tail Risk? 0 0 5 6 2 3 14 18
Total Journal Articles 3 7 32 1,830 45 94 322 7,784


Statistics updated 2026-05-06