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 
3 
5 
10 
547 
5 
10 
33 
1,527 
A use of index models in macroeconomic forecasting 
0 
0 
0 
87 
1 
3 
8 
262 
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 
1 
3 
11 
42 
7 
18 
58 
110 
Forecasting and Conditional Projection Using Realistic Prior Distributions 
1 
8 
32 
1,220 
4 
23 
89 
2,790 
Forecasting and conditional projection using realistic prior distribution 
0 
4 
21 
863 
4 
20 
85 
1,685 
Forecasting with Bayesian vector autoregressions five years of experience 
4 
13 
47 
1,272 
7 
18 
88 
2,169 
Forecasting with Bayesian vector autoregressions four years of experience 
0 
0 
4 
255 
1 
1 
12 
430 
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 
0 
0 
0 
135 
1 
1 
8 
601 
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 
1 
1 
3 
110 
1 
2 
10 
427 
Optimal Control of the Money Supply 
0 
0 
2 
98 
0 
1 
7 
412 
Optimal control of the money supply 
0 
0 
0 
126 
1 
2 
8 
344 
Specifying vector autoregressions for macroeconomic forecasting 
1 
2 
21 
420 
1 
4 
47 
767 
Techniques of forecasting using vector autoregressions 
5 
15 
40 
735 
10 
34 
139 
1,608 
The costs of intermediate targeting 
0 
0 
1 
24 
0 
0 
7 
112 
The limits of countercyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 
0 
0 
0 
111 
0 
0 
5 
326 
Total Working Papers 
16 
51 
192 
6,045 
43 
137 
604 
13,570 
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 
5 
13 
30 
711 
A Statistical Approach to Economic Forecasting 
0 
0 
0 
0 
0 
0 
5 
294 
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 14 
0 
0 
0 
90 
1 
2 
6 
253 
Aboveaverage national growth in 1985 and 1986 
0 
0 
1 
32 
0 
1 
9 
141 
As the nation's economy goes, so goes Minnesota's 
0 
0 
2 
19 
0 
2 
9 
92 
Building a coherent risk measurement and capital optimisation model for financial firms 
0 
0 
0 
213 
0 
0 
8 
409 
District conditions / a midyear report 
0 
0 
0 
3 
0 
0 
4 
52 
Explorations into Factors Explaining Money Market Returns 
3 
7 
18 
559 
4 
9 
37 
1,311 
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 
0 
0 
0 
0 
1 
1 
3 
89 
Forecasting and policy analysis with Bayesian vector autoregression models 
0 
0 
6 
308 
0 
2 
18 
530 
Forecasting with Bayesian Vector AutoregressionsFive Years of Experience 
0 
0 
0 
0 
16 
40 
158 
1,509 
Forecasting with Bayesian vector autoregressions  Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 2538 
0 
2 
16 
186 
3 
11 
48 
357 
How monetary policy in 1985 affects the outlook 
0 
0 
0 
19 
1 
1 
9 
90 
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 
1 
2 
7 
101 
4 
5 
22 
468 
Optimal control of the money supply 
0 
0 
2 
54 
1 
1 
10 
248 
The Limits of CounterCyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 
0 
0 
1 
2 
0 
0 
4 
7 
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 
0 
3 
4 
70 
3 
6 
13 
175 
Total Journal Articles 
4 
14 
57 
1,656 
39 
94 
393 
6,736 

