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 9 586 1 3 16 1,606
A use of index models in macroeconomic forecasting 0 0 0 88 0 2 2 272
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 3 67 2 4 14 285
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 2 6 1,285 2 6 24 3,006
Forecasting and conditional projection using realistic prior distribution 0 0 7 885 0 3 18 1,760
Forecasting with Bayesian vector autoregressions five years of experience 1 2 8 1,356 3 7 23 2,331
Forecasting with Bayesian vector autoregressions four years of experience 0 0 0 259 1 3 3 454
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 0 1 4 645
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 0 1 2 436
Optimal Control of the Money Supply 0 0 1 101 0 0 2 417
Optimal control of the money supply 0 0 0 127 1 1 3 352
Specifying vector autoregressions for macroeconomic forecasting 0 0 5 481 0 1 13 874
Techniques of forecasting using vector autoregressions 0 6 24 899 4 19 73 2,013
The costs of intermediate targeting 0 0 0 25 0 1 1 118
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 1 1 2 337
Total Working Papers 1 11 63 6,518 15 53 200 14,906


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 1 6 15 793
A Statistical Approach to Economic Forecasting 0 0 0 0 0 0 0 302
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 0 1 92 0 0 6 273
Above-average national growth in 1985 and 1986 0 1 1 34 0 1 2 151
An Experienced View on Markets and Investing 0 0 1 1 0 0 2 2
As the nation's economy goes, so goes Minnesota's 0 1 1 20 0 1 2 97
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 0 0 0 418
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 0 2 2
Declining CO 2 price paths 0 0 1 5 0 0 1 15
District conditions / a midyear report 0 1 1 4 0 1 1 56
Exotic Beta Revisited 0 0 2 2 0 2 6 7
Explorations into Factors Explaining Money Market Returns 0 1 5 599 2 4 13 1,404
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 0 0 0 0 1 1
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 2 2 91
Forecasting and policy analysis with Bayesian vector autoregression models 0 1 3 328 0 1 5 569
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 1 7 34 1,778
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 0 1 5 208 0 4 14 418
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 0 1 1
How monetary policy in 1985 affects the outlook 0 0 0 20 0 0 2 94
Measuring comprehensive carbon prices of national climate policies 1 1 5 17 1 2 11 33
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 1 3 5 517
Optimal control of the money supply 0 0 1 57 0 0 2 257
Past, Present, and Future Financial Thinking 0 0 3 3 0 0 6 6
Pricing Climate Change Risk Appropriately 1 1 3 3 1 1 6 6
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 0 1 3 1 2 5 18
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 1 2 4 78 1 4 7 196
Who Should Hedge Tail Risk? 0 0 1 1 1 1 5 5
Total Journal Articles 3 10 39 1,808 10 42 156 7,510


Statistics updated 2025-09-05