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 0 2 588 0 2 18 1,624
A use of index models in macroeconomic forecasting 0 0 1 89 0 0 9 281
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 2 69 3 7 48 333
Forecasting and Conditional Projection Using Realistic Prior Distributions 1 1 7 1,292 2 8 55 3,061
Forecasting and conditional projection using realistic prior distribution 3 4 12 897 3 9 71 1,831
Forecasting with Bayesian vector autoregressions five years of experience 0 2 10 1,366 0 3 40 2,371
Forecasting with Bayesian vector autoregressions four years of experience 0 0 2 261 0 1 10 464
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 2 2 19 664
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 2 35 471
Optimal Control of the Money Supply 0 0 0 101 0 1 13 430
Optimal control of the money supply 0 0 0 127 0 0 8 360
Specifying vector autoregressions for macroeconomic forecasting 0 0 1 482 1 3 26 900
Techniques of forecasting using vector autoregressions 0 1 9 908 2 6 43 2,056
The costs of intermediate targeting 0 0 0 25 0 0 7 125
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 1 1 8 345
Total Working Papers 4 8 46 6,564 15 45 410 15,316


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 2 40 833
A Statistical Approach to Economic Forecasting 0 0 0 0 0 1 5 307
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 0 3 95 1 4 18 291
Above-average national growth in 1985 and 1986 0 0 0 34 0 0 7 158
An Experienced View on Markets and Investing 0 0 0 1 0 0 4 6
As the nation's economy goes, so goes Minnesota's 0 0 0 20 0 0 3 100
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 0 0 6 424
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 1 2 7 9
Declining CO 2 price paths 0 0 1 6 0 0 17 32
District conditions / a midyear report 0 0 0 4 1 1 5 61
Exotic Beta Revisited 0 0 0 2 0 1 15 22
Explorations into Factors Explaining Money Market Returns 0 1 3 602 0 3 17 1,421
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 0 2 11 12
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 0 1 92
Forecasting and policy analysis with Bayesian vector autoregression models 0 1 4 332 1 3 11 580
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 0 5 45 1,823
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 1 2 8 216 2 8 31 449
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 0 4 5
How monetary policy in 1985 affects the outlook 0 0 0 20 0 0 6 100
Measuring comprehensive carbon prices of national climate policies 0 1 1 18 0 2 11 44
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 0 3 12 529
Optimal control of the money supply 0 0 0 57 0 0 9 266
Past, Present, and Future Financial Thinking 0 0 1 4 1 2 7 13
Pricing Climate Change Risk Appropriately 0 0 0 3 0 0 6 12
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions 0 1 1 4 2 4 11 29
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 1 79 0 0 7 203
Who Should Hedge Tail Risk? 0 1 6 7 2 4 18 23
Total Journal Articles 1 7 30 1,838 12 47 334 7,844


Statistics updated 2026-09-10