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 2 5 19 1,624
A use of index models in macroeconomic forecasting 0 0 1 89 0 3 9 281
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk 0 0 2 69 2 10 46 328
Forecasting and Conditional Projection Using Realistic Prior Distributions 0 1 7 1,291 4 20 55 3,057
Forecasting and conditional projection using realistic prior distribution 0 3 8 893 4 21 68 1,826
Forecasting with Bayesian vector autoregressions five years of experience 1 4 11 1,365 1 11 43 2,369
Forecasting with Bayesian vector autoregressions four years of experience 0 0 2 261 1 3 13 464
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 137 0 6 18 662
Money, real interest rates, and output: a reinterpretation of postwar U.S. data 0 0 0 110 1 5 34 470
Optimal Control of the Money Supply 0 0 0 101 1 3 13 430
Optimal control of the money supply 0 0 0 127 0 0 9 360
Specifying vector autoregressions for macroeconomic forecasting 0 1 1 482 2 4 26 899
Techniques of forecasting using vector autoregressions 0 3 12 907 1 7 50 2,051
The costs of intermediate targeting 0 0 0 25 0 2 8 125
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions 0 0 0 112 0 4 8 344
Total Working Papers 1 12 46 6,557 19 104 419 15,290


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 10 43 832
A Statistical Approach to Economic Forecasting 0 0 0 0 1 3 5 307
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 0 1 3 95 2 5 16 289
Above-average national growth in 1985 and 1986 0 0 1 34 0 0 8 158
An Experienced View on Markets and Investing 0 0 0 1 0 1 4 6
As the nation's economy goes, so goes Minnesota's 0 0 1 20 0 1 4 100
Building a coherent risk measurement and capital optimisation model for financial firms 0 0 0 215 0 1 6 424
David Swensen on the Fossil Fuel Divestment Debate 0 0 0 0 0 4 5 7
Declining CO 2 price paths 0 0 1 6 0 1 17 32
District conditions / a midyear report 0 0 1 4 0 0 5 60
Exotic Beta Revisited 0 0 0 2 1 4 16 22
Explorations into Factors Explaining Money Market Returns 0 0 3 601 0 1 17 1,418
Fischer Black and the Revolutionary Idea of Finance (a review) 0 0 1 1 1 4 10 11
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 1 4 331 0 3 9 577
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience 0 0 0 0 3 9 47 1,821
Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 1 3 8 215 3 6 28 444
Future Directions for Investment Management—Call for Papers 0 0 0 0 0 2 4 5
How monetary policy in 1985 affects the outlook 0 0 0 20 0 1 6 100
Measuring comprehensive carbon prices of national climate policies 1 1 2 18 1 3 12 43
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data 0 0 0 118 2 3 14 528
Optimal control of the money supply 0 0 0 57 0 2 9 266
Past, Present, and Future Financial Thinking 0 0 1 4 0 1 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 1 1 1 4 1 5 9 26
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts 0 0 3 79 0 1 11 203
Who Should Hedge Tail Risk? 1 1 6 7 1 4 16 20
Total Journal Articles 4 8 37 1,835 17 75 336 7,814


Statistics updated 2026-07-10