Robert Litterman
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author of:
- The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions (RePEc:adr:anecst:y:1987:i:6-7:p:125-160)
by Robert Litterman - A Random Walk, Markov Model for the Distribution of Time Series (RePEc:bes:jnlbes:v:1:y:1983:i:2:p:169-73)
by Litterman, Robert B - A Statistical Approach to Economic Forecasting (RePEc:bes:jnlbes:v:4:y:1986:i:1:p:1-4)
by Litterman, Robert B - Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment (RePEc:bes:jnlbes:v:4:y:1986:i:1:p:17-19)
by Litterman, Robert B - Forecasting with Bayesian Vector Autoregressions-Five Years of Experience (RePEc:bes:jnlbes:v:4:y:1986:i:1:p:25-38)
by Litterman, Robert B - Explorations into Factors Explaining Money Market Returns (RePEc:bla:jfinan:v:49:y:1994:i:5:p:1861-82)
by Knez, Peter J & Litterman, Robert & Scheinkman, Jose Alexandre - Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (RePEc:ecm:emetrp:v:53:y:1985:i:1:p:129-56)
by Litterman, Robert B & Weiss, Laurence M - A statistical approach to economic forecasting : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 (RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498a)
by Litterman, Robert - Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 (RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c)
by Litterman, Robert - Optimal control of the money supply (RePEc:fip:fedmqr:y:1982:i:fall:n:v.6no.3)
by Robert B. Litterman - As the nation's economy goes, so goes Minnesota's (RePEc:fip:fedmqr:y:1982:i:spr/sum:n:v.6no.2:x:1)
by Robert B. Litterman & Richard M. Todd - Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts (RePEc:fip:fedmqr:y:1983:i:spr:n:v.7no.2:x:1)
by Robert B. Litterman & Thomas M. Supel - District conditions / a midyear report (RePEc:fip:fedmqr:y:1983:i:spr:n:v.7no.2:x:2)
by Robert B. Litterman & Thomas M. Supel - Above-average national growth in 1985 and 1986 (RePEc:fip:fedmqr:y:1984:i:fall:n:v.8no.4)
by Robert B. Litterman - Forecasting and policy analysis with Bayesian vector autoregression models (RePEc:fip:fedmqr:y:1984:i:fall:n:v.8no.4:x:2)
by Robert B. Litterman - How monetary policy in 1985 affects the outlook (RePEc:fip:fedmqr:y:1985:i:fall:n:v.9no.4)
by Robert B. Litterman - A use of index models in macroeconomic forecasting (RePEc:fip:fedmsr:78)
by Robert B. Litterman - Optimal control of the money supply (RePEc:fip:fedmsr:82)
by Robert B. Litterman - A random walk, Markov model for the distribution of time series (RePEc:fip:fedmsr:84)
by Robert B. Litterman - Money, real interest rates, and output: a reinterpretation of postwar U.S. data (RePEc:fip:fedmsr:89)
by Robert B. Litterman & Laurence M. Weiss - Specifying vector autoregressions for macroeconomic forecasting (RePEc:fip:fedmsr:92)
by Robert B. Litterman - Forecasting and conditional projection using realistic prior distribution (RePEc:fip:fedmsr:93)
by Thomas Doan & Robert B. Litterman & Christopher A. Sims - Forecasting with Bayesian vector autoregressions four years of experience (RePEc:fip:fedmsr:95)
by Robert B. Litterman - Techniques of forecasting using vector autoregressions (RePEc:fip:fedmwp:115)
by Robert B. Litterman - The costs of intermediate targeting (RePEc:fip:fedmwp:254)
by Robert B. Litterman - Forecasting with Bayesian vector autoregressions five years of experience (RePEc:fip:fedmwp:274)
by Robert B. Litterman - The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions (RePEc:fip:fedmwp:297)
by Robert B. Litterman - Building a coherent risk measurement and capital optimisation model for financial firms (RePEc:fip:fednep:y:1998:i:oct:p:171-182:n:v.4no.3)
by Robert B. Litterman & Tim Shepheard-Walwyn - Declining CO 2 price paths (RePEc:nas:journl:v:116:y:2019:p:20886-20891)
by Kent D. Daniel & Robert B. Litterman & Gernot Wagner - Optimal Control of the Money Supply (RePEc:nbr:nberwo:0912)
by Robert B. Litterman - Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (RePEc:nbr:nberwo:1077)
by Robert B. Litterman & Laurence Weiss - Forecasting and Conditional Projection Using Realistic Prior Distributions (RePEc:nbr:nberwo:1202)
by Thomas Doan & Robert B. Litterman & Christopher A. Sims - Applying Asset Pricing Theory to Calibrate the Price of Climate Risk (RePEc:nbr:nberwo:22795)
by Kent D. Daniel & Robert B. Litterman & Gernot Wagner - Measuring comprehensive carbon prices of national climate policies (RePEc:taf:tcpoxx:v:22:y:2022:i:2:p:198-207)
by Mark Carhart & Bob Litterman & Clayton Munnings & Olivia Vitali - Fischer Black and the Revolutionary Idea of Finance (a review) (RePEc:taf:ufajxx:v:62:y:2006:i:3:p:74-75)
by Bob Litterman & Martin S. Fridson - Who Should Hedge Tail Risk? (RePEc:taf:ufajxx:v:67:y:2011:i:3:p:6-11)
by Robert Litterman - Pricing Climate Change Risk Appropriately (RePEc:taf:ufajxx:v:67:y:2011:i:5:p:4-10)
by Robert Litterman - Future Directions for Investment Management—Call for Papers (RePEc:taf:ufajxx:v:68:y:2012:i:1:p:4-6)
by Robert Litterman & Rodney N. Sullivan - An Experienced View on Markets and Investing (RePEc:taf:ufajxx:v:68:y:2012:i:6:p:15-19)
by Eugene F. Fama & Robert Litterman - Exotic Beta Revisited (RePEc:taf:ufajxx:v:70:y:2014:i:5:p:24-52)
by Mark Carhart & Ui-Wing Cheah & Giorgio De Santis & Harry Farrell & Robert Litterman - Past, Present, and Future Financial Thinking (RePEc:taf:ufajxx:v:70:y:2014:i:6:p:16-22)
by William F. Sharpe & Robert Litterman - David Swensen on the Fossil Fuel Divestment Debate (RePEc:taf:ufajxx:v:71:y:2015:i:3:p:11-12)
by Robert Litterman