Robert Litterman : Citation Profile

Are you Robert Litterman?

13

H index

14

i10 index

3014

Citations

RESEARCH PRODUCTION:

19

Articles

15

Papers

RESEARCH ACTIVITY:

   43 years (1979 - 2022). See details.
   Cites by year: 70
   Journals where Robert Litterman has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 8 (0.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli374
   Updated: 2024-01-16    RAS profile: 2022-03-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Litterman.

Is cited by:

GUPTA, RANGAN (130)

Marcellino, Massimiliano (80)

Carriero, Andrea (78)

Miller, Stephen (71)

Clark, Todd (60)

Ricco, Giovanni (58)

Koop, Gary (55)

Österholm, Pär (48)

Korobilis, Dimitris (48)

Giannone, Domenico (47)

Miranda-Agrippino, Silvia (46)

Cites to:

Sargent, Thomas (8)

Nordhaus, William (8)

Epstein, Larry (7)

Barro, Robert (7)

Sims, Christopher (7)

Sterner, Thomas (5)

Weitzman, Martin (5)

Zeckhauser, Richard (4)

Strzalecki, Tomasz (4)

Newell, Richard (4)

Lemoine, Derek (4)

Main data

Where Robert Litterman has published?

Journals with more than one article published# docs
Quarterly Review7
Journal of Business & Economic Statistics4
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis7
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers / Federal Reserve Bank of Minneapolis4

Recent works citing Robert Litterman (2024 and 2023)

YearTitle of citing document
2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

Full description at Econpapers || Download paper

2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

Full description at Econpapers || Download paper

2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

Full description at Econpapers || Download paper

2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

Full description at Econpapers || Download paper

2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

Full description at Econpapers || Download paper

2023The Anatomy of Small Open Economy Productivity Trends. (2023). Thoenissen, Christoph ; Theodoridis, Konstantinos ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:23-05.

Full description at Econpapers || Download paper

2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

Full description at Econpapers || Download paper

2023Dating business cycles in the United Kingdom, 1700–2010. (2023). Lennard, Jason ; Broadberry, Stephen ; Thomas, Ryland ; Chadha, Jagjit S. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:4:p:1141-1162.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Carbon Dioxide as a Risky Asset. (2023). Wagner, Gernot ; Proistosescu, Cristian ; Bauer, Adam Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10278.

Full description at Econpapers || Download paper

2023Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407.

Full description at Econpapers || Download paper

2023Unraveling the Impact of Higher Uncertainty on Profits and Inflation. (2023). Kara, Engin ; Pirzada, Ahmed. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10587.

Full description at Econpapers || Download paper

2023El monitoreo del sector de la construcción en el Valle del Cauca. (2023). Ceron-Ordoez, Julieth ; Vidal-Alejandro, Pavel ; Rodriguez, Seydyss Garay. In: Apuntes del Cenes. RePEc:col:000152:020301.

Full description at Econpapers || Download paper

2023Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445.

Full description at Econpapers || Download paper

2023The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02.

Full description at Econpapers || Download paper

2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:crs:wpaper:2023-04.

Full description at Econpapers || Download paper

2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

Full description at Econpapers || Download paper

2023The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798.

Full description at Econpapers || Download paper

2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

Full description at Econpapers || Download paper

2023Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840.

Full description at Econpapers || Download paper

2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

Full description at Econpapers || Download paper

2023Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009.

Full description at Econpapers || Download paper

2023On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x.

Full description at Econpapers || Download paper

2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

Full description at Econpapers || Download paper

2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

Full description at Econpapers || Download paper

2023Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028.

Full description at Econpapers || Download paper

2023Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557.

Full description at Econpapers || Download paper

2023Inflation and wage growth since the pandemic: A comment. (2023). Lenza, Michele. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001678.

Full description at Econpapers || Download paper

2023The relationship between oil price changes and economic growth in Canadian provinces: Evidence from a quantile-on-quantile approach. (2023). Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002876.

Full description at Econpapers || Download paper

2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

Full description at Econpapers || Download paper

2023Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156.

Full description at Econpapers || Download paper

2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

Full description at Econpapers || Download paper

2023Trade barriers and CO2. (2023). Sharma, Rishi R ; Klotz, Richard. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000120.

Full description at Econpapers || Download paper

2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

Full description at Econpapers || Download paper

2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

Full description at Econpapers || Download paper

2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

Full description at Econpapers || Download paper

2023Quantifying the uncertainty of long-term macroeconomic projections. (2023). Demirel, Ufuk ; Otterson, James. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070423000010.

Full description at Econpapers || Download paper

2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

Full description at Econpapers || Download paper

2023Managing natural resource prices in a geopolitical risk environment. (2023). Mzoughi, Hela ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003392.

Full description at Econpapers || Download paper

2023A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333.

Full description at Econpapers || Download paper

2023Threats to central bank independence: High-frequency identification with twitter. (2023). Kung, Howard ; Kind, Thilo ; Gomez-Cram, Roberto ; Bianchi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:37-54.

Full description at Econpapers || Download paper

2023Is entropy an indicator of port traffic predictability? The evidence from Chinese ports. (2023). Grifoll, Manel ; Huang, Dong ; Lin, Qin ; Feng, Hongxiang ; Yang, Dong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000389.

Full description at Econpapers || Download paper

2023Climate risk disclosure and stock price crash risk: The case of China. (2023). Lin, Boqiang ; Wu, Nan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:21-34.

Full description at Econpapers || Download paper

2023The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609.

Full description at Econpapers || Download paper

2023Analyzing the emotional impact of COVID-19 with Twitter data: Lessons from a B-VAR analysis on Italy. (2023). Vainieri, Milena ; Puliga, Michelangelo ; Lopreite, Milena ; de Rosis, Sabina. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123001106.

Full description at Econpapers || Download paper

2023Federal Reserve Structure and the Production of Monetary Policy Ideas. (2023). Prescott, Edward ; Bordo, Michael. In: Working Papers. RePEc:fip:fedcwq:97331.

Full description at Econpapers || Download paper

2023Understanding the Global Drivers of Inflation: How Important are Oil Prices?. (2023). Yilmazkuday, Hakan ; Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: Working Papers. RePEc:fiu:wpaper:2301.

Full description at Econpapers || Download paper

2023Energy Price Shocks and Current Account Balances: Evidence from Emerging Market and Developing Economies. (2023). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Working Papers. RePEc:fiu:wpaper:2305.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Quantifying Causality between Climate Change and Credit Risk: A Bibliometric Study and Research Agenda. (2023). Twinomurinzi, Hossana ; Mngadi, Noluthando. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9319-:d:1167221.

Full description at Econpapers || Download paper

2023The Evolving Academic Field of Climate Finance. (2023). Tufano, Peter ; Gasparini, Matteo. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:23-057.

Full description at Econpapers || Download paper

2023Intuit QuickBooks Small Business Index: A New Employment Series for the US, Canada, and the UK. (2023). cilasun, seyit ; Akcigit, Ufuk ; Ocakverdi, Eren ; Miranda, Javier ; Chhina, Raman ; Serrano-Velarde, Nicolas. In: Jena Economics Research Papers. RePEc:jrp:jrpwrp:2023-005.

Full description at Econpapers || Download paper

2023Macroeconomic effects of oil price shocks on an emerging market economy. (2023). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09445-w.

Full description at Econpapers || Download paper

2023Understanding the Global Drivers of Inflation: How Important are Oil Prices?. (2023). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Ohnsorge, Franziska ; Kose, Ayhan M. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2301.

Full description at Econpapers || Download paper

2023The Greek-Turkish rivalry: A Bayesian VAR approach. (2023). Kechrinioti, Alexandra ; Karamanis, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:116827.

Full description at Econpapers || Download paper

2023The inflation process in Portugal: the role of price spillovers. (2023). Quelhas, Joo ; Serra, Sara. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202305.

Full description at Econpapers || Download paper

2023Shedding lights on Leaning Against the Wind. (2023). Tancioni, Massimiliano ; Vassalli, Federica. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp234.

Full description at Econpapers || Download paper

2023The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis. (2023). Ngombe, John N ; Han, Joohun. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:11:y:2023:i:1:d:10.1186_s40100-023-00242-1.

Full description at Econpapers || Download paper

2023Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector. (2023). Ventosa-Santaulària, Daniel ; Lopez Marmolejo, Arnoldo ; Diaz, Gerardo Sebastian ; Ventosa-Santaularia, Daniel ; Lopez-Marmolejo, Arnoldo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02427-5.

Full description at Econpapers || Download paper

2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

Full description at Econpapers || Download paper

2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

Full description at Econpapers || Download paper

2023Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576.

Full description at Econpapers || Download paper

2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

Full description at Econpapers || Download paper

2023Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.

Full description at Econpapers || Download paper

2023Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738.

Full description at Econpapers || Download paper

2023Shocks to transition risk. (2023). Zhang, Philipp ; Schuler, Yves ; Meinerding, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:042023.

Full description at Econpapers || Download paper

2023Banks net interest margin and changes in the term structure. (2023). Heckmann-Draisbach, Lotta ; Memmel, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:112023.

Full description at Econpapers || Download paper

2023Intuit QuickBooks Small Business Index: A new employment series for the US, Canada, and the UK. (2023). Serrano-Velarde, Nicolas ; Ocakverdi, Eren ; Miranda, Javier ; Cilasun, Seyit Mumin ; Chhina, Raman ; Akcigit, Ufuk. In: IWH Discussion Papers. RePEc:zbw:iwhdps:92023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Robert Litterman:

YearTitleTypeCited
1987The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article2
1986The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions.(1986) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1983A Random Walk, Markov Model for the Distribution of Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article173
1983A random walk, Markov model for the distribution of time series.(1983) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 173		paper
1986A Statistical Approach to Economic Forecasting. In: Journal of Business & Economic Statistics.
[Citation analysis]		article29
1986Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article4
1986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1020
1985Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1020		paper
1994 Explorations into Factors Explaining Money Market Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article140
1985Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data. In: Econometrica.
[Full Text][Citation analysis]		article109
1984Money, real interest rates, and output: a reinterpretation of postwar U.S. data.(1984) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
1983Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
1986A statistical approach to economic forecasting : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
1986Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article822
1982Optimal control of the money supply In: Quarterly Review.
[Full Text][Citation analysis]		article7
1983Optimal control of the money supply.(1983) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1982Optimal Control of the Money Supply.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1982As the nations economy goes, so goes Minnesotas In: Quarterly Review.
[Full Text][Citation analysis]		article1
1983Using vector autoregressions to measure the uncertainty in Minnesotas revenue forecasts In: Quarterly Review.
[Full Text][Citation analysis]		article9
1983District conditions / a midyear report In: Quarterly Review.
[Full Text][Citation analysis]		article0
1984Above-average national growth in 1985 and 1986 In: Quarterly Review.
[Full Text][Citation analysis]		article24
1984Forecasting and policy analysis with Bayesian vector autoregression models In: Quarterly Review.
[Full Text][Citation analysis]		article34
1985How monetary policy in 1985 affects the outlook In: Quarterly Review.
[Full Text][Citation analysis]		article3
1982A use of index models in macroeconomic forecasting In: Staff Report.
[Full Text][Citation analysis]		paper0
1984Specifying vector autoregressions for macroeconomic forecasting In: Staff Report.
[Full Text][Citation analysis]		paper14
1986Forecasting and conditional projection using realistic prior distribution In: Staff Report.
[Full Text][Citation analysis]		paper431
1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 431		paper
1984Forecasting with Bayesian vector autoregressions four years of experience In: Staff Report.
[Full Text][Citation analysis]		paper6
1979Techniques of forecasting using vector autoregressions In: Working Papers.
[Full Text][Citation analysis]		paper107
1984The costs of intermediate targeting In: Working Papers.
[Full Text][Citation analysis]		paper6
1998Building a coherent risk measurement and capital optimisation model for financial firms In: Economic Policy Review.
[Full Text][Citation analysis]		article3
2019Declining CO 2 price paths In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]		article13
2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper31
2022Measuring comprehensive carbon prices of national climate policies In: Climate Policy.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team