Robert Litterman : Citation Profile


Are you Robert Litterman?

11

H index

12

i10 index

1805

Citations

RESEARCH PRODUCTION:

17

Articles

15

Papers

RESEARCH ACTIVITY:

   37 years (1979 - 2016). See details.
   Cites by year: 48
   Journals where Robert Litterman has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 8 (0.44 %)

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   Permalink: http://citec.repec.org/pli374
   Updated: 2021-10-16    RAS profile: 2020-02-12    
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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 (80)

Marcellino, Massimiliano (47)

Carriero, Andrea (46)

Miller, Stephen (46)

Giannone, Domenico (35)

Clark, Todd (32)

Korobilis, Dimitris (31)

Koop, Gary (27)

Österholm, Pär (25)

Kabundi, Alain (24)

Kapetanios, George (23)

Cites to:

Sargent, Thomas (8)

Sims, Christopher (7)

Barro, Robert (6)

Weitzman, Martin (6)

Epstein, Larry (5)

Zeckhauser, Richard (4)

Weitzman, Martin (3)

Pindyck, Robert (3)

Farhi, Emmanuel (3)

Leamer, Edward (3)

Chow, Gregory (3)

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
Working Papers / Federal Reserve Bank of Minneapolis4

Recent works citing Robert Litterman (2021 and 2020)


YearTitle of citing document
2020Regional multipliers across the Italian regions. (2020). Fragetta, Matteo ; Destefanis, Sergio ; di Serio, Mario. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp4.

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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

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2020Machine Learning Treasury Yields. (2020). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2003.05095.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2021Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104.

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2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2021Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19. (2021). Ricciulli-Marin, Diana ; PEREZ-VALBUENA, GERSON ; Bonet, Jaime ; Barrios, Paula ; Bonet-Moron, Jaime. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:297.

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2021Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano. (2021). Collazos-Rodriguez, Jaime Andres ; Sanabria-Dominguez, Johana ; Vidal-Alejandro, Pavel ; Orozco-Gallo, Antonio Jose. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:298.

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2021No country is an island. International cooperation and climate change.. (2021). Pagliari, Maria Sole ; Massimo, Ferrari. In: Working papers. RePEc:bfr:banfra:815.

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2020Methods for Estimating the Gross Regional Product Leading Indicator. (2020). Oborin, Oleg ; Nikitin, Mikhail ; Kislyak, Nadezhda ; Boyko, Vladimir. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:3:p:3-29.

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2020Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic. (2020). Wong, Benjamin ; Caggiano, Giovanni ; Anderson, Heather ; Vahid, Farshid. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414.

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2020Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK value‐added tax data. (2020). Weale, Martin ; Labonne, Paul. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1211-1230.

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2020High water, no marks? Biased lending after extreme weather. (2020). Garbarino, Nicola ; Guin, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:0856.

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2020Temporal aggregation of random walk processes and implications for economic analysis. (2020). Ivan, Paya ; Yamin, Ahmad. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:4.

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2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2021Monetary Policy Surprises in Chile: Measurement & Real Effects. (2021). Saffie, Felipe ; Pasten, Ernesto ; Guzman, Daniel ; Fernandez, Andres ; Aruoba, Boragan. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:921.

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2021The Multifaceted Impact of US Trade Policy on Financial Markets. (2021). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1956.

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2020Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369.

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2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

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2020Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482.

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2020Spillover effects in international business cycles. (2020). Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484.

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2020Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20202489.

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2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564.

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2021Do macroprudential measures increase inequality? Evidence from the euro area household survey. (2021). Martin, Diego Vila ; Georgescu, Oana-Maria . In: Working Paper Series. RePEc:ecb:ecbwps:20212567.

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2021No country is an island: international cooperation and climate change. (2021). Pagliari, Maria Sole ; Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20212568.

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2020Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488.

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2020Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

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2021Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?. (2021). Scharler, Johann ; Breitenlechner, Max. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001486.

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2020Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66.

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2021Quantifying the spillover effect in the cryptocurrency market. (2021). Moratis, George. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319304787.

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2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures. (2021). Ossola, Elisa ; Panzica, Roberto ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280.

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2021High water, no marks? Biased lending after extreme weather. (2021). Guin, Benjamin ; Garbarino, Nicola. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000346.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2020Modeling mortality with a Bayesian vector autoregression. (2020). Sherris, Michael ; Njenga, Carolyn Ndigwako. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:40-57.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2021Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226.

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2020Economic policy uncertainty and the supply of business loans. (2020). Civelli, Andrea ; Barraza, Santiago. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302454.

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2020Excess liquidity and net interest margins: Evidence from Vietnamese banks. (2020). Nguyen, Thai ; Thu, Tra Thi ; Vu, Thai. In: Journal of Economics and Business. RePEc:eee:jebusi:v:110:y:2020:i:c:s0148619519301304.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020Fragility and the effect of international uncertainty shocks. (2020). onorante, luca ; Huber, Florian ; Cuaresma, Jesus Crespo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300838.

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2021Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097.

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2020Recent monetary policy and the credit card-augmented Divisia monetary aggregates. (2020). Serletis, Apostolos ; Dery, Cosmas ; Liu, Jinan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304513.

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2020Risk Shocks and Credit Spreads. (2020). Kwon, Dohyoung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301348.

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2021Unconventional monetary policy announcements and information shocks in the U.S.. (2021). Scharler, Johann ; Grundler, Daniel ; Breitenlechner, Max. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302056.

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2021Forecasting monthly copper price: A comparative study of various machine learning-based methods. (2021). Pradhan, Biswajeet ; Bui, Xuan-Nam ; Vu, Diep-Anh ; Nguyen, Hoang ; Zhang, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002038.

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2021Structural scenario analysis with SVARs. (2021). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:798-815.

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2020Innovation performance of new products in Chinas high-technology industry. (2020). Yu, Liping ; Fan, Tianting ; Duan, Yunlong. In: International Journal of Production Economics. RePEc:eee:proeco:v:219:y:2020:i:c:p:204-215.

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2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets. (2020). Matkovskyy, Roman ; Dowling, Michael ; Jalan, Akanksha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:150-155.

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2021Unconventional monetary policies and the macroeconomy: The impact of the UKs QE2 and funding for lending scheme. (2021). Kapetanios, George ; Joyce, Michael ; Theodoridis, Konstantinos ; Churm, Rohan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:721-736.

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2020The effects of ageing population on health expenditure and economic growth in China: A Bayesian-VAR approach. (2020). Zhu, Zhen ; Lopreite, Milena. In: Social Science & Medicine. RePEc:eee:socmed:v:265:y:2020:i:c:s0277953620307322.

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2020The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels. (2020). Perez-Bernabeu, Alberto ; Pealver, Antonio ; Albert, Juan-Francisco. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:88-106.

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2020Regional Specific Idiosyncrasies and Fiscal Policy: Evidence from 47 Regions of the Central and Eastern European Countries. (2020). Krajewski, Piotr ; Anagnostou, Ageliki ; Pilat, Katarzyna . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special1:p:936-954.

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2020Recessions and the Trend in the US Unemployment Rate. (2020). Lunsford, Kurt. In: Economic Commentary. RePEc:fip:fedcec:89805.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2020Patent-Based News Shocks. (2020). Vukotic, Marija ; Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1277.

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2021Non-Classical Approach to Identifying Groups of Countries Based on Open Innovation Indicators. (2021). Yuksel, Serhat ; Stepanova, Diana ; Zemskova, Elena ; Yegina, Natalia ; Baboshkin, Pavel. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:1:p:77-:d:506999.

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2020Sustainable Approach to the Normalization Process of the UK’s Monetary Policy. (2020). Noco, Aleksandra . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9229-:d:440854.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: Working Papers. RePEc:gla:glaewp:2020_08.

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2021Optimal debt in Gabon: an analysis in term of foreign currency compositions. (2021). Mouandat, Scott Regifere. In: Post-Print. RePEc:hal:journl:hal-03326826.

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2020COVID-19 uncertainty and monetary policy. (2020). pinshi, christian. In: Working Papers. RePEc:hal:wpaper:hal-02566796.

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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi, Fatemeh. In: Working Papers. RePEc:hal:wpaper:halshs-03007904.

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2020Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy. (2020). Laséen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0396.

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2021The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy. (2021). Fokin, Nikita ; Polbin, Andrey ; Lomonosov, Daniil. In: HSE Economic Journal. RePEc:hig:ecohse:2021:2:3.

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2021dette optimale au Gabon. (2021). Mouandat, Scott Regifere. In: Journal of Academic Finance. RePEc:jaf:journl:v:12:y:2021:i:1:n:331.

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2020Panel Cointegration, Quantile Regressions, Asymmetric Adjustments and Crises: The Case of EU Current Accounts. (2020). Cuestas, Juan Carlos ; Coleman, Simeon. In: Working Papers. RePEc:jau:wpaper:2020/26.

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2020The Greenium matters: evidence on the pricing of climate risk. (2019). Panzica, Roberto ; Ossola, Elisa ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201912.

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2021Real Estate and Construction Sector Dynamics Over the Business Cycle. (2021). Tayler, William ; Vasilopoulos, Konstantinos. In: Working Papers. RePEc:lan:wpaper:326919291.

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2020The Greenium matters: evidence on the pricing of climate risk. (2019). Roberto, Panzica ; Elisa, Ossola ; Lucia, Alessi. In: Working Papers. RePEc:mib:wpaper:418.

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2020An Assessment of the Macroeconomic Implications of Foreign and Domestic Labour Supply Shocks in Malta. (2020). Ruisi, Germano. In: CBM Working Papers. RePEc:mlt:wpaper:0620.

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2020Sectoral Employment Dynamics in Australia. (2020). Wong, Benjamin ; Caggiano, Giovanni ; Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-20.

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2021A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-4.

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2021The Distributional Financial Accounts of the United States. (2020). Nemschoff, Danielle ; Nielsen, Eric ; Friedman, Sarah ; Volz, Alice Henriques ; Sommer, Kamila ; Batty, Michael ; Bricker, Jesse ; Briggs, Joseph. In: NBER Chapters. RePEc:nbr:nberch:14456.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: NBER Working Papers. RePEc:nbr:nberwo:27001.

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2020Análisis Empírico de la Relación entre Competencia e Inversión en el Servicio de Telefonía Móvil Peruano. (2020). Chahuara, Paulo. In: Documentos de Trabajo. RePEc:opt:doctra:42.

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2020Uncertainty, monetary policy and COVID-19. (2020). pinshi, christian. In: MPRA Paper. RePEc:pra:mprapa:100147.

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2020COVID-19 uncertainty and monetary policy. (2020). pinshi, christian. In: MPRA Paper. RePEc:pra:mprapa:100184.

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2020Monetary policy, uncertainty and COVID-19. (2020). pinshi, christian. In: MPRA Paper. RePEc:pra:mprapa:100836.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Byrne, Joseph ; Zong, Xiaoyu ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:101781.

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2021Dynamic linkages among financial stability, house prices and residential investment in Greece. (2021). Anastasiou, Dimitrios ; Kapopoulos, Panayotis. In: MPRA Paper. RePEc:pra:mprapa:107833.

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2020Comparison of macroeconomic indicators nowcasting methods: Russian GDP case. (2020). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0402.

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2020.

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2021Forecasting Inflation by Using the Sub-Groups of both CPI and WPI: Evidence from Auto Regression (AR) and ARIMA Models. (2021). Aqil, Muhammad ; Ghauri, Saghir Pervaiz ; Streimikiene, Dalia ; Ahmed, Rizwan Raheem. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:144-161.

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2020Machine Learning Treasury Yields. (2020). Kakushadze, Zura ; Yu, Willie. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:7:y:2020:i:1:p:1-65.

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2021The Impact of Monetary Policy Shocks on Corporate Dynamic Investment Activity With Financial Heterogeneity. (2021). Gupta, Anupam Das ; Abedin, Mohammad Zoynul ; Aktar, Mahbuba. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020988683.

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2020.

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2020Regional multipliers across the Italian regions. (2020). Fragetta, Matteo ; Di Serio, Mario ; Destefanis, Sergio. In: Working Papers. RePEc:sep:wpaper:3_238.

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2021Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy. (2021). Simm, Ian ; Fedele, Luciano Lilloy ; Chatzimichalakis, Fotis ; Biffis, Enrico ; Benedetti, Davide. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03458-x.

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2020Forecasting models for the Chinese macroeconomy: the simpler the better?. (2020). Ponomareva, Natalia ; Zhang, Qin ; Heaton, Chris . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01788-0.

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2020Bayesian comparison of production function-based and time-series GDP models. (2020). Wróblewska, Justyna ; Makieła, Kamil ; Makiea, Kamil ; Wroblewska, Justyna ; Osiewalski, Jacek. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1575-8.

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More than 100 citations found, this list is not complete...

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.
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article2
1986The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions.(1986) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
1983A Random Walk, Markov Model for the Distribution of Time Series. In: Journal of Business & Economic Statistics.
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article139
1983A random walk, Markov model for the distribution of time series.(1983) In: Staff Report.
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This paper has another version. Agregated cites: 139
paper
1986A Statistical Approach to Economic Forecasting. In: Journal of Business & Economic Statistics.
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article26
1986Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment. In: Journal of Business & Economic Statistics.
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article2
1986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience. In: Journal of Business & Economic Statistics.
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article784
1985Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers.
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This paper has another version. Agregated cites: 784
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1994 Explorations into Factors Explaining Money Market Returns. In: Journal of Finance.
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article131
1985Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data. In: Econometrica.
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article98
1984Money, real interest rates, and output: a reinterpretation of postwar U.S. data.(1984) In: Staff Report.
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This paper has another version. Agregated cites: 98
paper
1983Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 98
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.
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article1
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.
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article11
1982Optimal control of the money supply In: Quarterly Review.
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article6
1983Optimal control of the money supply.(1983) In: Staff Report.
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This paper has another version. Agregated cites: 6
paper
1982Optimal Control of the Money Supply.(1982) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
1982As the nations economy goes, so goes Minnesotas In: Quarterly Review.
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article1
1983Using vector autoregressions to measure the uncertainty in Minnesotas revenue forecasts In: Quarterly Review.
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article7
1983District conditions / a midyear report In: Quarterly Review.
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article0
1984Above-average national growth in 1985 and 1986 In: Quarterly Review.
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article23
1984Forecasting and policy analysis with Bayesian vector autoregression models In: Quarterly Review.
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article26
1985How monetary policy in 1985 affects the outlook In: Quarterly Review.
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article3
1982A use of index models in macroeconomic forecasting In: Staff Report.
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paper0
1984Specifying vector autoregressions for macroeconomic forecasting In: Staff Report.
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paper14
1986Forecasting and conditional projection using realistic prior distribution In: Staff Report.
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paper401
1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 401
paper
1984Forecasting with Bayesian vector autoregressions four years of experience In: Staff Report.
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paper6
1979Techniques of forecasting using vector autoregressions In: Working Papers.
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paper94
1984The costs of intermediate targeting In: Working Papers.
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paper6
1998Building a coherent risk measurement and capital optimisation model for financial firms In: Economic Policy Review.
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article3
2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers.
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paper21

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