Robert Litterman : Citation Profile

Are you Robert Litterman?

13

H index

14

i10 index

2937

Citations

RESEARCH PRODUCTION:

19

Articles

15

Papers

RESEARCH ACTIVITY:

   43 years (1979 - 2022). See details.
   Cites by year: 68
   Journals where Robert Litterman has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 8 (0.27 %)

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   Permalink: http://citec.repec.org/pli374
   Updated: 2023-05-27    RAS profile: 2022-03-08    
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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 (130)

Marcellino, Massimiliano (80)

Carriero, Andrea (78)

Miller, Stephen (71)

Clark, Todd (60)

Ricco, Giovanni (57)

Koop, Gary (55)

Österholm, Pär (48)

Korobilis, Dimitris (47)

Giannone, Domenico (47)

Kabundi, Alain (43)

Cites to:

Sargent, Thomas (8)

Nordhaus, William (8)

Sims, Christopher (7)

Epstein, Larry (7)

Barro, Robert (7)

Weitzman, Martin (5)

Sterner, Thomas (5)

Zeckhauser, Richard (4)

Lemoine, Derek (4)

Newell, Richard (4)

Strzalecki, Tomasz (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
Working Papers / Federal Reserve Bank of Minneapolis4
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Robert Litterman (2022 and 2021)

YearTitle of citing document
2021The Transmission of Monetary Policy Shocks. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:74-107.

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

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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

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2022Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

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2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

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2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

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

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

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

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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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2022The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Risk Channel. (2022). Arias-Rodriguez, Fernando ; Lozano-Espitia, Ignacio. In: Borradores de Economia. RePEc:bdr:borrec:1196.

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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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2022Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods. (2022). Zhemkov, Michael. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:79-104.

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2022On the recent developments of mutual funds with fixed?income holdings: a systematic review. (2022). Hejri, Abbas. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2313-2338.

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2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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2021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

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2021The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957.

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2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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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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2021Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30.

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2022Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data. (2022). Siliverstovs, Boriss ; Muller, Oliver ; Graff, Michael ; Abberger, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10191.

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

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2021On Current and Future Carbon Prices in a Risky World. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Tan, S ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9092.

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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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2021Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15777.

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

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

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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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2022Striking a bargain: narrative identification of wage bargaining shocks. (2022). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0098:.

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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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2021A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601.

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2021Striking a bargain: narrative identification of wage bargaining shocks. (2021). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Working Paper Series. RePEc:ecb:ecbwps:20212602.

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2021Investment funds, risk-taking, and monetary policy in the euro area. (2021). Kaufmann, Christoph ; Cappiello, Lorenzo ; Ryan, Ellen ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20212605.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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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.

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2021Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329.

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2022The rise of Renminbi in Asia: Evidence from Network Analysis and SWIFT dataset. (2022). Woo, Wing Thye ; Wang, Xiaosong ; Liu, Tao. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001597.

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2021Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China. (2021). Wu, YU ; Punzi, Maria Teresa ; Huang, Bihong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001048.

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2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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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.

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2022Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320.

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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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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2022Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894.

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2022Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models. (2022). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:154-182.

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2022Nowcasting with large Bayesian vector autoregressions. (2022). Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo ; Sokol, Andrej. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:500-519.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts. (2021). Cuestas, Juan ; Coleman, Simeon. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:4:s0939362521000182.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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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.

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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.

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2021Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake. (2021). Hamano, Masashige ; Vermeulen, Wessel N ; Evgenidis, Anastasios. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004321.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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2022China’s government spending and global inflation dynamics: The role of the oil price channel. (2022). Zhang, Wen. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001633.

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2021Leveraging scale economies and policy incentives: Carbon capture, utilization & storage in Gulf clusters. (2021). Olmstead, Sheila ; Leibowicz, Benjamin D ; Robison, Andrew ; Corcoran, Sean ; Waxman, Andrew R. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003220.

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2021Can digital financial inclusion promote Chinas economic growth?. (2021). Hsu, Yen ; Zhang, Zhiqiang ; Wu, Weilong ; Luan, Lin ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002167.

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2022Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568.

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2022The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Miglietta, Federica ; Pacelli, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581.

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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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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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2022Carbon emission and credit default swaps. (2022). Zhao, Ran ; Zhang, Zehua. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004706.

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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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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.

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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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2021Sparse estimation of dynamic principal components for forecasting high-dimensional time series. (2021). Yohai, Victor J ; Smucler, Ezequiel ; Pea, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1498-1508.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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.

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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.

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2021On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845.

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2021The Impact of Monetary Policy on Yield Curve Expectations. (2021). Feldkircher, Martin ; Boeck, Maximilian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:887-901.

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2022Measuring preferences over the temporal resolution of consumption uncertainty. (2022). Pfeiffer, Philipp ; Meissner, Thomas. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001964.

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2022Book-tax differences and risk: Does shareholder activism matter?. (2022). Shakil, Mohammad Hassan ; Tye, Wei Ling ; Ntim, Collins G ; Abdul, Nor Shaipah. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:48:y:2022:i:c:s1061951822000398.

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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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2022How persistent are unconventional monetary policy effects?. (2022). Neely, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560.

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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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2021Temporal disaggregation of business dynamics: New evidence for U.S. economy. (2021). Zanetti Chini, Emilio ; rossi, lorenza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000422.

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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.

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2022Asymmetric economic effects via the dependence structure of green bonds and financial stress index. (2022). Androulakis, Georgios ; Argyropoulou, Despoina ; Tsagkanos, Athanasios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000251.

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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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2022The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Channel. (2022). Arias-Rodriguez, Fernando ; Lozano-Espitia, Ignacio. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:4:s2666143822000266.

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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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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.

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2021The political allocation of green pork and its implications for federal climate policy. (2021). Landry, Joel R. In: Journal of Public Economics. RePEc:eee:pubeco:v:201:y:2021:i:c:s0047272721001195.

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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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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.

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2021Price of climate risk hedging under uncertainty. (2021). Evi, Eljko ; Xu, Wei ; Rubtsov, Alexey. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:165:y:2021:i:c:s0040162520312567.

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2022Transitions into and out of food insecurity: A probabilistic approach with panel data evidence from 15 countries. (2022). Spencer, Phoebe Girouard ; Chamorro, Andres Fernando ; Johannes, Bo Pieter ; Wang, Dieter. In: World Development. RePEc:eee:wdevel:v:159:y:2022:i:c:s0305750x2200225x.

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2022Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2022Forecasting local inflation with global inflation: when economic theory meets the facts. (2015). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:235.

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2022Forecast Revisions as Instruments for News Shocks. (2022). Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1341.

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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.
[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.
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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.
[Citation analysis]		article161
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: 161		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]		article2
1986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience. In: Journal of Business & Economic Statistics.
[Citation analysis]		article987
1985Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers.
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This paper has another version. Agregated cites: 987		paper
1994 Explorations into Factors Explaining Money Market Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article138
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 another 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 another 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]		article21
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]		article818
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 another version. Agregated cites: 7		paper
1982Optimal Control of the Money Supply.(1982) In: NBER Working Papers.
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This paper has another 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]		article7
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]		article29
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]		paper428
1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 428		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]		paper103
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]		article10
2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper29
2022Measuring comprehensive carbon prices of national climate policies In: Climate Policy.
[Full Text][Citation analysis]		article0

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