Robert Litterman : Citation Profile

14

H index

14

i10 index

3095

Citations

RESEARCH PRODUCTION:

27

Articles

15

Papers

RESEARCH ACTIVITY:

   43 years (1979 - 2022). See details.
   Cites by year: 71
   Journals where Robert Litterman has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 8 (0.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli374
   Updated: 2025-03-22    RAS profile: 2025-03-14    
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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 (129)

Marcellino, Massimiliano (82)

Carriero, Andrea (81)

Miller, Stephen (69)

Clark, Todd (60)

Ricco, Giovanni (59)

Koop, Gary (55)

Österholm, Pär (48)

Korobilis, Dimitris (48)

Giannone, Domenico (47)

Miranda-Agrippino, Silvia (46)

Cites to:

Nordhaus, William (8)

Sargent, Thomas (8)

Barro, Robert (7)

Sims, Christopher (7)

Epstein, Larry (7)

Weitzman, Martin (5)

Sterner, Thomas (5)

Strzalecki, Tomasz (4)

Newell, Richard (4)

Zeckhauser, Richard (4)

Lemoine, Derek (4)

Main data

Production by document typearticlepaper19801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220k1k2kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents1234567891011121314151605001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Robert Litterman has published?

Journals with more than one article published# docs
Financial Analysts Journal8
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2024Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491.

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2024The evolving international effects of Chinas government spending. (2024). Zhang, Wen. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1851-1869.

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2025Distributional Dynamics. (2025). Bayer, Christian ; Calderon, Luis ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2025Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024.

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2024Fiscal Impacts of Climate Anomalies. (2024). Jacobs, Jan ; Pintus, Francesco Jacopo ; Sterken, Elmer. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11548.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000927.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024Mitigating disaster risks caused by carbon emissions. (2024). Meng, Weizhen ; Li, Shilin ; Yang, Jinqiang. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s016517652400301x.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Bayesian estimation of cluster covariance matrices of unknown form. (2024). Kim, Jaeho ; Creal, Drew. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s030440762400071x.

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2024The impact of monetary policy shocks on net worth and consumption across races in the United States. (2024). Gomez-Fernandez, Nerea ; Albert, Juan-Francisco. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001176.

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2024The asymmetric effects of temperature shocks on inflation in the largest euro area countries. (2024). Ciccarelli, Matteo ; Kuik, Friderike ; Hernandez, Catalina Martinez. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s001429212400134x.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006990.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach. (2024). Zhang, XU ; Xu, Wenting ; Ozturk, Ilhan ; Rauf, Abdul. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024290.

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2024Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2024Asset pricing and the carbon beta of externalities. (2024). Lessmann, Kai ; Tahri, Ibrahim ; Edenhofer, Ottmar. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000433.

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2024Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024Have real exchange rates and competitiveness in Central and Eastern Europe fundamentally changed?. (2024). Cuestas, Juan ; Ordoez, Javier ; Monfort, Mercedes. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:618-628.

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2024ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Wee, Jung Bum ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003678.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Guesmi, Khaled ; Rachdi, Houssem ; Zouaoui, Riadh ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2024Combination of autoregressive graphical models and time series bootstrap methods for risk management in marine insurance. (2024). Porro, Francesco ; Pesce, Elena ; Carli, Federico ; Riccomagno, Eva. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000326.

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2025Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework. (2025). Kapoor, Gaurav ; Zhang, Wenjun ; Li, Mengheng ; Wichitaksorn, Nuttanan. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:2-:d:1562219.

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2024From Multidimensional Ornstein - Uhlenbeck Process to Bayesian Vector Autoregressive Process. (2024). , Lewis. In: Journal of Mathematics Research. RePEc:ibn:jmrjnl:v:15:y:2024:i:1:p:32.

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2024The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03212024.

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2024Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9.

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2024Social Costs of Methane and Carbon Dioxide in a Tipping Climate. (2024). Wiskich, Anthony. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:5:d:10.1007_s10640-024-00864-z.

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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs. (2025). Schorfheide, Frank ; Gonzalez-Casasus, Oriol. In: PIER Working Paper Archive. RePEc:pen:papers:25-003.

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2024Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach. (2024). Sengupta, Bodhisattva ; Sarkar, Agnirup ; Kumar, Anshul. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:143-168.

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2024Tips and tricks for Bayesian VAR models in gretl. (2024). Pedini, Luca. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-024-01492-3.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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Works by Robert Litterman:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article183
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: 183		paper
1986A Statistical Approach to Economic Forecasting. In: Journal of Business & Economic Statistics.
[Citation analysis]		article33
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]		article1066
1985Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1066		paper
1994 Explorations into Factors Explaining Money Market Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article146
1985Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data. In: Econometrica.
[Full Text][Citation analysis]		article110
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: 110		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: 110		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]		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 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]		paper111
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]		article19
2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper35
2022Measuring comprehensive carbon prices of national climate policies In: Climate Policy.
[Full Text][Citation analysis]		article2
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