Robert Litterman : Citation Profile


Are you Robert Litterman?

11

H index

12

i10 index

1720

Citations

RESEARCH PRODUCTION:

17

Articles

15

Papers

RESEARCH ACTIVITY:

   37 years (1979 - 2016). See details.
   Cites by year: 46
   Journals where Robert Litterman has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 8 (0.46 %)

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   Permalink: http://citec.repec.org/pli374
   Updated: 2020-10-17    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 (88)

Miller, Stephen (50)

Marcellino, Massimiliano (46)

Carriero, Andrea (45)

Giannone, Domenico (35)

Kabundi, Alain (32)

Korobilis, Dimitris (31)

Clark, Todd (30)

Koop, Gary (27)

Österholm, Pär (23)

Ricco, Giovanni (23)

Cites to:

Sargent, Thomas (8)

Sims, Christopher (7)

Barro, Robert (6)

Weitzman, Martin (6)

Epstein, Larry (5)

Zeckhauser, Richard (4)

Leamer, Edward (3)

Weitzman, Martin (3)

Lucas, Robert (3)

Pindyck, Robert (3)

Farhi, Emmanuel (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 (2020 and 2019)


YearTitle of citing document
2019An evaluation of the forecast performance of DSGE and VAR Models: The case of a developing country. (2019). Haider, Adnan ; Ahmad, Shahzad. In: Business Review. RePEc:aho:journl:v:14:y:2019:i:1:p:28-52.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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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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2019A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2019). Ankargren, Sebastian ; Yang, Yukai ; Unosson, Maans. In: Papers. RePEc:arx:papers:1911.09151.

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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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2019Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527.

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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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2020Inference 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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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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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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2019INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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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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2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0788.

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2019Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0841.

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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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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2019The New Drivers of Fear of Floating: Evidence from Latin America. (2019). Malagón, Jonathan ; Camila, Orbegozo ; Jonathan, Malagon. In: Journal of Globalization and Development. RePEc:bpj:globdv:v:10:y:2019:i:1:p:17:n:1.

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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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2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

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2019Interest Rates, Money, and Economic Activity. (2019). Serletis, Apostolos ; Dery, Cosmas. In: Working Papers. RePEc:clg:wpaper:2019-16.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2019Chinese Financial Conditions and their Spillovers to the Global Economy and Markets. (2019). Martinez, Carolina ; Lawson, Jeremy ; Fu, Rong ; Watt, Abigail. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14065.

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2019Proxy VAR Models in a Data-Rich Environment. (2019). Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1831.

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2019Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena . In: Working Paper Series. RePEc:ecb:ecbwps:20192227.

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2019Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192244.

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2019Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2019). Miescu, Mirela S ; Lodge, David ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192248.

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2019Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box. (2019). onorante, luca ; Martinez-Martin, Jaime ; Piersanti, Fabio M ; Morris, Richard. In: Working Paper Series. RePEc:ecb:ecbwps:20192335.

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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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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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2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

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2019Financialization and the macroeconomy. Theory and empirical evidence. (2019). Reyes-Ortiz, Luis ; Lagoarde-Segot, Thomas ; Gimet, Celine. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:89-110.

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2019Measuring the aggregate effects of the Brazilian Development Bank on investment. (2019). Barboza, Ricardo ; de Menezes, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:223-236.

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2019Climate risks and market efficiency. (2019). Hong, Harrison ; Xu, Jiangmin ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

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2019Priors about observables in vector autoregressions. (2019). Jarociński, Marek ; Marcet, Albert ; Jarociski, Marek. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:238-255.

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2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. (2019). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:137-154.

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2019Adaptive hierarchical priors for high-dimensional vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:241-271.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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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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2019Financial and fiscal interaction in the Euro Area crisis: This time was different. (2019). Ricco, Giovanni ; Caruso, Alberto ; Reichlin, Lucrezia. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:333-355.

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2019News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions. (2019). Feuerriegel, Stefan ; Gordon, Julius. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:1:p:162-175.

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2019Oil prices, unemployment and the financial crisis in oil-importing countries: The case of Spain. (2019). Cuestas, Juan ; Monfort, Mercedes ; Ordoez, Javier. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:625-634.

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2019The importance of the financial system for the current account in Sweden: A sectoral approach. (2019). Shahnazarian, Hovick ; Spnberg, Erik. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:91-103.

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2019Macroeconomic forecasting for Australia using a large number of predictors. (2019). Hyndman, Rob ; Jiang, Bin ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Vahid, Farshid. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633.

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2019New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031.

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2019Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Rua, Antonio ; Hassani, Hossein. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1263-1272.

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2019Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1658-1668.

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2019Forecasting economic activity with mixed frequency BVARs. (2019). Justiniano, Alejandro ; Butters, Andrew R ; Brave, Scott A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1692-1707.

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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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2019Bank size, returns to scale, and cost efficiency. (2019). Miles, Bradley ; Sapci, Ayse. In: Journal of Economics and Business. RePEc:eee:jebusi:v:105:y:2019:i:c:s0148619518301152.

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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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2019Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR. (2019). Auer, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:142-166.

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2019Economic growth in the era of unconventional monetary instruments: A FAVAR approach. (2019). Fiorelli, Cristiana ; Meliciani, Valentina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305839.

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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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2019Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Noor, Farzana ; Iqbal, Farhan ; Akbar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:154-164.

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2019Technology imports and self-innovation in the context of innovation quality. (2019). Li, Huiyang ; Yu, Liping ; Duan, Yunlong ; Wang, Zuogong. In: International Journal of Production Economics. RePEc:eee:proeco:v:214:y:2019:i:c:p:44-52.

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2019Does PPI lead CPI IN Brazil?. (2019). da Rocha, Roberto Ivo. In: International Journal of Production Economics. RePEc:eee:proeco:v:214:y:2019:i:c:p:73-79.

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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). Dowling, Michael ; Jalan, Akanksha ; Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:150-155.

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2019Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:55-66.

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2019Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19.

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2019An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45.

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2019Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua . In: CAMA Working Papers. RePEc:een:camaaa:2019-61.

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2019Estimates of quarterly GDP growth using MIDAS regressions. (2019). Franses, Philip Hans ; P H, ; Ooft, G ; Bhaghoe, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:118667.

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2019Penalized Estimation of Panel Vector Autoregressive Models. (2019). Schnucker, A M. In: Econometric Institute Research Papers. RePEc:ems:eureir:122072.

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2019The impact of foreign demand on Cyprus house prices. (2019). Thucydides, George ; Michail, Nektarios A. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:13:y:2019:i:2:p:48-71.

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2019Federal Reserve Structure, Economic Ideas, and Monetary and Financial Policy. (2019). Prescott, Edward ; Bordo, Michael. In: Working Papers. RePEc:fip:fedcwq:191300.

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2019Introducing the Distributional Financial Accounts of the United States. (2019). Nielsen, Eric ; Briggs, Joseph ; Shatto, Molly ; Reber, Sarah ; Moore, Kevin B ; McIntosh, Susan Hume ; Holmquist, Elizabeth Ball ; Bricker, Jesse ; Henriques, Alice M ; Batty, Michael M ; Sweeney, Tom ; Sommer, Kamila. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-17.

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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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2019Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems. (2019). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:8-:d:212762.

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2019U.S. Interest Rate and Household Debt Sustainability: The Case of Korea. (2019). Park, Hail ; Son, Jong Chil. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3759-:d:247013.

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

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-02091035.

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2019La relación entre robo y desempleo de varones jóvenes en México, 2005-2017. (2019). Salas, Emmanuel Gerardo ; Diaz, Eduardo Loria . In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:3:p:433-446.

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2019Are there asymmetries in the interaction between housing prices and housing credit? Evidence from a country with rapid credit accumulation. (2019). Kukk, Merike ; Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/06.

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2019Current account and structural change in European transition economies. (2019). Cuestas, Juan ; Coleman, Simeon. In: Working Papers. RePEc:jau:wpaper:2019/08.

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2019Quantile regressions, asymmetric adjustment and crisis: the case of EU real exchange rates. (2019). Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/09.

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2019Real exchange rates and competitiveness in Central and Eastern Europe: have they fundamentally changed?. (2019). Cuestas, Juan ; Ordoez, Javier ; Monfort, Mercedes. In: Working Papers. RePEc:jau:wpaper:2019/12.

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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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2019Unit labour costs and the dynamics of output and unemployment in the southern European crisis countries. (2019). Cuestas, Juan ; Staehr, Karsten ; Ordoez, Javier. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:3:d:10.1007_s10663-018-9410-1.

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2019Lithuanian house price index: modelling and forecasting. (2019). Reichenbachas, Tomas ; Gudauskait, Laura ; Ramanauskas, Tomas ; Narusevicius, Laurynas. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:28.

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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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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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2020The 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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2019A Classical View of the Business Cycle. (2019). Ireland, Peter ; Belongia, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26056.

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2019Federal Reserve Structure, Economic Ideas, and Monetary and Financial Policy. (2019). Bordo, Michael ; Prescott, Edward S. In: NBER Working Papers. RePEc:nbr:nberwo:26098.

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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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2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

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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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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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article127
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: 127
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1986A Statistical Approach to Economic Forecasting. In: Journal of Business & Economic Statistics.
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article25
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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article723
1985Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers.
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This paper has another version. Agregated cites: 723
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1994 Explorations into Factors Explaining Money Market Returns. In: Journal of Finance.
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article130
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
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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
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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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1984Specifying vector autoregressions for macroeconomic forecasting In: Staff Report.
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paper13
1986Forecasting and conditional projection using realistic prior distribution In: Staff Report.
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paper403
1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 403
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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paper86
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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paper18

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