13
H index
14
i10 index
3014
Citations
| 13 H index 14 i10 index 3014 Citations RESEARCH PRODUCTION: 19 Articles 15 Papers RESEARCH ACTIVITY: 43 years (1979 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli374 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Quarterly Review | 7 |
Journal of Business & Economic Statistics | 4 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Report / Federal Reserve Bank of Minneapolis | 7 |
NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
Working Papers / Federal Reserve Bank of Minneapolis | 4 |
Year | Title of citing document |
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2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper |
2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper |
2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper |
2023 | The Anatomy of Small Open Economy Productivity Trends. (2023). Thoenissen, Christoph ; Theodoridis, Konstantinos ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:23-05. Full description at Econpapers || Download paper |
2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper |
2023 | Dating business cycles in the United Kingdom, 1700–2010. (2023). Lennard, Jason ; Broadberry, Stephen ; Thomas, Ryland ; Chadha, Jagjit S. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:4:p:1141-1162. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Carbon Dioxide as a Risky Asset. (2023). Wagner, Gernot ; Proistosescu, Cristian ; Bauer, Adam Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10278. Full description at Econpapers || Download paper |
2023 | Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407. Full description at Econpapers || Download paper |
2023 | Unraveling the Impact of Higher Uncertainty on Profits and Inflation. (2023). Kara, Engin ; Pirzada, Ahmed. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10587. Full description at Econpapers || Download paper |
2023 | El monitoreo del sector de la construcción en el Valle del Cauca. (2023). Ceron-Ordoez, Julieth ; Vidal-Alejandro, Pavel ; Rodriguez, Seydyss Garay. In: Apuntes del Cenes. RePEc:col:000152:020301. Full description at Econpapers || Download paper |
2023 | Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445. Full description at Econpapers || Download paper |
2023 | The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02. Full description at Econpapers || Download paper |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:crs:wpaper:2023-04. Full description at Econpapers || Download paper |
2023 | The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3. Full description at Econpapers || Download paper |
2023 | The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798. Full description at Econpapers || Download paper |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper |
2023 | Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840. Full description at Econpapers || Download paper |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper |
2023 | Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009. Full description at Econpapers || Download paper |
2023 | On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x. Full description at Econpapers || Download paper |
2023 | Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642. Full description at Econpapers || Download paper |
2023 | High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628. Full description at Econpapers || Download paper |
2023 | Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028. Full description at Econpapers || Download paper |
2023 | Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557. Full description at Econpapers || Download paper |
2023 | Inflation and wage growth since the pandemic: A comment. (2023). Lenza, Michele. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001678. Full description at Econpapers || Download paper |
2023 | The relationship between oil price changes and economic growth in Canadian provinces: Evidence from a quantile-on-quantile approach. (2023). Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002876. Full description at Econpapers || Download paper |
2023 | The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377. Full description at Econpapers || Download paper |
2023 | Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156. Full description at Econpapers || Download paper |
2023 | Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404. Full description at Econpapers || Download paper |
2023 | Trade barriers and CO2. (2023). Sharma, Rishi R ; Klotz, Richard. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000120. Full description at Econpapers || Download paper |
2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper |
2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper |
2023 | Quantifying the uncertainty of long-term macroeconomic projections. (2023). Demirel, Ufuk ; Otterson, James. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070423000010. Full description at Econpapers || Download paper |
2023 | Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757. Full description at Econpapers || Download paper |
2023 | Managing natural resource prices in a geopolitical risk environment. (2023). Mzoughi, Hela ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003392. Full description at Econpapers || Download paper |
2023 | A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333. Full description at Econpapers || Download paper |
2023 | Threats to central bank independence: High-frequency identification with twitter. (2023). Kung, Howard ; Kind, Thilo ; Gomez-Cram, Roberto ; Bianchi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:37-54. Full description at Econpapers || Download paper |
2023 | Is entropy an indicator of port traffic predictability? The evidence from Chinese ports. (2023). Grifoll, Manel ; Huang, Dong ; Lin, Qin ; Feng, Hongxiang ; Yang, Dong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000389. Full description at Econpapers || Download paper |
2023 | Climate risk disclosure and stock price crash risk: The case of China. (2023). Lin, Boqiang ; Wu, Nan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:21-34. Full description at Econpapers || Download paper |
2023 | The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609. Full description at Econpapers || Download paper |
2023 | Analyzing the emotional impact of COVID-19 with Twitter data: Lessons from a B-VAR analysis on Italy. (2023). Vainieri, Milena ; Puliga, Michelangelo ; Lopreite, Milena ; de Rosis, Sabina. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123001106. Full description at Econpapers || Download paper |
2023 | Federal Reserve Structure and the Production of Monetary Policy Ideas. (2023). Prescott, Edward ; Bordo, Michael. In: Working Papers. RePEc:fip:fedcwq:97331. Full description at Econpapers || Download paper |
2023 | Understanding the Global Drivers of Inflation: How Important are Oil Prices?. (2023). Yilmazkuday, Hakan ; Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: Working Papers. RePEc:fiu:wpaper:2301. Full description at Econpapers || Download paper |
2023 | Energy Price Shocks and Current Account Balances: Evidence from Emerging Market and Developing Economies. (2023). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Working Papers. RePEc:fiu:wpaper:2305. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Quantifying Causality between Climate Change and Credit Risk: A Bibliometric Study and Research Agenda. (2023). Twinomurinzi, Hossana ; Mngadi, Noluthando. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9319-:d:1167221. Full description at Econpapers || Download paper |
2023 | The Evolving Academic Field of Climate Finance. (2023). Tufano, Peter ; Gasparini, Matteo. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:23-057. Full description at Econpapers || Download paper |
2023 | Intuit QuickBooks Small Business Index: A New Employment Series for the US, Canada, and the UK. (2023). cilasun, seyit ; Akcigit, Ufuk ; Ocakverdi, Eren ; Miranda, Javier ; Chhina, Raman ; Serrano-Velarde, Nicolas. In: Jena Economics Research Papers. RePEc:jrp:jrpwrp:2023-005. Full description at Econpapers || Download paper |
2023 | Macroeconomic effects of oil price shocks on an emerging market economy. (2023). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09445-w. Full description at Econpapers || Download paper |
2023 | Understanding the Global Drivers of Inflation: How Important are Oil Prices?. (2023). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Ohnsorge, Franziska ; Kose, Ayhan M. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2301. Full description at Econpapers || Download paper |
2023 | The Greek-Turkish rivalry: A Bayesian VAR approach. (2023). Kechrinioti, Alexandra ; Karamanis, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:116827. Full description at Econpapers || Download paper |
2023 | The inflation process in Portugal: the role of price spillovers. (2023). Quelhas, Joo ; Serra, Sara. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202305. Full description at Econpapers || Download paper |
2023 | Shedding lights on Leaning Against the Wind. (2023). Tancioni, Massimiliano ; Vassalli, Federica. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp234. Full description at Econpapers || Download paper |
2023 | The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis. (2023). Ngombe, John N ; Han, Joohun. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:11:y:2023:i:1:d:10.1186_s40100-023-00242-1. Full description at Econpapers || Download paper |
2023 | Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector. (2023). Ventosa-Santaulària, Daniel ; Lopez Marmolejo, Arnoldo ; Diaz, Gerardo Sebastian ; Ventosa-Santaularia, Daniel ; Lopez-Marmolejo, Arnoldo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02427-5. Full description at Econpapers || Download paper |
2023 | Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9. Full description at Econpapers || Download paper |
2023 | Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8. Full description at Econpapers || Download paper |
2023 | Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576. Full description at Econpapers || Download paper |
2023 | Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451. Full description at Econpapers || Download paper |
2023 | Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513. Full description at Econpapers || Download paper |
2023 | Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738. Full description at Econpapers || Download paper |
2023 | Shocks to transition risk. (2023). Zhang, Philipp ; Schuler, Yves ; Meinerding, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:042023. Full description at Econpapers || Download paper |
2023 | Banks net interest margin and changes in the term structure. (2023). Heckmann-Draisbach, Lotta ; Memmel, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:112023. Full description at Econpapers || Download paper |
2023 | Intuit QuickBooks Small Business Index: A new employment series for the US, Canada, and the UK. (2023). Serrano-Velarde, Nicolas ; Ocakverdi, Eren ; Miranda, Javier ; Cilasun, Seyit Mumin ; Chhina, Raman ; Akcigit, Ufuk. In: IWH Discussion Papers. RePEc:zbw:iwhdps:92023. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1987 | The 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] | article | 2 |
1986 | The 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 | |
1983 | A Random Walk, Markov Model for the Distribution of Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 173 |
1983 | A random walk, Markov model for the distribution of time series.(1983) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
1986 | A Statistical Approach to Economic Forecasting. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 29 |
1986 | Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 4 |
1986 | Forecasting with Bayesian Vector Autoregressions-Five Years of Experience. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1020 |
1985 | Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1020 | paper | |
1994 | Explorations into Factors Explaining Money Market Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 140 |
1985 | Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data. In: Econometrica. [Full Text][Citation analysis] | article | 109 |
1984 | Money, real interest rates, and output: a reinterpretation of postwar U.S. data.(1984) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
1983 | Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
1986 | A 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] | article | 24 |
1986 | Forecasting 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] | article | 822 |
1982 | Optimal control of the money supply In: Quarterly Review. [Full Text][Citation analysis] | article | 7 |
1983 | Optimal control of the money supply.(1983) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1982 | Optimal Control of the Money Supply.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1982 | As the nations economy goes, so goes Minnesotas In: Quarterly Review. [Full Text][Citation analysis] | article | 1 |
1983 | Using vector autoregressions to measure the uncertainty in Minnesotas revenue forecasts In: Quarterly Review. [Full Text][Citation analysis] | article | 9 |
1983 | District conditions / a midyear report In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
1984 | Above-average national growth in 1985 and 1986 In: Quarterly Review. [Full Text][Citation analysis] | article | 24 |
1984 | Forecasting and policy analysis with Bayesian vector autoregression models In: Quarterly Review. [Full Text][Citation analysis] | article | 34 |
1985 | How monetary policy in 1985 affects the outlook In: Quarterly Review. [Full Text][Citation analysis] | article | 3 |
1982 | A use of index models in macroeconomic forecasting In: Staff Report. [Full Text][Citation analysis] | paper | 0 |
1984 | Specifying vector autoregressions for macroeconomic forecasting In: Staff Report. [Full Text][Citation analysis] | paper | 14 |
1986 | Forecasting and conditional projection using realistic prior distribution In: Staff Report. [Full Text][Citation analysis] | paper | 431 |
1983 | Forecasting 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 | |
1984 | Forecasting with Bayesian vector autoregressions four years of experience In: Staff Report. [Full Text][Citation analysis] | paper | 6 |
1979 | Techniques of forecasting using vector autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 107 |
1984 | The costs of intermediate targeting In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
1998 | Building a coherent risk measurement and capital optimisation model for financial firms In: Economic Policy Review. [Full Text][Citation analysis] | article | 3 |
2019 | Declining CO 2 price paths In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] | article | 13 |
2016 | Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 31 |
2022 | Measuring comprehensive carbon prices of national climate policies In: Climate Policy. [Full Text][Citation analysis] | article | 2 |
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