Robert Litterman : Citation Profile


14

H index

14

i10 index

3112

Citations

RESEARCH PRODUCTION:

27

Articles

15

Papers

RESEARCH ACTIVITY:

   43 years (1979 - 2022). See details.
   Cites by year: 72
   Journals where Robert Litterman has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 8 (0.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli374
   Updated: 2025-05-10    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)

Sims, Christopher (7)

Epstein, Larry (7)

Barro, Robert (7)

Weitzman, Martin (5)

Sterner, Thomas (5)

Zeckhauser, Richard (4)

Strzalecki, Tomasz (4)

Newell, Richard (4)

Lemoine, Derek (4)

Main data


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

Recent works citing Robert Litterman (2025 and 2024)


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

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2025Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025tempdisagg: A Python Framework for Temporal Disaggregation of Time Series Data. (2025). Vera-Jaramillo, Jaime. In: Papers. RePEc:arx:papers:2503.22054.

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

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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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). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. 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). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; 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, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413.

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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: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2024Fiscal Impacts of Climate Anomalies. (2024). Sterken, Elmer ; Jacobs, Jan ; Pintus, Francesco Jacopo. 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: Discussion Papers. RePEc:cfm:wpaper:2405.

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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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2024Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817.

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2025Filling the gap: the geographical allocation of euro area portfolio investment liabilities and related income. (2025). Rodríguez Caloca, Antonio ; Incardona, Rocco ; Bosetti, Isabella. In: Statistics Paper Series. RePEc:ecb:ecbsps:202550.

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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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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Bokan, Nikola ; Comazzi, Fabio Alberto ; Araujo, Douglas. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. 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). Creal, Drew ; Kim, Jaeho. 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). Chen, Zhuo ; Tao, Libin ; Liu, Jinyu ; Lu, Andrea. 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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2024The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003049.

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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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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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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 ; Edenhofer, Ottmar ; Tahri, Ibrahim. 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). Ordóñez, Javier ; Cuestas, Juan ; Monfort, Mercedes ; Ordoez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:618-628.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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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 ; Zouaoui, Riadh ; Guesmi, Khaled ; Rachdi, Houssem ; 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 ; Carli, Federico ; Riccomagno, Eva ; Pesce, Elena. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000326.

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2024Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124234.

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2024Bayesian Approach to Forecasting Aggregate Taxes of the Republic of Armenia. (2024). Karapetyan, Narek N ; Yakovleva, Irina I ; Petrosyan, Garik A ; Votinov, Anton I ; Margaryan, Andranik A ; Sokolov, Aleksei N. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240304:p:51-67.

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2025Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework. (2025). Li, Mengheng ; Kapoor, Gaurav ; Zhang, Wenjun ; 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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2024Striking a Bargain: Narrative Identification of Wage Bargaining Shocks. (2024). Sokol, Andrej ; Budrys, Žymantas ; Porqueddu, Mario. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:121.

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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: Economics Series Working Papers. RePEc:oxf:wpaper:1033.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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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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2025A Brief Note on Thailand Household Debt Dynamics, Fisher Effects, and Monetary Policy Transmission. (2025). Pangsapa, Teerapap ; Kongphalee, Thanaphol ; Gongsiang, Maneerat. In: PIER Discussion Papers. RePEc:pui:dpaper:231.

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2024The bank lending channel of monetary policy transmission in South Africa. (2024). Viegi, Nicola ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:rbz:wpaper:11072.

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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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2024Carbon Dioxide as a Risky Asset. (2024). Wagner, Gernot ; Proistosescu, Cristian ; Bauer, Adam Michael. In: Climatic Change. RePEc:spr:climat:v:177:y:2024:i:5:d:10.1007_s10584-024-03724-3.

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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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2024On the time-varying effects of the ECB’s asset purchases. (2024). Zlobins, Andrejs. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02529-0.

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2024Indirect estimation of the monthly transport turnover indicator in Italy. (2024). Moauro, Filippo ; Guardabascio, Barbara ; Mosley, Luke. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02571-6.

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2025Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

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2024Mapping Structural Break and Sectoral Movement on Female Employment in India Since 1991. (2024). Mohapatra, Souryabrata ; Sahoo, Dukhabandhu ; Mishra, Surbhi. In: The Indian Journal of Labour Economics. RePEc:spr:ijlaec:v:67:y:2024:i:3:d:10.1007_s41027-024-00512-6.

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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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2024Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2024). Baumann, Ursel ; Miescu, Mirela S ; Lodge, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:76-90.

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2025Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach. (2025). Grant, Everett ; Yung, Julieta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:111-130.

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2024Relative monetary policy and exchange rates. (2024). Karau, Sren. In: Discussion Papers. RePEc:zbw:bubdps:305278.

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2024Investigating the effect of green finance initiatives on renewable energy penetration in Europe. (2024). Szendrei, Tibor ; Ersoy, Erkal ; Mohammed, Mustapha ; Eross, Andrea. In: Accountancy, Economics, and Finance Working Papers. RePEc:zbw:hwuaef:299236.

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2024Equalizing Monetary Policy - the Earnings Heterogeneity Channel in Action. (2024). Groiss, Martin. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302346.

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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 nother version. Agregated cites: 2
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1983A Random Walk, Markov Model for the Distribution of Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]
article189
1983A random walk, Markov model for the distribution of time series.(1983) In: Staff Report.
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This paper has nother version. Agregated cites: 189
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.
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article1075
1985Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers.
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This paper has nother version. Agregated cites: 1075
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1994 Explorations into Factors Explaining Money Market Returns. In: Journal of Finance.
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article146
1985Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data. In: Econometrica.
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article110
1984Money, real interest rates, and output: a reinterpretation of postwar U.S. data.(1984) In: Staff Report.
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This paper has nother version. Agregated cites: 110
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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 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.
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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.
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article818
1982Optimal control of the money supply In: Quarterly Review.
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article7
1983Optimal control of the money supply.(1983) In: Staff Report.
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This paper has nother version. Agregated cites: 7
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1982Optimal Control of the Money Supply.(1982) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
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1982As the nations economy goes, so goes Minnesotas In: Quarterly Review.
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1983Using vector autoregressions to measure the uncertainty in Minnesotas revenue forecasts In: Quarterly Review.
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1983District conditions / a midyear report In: Quarterly Review.
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1984Above-average national growth in 1985 and 1986 In: Quarterly Review.
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1984Forecasting and policy analysis with Bayesian vector autoregression models In: Quarterly Review.
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1985How monetary policy in 1985 affects the outlook In: Quarterly Review.
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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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1986Forecasting and conditional projection using realistic prior distribution In: Staff Report.
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1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
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1984Forecasting with Bayesian vector autoregressions four years of experience In: Staff Report.
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1979Techniques of forecasting using vector autoregressions In: Working Papers.
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1984The costs of intermediate targeting In: Working Papers.
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1998Building a coherent risk measurement and capital optimisation model for financial firms In: Economic Policy Review.
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2019Declining CO 2 price paths In: Proceedings of the National Academy of Sciences.
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2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers.
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2022Measuring comprehensive carbon prices of national climate policies In: Climate Policy.
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2006Fischer Black and the Revolutionary Idea of Finance (a review) In: Financial Analysts Journal.
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2011Who Should Hedge Tail Risk? In: Financial Analysts Journal.
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2011Pricing Climate Change Risk Appropriately In: Financial Analysts Journal.
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2012Future Directions for Investment Management—Call for Papers In: Financial Analysts Journal.
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2012An Experienced View on Markets and Investing In: Financial Analysts Journal.
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2014Exotic Beta Revisited In: Financial Analysts Journal.
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2014Past, Present, and Future Financial Thinking In: Financial Analysts Journal.
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2015David Swensen on the Fossil Fuel Divestment Debate In: Financial Analysts Journal.
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