Robert Litterman : Citation Profile

Are you Robert Litterman?

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H index

14

i10 index

3070

Citations

RESEARCH PRODUCTION:

19

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: 117.    Total self citations: 8 (0.26 %)

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   Permalink: http://citec.repec.org/pli374
   Updated: 2024-12-03    RAS profile: 2022-03-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Litterman.

Is cited by:

GUPTA, RANGAN (129)

Marcellino, Massimiliano (82)

Carriero, Andrea (81)

Miller, Stephen (69)

Clark, Todd (60)

Ricco, Giovanni (58)

Koop, Gary (57)

Korobilis, Dimitris (48)

Österholm, Pär (48)

Giannone, Domenico (47)

Miranda-Agrippino, Silvia (46)

Cites to:

Sargent, Thomas (8)

Nordhaus, William (8)

Barro, Robert (7)

Epstein, Larry (7)

Sims, Christopher (7)

Weitzman, Martin (5)

Sterner, Thomas (5)

Lemoine, Derek (4)

Zeckhauser, Richard (4)

Strzalecki, Tomasz (4)

Newell, Richard (4)

Main data

Where Robert Litterman has published?

Journals with more than one article published# docs
Quarterly Review7
Journal of Business & Economic Statistics4
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis7
Working Papers / Federal Reserve Bank of Minneapolis4
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Robert Litterman (2024 and 2023)

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

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

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

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2023Nowcasting 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.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023Energy 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.

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2023The Anatomy of Small Open Economy Productivity Trends. (2023). Thoenissen, Christoph ; Theodoridis, Konstantinos ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:23-05.

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2023S&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.

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2023Dating 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.

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

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2023Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407.

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2023Unraveling the Impact of Higher Uncertainty on Profits and Inflation. (2023). Kara, Engin ; Pirzada, Ahmed. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10587.

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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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2023El 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.

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2023Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445.

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

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

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2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

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2023On the transmission of us uncertainty shocks to the European labor market. (2023). de Souza, Michel C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00423.

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2023Changing the inflation target in emerging markets: the reward of reducing risk. (2023). Viegi, Nicola ; Pirozhkova, Ekaterina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00337.

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2023The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023Do 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.

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2023On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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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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2023Global 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.

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2023High-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.

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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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2023Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028.

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2023Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557.

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2023Inflation 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.

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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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2023The 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.

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2023The 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.

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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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2023Just “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.

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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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2023Green bonds: Do investors benefit from third-party certification?. (2023). Unsal, Omer ; Zirek, Duygu. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000674.

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2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

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2023Trade barriers and CO2. (2023). Sharma, Rishi R ; Klotz, Richard. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000120.

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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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2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Penalized 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.

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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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2023Quantifying the uncertainty of long-term macroeconomic projections. (2023). Demirel, Ufuk ; Otterson, James. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070423000010.

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2023Time-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.

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2023Managing 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.

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2023A 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.

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2023Threats 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.

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2023Is entropy an indicator of port traffic predictability? The evidence from Chinese ports. (2023). Grifoll, Manel ; Huang, Dong ; Lin, Qin ; Feng, Hongxiang ; Yang, Dong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000389.

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2023Climate risk disclosure and stock price crash risk: The case of China. (2023). Lin, Boqiang ; Wu, Nan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:21-34.

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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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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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2023The 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.

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2023Analyzing 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.

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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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2023Federal Reserve Structure and the Production of Monetary Policy Ideas. (2023). Prescott, Edward ; Bordo, Michael. In: Working Papers. RePEc:fip:fedcwq:97331.

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2023Understanding 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.

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2023Energy Price Shocks and Current Account Balances: Evidence from Emerging Market and Developing Economies. (2023). YILMAZKUDAY, HAKAN ; Lebrand, Mathilde ; Vasishtha, Garima. In: Working Papers. RePEc:fiu:wpaper:2305.

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2023.

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2023.

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2023Quantifying 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.

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2023The Evolving Academic Field of Climate Finance. (2023). Tufano, Peter ; Gasparini, Matteo. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:23-057.

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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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2023Intuit 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.

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2023Macroeconomic 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.

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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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2023Understanding 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.

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2023Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR. (2023). Jimenez, Alvaro ; Ganiko, Gustavo. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00520.

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2023The Greek-Turkish rivalry: A Bayesian VAR approach. (2023). Kechrinioti, Alexandra ; Karamanis, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:116827.

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2023The 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.

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2023Shedding lights on Leaning Against the Wind. (2023). Tancioni, Massimiliano ; Vassalli, Federica. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp234.

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2023The 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.

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2023Inverse 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.

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More than 100 citations found, this list is not complete...

Works by Robert Litterman:

YearTitleTypeCited
1987The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article2
1986The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions.(1986) In: Working Papers.
[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]		article180
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: 180		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]		article1051
1985Forecasting with Bayesian vector autoregressions five years of experience.(1985) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1051		paper
1994 Explorations into Factors Explaining Money Market Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article144
1985Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data. In: Econometrica.
[Full Text][Citation analysis]		article109
1984Money, real interest rates, and output: a reinterpretation of postwar U.S. data.(1984) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
1983Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
1986A statistical approach to economic forecasting : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 In: International Journal of Forecasting.
[Full Text][Citation analysis]		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]		article821
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.
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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]		paper432
1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 432		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]		paper110
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.
[Full Text][Citation analysis]		article3
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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