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1
Modern investment management : an equilibrium approach
Litterman, Robert Bruce
-
2003
Persistent link: https://www.econbiz.de/10001713102
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2
The limits of counter-cyclical monetary policy : an analysis based on optimal control theory and vector autoregressions
Litterman, Robert Bruce
Persistent link: https://www.econbiz.de/10001268041
Saved in:
3
Returns from alpha and beta : an equilibrium approach to investing
Litterman, Robert Bruce
- In:
Central bank reserve management : new trends, from …
,
(pp. 175-180)
.
2007
Persistent link: https://www.econbiz.de/10003529501
Saved in:
4
A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce
-
1980
-
Rev
Persistent link: https://www.econbiz.de/10000909115
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5
How monetary policy in 1985 affects the outlook
Litterman, Robert Bruce
- In:
Federal Reserve Bank of Minneapolis quarterly review
9
(
1985
)
4
,
pp. 2-13
Persistent link: https://www.econbiz.de/10001008657
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6
Optimal control of the money supply
Litterman, Robert Bruce
-
1983
Persistent link: https://www.econbiz.de/10000702691
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7
A random walk, Markov model for the distribution of time series
Litterman, Robert Bruce
-
1983
Persistent link: https://www.econbiz.de/10000702700
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8
A use of index models in macroeconomic forecasting
Litterman, Robert Bruce
-
1982
Persistent link: https://www.econbiz.de/10000703204
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9
Recession or recovery, an evaluation based on BVAR models
Litterman, Robert Bruce
- In:
The Economic outlook : for ... ; papers presented to …
(
1987
),
pp. 221-240
Persistent link: https://www.econbiz.de/10001042041
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10
Forecasting with Bayesian vector autoregressions : 5 years of experience
Litterman, Robert Bruce
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
1
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001007486
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