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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
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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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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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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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A statistical approach to economic forecasting
Litterman, Robert Bruce - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001007488
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Building a coherent risk measurement and capital optimisation model for financial firms
Shepheard-Walwyn, Tim - In: Economic policy review 4 (1998) 3, pp. 171-182
Persistent link: https://www.econbiz.de/10001338723
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Global portfolio optimization
Black, Fischer - In: Financial analysts' journal : FAJ 48 (1992) 5, pp. 28-43
Persistent link: https://www.econbiz.de/10001134880
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Corporate bond valution and the term structure of credit spreads
Litterman, Robert Bruce - In: The journal of portfolio management : a publication of … 17 (1991) 3, pp. 52-64
Persistent link: https://www.econbiz.de/10001103970
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A liquid market index of Japanese Government bonds
Litterman, Robert Bruce - In: The journal of fixed income 1 (1991) 2, pp. 60-68
Persistent link: https://www.econbiz.de/10001112217
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Explorations into factors explaining money market returns
Knez, Peter J. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1861-1882
Persistent link: https://www.econbiz.de/10001174943