… (Litterman and Supel 1983), to control the money supply (Litterman 1982), and to measure
the costs of intermediate targeting by the Federal Reserve System (Litterman 1984b). …

This thesis presents the theory and application of using vector autoregressive techniques
for estimating and forecasting dynamic macroeconomic relationships. The major innovation …

… Work on this paper was initiated in 1980 at the Massachusetts Institute of Techno1or where
Litterman was an assistant professor and Weiss was visiting. We are indebted to too many of …

This article describes a technique for distributing quarterly time series across monthly values.
The method generalizes an approach described by Fernández (1981). The article also …

Pricing greenhouse-gas (GHG) emissions involves making trade-offs between consumption
today and unknown damages in the (distant) future. While decision making under risk and …

Pricing greenhouse gas emissions is a risk management problem. It involves making trade-offs
between consumption today and unknown and potentially catastrophic damages in the (…

… Litterman has a Ph.D. in economics from the University of Minnesota and was a member
of MIT's Department of Economics before joining the research staff of the Federal Reserve …

This paper describes a Bayesian specification procedure used to generate a vector
autoregressive model for forecasting macroeconomic variables. The specification search is over …

… We have also followed the Bayesian procedures suggested by Litterman (1981) for fore…
prior of the type described by Litterman (1981). A schematic representation of this prior is …

Managing market exposure. КОРЗИНА ПОИСК НАВИГАТОР ЖУРНАЛЫ КНИГИ
ПАТЕНТЫ ПОИСК АВТОРЫ ОРГАНИЗАЦИИ КЛЮЧЕВЫЕ СЛОВА РУБРИКАТОР …