… (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 …

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 …

This paper reexamines both monthly and quarterly US postwar data to investigate if the
observed comovements between money, real interestrates, prices and output are compatible …

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 …

Using optimal control theory and a vector autoregressive representation of the relationship
between money and interest rates, one can derive a feedback control procedure which …

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