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Author:Litterman, Robert B. 

Working Paper
The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions

Optimal control theory can be combined with the probability structure of a vector autoregression to investigate the tradeoffs available to policymakers. Such an approach obtains results based on a minimal set of assumptions about the economy and the structure of policy actions. This paper takes this approach to analyze the potential effectiveness of countercyclical monetary policy.
Working Papers , Paper 297

Journal Article
Forecasting and policy analysis with Bayesian vector autoregression models

Quarterly Review , Volume 8 , Issue Fall

Journal Article
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts

Quarterly Review , Volume 7 , Issue Spr

Journal Article
District conditions / a midyear report

Quarterly Review , Volume 7 , Issue Spr

Journal Article
As the nation's economy goes, so goes Minnesota's

Quarterly Review , Volume 6 , Issue Spr / Sum

Report
Money, real interest rates, and output: a reinterpretation of postwar U.S. data

The claim that bad money drives out good is one of the oldest and most cited in economics. Economists refer to this claim as Gresham?s law. Yet despite its seemingly universal acceptance, this claim does not warrant its status as a law. We find it has no convincing explanations and many overlooked exceptions. We propose an alternative hypothesis based on the costs of using a medium of exchange at a nonpar price: small-denomination currency undervalued at the mint tends to disappear from circulation while large-denomination currency usually circulates at premium. Examining a variety of ...
Staff Report , Paper 89

Report
Forecasting and conditional projection using realistic prior distribution

This paper develops a forecasting procedure based on a Bayesian method for estimating vector autoregressions. We apply the procedure to 10 macroeconomic variables and show that it produces more accurate out-of-sample forecasts than univariate equations do. Although cross-variable responses are damped by the prior, our estimates capture considerable interaction among the variables. ; We provide unconditional forecasts as of 1982:12 and 1983:3. We also describe how a model such as this can be used to make conditional projections and analyze policy alternatives. As an example, we analyze a ...
Staff Report , Paper 93

Report
Optimal control of the money supply

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 defines the best possible tradeoff between money supply fluctuations and interest rate volatility and which could be used to reduce both from their current levels.
Staff Report , Paper 82

Report
Specifying vector autoregressions for macroeconomic forecasting

This paper describes a Bayesian specification procedure used to generate a vector autoregressive model for forecasting macroeconomic variables. The specification search is over parameters of a prior. This quasi-Bayesian approach is viewed as a flexible tool for constructing a filter which optimally extracts information about the future from a set of macroeconomic data. The procedure is applied to a set of data and a consistent improvement in forecasting performance is documented.
Staff Report , Paper 92

Report
Forecasting with Bayesian vector autoregressions four years of experience

Replaced by Working Paper 274 (July 1985)
Staff Report , Paper 95

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