Access Statistics for Kenneth D. West

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 1 3 7 154 1 9 49 1,252
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 0 1 6 116
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 1 6 59 1 9 38 499
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 1 11 2 3 8 333
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 8 26 155 870 30 90 383 2,716
A Specification Test for Speculative Bubbles 2 16 46 182 8 30 84 345
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 1 1 9 49 3 8 28 780
A Utility Based Comparison of Some Models of Exchange Rate Volatility 1 2 7 74 3 10 35 628
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 4 48 4 10 40 273
A utility based comparison of some models of exchange rate volatility 5 10 12 12 11 24 38 281
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 2 8 36 316 4 15 59 1,324
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 3 8 37 220 8 27 148 867
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 10 75 3 5 52 375
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 3 10 35 262 23 55 149 1,121
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 2 2 8 41 7 15 44 169
Approximately normal tests for equal predictive accuracy in nested models 2 5 11 72 11 32 95 268
Asymptotic Inference About Predictive Ability 0 0 0 0 0 5 13 109
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 1 4 59
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 2 6 111 0 3 17 1,056
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 6 24 192
Automatic Lag Selection in Covariance Matrix Estimation 5 12 36 271 17 35 102 727
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 1 9 64 165 12 36 201 501
Dividend Innovations and Stock Price Volatility 4 20 62 212 18 65 234 670
Encompassing Tests When No Model Is Encompassing 0 3 13 85 0 12 33 345
Encompassing tests when no model is encompassing 0 1 1 67 1 2 4 410
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 1 8 2 2 10 110
Exchange Rates and Fundamentals 3 19 74 516 12 55 208 1,061
Exchange rates and fundamentals 6 10 37 534 8 19 74 1,114
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 1 10 146
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 33 1 1 13 282
Forecast Evaluation of Small Nested Model Sets 0 4 34 34 0 10 46 46
Forecast evaluation of small nested model sets 1 14 21 21 6 18 19 19
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 2 6 31 3 11 29 311
Inference about predictive ability 1 3 4 208 3 6 10 405
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 8 32 1 2 18 69
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 1 7 19 0 6 37 85
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 1 2 33 1 3 17 253
Integrated Regressors and Tests of the Permanent Income Hypothesis 1 3 6 38 4 13 23 103
Inventory Models 31 128 498 2,591 216 844 3,166 12,263
Land Prices and Business Fixed Investments in Japan 0 2 13 99 8 17 59 389
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 2 7 20 151 10 21 60 397
Model uncertainty and policy evaluation: some theory and empirics 1 2 6 57 3 8 27 134
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 1 6 12 150 2 13 42 363
Monetary policy and the volatility of real exchange rates in New Zealand 1 3 10 124 3 8 43 407
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 1 5 17 100 3 18 48 470
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 6 148 1 4 17 528
On the Interpretation of Near Random-Walk Behavior in GNP 1 3 10 19 3 10 29 100
Order Backlogs and Production Smoothing 1 1 5 16 7 8 24 100
Policy Evaluation in Uncertain Economic Environments 0 9 20 143 2 16 51 364
Policy evaluation in uncertain economic environments 0 1 2 27 1 4 10 63
Regression-Based Tests of Predictive Ability 0 2 6 251 1 8 17 1,026
Regression-Based Tests of Predictive Ability 3 6 27 316 8 23 89 1,400
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 4 29 0 2 17 433
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 1 3 12 89
Sources of Cycles in Japan, 1975-1987 0 0 2 18 1 1 12 297
Targeting Nominal Income: A Note 1 1 3 20 4 5 15 152
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 2 11 24 164 16 38 106 1,011
The Insensitivity of Consumption to News About Income 0 1 6 33 2 6 26 113
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 3 9 88
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 1 9 17 119
The Predictive Ability of Several Models of Exchange Rate Volatility 5 13 42 831 7 27 87 2,257
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 2 10 1 2 6 71
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 3 7 25 140 15 40 127 705
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 3 8 35 104 8 30 155 400
Total Working Papers 108 412 1,562 10,416 533 1,823 6,673 43,159
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model 0 0 0 0 0 1 22 210
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 49 169 472 1,473 93 298 915 3,654
A Specification Test for Speculative Bubbles 5 12 40 211 7 20 67 446
A Variance Bounds Test of the Linear Quadratic Inventory Model 1 2 9 76 1 4 23 314
A comparison of the behavior of Japanese and US inventories 0 0 0 1 0 0 1 9
A note on the econometric use of constant dollar inventory series 1 2 4 8 2 3 15 46
A note on the power of least squares tests for a unit root 1 8 12 27 1 9 15 49
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 4 8 23 1 7 26 77
A utility-based comparison of some models of exchange rate volatility 5 7 17 84 8 13 39 202
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 1 4 10 46 4 14 48 275
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison 2 3 9 23 3 7 28 87
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 1 2 8 41 1 4 24 112
Approximately normal tests for equal predictive accuracy in nested models 1 3 10 32 4 11 38 110
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 19 0 0 1 256
Asymptotic Inference about Predictive Ability 3 10 50 240 3 11 121 560
Asymptotic Normality, When Regressors Have a Unit Root 0 4 18 65 1 9 48 308
Automatic Lag Selection in Covariance Matrix Estimation 9 23 104 397 19 56 225 1,110
Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation 0 7 17 62 5 21 57 190
Comment 0 0 0 0 0 0 0 1
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 1 2 10 18 2 7 27 57
Comments on 'The state of macroeconomic forecasting' 0 0 2 14 0 0 3 48
Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola 0 0 0 5 1 1 4 55
Dividend Innovations and Stock Price Volatility 2 6 17 226 4 11 49 1,073
Efficient GMM estimation of weak AR processes 0 0 2 27 1 2 9 72
Encompassing tests when no model is encompassing 0 0 4 26 0 0 7 76
Erratum 0 0 0 2 0 1 1 21
Estimation and inference in the linear-quadratic inventory model 0 0 2 13 0 0 4 51
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 3 0 0 0 19
Evidence from seven countries on whether inventories smooth aggregate output 0 0 1 3 1 2 9 43
Exchange Rates and Fundamentals 0 0 0 0 12 29 79 554
Exchange rates and fundamentals 2 5 29 305 3 13 62 645
Forecasting and empirical methods in finance and macroeconomics 0 2 4 45 0 3 13 95
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 1 11 19 0 5 25 48
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 2 24 302
Hypothesis Testing with Efficient Method of Moments Estimation 5 15 54 392 8 31 126 1,409
Inflation and growth: in search of a stable relationship - commentary 0 0 2 8 0 0 10 38
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 2 5 6 6 3 8 11 11
Integrated regressors and tests of the permanent-income hypothesis 0 2 3 17 0 3 7 42
Model uncertainty and policy evaluation: Some theory and empirics 0 3 18 65 2 7 39 145
Model uncertainty and policy evaluation: some theory and empirics 1 3 18 124 6 11 56 354
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 0 4 23
On the Interpretation of Near Random-walk Behavior in GNP 0 2 20 46 1 4 35 154
Policy Evaluation in Uncertain Economic Environments 0 7 31 36 0 16 82 99
Regression-Based Tests of Predictive Ability 0 0 0 3 1 2 32 396
Sources of cycles in Japan, 1975-1987 0 0 0 4 0 0 1 24
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 1 7 222
Targeting Nominal Income: A Note 0 0 1 13 1 1 4 66
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 2 12 54 107 13 48 256 497
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 3 9 41 359
The Sources of Fluctuations in Aggregate Inventories and GNP 1 1 4 28 1 3 18 326
The insensitivity of consumption to news about income 0 0 0 4 1 2 8 39
The predictive ability of several models of exchange rate volatility 3 9 38 166 3 12 67 379
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 1 11 37 2 5 38 130
Total Journal Articles 99 336 1,130 4,591 223 727 2,871 15,888

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
NBER International Seminar on Macroeconomics 2004 0 0 0 0 1 2 2 2
NBER International Seminar on Macroeconomics 2006 0 0 0 0 3 6 6 6
Total Books 0 0 0 0 4 8 8 8

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Aggregate Demand -- Aggregate Supply Analysis of Japanese Monetary Policy,1973-1990 0 0 0 0 1 3 3 3
Business Fixed Investment and the Recent Business Cycle in Japan 2 2 2 2 2 3 3 3
Comment on "Globalization and Disinflation: The Efficiency Channel" 2 0 1 1 1 1 2 2 2
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 1 1 1 2 3 3 3
Exchange Rate Models Are Not As Bad As You Think 0 0 0 0 7 17 17 17
Forecast Evaluation 5 10 30 67 7 16 61 141
Front matter, table of contents, abstracts 2 2 2 2 8 11 11 11
Front matter, table of contents, abstracts 0 0 0 0 0 1 1 1
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 0 1 1 1 1
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 0 1 1 1 1
Introduction to "NBER International Seminar on Macroeconomics 2006" 2 2 2 2 2 2 2 2
Inventories 4 12 32 84 6 20 86 240
Total Chapters 15 30 70 159 38 80 191 425

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Statistics updated 2009-07-03