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 0 0 0 171 0 0 1 1,374
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 0 1 2 189
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 0 0 0 645
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 0 0 0 374
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 1 4 26 1,763 5 16 71 5,257
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 0 6 113 2 5 18 248
A Specification Test for Speculative Bubbles 0 0 2 299 2 3 9 673
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 2 4 908
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 0 1 2 818
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 0 0 408
A utility based comparison of some models of exchange rate volatility 0 0 0 63 0 1 2 511
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 1 2 4 472 2 7 14 1,811
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 0 304 0 2 5 1,314
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 95 0 0 3 470
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 0 2 5 1,479
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 1 174 0 3 8 653
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 1 1 5 863
Asymptotic Inference About Predictive Ability 0 0 0 0 1 3 4 370
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 0 5 139
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 1 1 147 1 2 2 1,151
Automatic Lag Selection in Covariance Matrix Estimation 1 2 5 457 1 3 15 1,384
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 2 3 7 500
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 0 0 1 749
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 107 0 0 0 467
Dividend Innovations and Stock Price Volatility 0 0 1 357 0 0 6 1,284
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 1 2 2 101
Encompassing Tests When No Model Is Encompassing 0 0 0 138 0 1 2 639
Encompassing tests when no model is encompassing 0 0 0 70 4 7 8 485
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 0 0 0 185
Exchange Rate Models Are Not as Bad as You Think 0 1 5 642 0 3 15 1,553
Exchange Rates and Fundamentals 0 0 0 825 0 1 7 2,363
Exchange rates and fundamentals 0 0 0 599 0 2 5 1,426
Factor Model Forecasts of Exchange Rates 0 1 3 173 0 1 4 436
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 0 211
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 1 1 2 384
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 0 0 1 246
Forecast evaluation of small nested model sets 0 0 0 68 0 0 0 193
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 0 1 5 512
Inference about predictive ability 0 0 0 237 0 0 0 501
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 0 3 271
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 0 0 0 201
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 1 3 4 360
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 0 0 3 242
Inventories 0 0 2 383 0 2 6 1,127
Inventory Models 0 0 1 3,590 0 0 3 21,212
Land Prices and Business Fixed Investments in Japan 0 0 0 135 1 2 4 572
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 0 1 4 625
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 0 2 269
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 0 0 1 536
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 0 0 3 527
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 1 1 1 713
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 0 0 0 595
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 0 0 0 226
Order Backlogs and Production Smoothing 0 0 0 31 1 2 2 280
Policy Evaluation in Uncertain Economic Environments 0 0 1 201 0 0 3 649
Policy evaluation in uncertain economic environments 0 0 0 53 0 1 7 252
Random Walk Forecasts of Stationary Processes Have Low Bias 4 8 8 8 1 6 6 6
Regression-Based Tests of Predictive Ability 0 0 2 286 0 0 2 1,193
Regression-Based Tests of Predictive Ability 0 0 1 413 0 2 5 1,804
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 2 3 535
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 0 2 12 204
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 38 0 0 0 90
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 0 0 0 176
Sources of Cycles in Japan, 1975-1987 0 0 0 20 0 0 1 339
Targeting Nominal Income: A Note 0 0 0 40 0 0 1 269
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 1 2 1,355
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 0 160 0 1 4 285
The Insensitivity of Consumption to News About Income 0 0 0 51 0 0 0 213
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 198
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 1 980 0 2 4 2,724
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 161
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 0 0 1 246
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 0 0 3 1,342
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 0 1 6 1,052
Total Working Papers 7 19 74 17,029 28 103 338 74,123

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 2 2 294
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 10 27 105 5,892 47 126 418 16,752
A Specification Test for Speculative Bubbles 0 0 9 452 1 5 22 1,046
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 0 2 3 534
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 0 0 2 157
A comparison of the behavior of Japanese and US inventories 0 0 0 4 0 0 1 84
A factor model for co-movements of commodity prices 0 0 2 107 1 2 12 311
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 0 2 103
A note on the power of least squares tests for a unit root 0 0 0 48 0 1 2 107
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 3 11 40 695 12 35 135 2,280
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 2 3 281
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 1 1 4 613
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 0 0 0 422
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison 0 1 1 60 0 1 2 194
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 1 74 0 0 3 241
Approximately normal tests for equal predictive accuracy in nested models 1 3 22 677 5 14 69 1,782
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 0 0 0 278
Asymptotic Inference about Predictive Ability 0 0 2 516 4 10 21 1,367
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 0 2 3 554
Automatic Lag Selection in Covariance Matrix Estimation 1 4 24 1,120 4 16 59 3,117
Comment 0 0 0 0 1 2 3 25
Comment 0 0 0 2 0 0 1 29
Comment 0 0 0 1 0 0 1 26
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 1 38 0 0 1 126
Comments on 'The state of macroeconomic forecasting' 0 0 0 18 0 0 0 77
Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola 0 0 0 9 0 1 2 106
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 1 1 5 1 2 4 24
Dividend Innovations and Stock Price Volatility 0 0 3 313 0 2 10 1,514
Econometric analysis of present value models when the discount factor is near one 0 1 1 32 0 3 5 217
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction 0 0 0 0 0 0 1 1
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction October 2011 0 0 1 14 0 0 2 69
Editor's Introduction October 2011 0 0 0 0 0 0 0 4
Editors' Introduction 0 0 0 5 0 0 0 19
Efficient GMM estimation of weak AR processes 0 0 0 37 0 0 0 131
Encompassing tests when no model is encompassing 0 0 1 35 0 2 4 140
Erratum 0 0 0 7 0 0 2 65
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 0 0 85
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 1 3 59
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 0 1 3 151
Exchange Rates and Fundamentals 0 0 11 265 4 15 53 1,928
Factor Model Forecasts of Exchange Rates 0 0 2 89 0 3 10 290
Forecast evaluation of small nested model sets 0 0 0 74 0 0 3 348
Forecasting and empirical methods in finance and macroeconomics 0 1 3 72 0 2 7 188
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 0 3 6 140
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 0 0 450
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 1 84 1 1 7 258
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 1 1 2 41 1 1 3 151
Hypothesis Testing with Efficient Method of Moments Estimation 1 5 12 640 2 13 48 2,273
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 0 1 25
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 0 1 1 83
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 0 3 4 268
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 2 4 189
Introduction 0 0 1 8 0 0 3 43
Introduction 0 0 0 2 0 0 0 37
Introduction 0 0 0 3 0 0 0 15
Model uncertainty and policy evaluation: Some theory and empirics 0 0 2 143 0 0 4 451
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 1 4 150
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 1 1 61
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 0 2 2 341
Policy Evaluation in Uncertain Economic Environments 0 0 4 148 0 2 12 547
Regression-Based Tests of Predictive Ability 0 0 0 3 0 1 5 644
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 0 0 1 19
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 1 33 0 3 11 143
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 0 1 105
Special Issue Editors' Introduction 1 1 1 66 1 2 8 298
Special Issue Editors' Introduction 0 0 0 0 0 0 0 5
Special Issue Editors' Introduction 0 0 0 18 0 0 1 90
Special Issue Editors' Introduction 0 0 0 0 0 1 1 7
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 5 286
Targeting Nominal Income: A Note 0 0 0 28 0 2 2 238
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 1 578 0 1 14 1,602
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 0 1 441
The Equilibrium Real Funds Rate: Past, Present, and Future 0 1 10 259 0 3 46 776
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 1 1 514
The insensitivity of consumption to news about income 0 0 0 25 0 1 2 199
The predictive ability of several models of exchange rate volatility 0 2 7 294 1 4 15 773
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 1 8 272 3 6 19 823
Total Journal Articles 19 60 280 14,246 90 308 1,111 48,588
2 registered items for which data could not be found

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 1 5 158
NBER International Seminar on Macroeconomics 2006 0 0 0 0 1 2 4 114
NBER International Seminar on Macroeconomics 2009 0 0 0 0 1 1 8 255
NBER International Seminar on Macroeconomics 2012 0 0 0 0 1 1 2 116
NBER International Seminar on Macroeconomics 2015 0 0 0 0 1 1 2 112
NBER International Seminar on Macroeconomics 2018 0 0 0 0 1 3 3 78
NBER International Seminar on Macroeconomics 2021 0 0 0 0 0 0 2 23
NBER International Seminar on Macroeconomics 2024 0 0 0 0 1 1 1 1
Total Books 0 0 0 0 7 10 27 857

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 1 27 1 2 15 245
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 0 0 2 139
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 0 1 37
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 0 1 70
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 0 1 24
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 0 0 0 46
Exchange Rate Models Are Not as Bad as You Think 0 0 4 392 1 8 31 1,337
Forecast Evaluation 0 0 6 423 1 3 18 852
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 0 1 3 130
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 0 0 1 84
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 0 0 1 60
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 1 15 0 0 1 58
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 1 2 40
Inventories 0 1 3 227 1 8 16 793
Land Prices and Business Fixed Investment in Japan 0 0 0 13 3 4 4 55
Total Chapters 0 1 15 1,211 7 27 97 3,970

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Statistics updated 2025-10-06