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 12 0 1 1 188
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 0 0 0 1,373
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 1 76 0 0 1 645
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 4 11 31 1,757 9 23 86 5,233
A Skeptical View of the Impact of the Fed’s Balance Sheet 1 2 9 112 2 4 23 241
A Specification Test for Speculative Bubbles 0 0 2 299 1 1 5 668
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 0 1 905
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 1 103 0 1 3 817
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 0 1 408
A utility based comparison of some models of exchange rate volatility 0 0 0 63 0 1 2 510
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 0 1 469 1 4 7 1,802
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 0 304 0 2 3 1,312
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 0 94 0 0 1 468
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 0 0 5 1,477
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 3 174 2 2 9 649
Approximately normal tests for equal predictive accuracy in nested models 1 1 1 212 1 2 4 860
Asymptotic Inference About Predictive Ability 0 0 0 0 0 1 2 367
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 5 9 139
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 3 146 0 0 3 1,149
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 0 1 4 496
Automatic Lag Selection in Covariance Matrix Estimation 0 1 6 455 1 4 16 1,379
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 0 0 2 749
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 1 107 0 0 1 467
Dividend Innovations and Stock Price Volatility 0 0 0 356 0 1 5 1,282
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 1 26 0 0 1 99
Encompassing Tests When No Model Is Encompassing 0 0 0 138 0 1 1 638
Encompassing tests when no model is encompassing 0 0 0 70 0 0 1 478
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 2 6 641 2 7 17 1,549
Exchange Rates and Fundamentals 0 0 2 825 0 1 12 2,360
Exchange rates and fundamentals 0 0 0 599 0 1 5 1,424
Factor Model Forecasts of Exchange Rates 1 1 1 171 1 2 5 434
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 1 211
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 54 0 0 2 383
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 0 0 0 245
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 2 4 511
Inference about predictive ability 0 0 0 237 0 0 1 501
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 46 0 1 2 270
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 0 0 1 357
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 0 1 3 242
Inventories 0 0 5 383 1 1 8 1,125
Inventory Models 0 0 1 3,589 0 0 4 21,211
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 1 2 570
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 0 2 3 624
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 1 3 269
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 0 1 1 536
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 0 3 3 527
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 0 0 0 712
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 0 0 1 278
Policy Evaluation in Uncertain Economic Environments 0 0 1 201 0 1 2 648
Policy evaluation in uncertain economic environments 0 0 0 53 0 2 3 248
Regression-Based Tests of Predictive Ability 0 0 3 413 0 1 6 1,802
Regression-Based Tests of Predictive Ability 0 1 2 286 0 1 2 1,193
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 1 1 533
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 0 6 10 200
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 0 338
Targeting Nominal Income: A Note 0 0 0 40 0 1 1 269
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 1 1 1,354
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 2 160 0 0 5 284
The Insensitivity of Consumption to News About Income 0 0 0 51 0 0 1 213
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 1 980 0 1 3 2,722
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 1 1 198
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 1 1 161
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 0 0 3 246
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 232 1 1 3 1,340
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 1 1 1 234 1 2 6 1,050
Total Working Papers 8 20 87 17,001 23 98 324 73,977

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 0 1 292
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 6 16 95 5,844 28 78 396 16,567
A Specification Test for Speculative Bubbles 1 1 10 450 1 3 22 1,039
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 1 107 0 0 2 532
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 1 53 0 0 3 157
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 1 4 107 1 5 16 309
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 1 3 103
A note on the power of least squares tests for a unit root 0 0 0 48 0 1 2 106
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 7 16 40 680 20 47 126 2,225
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 0 6 279
A utility-based comparison of some models of exchange rate volatility 0 0 1 193 1 2 6 612
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 0 0 59 0 1 1 193
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 1 3 74 1 2 7 241
Approximately normal tests for equal predictive accuracy in nested models 1 7 17 667 3 11 68 1,749
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 2 514 2 5 14 1,353
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 0 1 4 552
Automatic Lag Selection in Covariance Matrix Estimation 0 4 30 1,108 3 11 64 3,087
Comment 0 0 0 0 0 0 2 23
Comment 0 0 0 1 0 0 1 26
Comment 0 0 0 2 0 0 1 29
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 0 1 105
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 4 0 1 3 22
Dividend Innovations and Stock Price Volatility 0 1 3 313 2 5 10 1,512
Econometric analysis of present value models when the discount factor is near one 0 0 0 31 0 0 1 213
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction 0 0 0 0 1 1 1 1
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction October 2011 0 0 0 0 0 0 1 4
Editor's Introduction October 2011 0 1 1 14 0 2 2 69
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 1 1 1 35 2 2 2 138
Erratum 0 0 1 7 0 0 3 64
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 0 1 85
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 1 2 58
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 0 0 1 149
Exchange Rates and Fundamentals 1 2 18 263 4 7 80 1,902
Exchange rates and fundamentals 0 0 3 430 0 2 15 1,327
Factor Model Forecasts of Exchange Rates 1 1 4 89 2 4 8 286
Forecast evaluation of small nested model sets 0 0 0 74 1 2 3 347
Forecasting and empirical methods in finance and macroeconomics 0 0 3 71 0 1 7 186
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 0 3 4 137
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 0 1 450
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 1 84 0 2 6 257
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 1 40 0 0 1 149
Hypothesis Testing with Efficient Method of Moments Estimation 0 0 9 634 0 9 42 2,251
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 1 1 25
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 0 0 0 82
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 39 0 1 4 265
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 2 3 187
Introduction 0 0 0 3 0 0 0 15
Introduction 0 0 0 2 0 0 2 37
Introduction 0 1 1 8 0 2 4 43
Model uncertainty and policy evaluation: Some theory and empirics 0 0 2 143 0 1 3 450
Model uncertainty and policy evaluation: some theory and empirics 0 1 1 169 0 1 5 639
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 2 3 149
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 0 0 60
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 0 0 0 339
Policy Evaluation in Uncertain Economic Environments 0 0 3 147 2 2 11 541
Regression-Based Tests of Predictive Ability 0 0 0 3 0 2 12 643
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 0 1 1 19
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 2 33 0 0 11 138
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 1 2 105
Special Issue Editors' Introduction 0 0 2 18 0 0 4 90
Special Issue Editors' Introduction 0 0 0 0 0 0 0 5
Special Issue Editors' Introduction 0 0 0 0 0 0 0 6
Special Issue Editors' Introduction 0 0 1 65 0 1 12 294
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 1 2 3 283
Targeting Nominal Income: A Note 0 0 0 28 0 0 0 236
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 4 578 0 2 20 1,598
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 1 4 12 255 4 14 56 764
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 0 0 513
The insensitivity of consumption to news about income 0 0 0 25 0 0 1 198
The predictive ability of several models of exchange rate volatility 1 2 3 290 2 3 10 766
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 0 13 266 1 1 28 809
Total Journal Articles 20 60 296 14,727 82 249 1,139 50,067

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 0 3 4 157
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 1 2 111
NBER International Seminar on Macroeconomics 2009 0 0 0 0 1 2 5 252
NBER International Seminar on Macroeconomics 2012 0 0 0 0 0 0 2 115
NBER International Seminar on Macroeconomics 2015 0 0 0 0 0 0 1 111
NBER International Seminar on Macroeconomics 2018 0 0 0 0 0 0 2 75
NBER International Seminar on Macroeconomics 2021 0 0 0 0 0 0 2 22
Total Books 0 0 0 0 1 6 18 843

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 26 0 1 12 237
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 0 0 2 138
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 0 0 36
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 0 0 69
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 0 0 23
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 2 2 3 391 4 9 23 1,322
Forecast Evaluation 1 3 8 423 4 6 21 845
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 0 1 1 128
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 0 1 1 84
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 0 1 1 60
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 0 14 0 0 0 57
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 0 1 38
Inventories 0 2 5 226 1 4 20 785
Land Prices and Business Fixed Investment in Japan 0 0 0 13 0 0 0 51
Total Chapters 3 7 16 1,207 9 23 82 3,919

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Statistics updated 2025-05-12