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 2 12 200
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 0 3 9 1,383
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 1 4 14 659
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 0 3 12 386
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 1 4 23 1,780 14 72 324 5,560
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 0 2 115 5 11 33 276
A Specification Test for Speculative Bubbles 0 0 0 299 0 3 19 688
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 2 14 920
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 1 3 14 831
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 1 5 413
A utility based comparison of some models of exchange rate volatility 0 0 0 63 2 12 64 574
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 1 1 6 475 2 14 31 1,834
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 2 306 0 4 12 1,324
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 95 0 1 7 475
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts 0 1 1 14 0 4 17 30
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts 0 16 16 16 0 15 15 15
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 1 7 15 1,492
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 1 9 31 680
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 3 24 52 913
Asymptotic Inference About Predictive Ability 0 0 0 0 1 6 17 384
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 2 13 152
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 1 2 148 0 2 6 1,155
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 6 31 528
Automatic Lag Selection in Covariance Matrix Estimation 1 1 6 461 3 21 41 1,422
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 1 6 17 766
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 107 0 5 6 473
Dividend Innovations and Stock Price Volatility 0 0 3 359 1 6 31 1,314
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 0 3 16 115
Encompassing Tests When No Model Is Encompassing 0 0 0 138 1 10 22 660
Encompassing tests when no model is encompassing 0 0 0 70 1 2 17 495
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 0 2 10 195
Exchange Rate Models Are Not as Bad as You Think 1 2 4 645 2 3 24 1,574
Exchange Rates and Fundamentals 0 0 3 828 0 16 37 2,398
Exchange rates and fundamentals 0 0 0 599 0 1 18 1,442
Factor Model Forecasts of Exchange Rates 0 0 2 173 0 6 21 455
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 4 8 219
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 0 1 7 390
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 1 3 21 267
Forecast evaluation of small nested model sets 0 0 0 68 0 5 18 211
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 0 0 13 524
Inference about predictive ability 0 0 0 237 0 15 41 542
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 1 16 287
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 0 2 7 208
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 1 3 17 374
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 2 4 14 256
Inventories 0 0 0 383 0 0 11 1,136
Inventory Models 0 0 0 3,590 0 5 17 21,229
Land Prices and Business Fixed Investments in Japan 0 0 0 135 2 2 8 578
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 0 1 12 636
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 2 9 278
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 0 3 10 546
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 0 4 12 539
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 0 3 8 720
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 0 3 11 606
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 0 2 5 231
Order Backlogs and Production Smoothing 0 0 1 32 1 2 13 291
Policy Evaluation in Uncertain Economic Environments 0 0 0 201 1 5 15 663
Policy evaluation in uncertain economic environments 0 0 0 53 0 2 13 262
Random Walk Forecasts of Stationary Processes Have Low Bias 0 0 9 9 2 6 26 26
Random Walk Forecasts of Stationary Processes Have Low Bias 0 0 1 22 1 3 16 28
Regression-Based Tests of Predictive Ability 0 0 0 413 0 1 11 1,813
Regression-Based Tests of Predictive Ability 0 0 1 287 0 8 20 1,213
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 0 9 542
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 0 5 19 220
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 38 0 0 9 99
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 1 2 15 191
Sources of Cycles in Japan, 1975-1987 0 0 0 20 0 3 7 345
Targeting Nominal Income: A Note 0 0 0 40 0 5 23 292
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 2 15 1,369
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 1 161 1 4 11 295
The Insensitivity of Consumption to News About Income 0 0 0 51 0 5 9 222
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 1 4 11 172
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 980 1 5 11 2,733
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 1 5 27 225
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 3 9 22 268
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 233 2 3 11 1,353
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 2 3 20 1,070
Total Working Papers 4 26 84 17,122 64 436 1,625 75,650

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 14 306
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 9 26 124 5,979 49 152 596 17,192
A Specification Test for Speculative Bubbles 0 0 1 453 1 9 27 1,068
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 1 3 11 543
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 0 3 10 167
A comparison of the behavior of Japanese and US inventories 0 0 0 4 0 2 10 94
A factor model for co-movements of commodity prices 0 0 1 108 0 4 15 324
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 2 7 110
A note on the power of least squares tests for a unit root 0 0 0 48 0 4 9 115
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 5 14 54 736 49 126 274 2,508
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 1 10 289
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 1 5 16 628
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 0 1 10 432
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison 0 0 1 60 1 2 14 207
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 0 74 1 4 17 258
Approximately normal tests for equal predictive accuracy in nested models 1 4 15 683 13 40 116 1,874
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 0 2 6 284
Asymptotic Inference about Predictive Ability 1 1 4 518 5 19 108 1,462
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 0 3 15 567
Automatic Lag Selection in Covariance Matrix Estimation 2 6 12 1,128 7 22 83 3,183
Comment 0 0 0 1 1 1 4 30
Comment 0 0 0 2 0 1 2 31
Comment 0 0 0 0 2 2 4 6
Comment 0 0 0 0 0 1 4 27
Comment 0 0 0 2 0 1 6 12
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 0 38 2 2 10 136
Comments on 'The state of macroeconomic forecasting' 0 0 0 18 0 1 10 87
Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola 0 0 0 9 0 2 7 112
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 5 17 20 26 48
Dividend Innovations and Stock Price Volatility 0 1 1 314 1 5 17 1,529
Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints [with Comments] 0 0 0 0 2 2 6 9
Econometric analysis of present value models when the discount factor is near one 0 0 1 32 0 1 16 229
Editor's Introduction 0 0 0 0 0 2 8 9
Editor's Introduction 0 0 0 0 0 2 11 13
Editor's Introduction 0 0 0 0 0 1 7 9
Editor's Introduction October 2011 0 0 0 14 0 1 5 74
Editor's Introduction October 2011 0 0 0 0 1 3 4 8
Editors Introduction to the Special Issue 0 0 0 7 1 3 6 45
Editors' Introduction 0 0 0 5 0 4 10 29
Editors’ Introduction to the Special Issue 0 0 0 1 1 2 4 12
Efficient GMM estimation of weak AR processes 0 0 0 37 0 4 6 137
Encompassing tests when no model is encompassing 0 0 0 35 0 1 14 152
Erratum 0 0 0 7 0 1 3 68
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 2 5 90
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 2 10 68
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 1 4 9 159
Exchange Rates and Fundamentals 1 4 17 280 9 31 110 2,017
Factor Model Forecasts of Exchange Rates 0 0 0 89 2 5 24 311
Forecast evaluation of small nested model sets 0 0 1 75 1 4 21 368
Forecasting and empirical methods in finance and macroeconomics 0 0 2 73 1 2 12 198
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 1 3 14 151
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 1 9 459
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 84 0 1 4 261
Globalization and Equilibrium Inflation-Output Tradeoffs [with Comments] 0 0 0 1 0 0 5 10
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 1 41 2 4 21 170
Hypothesis Testing with Efficient Method of Moments Estimation 1 1 12 647 1 8 55 2,312
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 1 3 15 97
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 0 2 27
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 0 3 15 280
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 1 2 22 209
Introduction 0 0 0 3 0 0 3 18
Introduction 0 0 0 2 0 1 8 45
Introduction 0 0 0 8 0 0 6 49
Model uncertainty and policy evaluation: Some theory and empirics 0 0 0 143 3 6 12 462
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 0 11 160
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 1 10 70
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 1 1 6 345
Policy Evaluation in Uncertain Economic Environments 0 0 1 148 2 8 25 567
Regression-Based Tests of Predictive Ability 0 0 0 3 0 2 23 666
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 0 1 6 25
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 33 0 4 16 155
Some Long-Run Correlations of Inflation in Developed Countries 0 0 1 1 0 1 17 20
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 3 10 115
Special Issue Editors' Introduction 0 0 0 0 0 5 10 16
Special Issue Editors' Introduction 0 0 0 18 0 0 5 95
Special Issue Editors' Introduction 0 1 3 68 0 1 13 308
Special Issue Editors' Introduction 0 0 0 0 0 3 9 14
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 6 290
Targeting Nominal Income: A Note 0 0 0 28 1 3 13 249
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 0 578 0 2 12 1,612
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 1 4 7 448
The Equilibrium Real Funds Rate: Past, Present, and Future 0 0 5 262 2 12 45 815
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 1 9 522
The insensitivity of consumption to news about income 0 0 0 25 0 3 8 206
The predictive ability of several models of exchange rate volatility 0 0 4 296 3 6 30 799
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 1 5 273 0 5 29 842
Total Journal Articles 20 59 267 14,437 189 617 2,260 50,523
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 2 10 20 177
NBER International Seminar on Macroeconomics 2006 0 0 0 0 1 4 11 122
NBER International Seminar on Macroeconomics 2009 0 0 0 0 2 6 53 307
NBER International Seminar on Macroeconomics 2012 0 0 0 0 1 8 19 134
NBER International Seminar on Macroeconomics 2015 0 0 0 0 0 3 17 128
NBER International Seminar on Macroeconomics 2018 0 0 0 0 1 3 16 91
NBER International Seminar on Macroeconomics 2021 0 0 0 0 3 9 20 43
NBER International Seminar on Macroeconomics 2024 0 0 0 0 1 3 14 14
Total Books 0 0 0 0 11 46 170 1,016

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 8 30 270
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 1 10 18 157
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 1 4 8 45
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 1 5 75
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 4 6 29
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 1 3 7 53
Exchange Rate Models Are Not as Bad as You Think 1 1 4 395 3 9 41 1,367
Forecast Evaluation 0 1 5 428 0 4 31 877
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 1 3 14 143
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 0 1 12 96
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 0 2 6 66
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 0 15 0 3 5 63
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 1 11 49
Inventories 0 0 2 228 0 6 25 810
Land Prices and Business Fixed Investment in Japan 0 0 0 13 1 4 18 69
Total Chapters 1 2 12 1,220 9 63 237 4,169

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