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 2 3 12 200
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 2 4 10 1,383
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 2 3 13 658
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 2 6 12 386
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 1 6 22 1,779 15 133 313 5,546
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 1 3 115 6 9 30 271
A Specification Test for Speculative Bubbles 0 0 0 299 1 4 20 688
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 1 3 15 920
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 2 4 13 830
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 1 2 5 413
A utility based comparison of some models of exchange rate volatility 0 0 0 63 2 22 62 572
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 1 5 474 11 14 30 1,832
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 2 306 4 4 12 1,324
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 95 1 1 7 475
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts 0 1 1 14 1 9 17 30
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts 2 16 16 16 4 15 15 15
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 3 6 14 1,491
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 7 9 30 679
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 17 25 50 910
Asymptotic Inference About Predictive Ability 0 0 0 0 4 7 16 383
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 2 4 13 152
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 1 2 148 1 2 6 1,155
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 5 10 31 527
Automatic Lag Selection in Covariance Matrix Estimation 0 0 5 460 16 19 40 1,419
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 4 8 16 765
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 107 5 5 6 473
Dividend Innovations and Stock Price Volatility 0 0 3 359 3 9 31 1,313
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 2 7 16 115
Encompassing Tests When No Model Is Encompassing 0 0 0 138 7 14 21 659
Encompassing tests when no model is encompassing 0 0 0 70 1 1 16 494
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 1 3 10 195
Exchange Rate Models Are Not as Bad as You Think 1 2 3 644 1 6 23 1,572
Exchange Rates and Fundamentals 0 1 3 828 16 19 38 2,398
Exchange rates and fundamentals 0 0 0 599 1 5 18 1,442
Factor Model Forecasts of Exchange Rates 0 0 2 173 4 8 21 455
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 2 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 8 21 266
Forecast evaluation of small nested model sets 0 0 0 68 4 5 18 211
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 0 1 13 524
Inference about predictive ability 0 0 0 237 4 27 41 542
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 1 1 17 287
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 2 3 7 208
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 1 6 16 373
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 1 3 12 254
Inventories 0 0 0 383 0 1 11 1,136
Inventory Models 0 0 1 3,590 5 7 18 21,229
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 0 6 576
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 0 3 12 636
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 3 9 278
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 2 4 10 546
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 2 7 12 539
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 1 3 8 720
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 3 6 11 606
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 1 2 5 231
Order Backlogs and Production Smoothing 0 0 1 32 0 6 12 290
Policy Evaluation in Uncertain Economic Environments 0 0 0 201 2 6 14 662
Policy evaluation in uncertain economic environments 0 0 0 53 1 3 14 262
Random Walk Forecasts of Stationary Processes Have Low Bias 0 0 1 22 2 5 15 27
Random Walk Forecasts of Stationary Processes Have Low Bias 0 0 9 9 4 5 24 24
Regression-Based Tests of Predictive Ability 0 1 1 287 5 9 20 1,213
Regression-Based Tests of Predictive Ability 0 0 0 413 0 1 11 1,813
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 3 8 20 220
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 14 190
Sources of Cycles in Japan, 1975-1987 0 0 0 20 3 3 7 345
Targeting Nominal Income: A Note 0 0 0 40 1 10 23 292
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 1 5 15 1,369
The Equilibrium Real Funds Rate: Past, Present and Future 0 1 1 161 1 5 10 294
The Insensitivity of Consumption to News About Income 0 0 0 51 4 7 9 222
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 8 26 224
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 3 5 10 171
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 980 2 4 10 2,732
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 2 8 19 265
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 1 1 11 1,351
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 1 1 18 1,068
Total Working Papers 4 31 83 17,118 224 600 1,584 75,586

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 2 3 14 306
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 11 26 126 5,970 52 150 576 17,143
A Specification Test for Speculative Bubbles 0 1 3 453 5 13 28 1,067
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 1 2 10 542
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 2 4 10 167
A comparison of the behavior of Japanese and US inventories 0 0 0 4 1 3 10 94
A factor model for co-movements of commodity prices 0 0 1 108 4 4 15 324
A note on the econometric use of constant dollar inventory series 0 0 0 13 2 2 7 110
A note on the power of least squares tests for a unit root 0 0 0 48 4 4 9 115
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 5 16 51 731 41 98 234 2,459
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 4 10 289
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 4 4 15 627
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 1 2 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 5 13 206
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 0 74 2 5 16 257
Approximately normal tests for equal predictive accuracy in nested models 1 3 15 682 16 36 112 1,861
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 1 2 6 284
Asymptotic Inference about Predictive Ability 0 0 3 517 12 19 104 1,457
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 1 4 15 567
Automatic Lag Selection in Covariance Matrix Estimation 1 4 18 1,126 7 21 89 3,176
Comment 0 0 0 2 1 3 6 12
Comment 0 0 0 1 0 0 3 29
Comment 0 0 0 0 1 1 4 27
Comment 0 0 0 2 1 1 2 31
Comment 0 0 0 0 0 1 2 4
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 0 38 0 0 8 134
Comments on 'The state of macroeconomic forecasting' 0 0 0 18 1 4 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 3 7 112
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 5 3 4 9 31
Dividend Innovations and Stock Price Volatility 0 1 1 314 3 5 16 1,528
Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints [with Comments] 0 0 0 0 0 2 4 7
Econometric analysis of present value models when the discount factor is near one 0 0 1 32 1 1 16 229
Editor's Introduction 0 0 0 0 2 5 8 9
Editor's Introduction 0 0 0 0 1 2 7 9
Editor's Introduction 0 0 0 0 2 4 11 13
Editor's Introduction October 2011 0 0 0 0 2 2 3 7
Editor's Introduction October 2011 0 0 0 14 0 2 5 74
Editors Introduction to the Special Issue 0 0 0 7 1 2 5 44
Editors' Introduction 0 0 0 5 4 5 10 29
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 3 11
Efficient GMM estimation of weak AR processes 0 0 0 37 3 4 6 137
Encompassing tests when no model is encompassing 0 0 0 35 1 4 14 152
Erratum 0 0 0 7 1 1 4 68
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 2 2 5 90
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 1 4 10 68
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 3 5 9 158
Exchange Rates and Fundamentals 1 5 16 279 16 35 106 2,008
Factor Model Forecasts of Exchange Rates 0 0 0 89 2 8 23 309
Forecast evaluation of small nested model sets 0 0 1 75 3 7 20 367
Forecasting and empirical methods in finance and macroeconomics 0 0 2 73 1 3 11 197
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 1 3 13 150
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 2 9 459
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 84 1 2 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 8 19 168
Hypothesis Testing with Efficient Method of Moments Estimation 0 3 12 646 4 16 60 2,311
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 1 2 27
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 2 4 14 96
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 2 5 15 280
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 1 7 21 208
Introduction 0 0 0 3 0 1 3 18
Introduction 0 0 0 2 1 1 8 45
Introduction 0 0 0 8 0 1 6 49
Model uncertainty and policy evaluation: Some theory and empirics 0 0 0 143 2 4 9 459
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 1 2 10 70
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 0 0 5 344
Policy Evaluation in Uncertain Economic Environments 0 0 1 148 5 7 24 565
Regression-Based Tests of Predictive Ability 0 0 0 3 2 6 23 666
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 1 2 6 25
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 33 2 6 17 155
Some Long-Run Correlations of Inflation in Developed Countries 0 0 1 1 1 1 17 20
Sources of cycles in Japan, 1975-1987 0 0 0 7 3 5 10 115
Special Issue Editors' Introduction 0 0 0 0 3 5 9 14
Special Issue Editors' Introduction 0 1 3 68 0 3 14 308
Special Issue Editors' Introduction 0 0 0 18 0 0 5 95
Special Issue Editors' Introduction 0 0 0 0 5 5 10 16
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 7 290
Targeting Nominal Income: A Note 0 0 0 28 1 6 12 248
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 0 578 1 5 14 1,612
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 3 3 6 447
The Equilibrium Real Funds Rate: Past, Present, and Future 0 3 7 262 6 21 49 813
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 1 3 9 522
The insensitivity of consumption to news about income 0 0 0 25 2 4 8 206
The predictive ability of several models of exchange rate volatility 0 1 6 296 2 5 30 796
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 1 7 273 4 6 33 842
Total Journal Articles 20 65 278 14,417 275 656 2,167 50,334
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 5 9 18 175
NBER International Seminar on Macroeconomics 2006 0 0 0 0 1 3 10 121
NBER International Seminar on Macroeconomics 2009 0 0 0 0 4 4 53 305
NBER International Seminar on Macroeconomics 2012 0 0 0 0 5 8 18 133
NBER International Seminar on Macroeconomics 2015 0 0 0 0 1 4 17 128
NBER International Seminar on Macroeconomics 2018 0 0 0 0 1 4 15 90
NBER International Seminar on Macroeconomics 2021 0 0 0 0 5 7 18 40
NBER International Seminar on Macroeconomics 2024 0 0 0 0 2 3 13 13
Total Books 0 0 0 0 24 42 162 1,005

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 5 9 32 269
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 8 10 18 156
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 2 3 8 44
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 1 1 6 75
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 3 4 6 29
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 1 3 6 52
Exchange Rate Models Are Not as Bad as You Think 0 0 3 394 4 9 42 1,364
Forecast Evaluation 1 2 5 428 3 6 32 877
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 1 2 14 142
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 1 3 12 96
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 1 4 6 66
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 1 15 3 4 6 63
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 1 1 11 49
Inventories 0 0 2 228 3 8 25 810
Land Prices and Business Fixed Investment in Japan 0 0 0 13 2 3 17 68
Total Chapters 1 2 12 1,219 39 70 241 4,160

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