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 0 1,373
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 0 0 0 187
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 75 0 0 1 644
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 3 6 34 1,726 7 25 128 5,147
A Skeptical View of the Impact of the Fed’s Balance Sheet 2 3 12 103 3 6 29 218
A Specification Test for Speculative Bubbles 0 0 1 297 0 0 4 663
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 0 0 904
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 1 102 1 1 3 814
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 0 3 407
A utility based comparison of some models of exchange rate volatility 0 1 1 63 0 1 2 508
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 2 3 5 468 2 4 12 1,795
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 1 1 1 304 1 1 3 1,309
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 0 94 0 0 1 467
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 0 0 1 1,472
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 1 171 0 4 19 640
Approximately normal tests for equal predictive accuracy in nested models 0 1 2 211 1 2 11 856
Asymptotic Inference About Predictive Ability 0 0 0 0 0 1 7 365
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 2 2 5 130
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 1 2 143 1 2 3 1,146
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 2 4 8 492
Automatic Lag Selection in Covariance Matrix Estimation 1 1 3 449 1 1 13 1,363
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 1 2 239 0 1 5 747
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 106 1 1 2 466
Dividend Innovations and Stock Price Volatility 0 0 1 356 1 4 10 1,277
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 25 0 0 0 98
Encompassing Tests When No Model Is Encompassing 0 0 1 138 0 0 1 637
Encompassing tests when no model is encompassing 0 0 0 70 0 0 0 477
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 0 2 635 0 0 7 1,532
Exchange Rates and Fundamentals 0 0 0 823 1 1 7 2,348
Exchange rates and fundamentals 0 0 0 599 0 0 2 1,419
Factor Model Forecasts of Exchange Rates 1 1 2 170 1 2 7 429
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 2 210
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 53 0 0 2 381
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 0 4 507
Inference about predictive ability 0 0 0 237 0 0 0 500
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 0 0 1 201
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 2 3 268
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 0 0 2 356
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 0 0 0 239
Inventories 1 1 2 378 1 2 11 1,117
Inventory Models 0 0 0 3,588 0 1 1 21,207
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 0 1 568
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 1 196 0 0 3 621
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 1 1 2 266
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 0 0 0 535
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 0 0 0 524
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 10 277
Policy Evaluation in Uncertain Economic Environments 0 0 0 200 0 0 7 646
Policy evaluation in uncertain economic environments 0 0 1 53 0 1 3 245
Regression-Based Tests of Predictive Ability 0 0 0 284 0 0 0 1,191
Regression-Based Tests of Predictive Ability 0 0 0 410 0 0 4 1,796
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 0 0 532
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 0 2 6 190
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 0 0 268
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 0 1 1,353
The Equilibrium Real Funds Rate: Past, Present and Future 1 2 3 158 1 2 10 279
The Insensitivity of Consumption to News About Income 0 0 0 51 0 0 2 212
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 160
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 1 2 5 197
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 979 0 0 1 2,719
The Sources of Fluctuations in Aggregate Inventories and GNP 0 1 1 29 0 1 9 243
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 231 0 0 3 1,337
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 3 233 0 2 7 1,044
Total Working Papers 12 23 83 16,914 29 79 395 73,653


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 0 291
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 10 27 108 5,749 28 110 398 16,171
A Specification Test for Speculative Bubbles 0 1 5 440 1 2 9 1,017
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 106 1 1 1 530
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 52 0 2 4 154
A comparison of the behavior of Japanese and US inventories 0 0 0 4 0 0 0 83
A factor model for co-movements of commodity prices 1 1 2 103 1 1 8 293
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 0 0 100
A note on the power of least squares tests for a unit root 0 0 0 48 0 0 1 104
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 0 5 27 640 4 23 123 2,099
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 2 3 9 273
A utility-based comparison of some models of exchange rate volatility 0 0 1 192 1 2 6 606
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 0 0 1 422
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 0 1 192
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 1 71 0 1 3 234
Approximately normal tests for equal predictive accuracy in nested models 2 5 24 650 4 16 89 1,681
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 1 2 4 512 1 3 20 1,339
Asymptotic Normality, When Regressors Have a Unit Root 1 1 1 141 2 2 3 548
Automatic Lag Selection in Covariance Matrix Estimation 2 5 17 1,078 5 13 38 3,023
Comment 0 0 0 0 0 0 1 21
Comment 0 0 0 2 0 0 2 28
Comment 0 0 0 1 0 0 2 25
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 0 37 0 0 0 125
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 0 104
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 0 3 0 0 1 19
Dividend Innovations and Stock Price Volatility 1 1 2 310 1 6 12 1,502
Econometric analysis of present value models when the discount factor is near one 1 1 1 31 1 1 2 212
Editor's Introduction 0 0 0 0 0 0 0 0
Editor's Introduction 0 0 0 0 0 0 1 2
Editor's Introduction 0 0 0 0 0 0 1 2
Editor's Introduction October 2011 0 0 0 0 0 0 0 3
Editor's Introduction October 2011 0 0 0 13 0 1 1 67
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 0 34 0 0 0 136
Erratum 0 0 0 6 0 0 2 61
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 0 0 84
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 0 0 56
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 0 0 0 148
Exchange Rates and Fundamentals 0 0 4 245 13 39 79 1,822
Exchange rates and fundamentals 0 0 3 427 0 2 23 1,312
Factor Model Forecasts of Exchange Rates 1 1 1 85 3 6 15 278
Forecast evaluation of small nested model sets 0 0 0 74 0 0 1 344
Forecasting and empirical methods in finance and macroeconomics 0 0 0 68 0 0 0 179
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 0 0 0 133
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 0 0 449
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 83 0 0 1 251
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 0 39 0 0 0 148
Hypothesis Testing with Efficient Method of Moments Estimation 1 3 15 625 2 10 48 2,209
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 0 0 24
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 0 38 0 0 1 261
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 0 0 184
Introduction 1 1 1 2 1 1 1 35
Introduction 0 0 0 7 0 0 0 39
Introduction 0 0 0 3 0 0 1 15
Model uncertainty and policy evaluation: Some theory and empirics 1 1 1 141 1 1 4 447
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 168 0 2 4 634
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 0 1 146
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 2 65 0 0 2 339
Policy Evaluation in Uncertain Economic Environments 0 0 3 144 0 1 8 530
Regression-Based Tests of Predictive Ability 0 0 0 3 1 2 5 631
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 0 0 0 18
Some Evidence on Secular Drivers of US Safe Real Rates 0 1 1 31 0 2 9 127
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 0 0 103
Special Issue Editors' Introduction 1 1 1 64 2 3 5 282
Special Issue Editors' Introduction 0 0 0 16 0 0 1 86
Special Issue Editors' Introduction 0 0 0 0 0 0 0 5
Special Issue Editors' Introduction 0 0 0 0 0 0 1 6
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 2 280
Targeting Nominal Income: A Note 0 0 0 28 0 0 0 236
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 1 4 574 1 6 15 1,578
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 0 1 440
The Equilibrium Real Funds Rate: Past, Present, and Future 2 7 18 243 2 12 41 708
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 0 6 513
The insensitivity of consumption to news about income 0 0 1 25 0 0 3 197
The predictive ability of several models of exchange rate volatility 0 0 4 287 0 1 11 756
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 2 7 19 253 7 21 56 781
Total Journal Articles 28 72 271 14,431 85 296 1,084 48,928


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 0 3 153
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 0 0 109
NBER International Seminar on Macroeconomics 2009 0 0 0 0 0 0 13 247
NBER International Seminar on Macroeconomics 2012 0 0 0 0 0 0 2 113
NBER International Seminar on Macroeconomics 2015 0 0 0 0 0 0 0 110
NBER International Seminar on Macroeconomics 2018 0 0 0 0 0 0 1 73
NBER International Seminar on Macroeconomics 2021 0 0 0 0 0 3 10 20
Total Books 0 0 0 0 0 3 29 825


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 2 2 4 26 4 8 14 225
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 1 27 0 1 2 136
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 1 1 6 388 1 2 16 1,299
Forecast Evaluation 1 3 20 415 1 5 33 824
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 2 46 0 1 3 127
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 1 14 0 0 1 83
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 1 8 0 0 1 59
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 0 14 0 0 1 57
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 0 2 37
Inventories 0 1 2 221 1 3 8 765
Land Prices and Business Fixed Investment in Japan 0 0 0 13 0 1 1 51
Total Chapters 4 7 37 1,191 7 21 82 3,837


Statistics updated 2024-05-04