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 0 1 188
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 0 1 1 1,374
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 2 4 27 1,761 6 14 69 5,247
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 1 7 113 2 4 18 245
A Specification Test for Speculative Bubbles 0 0 2 299 0 2 7 670
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 1 2 3 907
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 1 103 0 0 2 817
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 0 2 510
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 1 2 3 471 5 7 13 1,809
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 0 304 1 1 4 1,313
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 1 1 95 0 2 3 470
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 1 174 1 2 7 651
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 0 2 6 862
Asymptotic Inference About Predictive Ability 0 0 0 0 2 2 4 369
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 0 8 139
Asymptotic Inference about Predictive Ability, An Additional Appendix 1 1 4 147 1 1 4 1,150
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 2 5 498
Automatic Lag Selection in Covariance Matrix Estimation 1 1 6 456 1 3 16 1,382
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 1 107 0 0 1 467
Dividend Innovations and Stock Price Volatility 0 1 1 357 0 2 6 1,284
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 0 1 638
Encompassing tests when no model is encompassing 0 0 0 70 1 1 2 479
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 4 641 1 2 14 1,551
Exchange Rates and Fundamentals 0 0 1 825 0 2 7 2,362
Exchange rates and fundamentals 0 0 0 599 0 0 3 1,424
Factor Model Forecasts of Exchange Rates 1 2 3 173 1 2 5 436
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 0 0 1 383
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 0 1 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 1 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 47 0 0 0 201
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 1 3 271
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 0 3 242
Inventories 0 0 3 383 0 0 5 1,125
Inventory Models 0 1 1 3,590 0 1 3 21,212
Land Prices and Business Fixed Investments in Japan 0 0 0 135 1 1 3 571
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 1 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 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 0 278
Policy Evaluation in Uncertain Economic Environments 0 0 1 201 0 1 3 649
Policy evaluation in uncertain economic environments 0 0 0 53 1 4 7 252
Regression-Based Tests of Predictive Ability 0 0 2 286 0 0 2 1,193
Regression-Based Tests of Predictive Ability 0 0 2 413 0 0 5 1,802
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 0 1 533
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 1 3 11 203
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 1 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 0 1 1,354
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 0 160 0 0 3 284
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 1 1 4 2,723
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 161
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 198
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 0 0 2 246
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 1 2 233 0 2 5 1,342
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 1 2 7 1,052
Total Working Papers 6 15 77 17,016 31 74 311 74,051

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 1 1 1 293
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 9 30 101 5,874 31 90 382 16,657
A Specification Test for Speculative Bubbles 0 2 9 452 3 5 22 1,044
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 1 107 2 2 4 534
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 0 3 107 1 1 13 310
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 0 3 103
A note on the power of least squares tests for a unit root 0 0 0 48 1 1 2 107
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 4 8 41 688 11 31 132 2,256
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 2 2 7 281
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 0 0 3 612
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 1 1 1 60 1 1 2 194
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 2 74 0 0 4 241
Approximately normal tests for equal predictive accuracy in nested models 1 8 23 675 4 23 71 1,772
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 2 2 516 4 8 16 1,361
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 1 1 5 553
Automatic Lag Selection in Covariance Matrix Estimation 1 9 27 1,117 6 20 58 3,107
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 1 1 2 106
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 1 1 1 5 1 1 3 23
Dividend Innovations and Stock Price Volatility 0 0 3 313 1 1 9 1,513
Econometric analysis of present value models when the discount factor is near one 1 1 1 32 2 3 4 216
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 1 1 3 139
Erratum 0 0 0 7 0 1 2 65
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 1 1 3 59
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 1 2 3 151
Exchange Rates and Fundamentals 0 2 15 265 6 17 57 1,919
Exchange rates and fundamentals 0 0 0 430 1 3 10 1,330
Factor Model Forecasts of Exchange Rates 0 0 2 89 0 1 7 287
Forecast evaluation of small nested model sets 0 0 0 74 0 1 4 348
Forecasting and empirical methods in finance and macroeconomics 1 1 4 72 2 2 9 188
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 2 2 6 139
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 0 6 257
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 1 40 0 1 2 150
Hypothesis Testing with Efficient Method of Moments Estimation 3 4 10 638 6 15 44 2,266
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 1 1 1 83
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 2 2 4 267
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 2 2 4 189
Introduction 0 0 0 3 0 0 0 15
Introduction 0 0 0 2 0 0 2 37
Introduction 0 0 1 8 0 0 4 43
Model uncertainty and policy evaluation: Some theory and empirics 0 0 2 143 0 1 4 451
Model uncertainty and policy evaluation: some theory and empirics 0 0 1 169 0 1 5 640
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 0 3 149
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 1 1 1 61
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 1 1 1 340
Policy Evaluation in Uncertain Economic Environments 0 1 4 148 1 5 13 546
Regression-Based Tests of Predictive Ability 0 0 0 3 0 0 8 643
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 2 4 10 142
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 0 1 105
Special Issue Editors' Introduction 0 0 0 0 0 0 0 5
Special Issue Editors' Introduction 0 0 0 65 1 3 10 297
Special Issue Editors' Introduction 0 0 0 0 1 1 1 7
Special Issue Editors' Introduction 0 0 0 18 0 0 1 90
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 3 5 286
Targeting Nominal Income: A Note 0 0 0 28 2 2 2 238
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 3 578 0 3 16 1,601
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 12 259 2 11 53 775
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 1 1 1 514
The insensitivity of consumption to news about income 0 0 0 25 1 1 2 199
The predictive ability of several models of exchange rate volatility 0 2 5 292 1 4 14 770
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 5 9 271 1 9 18 818
Total Journal Articles 23 81 290 14,808 113 295 1,100 50,362

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 4 157
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 1 2 112
NBER International Seminar on Macroeconomics 2009 0 0 0 0 0 2 7 254
NBER International Seminar on Macroeconomics 2012 0 0 0 0 0 0 1 115
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 1 3 23
Total Books 0 0 0 0 0 4 20 847

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 1 1 27 1 7 17 244
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 0 1 3 139
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 1 1 37
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 1 1 70
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 1 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 1 4 392 3 10 26 1,332
Forecast Evaluation 0 0 7 423 1 5 18 850
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 1 2 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 1 1 15 0 1 1 58
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 1 2 2 40
Inventories 0 0 3 226 6 6 18 791
Land Prices and Business Fixed Investment in Japan 0 0 0 13 1 1 1 52
Total Chapters 0 3 16 1,210 14 38 94 3,957

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Statistics updated 2025-08-05