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 0 187
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 0 0 1 1,373
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 75 0 0 0 643
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 7 25 1,692 20 27 83 5,019
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 3 10 91 3 10 28 189
A Specification Test for Speculative Bubbles 0 1 1 296 0 1 5 659
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 0 101 0 0 4 811
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 1 1 69 0 1 1 404
A utility based comparison of some models of exchange rate volatility 0 0 0 62 0 0 1 506
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 0 0 463 0 0 1 1,783
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 1 1 2 303 2 2 3 1,306
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 0 94 0 0 0 466
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 0 1 1 1,471
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 2 170 0 3 10 621
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 209 1 2 8 845
Asymptotic Inference About Predictive Ability 0 0 0 0 0 0 1 358
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 1 4 8 125
Asymptotic Inference about Predictive Ability, An Additional Appendix 1 1 4 141 1 1 4 1,143
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 0 4 11 484
Automatic Lag Selection in Covariance Matrix Estimation 0 0 2 446 0 1 9 1,350
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 1 1 2 237 1 3 7 742
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 106 0 0 0 464
Dividend Innovations and Stock Price Volatility 0 0 3 355 0 2 12 1,267
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 0 137 0 0 1 636
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 1 633 0 1 8 1,525
Exchange Rates and Fundamentals 0 0 3 823 0 2 6 2,341
Exchange rates and fundamentals 0 0 1 599 0 2 6 1,417
Factor Model Forecasts of Exchange Rates 0 3 3 168 0 3 4 422
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 1 1 208
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 52 0 0 0 379
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 5 503
Inference about predictive ability 0 0 1 237 0 0 1 500
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 0 0 265
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 47 0 0 2 200
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 0 1 2 354
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 1 82 0 0 1 239
Inventories 0 1 6 376 1 9 28 1,106
Inventory Models 0 0 0 3,588 1 1 5 21,206
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 0 2 567
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 195 0 1 3 618
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 0 0 264
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 1 524
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 1 595
On the Interpretation of Near Random-Walk Behavior in GNP 0 1 1 40 0 1 1 226
Order Backlogs and Production Smoothing 0 0 0 31 4 14 22 267
Policy Evaluation in Uncertain Economic Environments 0 0 1 200 2 3 6 639
Policy evaluation in uncertain economic environments 0 0 0 52 0 0 0 242
Regression-Based Tests of Predictive Ability 0 0 0 284 0 0 0 1,191
Regression-Based Tests of Predictive Ability 0 0 2 410 1 2 7 1,792
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 0 1 532
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 2 55 0 2 15 184
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 1 338
Targeting Nominal Income: A Note 0 0 0 40 0 0 1 268
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 0 0 1,352
The Equilibrium Real Funds Rate: Past, Present and Future 0 1 3 155 1 3 10 269
The Insensitivity of Consumption to News About Income 0 0 1 51 0 1 2 210
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 159
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 979 0 0 4 2,718
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 192
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 28 3 7 27 234
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 231 0 0 1 1,334
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 2 230 0 1 5 1,037
Total Working Papers 6 21 82 16,831 42 118 380 73,258

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 6 31 146 5,641 30 97 500 15,773
A Specification Test for Speculative Bubbles 0 0 6 435 1 3 16 1,008
A Variance Bounds Test of the Linear Quadratic Inventory Model 1 1 2 106 1 3 5 529
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 1 1 52 1 2 3 150
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 0 0 2 101 1 2 10 285
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 1 1 48 0 1 1 103
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 2 11 40 613 19 59 131 1,976
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 0 0 264
A utility-based comparison of some models of exchange rate volatility 0 0 3 191 0 1 9 600
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 0 0 1 421
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 0 191
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 1 70 1 3 7 231
Approximately normal tests for equal predictive accuracy in nested models 1 8 28 626 10 27 79 1,592
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 1 5 508 1 3 12 1,319
Asymptotic Normality, When Regressors Have a Unit Root 0 0 1 140 0 0 3 545
Automatic Lag Selection in Covariance Matrix Estimation 0 1 11 1,061 0 2 33 2,985
Comment 0 0 0 2 0 0 1 26
Comment 0 0 0 0 0 0 1 20
Comment 0 0 0 1 0 0 4 23
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 1 1 18
Dividend Innovations and Stock Price Volatility 0 0 1 308 1 2 20 1,490
Econometric analysis of present value models when the discount factor is near one 0 0 0 30 0 1 1 210
Editor's Introduction 0 0 0 0 0 0 0 1
Editor's Introduction 0 0 0 0 0 0 0 1
Editor's Introduction 0 0 0 0 0 0 0 0
Editor's Introduction October 2011 0 0 0 13 0 0 1 66
Editor's Introduction October 2011 0 0 0 0 0 0 0 3
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 4 136
Erratum 0 0 0 6 0 0 1 59
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 2 3 9 241 7 15 51 1,743
Exchange rates and fundamentals 0 1 2 424 3 10 32 1,289
Factor Model Forecasts of Exchange Rates 0 1 2 84 0 4 10 263
Forecast evaluation of small nested model sets 0 0 1 74 0 0 1 343
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 1 83 0 1 8 250
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 0 39 0 0 2 148
Hypothesis Testing with Efficient Method of Moments Estimation 0 3 12 610 2 9 38 2,161
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 1 1 15 0 2 2 82
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 3 38 0 0 3 260
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 0 0 184
Introduction 0 0 0 7 0 1 1 39
Introduction 0 0 0 1 0 0 1 34
Introduction 0 0 1 3 0 0 1 14
Model uncertainty and policy evaluation: Some theory and empirics 0 0 1 140 0 2 6 443
Model uncertainty and policy evaluation: some theory and empirics 0 0 2 168 0 0 5 630
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 0 0 145
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 1 1 1 60
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 63 0 0 0 337
Policy Evaluation in Uncertain Economic Environments 1 1 2 141 1 1 9 522
Regression-Based Tests of Predictive Ability 0 0 0 3 1 1 9 626
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 4 30 1 4 12 118
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 0 1 103
Special Issue Editors' Introduction 0 0 0 0 0 0 1 5
Special Issue Editors' Introduction 0 0 0 0 0 0 0 5
Special Issue Editors' Introduction 0 0 1 63 1 3 11 277
Special Issue Editors' Introduction 0 0 0 16 0 0 0 85
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 0 278
Targeting Nominal Income: A Note 0 0 0 28 0 0 2 236
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 2 570 0 1 10 1,563
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 0 2 439
The Equilibrium Real Funds Rate: Past, Present, and Future 1 2 18 225 1 8 55 667
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 1 7 21 507
The insensitivity of consumption to news about income 0 0 3 24 0 0 4 194
The predictive ability of several models of exchange rate volatility 0 0 2 283 0 2 11 745
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 2 9 18 234 5 18 39 725
Total Journal Articles 16 77 333 14,160 90 297 1,193 47,844

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 1 1 150
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 0 0 109
NBER International Seminar on Macroeconomics 2009 0 0 0 0 3 7 15 234
NBER International Seminar on Macroeconomics 2012 0 0 0 0 0 0 0 111
NBER International Seminar on Macroeconomics 2015 0 0 0 0 0 1 4 110
NBER International Seminar on Macroeconomics 2018 0 0 0 0 0 0 1 72
NBER International Seminar on Macroeconomics 2021 0 0 0 0 1 4 10 10
Total Books 0 0 0 0 4 13 31 796

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 22 0 1 13 211
Business Fixed Investment and the Recent Business Cycle in Japan 0 1 2 26 0 3 8 134
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 0 2 36
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 0 1 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 2 382 2 6 23 1,283
Forecast Evaluation 2 4 17 395 5 9 38 791
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 1 1 2 44 1 1 3 124
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 13 0 0 0 82
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 7 0 0 0 58
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 0 14 0 0 0 56
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 0 0 35
Inventories 2 2 9 219 2 5 20 757
Land Prices and Business Fixed Investment in Japan 0 0 1 13 1 1 5 50
Total Chapters 6 9 34 1,154 11 26 113 3,755

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Statistics updated 2023-05-07