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 1 1,374
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 1 2 3 190
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 2 2 2 647
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 2 2 2 376
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 3 5 26 1,766 12 22 76 5,269
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 0 5 113 4 7 21 252
A Specification Test for Speculative Bubbles 0 0 2 299 0 3 9 673
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 1 4 908
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 3 4 5 821
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 0 0 408
A utility based comparison of some models of exchange rate volatility 0 0 0 63 1 2 3 512
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 1 4 472 0 2 14 1,811
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 1 1 1 305 1 2 6 1,315
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 95 0 0 2 470
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 3 5 7 1,482
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 1 174 4 6 12 657
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 6 7 11 869
Asymptotic Inference About Predictive Ability 0 0 0 0 1 2 5 371
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 0 5 139
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 1 147 0 1 2 1,151
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 2 4 8 502
Automatic Lag Selection in Covariance Matrix Estimation 2 3 7 459 2 4 17 1,386
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 0 0 0 749
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 107 0 0 0 467
Dividend Innovations and Stock Price Volatility 1 1 2 358 2 2 7 1,286
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 0 2 2 101
Encompassing Tests When No Model Is Encompassing 0 0 0 138 0 1 2 639
Encompassing tests when no model is encompassing 0 0 0 70 1 7 8 486
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 1 4 642 4 6 18 1,557
Exchange Rates and Fundamentals 0 0 0 825 0 1 5 2,363
Exchange rates and fundamentals 0 0 0 599 1 3 4 1,427
Factor Model Forecasts of Exchange Rates 0 0 3 173 0 0 4 436
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 1 1 1 212
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 0 1 1 384
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 1 1 2 247
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 5 513
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 46 1 1 4 272
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 39 0 3 3 360
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 0 0 3 242
Inventories 0 0 2 383 1 3 6 1,128
Inventory Models 0 0 1 3,590 1 1 4 21,213
Land Prices and Business Fixed Investments in Japan 0 0 0 135 1 2 5 573
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 0 0 4 625
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 0 1 269
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 1 1 2 537
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 2 2 5 529
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 1 2 2 714
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 1 1 1 227
Order Backlogs and Production Smoothing 1 1 1 32 1 3 3 281
Policy Evaluation in Uncertain Economic Environments 0 0 1 201 2 2 5 651
Policy evaluation in uncertain economic environments 0 0 0 53 1 1 7 253
Random Walk Forecasts of Stationary Processes Have Low Bias 0 8 8 8 1 7 7 7
Regression-Based Tests of Predictive Ability 0 0 0 413 0 2 3 1,804
Regression-Based Tests of Predictive Ability 0 0 1 286 0 0 1 1,193
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 2 3 535
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 2 3 14 206
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 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 1 2 3 1,356
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 0 160 0 1 2 285
The Insensitivity of Consumption to News About Income 0 0 0 51 0 0 0 213
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 198
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 1 980 0 1 4 2,724
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 1 161
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 1 1 2 247
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 1 1 4 1,343
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 5 5 10 1,057
Total Working Papers 8 21 75 17,037 79 151 386 74,202

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 1 2 294
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 18 36 115 5,910 56 151 448 16,808
A Specification Test for Speculative Bubbles 0 0 8 452 1 3 22 1,047
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 0 0 3 534
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 1 1 2 158
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 2 107 0 1 11 311
A note on the econometric use of constant dollar inventory series 0 0 0 13 1 1 2 104
A note on the power of least squares tests for a unit root 0 0 0 48 1 1 3 108
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 4 11 42 699 21 45 146 2,301
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 0 3 281
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 1 2 5 614
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 0 0 1 60 0 0 2 194
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 1 74 0 0 2 241
Approximately normal tests for equal predictive accuracy in nested models 0 2 20 677 7 17 70 1,789
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 0 2 516 6 12 26 1,373
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 0 1 3 554
Automatic Lag Selection in Covariance Matrix Estimation 0 3 20 1,120 15 25 68 3,132
Comment 0 0 0 0 0 2 3 25
Comment 0 0 0 1 0 0 0 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 2 2 3 128
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 2 106
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 5 0 1 4 24
Dividend Innovations and Stock Price Volatility 0 0 2 313 1 2 10 1,515
Econometric analysis of present value models when the discount factor is near one 0 0 1 32 0 1 4 217
Editor's Introduction 0 0 0 0 0 0 0 2
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 October 2011 0 0 1 14 1 1 3 70
Editor's Introduction October 2011 0 0 0 0 0 0 0 4
Editors' Introduction 0 0 0 5 2 2 2 21
Efficient GMM estimation of weak AR processes 0 0 0 37 1 1 1 132
Encompassing tests when no model is encompassing 0 0 1 35 1 2 5 141
Erratum 0 0 0 7 0 0 1 65
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 0 0 85
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 0 2 59
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 1 1 4 152
Exchange Rates and Fundamentals 1 1 9 266 5 14 52 1,933
Factor Model Forecasts of Exchange Rates 0 0 1 89 0 3 9 290
Forecast evaluation of small nested model sets 0 0 0 74 1 1 4 349
Forecasting and empirical methods in finance and macroeconomics 0 0 3 72 0 0 7 188
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 2 3 8 142
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 1 1 451
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 84 0 1 6 258
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 1 2 41 0 1 3 151
Hypothesis Testing with Efficient Method of Moments Estimation 0 2 10 640 2 9 46 2,275
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 0 0 1 83
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 0 1 25
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 1 2 5 269
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 0 4 189
Introduction 0 0 0 2 0 0 0 37
Introduction 0 0 0 3 0 0 0 15
Introduction 0 0 1 8 0 0 3 43
Model uncertainty and policy evaluation: Some theory and empirics 0 0 2 143 1 1 5 452
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 1 3 150
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 0 1 61
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 1 2 3 342
Policy Evaluation in Uncertain Economic Environments 0 0 4 148 5 6 17 552
Regression-Based Tests of Predictive Ability 0 0 0 3 5 6 8 649
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 0 33 1 2 10 144
Sources of cycles in Japan, 1975-1987 0 0 0 7 1 1 2 106
Special Issue Editors' Introduction 0 0 0 0 1 1 2 8
Special Issue Editors' Introduction 0 0 0 18 0 0 1 90
Special Issue Editors' Introduction 0 1 1 66 0 1 8 298
Special Issue Editors' Introduction 0 0 0 0 1 1 1 6
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 5 286
Targeting Nominal Income: A Note 0 0 0 28 0 0 2 238
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 0 578 1 2 14 1,603
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 0 0 441
The Equilibrium Real Funds Rate: Past, Present, and Future 0 0 10 259 1 2 43 777
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 0 1 514
The insensitivity of consumption to news about income 0 0 0 25 2 2 4 201
The predictive ability of several models of exchange rate volatility 1 3 8 295 2 5 17 775
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 1 8 272 2 7 19 825
Total Journal Articles 24 61 277 14,270 155 351 1,182 48,743
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 1 2 6 159
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 2 4 114
NBER International Seminar on Macroeconomics 2009 0 0 0 0 1 2 8 256
NBER International Seminar on Macroeconomics 2012 0 0 0 0 0 1 1 116
NBER International Seminar on Macroeconomics 2015 0 0 0 0 2 3 3 114
NBER International Seminar on Macroeconomics 2018 0 0 0 0 0 3 3 78
NBER International Seminar on Macroeconomics 2021 0 0 0 0 0 0 2 23
NBER International Seminar on Macroeconomics 2024 0 0 0 0 1 2 2 2
Total Books 0 0 0 0 5 15 29 862

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 2 15 246
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 1 1 3 140
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 0 1 37
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 1 1 2 71
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 0 1 24
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 1 1 1 47
Exchange Rate Models Are Not as Bad as You Think 1 1 5 393 2 7 32 1,339
Forecast Evaluation 0 0 4 423 3 5 19 855
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 1 1 4 131
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 1 1 2 61
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 1 15 1 1 2 59
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 0 2 40
Inventories 1 2 4 228 1 3 17 794
Land Prices and Business Fixed Investment in Japan 0 0 0 13 1 4 5 56
Total Chapters 2 3 15 1,213 14 27 107 3,984

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Statistics updated 2025-11-08