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 1 7 11 198
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 1 6 7 1,380
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 0 6 10 655
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 3 6 9 383
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 3 6 23 1,776 75 203 264 5,488
A Skeptical View of the Impact of the Fed’s Balance Sheet 1 2 4 115 3 10 26 265
A Specification Test for Speculative Bubbles 0 0 0 299 1 7 18 685
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 1 3 13 918
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 2 6 11 828
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 1 2 4 412
A utility based comparison of some models of exchange rate volatility 0 0 0 63 12 44 52 562
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 1 1 5 474 2 8 20 1,820
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 1 2 306 0 5 10 1,320
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 95 0 2 6 474
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts 0 0 0 13 5 9 14 26
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 0 3 8 1,485
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 1 13 24 671
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 4 15 31 889
Asymptotic Inference About Predictive Ability 0 0 0 0 2 6 11 378
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 2 9 11 150
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 1 147 0 1 4 1,153
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 5 12 26 522
Automatic Lag Selection in Covariance Matrix Estimation 0 0 5 460 1 12 24 1,401
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 3 11 11 760
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 107 0 1 1 468
Dividend Innovations and Stock Price Volatility 0 0 3 359 4 17 26 1,308
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 4 9 13 112
Encompassing Tests When No Model Is Encompassing 0 0 0 138 5 11 12 650
Encompassing tests when no model is encompassing 0 0 0 70 0 5 15 493
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 1 6 8 193
Exchange Rate Models Are Not as Bad as You Think 1 1 3 643 5 9 27 1,571
Exchange Rates and Fundamentals 1 3 3 828 3 17 23 2,382
Exchange rates and fundamentals 0 0 0 599 4 13 17 1,441
Factor Model Forecasts of Exchange Rates 0 0 3 173 2 12 17 449
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 3 4 215
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 0 4 6 389
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 6 13 19 264
Forecast evaluation of small nested model sets 0 0 0 68 0 10 13 206
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 1 10 14 524
Inference about predictive ability 0 0 0 237 12 26 26 527
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 1 5 5 206
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 11 16 286
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 4 9 14 371
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 1 9 10 252
Inventories 0 0 0 383 1 8 12 1,136
Inventory Models 0 0 1 3,590 2 9 13 21,224
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 2 6 576
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 2 10 11 635
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 1 5 8 276
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 1 4 7 543
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 3 6 8 535
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 0 3 5 717
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 3 7 8 603
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 0 1 3 229
Order Backlogs and Production Smoothing 0 0 1 32 5 8 11 289
Policy Evaluation in Uncertain Economic Environments 0 0 0 201 2 7 10 658
Policy evaluation in uncertain economic environments 0 0 0 53 1 6 13 260
Random Walk Forecasts of Stationary Processes Have Low Bias 0 1 9 9 1 11 20 20
Random Walk Forecasts of Stationary Processes Have Low Bias 0 1 1 22 3 10 13 25
Regression-Based Tests of Predictive Ability 0 0 0 413 0 4 11 1,812
Regression-Based Tests of Predictive Ability 1 1 2 287 1 12 13 1,205
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 7 10 542
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 3 9 19 215
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 38 0 8 9 99
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 1 10 13 189
Sources of Cycles in Japan, 1975-1987 0 0 0 20 0 3 4 342
Targeting Nominal Income: A Note 0 0 0 40 5 18 18 287
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 3 10 13 1,367
The Equilibrium Real Funds Rate: Past, Present and Future 1 1 1 161 2 5 7 291
The Insensitivity of Consumption to News About Income 0 0 0 51 2 4 4 217
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 980 0 4 6 2,728
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 4 20 22 220
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 2 6 7 168
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 2 6 13 259
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 0 7 11 1,350
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 0 10 19 1,067
Total Working Papers 9 18 71 17,096 228 846 1,258 75,214

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 10 12 304
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 9 30 117 5,953 47 176 516 17,040
A Specification Test for Speculative Bubbles 1 1 4 453 5 11 21 1,059
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 0 3 8 540
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 1 5 7 164
A comparison of the behavior of Japanese and US inventories 0 0 0 4 1 8 8 92
A factor model for co-movements of commodity prices 0 0 1 108 0 5 15 320
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 4 5 108
A note on the power of least squares tests for a unit root 0 0 0 48 0 3 5 111
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 7 17 51 722 21 64 189 2,382
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 3 7 9 288
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 0 6 12 623
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 1 7 9 431
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison 0 0 1 60 4 10 12 205
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 0 74 2 11 14 254
Approximately normal tests for equal predictive accuracy in nested models 0 0 17 679 9 37 93 1,834
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 0 4 4 282
Asymptotic Inference about Predictive Ability 0 1 3 517 5 65 94 1,443
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 1 10 12 564
Automatic Lag Selection in Covariance Matrix Estimation 0 1 15 1,122 6 24 79 3,161
Comment 0 0 0 0 1 2 2 4
Comment 0 0 0 0 0 0 3 26
Comment 0 0 0 2 0 1 1 30
Comment 0 0 0 1 0 2 3 29
Comment 0 0 0 2 2 5 5 11
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 0 38 0 6 8 134
Comments on 'The state of macroeconomic forecasting' 0 0 0 18 3 8 9 86
Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola 0 0 0 9 1 4 5 110
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 5 1 4 6 28
Dividend Innovations and Stock Price Volatility 0 0 0 313 1 7 15 1,524
Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints [with Comments] 0 0 0 0 2 4 4 7
Econometric analysis of present value models when the discount factor is near one 0 0 1 32 0 11 15 228
Editor's Introduction 0 0 0 0 1 6 6 8
Editor's Introduction 0 0 0 0 3 6 7 7
Editor's Introduction 0 0 0 0 2 8 9 11
Editor's Introduction October 2011 0 0 0 0 0 0 1 5
Editor's Introduction October 2011 0 0 0 14 1 3 5 73
Editors Introduction to the Special Issue 0 0 0 7 0 3 3 42
Editors' Introduction 0 0 0 5 1 4 6 25
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 2 10
Efficient GMM estimation of weak AR processes 0 0 0 37 0 1 2 133
Encompassing tests when no model is encompassing 0 0 1 35 3 10 15 151
Erratum 0 0 0 7 0 2 3 67
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 2 3 88
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 2 7 9 66
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 2 3 6 155
Exchange Rates and Fundamentals 2 8 15 276 13 39 91 1,986
Factor Model Forecasts of Exchange Rates 0 0 1 89 5 16 24 306
Forecast evaluation of small nested model sets 0 0 1 75 4 10 18 364
Forecasting and empirical methods in finance and macroeconomics 0 1 2 73 2 7 10 196
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 1 6 11 148
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 7 8 458
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 84 1 2 4 260
Globalization and Equilibrium Inflation-Output Tradeoffs [with Comments] 0 0 0 1 0 5 5 10
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 1 41 6 13 17 166
Hypothesis Testing with Efficient Method of Moments Estimation 3 5 12 646 9 22 57 2,304
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 2 9 12 94
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 1 2 2 27
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 2 8 12 277
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 6 17 20 207
Introduction 0 0 0 2 0 5 7 44
Introduction 0 0 1 8 1 6 8 49
Introduction 0 0 0 3 1 3 3 18
Model uncertainty and policy evaluation: Some theory and empirics 0 0 0 143 1 4 7 456
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 9 12 160
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 1 6 9 69
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 0 2 5 344
Policy Evaluation in Uncertain Economic Environments 0 0 1 148 1 5 20 559
Regression-Based Tests of Predictive Ability 0 0 0 3 4 13 21 664
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 1 4 6 24
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 33 2 7 13 151
Some Long-Run Correlations of Inflation in Developed Countries 0 0 1 1 0 7 16 19
Sources of cycles in Japan, 1975-1987 0 0 0 7 2 6 7 112
Special Issue Editors' Introduction 0 0 0 18 0 2 5 95
Special Issue Editors' Introduction 0 0 0 0 2 5 6 11
Special Issue Editors' Introduction 0 0 0 0 0 3 5 11
Special Issue Editors' Introduction 0 0 2 67 2 4 13 307
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 4 9 290
Targeting Nominal Income: A Note 0 0 0 28 4 8 10 246
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 0 578 3 5 14 1,610
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 3 3 444
The Equilibrium Real Funds Rate: Past, Present, and Future 3 3 10 262 11 22 48 803
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 2 4 8 521
The insensitivity of consumption to news about income 0 0 0 25 1 2 5 203
The predictive ability of several models of exchange rate volatility 1 1 8 296 2 14 30 793
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 0 6 272 1 5 29 837
Total Journal Articles 26 68 273 14,378 228 901 1,887 49,906
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 8 12 167
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 3 8 118
NBER International Seminar on Macroeconomics 2009 0 0 0 0 0 39 51 301
NBER International Seminar on Macroeconomics 2012 0 0 0 0 1 3 11 126
NBER International Seminar on Macroeconomics 2015 0 0 0 0 1 10 14 125
NBER International Seminar on Macroeconomics 2018 0 0 0 0 2 8 13 88
NBER International Seminar on Macroeconomics 2021 0 0 0 0 1 9 12 34
NBER International Seminar on Macroeconomics 2024 0 0 0 0 1 6 11 11
Total Books 0 0 0 0 7 86 132 970

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 2 11 25 262
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 1 4 9 147
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 3 5 41
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 3 5 74
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 1 2 25
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 1 3 4 50
Exchange Rate Models Are Not as Bad as You Think 0 0 5 394 3 15 44 1,358
Forecast Evaluation 1 4 7 427 2 14 34 873
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 0 7 13 140
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 2 9 11 95
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 2 3 4 64
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 1 15 1 1 3 60
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 6 10 48
Inventories 0 0 3 228 2 7 21 804
Land Prices and Business Fixed Investment in Japan 0 0 0 13 0 8 14 65
Total Chapters 1 4 17 1,218 16 95 204 4,106

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Statistics updated 2026-03-04