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 2 5 6 1,379
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 2 7 10 197
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 5 8 10 655
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 2 4 6 380
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 3 7 27 1,773 118 144 203 5,413
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 1 4 114 4 10 25 262
A Specification Test for Speculative Bubbles 0 0 0 299 4 11 17 684
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 2 9 12 917
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 1 5 10 826
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 3 3 411
A utility based comparison of some models of exchange rate volatility 0 0 0 63 28 38 41 550
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 1 4 473 4 7 20 1,818
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 1 1 2 306 1 5 10 1,320
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 95 0 4 6 474
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 2 3 8 1,485
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 10 13 23 670
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 10 16 27 885
Asymptotic Inference About Predictive Ability 0 0 0 0 2 5 10 376
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 3 9 14 148
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 1 147 1 2 4 1,153
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 6 15 22 517
Automatic Lag Selection in Covariance Matrix Estimation 0 1 6 460 6 14 25 1,400
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 5 8 8 757
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 1 3 359 11 18 23 1,304
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 4 7 9 108
Encompassing Tests When No Model Is Encompassing 0 0 0 138 5 6 8 645
Encompassing tests when no model is encompassing 0 0 0 70 3 7 15 493
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 5 7 7 192
Exchange Rate Models Are Not as Bad as You Think 0 0 3 642 3 9 24 1,566
Exchange Rates and Fundamentals 2 2 2 827 7 16 20 2,379
Exchange rates and fundamentals 0 0 0 599 5 10 14 1,437
Factor Model Forecasts of Exchange Rates 0 0 3 173 6 11 15 447
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 3 3 4 215
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 3 5 6 389
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 7 11 13 258
Forecast evaluation of small nested model sets 0 0 0 68 9 13 13 206
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 4 10 14 523
Inference about predictive ability 0 0 0 237 13 14 14 515
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 7 14 17 286
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 3 4 4 205
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 4 7 10 367
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 7 9 10 251
Inventories 0 0 0 383 6 7 11 1,135
Inventory Models 0 0 1 3,590 3 9 11 21,222
Land Prices and Business Fixed Investments in Japan 0 0 0 135 1 3 7 576
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 6 8 11 633
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 3 6 7 275
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 2 5 7 542
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 2 3 8 532
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 3 3 5 717
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 2 5 5 600
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 0 2 3 229
Order Backlogs and Production Smoothing 0 0 1 32 3 3 6 284
Policy Evaluation in Uncertain Economic Environments 0 0 0 201 2 5 9 656
Policy evaluation in uncertain economic environments 0 0 0 53 3 6 13 259
Random Walk Forecasts of Stationary Processes Have Low Bias 0 1 9 9 3 12 19 19
Regression-Based Tests of Predictive Ability 0 0 0 413 4 8 11 1,812
Regression-Based Tests of Predictive Ability 0 0 1 286 8 11 12 1,204
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 5 7 10 542
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 5 6 18 212
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 38 6 9 9 99
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 7 12 12 188
Sources of Cycles in Japan, 1975-1987 0 0 0 20 2 3 4 342
Targeting Nominal Income: A Note 0 0 0 40 11 13 14 282
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 5 8 11 1,364
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 0 160 1 4 5 289
The Insensitivity of Consumption to News About Income 0 0 0 51 2 2 2 215
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 980 3 4 7 2,728
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 2 5 6 166
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 14 18 19 216
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 3 10 11 257
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 5 7 11 1,350
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 8 10 19 1,067
Total Working Papers 6 15 71 17,052 457 741 1,064 74,943

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 8 9 11 303
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 12 34 116 5,944 65 185 504 16,993
A Specification Test for Speculative Bubbles 0 0 3 452 1 7 18 1,054
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 2 6 8 540
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 2 5 6 163
A comparison of the behavior of Japanese and US inventories 0 0 0 4 6 7 7 91
A factor model for co-movements of commodity prices 0 1 2 108 5 9 16 320
A note on the econometric use of constant dollar inventory series 0 0 0 13 2 4 6 108
A note on the power of least squares tests for a unit root 0 0 0 48 0 3 6 111
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 4 16 51 715 21 60 183 2,361
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 4 4 6 285
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 3 9 13 623
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 6 8 8 430
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison 0 0 1 60 6 7 9 201
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 1 74 6 11 13 252
Approximately normal tests for equal predictive accuracy in nested models 0 2 19 679 15 36 87 1,825
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 1 4 4 282
Asymptotic Inference about Predictive Ability 1 1 3 517 29 65 90 1,438
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 6 9 12 563
Automatic Lag Selection in Covariance Matrix Estimation 0 2 18 1,122 8 23 79 3,155
Comment 0 0 0 2 1 1 1 30
Comment 0 0 0 1 2 3 3 29
Comment 0 0 0 0 0 1 3 26
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 0 38 3 6 8 134
Comments on 'The state of macroeconomic forecasting' 0 0 0 18 3 6 6 83
Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola 0 0 0 9 3 3 4 109
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 5 3 3 6 27
Dividend Innovations and Stock Price Volatility 0 0 1 313 5 8 16 1,523
Econometric analysis of present value models when the discount factor is near one 0 0 1 32 4 11 15 228
Editor's Introduction 0 0 0 0 3 3 4 4
Editor's Introduction 0 0 0 0 5 7 7 9
Editor's Introduction 0 0 0 0 5 5 5 7
Editor's Introduction October 2011 0 0 0 0 0 1 1 5
Editor's Introduction October 2011 0 0 1 14 2 2 5 72
Editors' Introduction 0 0 0 5 3 3 5 24
Efficient GMM estimation of weak AR processes 0 0 0 37 1 1 2 133
Encompassing tests when no model is encompassing 0 0 1 35 3 7 12 148
Erratum 0 0 0 7 2 2 3 67
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 2 3 3 88
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 5 5 7 64
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 1 1 4 153
Exchange Rates and Fundamentals 4 8 13 274 11 40 78 1,973
Factor Model Forecasts of Exchange Rates 0 0 1 89 8 11 19 301
Forecast evaluation of small nested model sets 0 1 1 75 5 11 15 360
Forecasting and empirical methods in finance and macroeconomics 0 1 2 73 2 6 9 194
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 3 5 13 147
Generalized Method of Moments and Macroeconomics 0 0 0 0 5 6 7 457
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 84 1 1 4 259
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 1 41 5 9 11 160
Hypothesis Testing with Efficient Method of Moments Estimation 2 3 9 643 9 20 53 2,295
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 1 1 2 26
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 4 9 10 92
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 5 6 11 275
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 7 12 16 201
Introduction 0 0 0 3 1 2 2 17
Introduction 0 0 0 2 2 7 7 44
Introduction 0 0 1 8 5 5 7 48
Model uncertainty and policy evaluation: Some theory and empirics 0 0 0 143 2 3 6 455
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 6 10 13 160
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 5 7 8 68
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 2 2 5 344
Policy Evaluation in Uncertain Economic Environments 0 0 1 148 4 6 19 558
Regression-Based Tests of Predictive Ability 0 0 0 3 7 11 19 660
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 3 4 5 23
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 33 4 5 11 149
Sources of cycles in Japan, 1975-1987 0 0 0 7 4 4 6 110
Special Issue Editors' Introduction 0 0 0 18 2 5 5 95
Special Issue Editors' Introduction 0 0 0 0 3 3 5 11
Special Issue Editors' Introduction 0 1 2 67 1 7 12 305
Special Issue Editors' Introduction 0 0 0 0 3 3 4 9
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 2 4 9 290
Targeting Nominal Income: A Note 0 0 0 28 3 4 6 242
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 0 578 2 4 11 1,607
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 2 3 3 444
The Equilibrium Real Funds Rate: Past, Present, and Future 0 0 8 259 9 15 42 792
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 2 5 6 519
The insensitivity of consumption to news about income 0 0 0 25 1 1 4 202
The predictive ability of several models of exchange rate volatility 0 0 7 295 6 16 28 791
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 0 6 272 2 11 28 836
Total Journal Articles 23 70 271 14,340 401 837 1,725 49,580
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 5 7 12 166
NBER International Seminar on Macroeconomics 2006 0 0 0 0 2 4 8 118
NBER International Seminar on Macroeconomics 2009 0 0 0 0 15 45 51 301
NBER International Seminar on Macroeconomics 2012 0 0 0 0 1 9 10 125
NBER International Seminar on Macroeconomics 2015 0 0 0 0 3 10 13 124
NBER International Seminar on Macroeconomics 2018 0 0 0 0 4 8 11 86
NBER International Seminar on Macroeconomics 2021 0 0 0 0 4 10 11 33
NBER International Seminar on Macroeconomics 2024 0 0 0 0 2 8 10 10
Total Books 0 0 0 0 36 101 126 963

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 8 14 24 260
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 2 6 8 146
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 3 4 5 41
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 2 3 5 74
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 1 1 2 25
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 2 2 3 49
Exchange Rate Models Are Not as Bad as You Think 0 1 5 394 6 16 42 1,355
Forecast Evaluation 1 3 6 426 7 16 32 871
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 3 9 13 140
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 5 9 10 93
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 1 1 3 62
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 1 15 0 0 2 59
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 5 8 10 48
Inventories 0 0 4 228 4 8 21 802
Land Prices and Business Fixed Investment in Japan 0 0 0 13 8 9 14 65
Total Chapters 1 4 17 1,217 57 106 194 4,090

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Statistics updated 2026-02-12