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 1 1 1,374
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 0 0 1 188
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 6 26 1,759 5 17 66 5,241
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 2 7 113 0 4 18 243
A Specification Test for Speculative Bubbles 0 0 2 299 1 3 7 670
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 1 2 906
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 1 2 470 1 3 8 1,804
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 0 304 0 0 3 1,312
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 1 1 1 95 2 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 3 8 650
Approximately normal tests for equal predictive accuracy in nested models 0 1 1 212 1 3 6 862
Asymptotic Inference About Predictive Ability 0 0 0 0 0 0 2 367
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 0 8 139
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 3 146 0 0 3 1,149
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 0 1 4 497
Automatic Lag Selection in Covariance Matrix Estimation 0 0 5 455 0 3 15 1,381
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 1 1 1 357 1 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 0 0 1 478
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 5 641 0 3 15 1,550
Exchange Rates and Fundamentals 0 0 2 825 1 2 8 2,362
Exchange rates and fundamentals 0 0 0 599 0 0 5 1,424
Factor Model Forecasts of Exchange Rates 1 2 2 172 1 2 4 435
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 1 211
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 54 0 0 2 383
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 0 0 4 511
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 1 5 1,125
Inventory Models 0 1 1 3,590 0 1 4 21,212
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 0 2 570
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 0 0 3 624
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 1 278
Policy Evaluation in Uncertain Economic Environments 0 0 1 201 1 1 3 649
Policy evaluation in uncertain economic environments 0 0 0 53 2 3 6 251
Regression-Based Tests of Predictive Ability 0 0 2 413 0 0 5 1,802
Regression-Based Tests of Predictive Ability 0 0 2 286 0 0 2 1,193
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 2 10 202
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 1 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 2 160 0 0 5 284
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 0 0 0 0 1 198
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 1 980 0 0 3 2,722
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 0 0 2 246
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 1 2 233 0 3 5 1,342
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 1 1 234 1 2 6 1,051
Total Working Papers 6 17 77 17,010 20 66 298 74,020

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 0 292
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 10 27 100 5,865 30 87 375 16,626
A Specification Test for Speculative Bubbles 0 3 10 452 0 3 21 1,041
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 1 107 0 0 2 532
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 4 107 0 1 13 309
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 0 0 1 106
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 2 11 39 684 11 40 131 2,245
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 0 6 279
A utility-based comparison of some models of exchange rate volatility 0 0 1 193 0 1 4 612
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 0 0 0 59 0 0 1 193
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 3 74 0 1 6 241
Approximately normal tests for equal predictive accuracy in nested models 6 8 22 674 10 22 74 1,768
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 2 2 2 516 3 6 12 1,357
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 0 0 4 552
Automatic Lag Selection in Covariance Matrix Estimation 0 8 29 1,116 1 17 57 3,101
Comment 0 0 0 1 0 0 1 26
Comment 0 0 0 0 0 0 2 23
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 0 0 1 105
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 0 4 0 0 2 22
Dividend Innovations and Stock Price Volatility 0 0 3 313 0 2 9 1,512
Econometric analysis of present value models when the discount factor is near one 0 0 0 31 1 1 2 214
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction 0 0 0 0 0 1 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 1 1 35 0 2 2 138
Erratum 0 0 1 7 0 1 4 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 0 0 2 58
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 0 1 2 150
Exchange Rates and Fundamentals 2 3 19 265 6 15 58 1,913
Exchange rates and fundamentals 0 0 2 430 2 2 12 1,329
Factor Model Forecasts of Exchange Rates 0 1 2 89 0 3 7 287
Forecast evaluation of small nested model sets 0 0 0 74 1 2 4 348
Forecasting and empirical methods in finance and macroeconomics 0 0 3 71 0 0 7 186
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 0 0 4 137
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 1 1 2 150
Hypothesis Testing with Efficient Method of Moments Estimation 0 1 7 635 3 9 41 2,260
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 0 0 0 82
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 1 39 0 0 3 265
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 0 2 187
Introduction 0 0 1 8 0 0 4 43
Introduction 0 0 0 3 0 0 0 15
Introduction 0 0 0 2 0 0 2 37
Model uncertainty and policy evaluation: Some theory and empirics 0 0 2 143 1 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 0 0 0 60
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 0 0 0 339
Policy Evaluation in Uncertain Economic Environments 1 1 4 148 3 6 14 545
Regression-Based Tests of Predictive Ability 0 0 0 3 0 0 9 643
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 1 2 10 140
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 0 1 105
Special Issue Editors' Introduction 0 0 0 65 1 2 9 296
Special Issue Editors' Introduction 0 0 0 0 0 0 0 6
Special Issue Editors' Introduction 0 0 0 18 0 0 1 90
Special Issue Editors' Introduction 0 0 0 0 0 0 0 5
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 2 4 5 286
Targeting Nominal Income: A Note 0 0 0 28 0 0 0 236
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 3 578 1 3 17 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 12 258 3 13 56 773
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 0 0 513
The insensitivity of consumption to news about income 0 0 0 25 0 0 1 198
The predictive ability of several models of exchange rate volatility 0 3 5 292 0 5 13 769
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 3 5 10 271 4 9 22 817
Total Journal Articles 27 78 294 14,785 85 264 1,073 50,249

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 1 1 2 112
NBER International Seminar on Macroeconomics 2009 0 0 0 0 0 3 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 1 5 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 1 1 1 27 3 6 16 243
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 1 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 1 3 4 392 3 11 27 1,329
Forecast Evaluation 0 1 7 423 3 8 18 849
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 0 1 2 129
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 1 1 39
Inventories 0 0 3 226 0 1 15 785
Land Prices and Business Fixed Investment in Japan 0 0 0 13 0 0 0 51
Total Chapters 2 6 16 1,210 11 33 88 3,943

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Statistics updated 2025-07-04