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 2 9 183
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 1 3 12 1,368
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 75 1 2 7 640
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 15 0 0 3 369
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 2 5 45 1,618 6 27 142 4,738
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 2 7 66 2 9 49 89
A Specification Test for Speculative Bubbles 0 0 3 291 1 5 22 634
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 65 0 1 6 890
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 101 0 0 7 799
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 68 3 5 13 397
A utility based comparison of some models of exchange rate volatility 0 1 4 61 1 2 16 489
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 1 1 4 454 2 7 38 1,746
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 2 301 1 3 13 1,293
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 0 93 0 1 7 463
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 1 2 4 1,463
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 1 4 7 165 2 10 24 582
Approximately normal tests for equal predictive accuracy in nested models 0 1 3 207 1 3 13 810
Asymptotic Inference About Predictive Ability 0 0 0 0 1 6 24 339
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 1 1 7 105
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 3 136 1 1 10 1,133
Automatic Lag Selection in Covariance Matrix Estimation 0 0 2 436 1 5 32 1,299
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 8 27 447
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 2 2 234 0 3 7 724
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 105 1 3 8 460
Dividend Innovations and Stock Price Volatility 0 0 4 352 2 5 26 1,233
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 25 1 2 3 91
Encompassing Tests When No Model Is Encompassing 0 0 0 137 1 4 8 630
Encompassing tests when no model is encompassing 0 0 0 70 3 4 5 475
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 0 1 3 179
Exchange Rate Models Are Not as Bad as You Think 0 0 3 630 0 4 25 1,489
Exchange Rates and Fundamentals 0 3 10 816 0 5 45 2,291
Exchange rates and fundamentals 1 1 2 593 1 5 31 1,395
Factor Model Forecasts of Exchange Rates 0 0 0 164 0 5 19 393
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 8 199
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 2 52 2 6 11 373
Forecast Evaluation of Small Nested Model Sets 0 0 1 82 0 2 7 238
Forecast evaluation of small nested model sets 0 0 0 68 0 0 3 183
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 1 66 0 3 8 493
Inference about predictive ability 0 0 1 234 1 3 13 492
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 46 0 2 8 251
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 46 0 2 4 190
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 38 2 6 14 343
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 81 0 1 4 226
Inventories 0 0 2 366 0 2 22 1,035
Inventory Models 0 0 1 3,588 0 1 5 21,193
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 2 5 559
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 1 195 0 2 8 599
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 1 2 12 256
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 180 0 1 9 522
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 0 1 7 513
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 0 0 3 708
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 0 1 3 592
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 38 0 2 7 219
Order Backlogs and Production Smoothing 0 0 0 31 0 4 11 227
Policy Evaluation in Uncertain Economic Environments 0 0 0 196 0 1 9 620
Policy evaluation in uncertain economic environments 0 0 0 52 0 4 13 232
Regression-Based Tests of Predictive Ability 0 1 4 407 1 3 12 1,768
Regression-Based Tests of Predictive Ability 1 1 1 282 3 8 32 1,185
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 0 3 529
Some Evidence on Secular Drivers of U.S. Safe Real Rates 1 4 9 36 3 17 42 118
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 5 38 0 4 16 79
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 0 1 10 171
Sources of Cycles in Japan, 1975-1987 0 0 0 19 0 0 0 331
Targeting Nominal Income: A Note 0 0 0 40 2 4 6 260
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 1 10 1,335
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 5 145 0 0 17 227
The Insensitivity of Consumption to News About Income 0 0 0 49 1 4 8 202
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 1 7 189
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 7 149
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 1 979 0 3 14 2,710
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 28 0 2 4 182
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 231 0 0 4 1,322
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 2 226 1 3 21 1,004
Total Working Papers 7 26 140 16,596 54 243 1,072 71,660


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 1 7 288
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 14 36 187 5,216 68 169 737 14,126
A Specification Test for Speculative Bubbles 0 1 5 421 2 5 25 957
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 2 3 102 4 6 13 511
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 1 48 1 1 12 119
A comparison of the behavior of Japanese and US inventories 0 0 0 4 0 1 3 76
A factor model for co-movements of commodity prices 0 3 8 85 1 4 23 235
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 1 9 98
A note on the power of least squares tests for a unit root 0 0 0 47 0 0 1 99
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 3 8 44 493 16 43 205 1,550
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 41 1 1 9 245
A utility-based comparison of some models of exchange rate volatility 0 2 13 181 1 5 36 552
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 73 0 3 10 413
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 2 188
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 1 3 68 0 2 10 211
Approximately normal tests for equal predictive accuracy in nested models 1 7 35 556 3 24 128 1,366
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 0 0 1 278
Asymptotic Inference about Predictive Ability 1 4 17 493 6 21 75 1,251
Asymptotic Normality, When Regressors Have a Unit Root 0 0 2 136 2 4 13 530
Automatic Lag Selection in Covariance Matrix Estimation 0 3 30 1,014 2 18 122 2,821
Comment 0 0 0 2 1 1 4 18
Comment 0 0 0 1 0 0 1 12
Comment 0 0 0 0 0 0 3 11
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 0 37 0 0 4 121
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 2 101
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 2 2 0 3 9 10
Dividend Innovations and Stock Price Volatility 1 2 3 299 3 11 38 1,392
Econometric analysis of present value models when the discount factor is near one 0 0 0 30 0 0 2 196
Editor's Introduction October 2011 0 0 0 13 0 0 2 62
Editors' Introduction 0 0 0 5 0 0 1 17
Efficient GMM estimation of weak AR processes 0 0 1 37 1 1 22 127
Encompassing tests when no model is encompassing 0 0 0 33 1 1 5 125
Erratum 0 0 0 6 0 1 4 47
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 1 4 80
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 0 1 51
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 0 0 8 144
Exchange Rates and Fundamentals 5 10 30 214 14 33 132 1,593
Exchange rates and fundamentals 2 3 5 418 6 17 67 1,183
Factor Model Forecasts of Exchange Rates 1 1 3 77 1 4 18 209
Forecast evaluation of small nested model sets 0 0 1 73 1 2 9 325
Forecasting and empirical methods in finance and macroeconomics 0 0 0 68 1 2 6 175
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 1 1 5 123
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 2 6 440
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 2 81 0 2 9 229
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 3 36 2 3 22 119
Hypothesis Testing with Efficient Method of Moments Estimation 0 6 13 579 6 19 57 2,042
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 0 4 22
Inflation and growth: in search of a stable relationship - commentary 0 0 0 14 0 1 3 78
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 32 1 2 5 241
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 37 0 0 7 168
Introduction 0 0 2 2 0 0 8 8
Introduction 0 0 0 1 1 1 7 27
Introduction 0 0 0 7 0 0 4 27
Model uncertainty and policy evaluation: Some theory and empirics 0 0 0 139 1 2 8 420
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 165 1 4 10 612
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 1 17 0 1 6 132
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 0 2 55
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 63 0 2 5 324
Policy Evaluation in Uncertain Economic Environments 1 2 5 135 2 4 20 489
Regression-Based Tests of Predictive Ability 0 0 0 3 3 7 24 582
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 1 0 0 0 12
Some Evidence on Secular Drivers of US Safe Real Rates 1 3 16 21 5 11 55 68
Sources of cycles in Japan, 1975-1987 0 0 0 6 1 1 1 90
Special Issue Editors' Introduction 0 0 0 15 0 1 10 74
Special Issue Editors' Introduction 0 0 3 62 1 4 26 254
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 1 1 3 273
Targeting Nominal Income: A Note 0 0 1 28 3 4 7 227
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 2 9 560 3 11 43 1,478
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 1 1 2 432
The Equilibrium Real Funds Rate: Past, Present, and Future 2 4 30 169 3 13 125 479
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 40 0 1 4 459
The insensitivity of consumption to news about income 0 0 0 19 1 2 5 177
The predictive ability of several models of exchange rate volatility 1 5 17 272 4 13 50 700
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 2 4 7 203 3 9 46 628
Total Journal Articles 35 109 502 13,191 181 509 2,372 43,479


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 25 135
NBER International Seminar on Macroeconomics 2006 0 0 0 0 1 3 13 97
NBER International Seminar on Macroeconomics 2009 0 0 0 0 3 9 33 166
NBER International Seminar on Macroeconomics 2012 0 0 0 0 1 3 21 91
NBER International Seminar on Macroeconomics 2015 0 0 0 0 1 1 18 91
NBER International Seminar on Macroeconomics 2018 0 0 0 0 4 5 33 49
Total Books 0 0 0 0 11 23 143 629


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 3 15 4 9 34 163
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 1 24 0 2 9 119
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 1 4 26
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 5 0 0 2 63
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 1 0 1 3 18
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 0 0 4 42
Exchange Rate Models Are Not As Bad As You Think 0 4 41 354 7 25 159 1,155
Forecast Evaluation 2 4 13 336 3 11 47 663
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 1 6 40 0 2 16 112
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 1 13 0 2 13 80
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 7 0 0 4 53
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 0 14 0 3 7 52
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 1 3 35
Inventories 0 0 1 206 2 2 29 677
Land Prices and Business Fixed Investment in Japan 0 0 1 12 0 1 3 39
Total Chapters 2 9 67 1,038 16 60 337 3,297


Statistics updated 2020-11-03