Access Statistics for Kenneth D. West

Author contact details at EconPapers.

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 4 13 1,367
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 1 2 12 182
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 75 1 2 7 639
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 7 53 1,615 11 32 150 4,722
A Skeptical View of the Impact of the Fed’s Balance Sheet 1 1 8 65 3 7 50 83
A Specification Test for Speculative Bubbles 0 0 3 291 2 4 21 631
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 65 1 1 11 890
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 101 0 3 7 799
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 68 1 5 11 393
A utility based comparison of some models of exchange rate volatility 1 2 4 61 1 4 16 488
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 0 8 453 2 7 39 1,741
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 2 301 1 3 14 1,291
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 93 1 2 9 463
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 1 2 7 1,462
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 2 3 6 163 3 7 23 575
Approximately normal tests for equal predictive accuracy in nested models 0 0 2 206 0 2 17 807
Asymptotic Inference About Predictive Ability 0 0 0 0 3 6 25 336
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 1 8 104
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 1 3 136 0 1 9 1,132
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 5 9 25 444
Automatic Lag Selection in Covariance Matrix Estimation 0 0 2 436 1 9 36 1,295
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 1 1 1 233 2 2 6 723
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 105 2 2 9 459
Dividend Innovations and Stock Price Volatility 0 1 4 352 2 7 26 1,230
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 25 0 1 1 89
Encompassing Tests When No Model Is Encompassing 0 0 0 137 2 3 6 628
Encompassing tests when no model is encompassing 0 0 0 70 1 1 2 472
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 0 0 2 178
Exchange Rate Models Are Not as Bad as You Think 0 0 4 630 3 7 25 1,488
Exchange Rates and Fundamentals 3 4 10 816 5 14 49 2,291
Exchange rates and fundamentals 0 0 1 592 4 8 36 1,394
Factor Model Forecasts of Exchange Rates 0 0 0 164 4 5 19 392
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 3 9 199
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 2 52 4 4 9 371
Forecast Evaluation of Small Nested Model Sets 0 0 1 82 2 3 8 238
Forecast evaluation of small nested model sets 0 0 0 68 0 1 6 183
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 1 66 0 0 6 490
Inference about predictive ability 0 0 1 234 1 3 14 490
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 46 2 3 8 251
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 46 1 1 4 189
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 38 4 6 13 341
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 81 1 2 5 226
Inventories 0 0 2 366 1 6 22 1,034
Inventory Models 0 1 1 3,588 1 2 7 21,193
Land Prices and Business Fixed Investments in Japan 0 0 0 135 1 1 5 558
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 1 195 2 3 10 599
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 1 4 13 255
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 180 0 3 9 521
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 1 140 0 1 7 512
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 1 161 0 1 4 708
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 0 0 3 591
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 38 2 3 8 219
Order Backlogs and Production Smoothing 0 0 0 31 2 4 10 225
Policy Evaluation in Uncertain Economic Environments 0 0 0 196 1 3 12 620
Policy evaluation in uncertain economic environments 0 0 0 52 4 5 19 232
Regression-Based Tests of Predictive Ability 0 0 0 281 2 8 34 1,179
Regression-Based Tests of Predictive Ability 0 0 3 406 1 1 13 1,766
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 1 3 529
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 10 32 5 10 53 106
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 6 38 4 6 22 79
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 1 3 10 171
Sources of Cycles in Japan, 1975-1987 0 0 0 19 0 0 3 331
Targeting Nominal Income: A Note 0 0 0 40 1 1 3 257
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 1 5 12 1,335
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 5 145 0 1 21 227
The Insensitivity of Consumption to News About Income 0 0 1 49 2 3 7 200
The Predictive Ability of Several Models of Exchange Rate Volatility 0 1 1 979 3 7 19 2,710
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 1 3 9 189
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 2 8 149
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 28 1 2 4 181
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 231 0 1 10 1,322
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 1 2 226 0 2 20 1,001
Total Working Papers 10 23 154 16,580 117 281 1,156 71,534

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 2 8 287
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 10 38 188 5,190 42 155 712 13,999
A Specification Test for Speculative Bubbles 1 1 6 421 2 3 27 954
A Variance Bounds Test of the Linear Quadratic Inventory Model 2 2 3 102 2 5 12 507
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 2 48 0 2 16 118
A comparison of the behavior of Japanese and US inventories 0 0 0 4 0 0 2 75
A factor model for co-movements of commodity prices 0 0 6 82 0 5 25 231
A note on the econometric use of constant dollar inventory series 0 0 0 13 1 3 11 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 2 9 44 487 8 41 200 1,515
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 41 0 0 13 244
A utility-based comparison of some models of exchange rate volatility 1 3 16 180 2 9 40 549
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 73 3 6 12 413
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 1 2 4 68 1 3 12 210
Approximately normal tests for equal predictive accuracy in nested models 2 7 34 551 10 31 139 1,352
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 3 6 23 492 9 16 73 1,239
Asymptotic Normality, When Regressors Have a Unit Root 0 0 3 136 1 3 12 527
Automatic Lag Selection in Covariance Matrix Estimation 2 10 47 1,013 5 31 145 2,808
Comment 0 0 0 2 0 1 4 17
Comment 0 0 0 1 0 0 1 12
Comment 0 0 0 0 0 1 4 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 2 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 1 1 8 8
Dividend Innovations and Stock Price Volatility 1 2 3 298 5 11 37 1,386
Econometric analysis of present value models when the discount factor is near one 0 0 0 30 0 1 3 196
Editor's Introduction October 2011 0 0 0 13 0 0 3 62
Editors' Introduction 0 0 0 5 0 0 1 17
Efficient GMM estimation of weak AR processes 0 0 1 37 0 1 22 126
Encompassing tests when no model is encompassing 0 0 0 33 0 0 4 124
Erratum 0 0 0 6 1 1 4 47
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 0 3 79
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 3 12 144
Exchange Rates and Fundamentals 1 4 23 205 9 24 120 1,569
Exchange rates and fundamentals 1 1 3 416 6 15 72 1,172
Factor Model Forecasts of Exchange Rates 0 0 2 76 3 4 21 208
Forecast evaluation of small nested model sets 0 1 1 73 1 3 12 324
Forecasting and empirical methods in finance and macroeconomics 0 0 0 68 0 1 4 173
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 0 0 4 122
Generalized Method of Moments and Macroeconomics 0 0 0 0 2 2 8 440
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 2 81 2 2 10 229
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 4 36 0 2 24 116
Hypothesis Testing with Efficient Method of Moments Estimation 5 7 13 578 6 16 55 2,029
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 2 8 22
Inflation and growth: in search of a stable relationship - commentary 0 0 0 14 1 2 4 78
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 32 0 1 5 239
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 37 0 2 9 168
Introduction 0 0 0 7 0 1 4 27
Introduction 0 0 0 1 0 1 6 26
Introduction 0 0 2 2 0 0 8 8
Model uncertainty and policy evaluation: Some theory and empirics 0 0 1 139 1 3 9 419
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 165 1 4 10 609
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 1 17 0 0 6 131
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 1 4 55
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 63 1 2 4 323
Policy Evaluation in Uncertain Economic Environments 1 2 5 134 2 3 27 487
Regression-Based Tests of Predictive Ability 0 0 0 3 0 4 17 575
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 2 2 20 20 4 8 61 61
Sources of cycles in Japan, 1975-1987 0 0 0 6 0 0 0 89
Special Issue Editors' Introduction 0 0 3 62 0 5 29 250
Special Issue Editors' Introduction 0 0 0 15 0 2 13 73
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 1 3 272
Targeting Nominal Income: A Note 0 0 1 28 1 1 13 224
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 1 2 8 559 4 8 41 1,471
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 0 1 431
The Equilibrium Real Funds Rate: Past, Present, and Future 1 1 39 166 5 17 150 471
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 40 0 0 4 458
The insensitivity of consumption to news about income 0 0 0 19 0 1 5 175
The predictive ability of several models of exchange rate volatility 3 9 16 270 6 16 53 693
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 2 2 5 201 3 12 44 622
Total Journal Articles 42 111 531 13,124 151 501 2,446 43,121

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 8 25 133
NBER International Seminar on Macroeconomics 2006 0 0 0 0 1 6 12 95
NBER International Seminar on Macroeconomics 2009 0 0 0 0 4 11 29 161
NBER International Seminar on Macroeconomics 2012 0 0 0 0 1 7 19 89
NBER International Seminar on Macroeconomics 2015 0 0 0 0 0 3 18 90
NBER International Seminar on Macroeconomics 2018 0 0 0 0 0 10 35 44
Total Books 0 0 0 0 6 45 138 612

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 2 3 29 156
Business Fixed Investment and the Recent Business Cycle in Japan 0 1 1 24 2 3 11 119
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 1 1 4 26
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 5 0 1 2 63
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 1 1 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 3 9 48 353 10 25 178 1,140
Forecast Evaluation 1 2 11 333 4 11 43 656
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 5 39 0 1 16 110
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 1 13 2 4 15 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 3 3 9 52
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 1 1 4 35
Inventories 0 0 1 206 0 3 35 675
Land Prices and Business Fixed Investment in Japan 0 0 1 12 0 0 6 38
Total Chapters 4 12 71 1,033 26 57 363 3,263

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-09-04