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 4 6 8 195
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 3 3 4 1,377
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 1 5 5 650
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 1 4 4 378
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 0 7 25 1,770 10 38 90 5,295
A Skeptical View of the Impact of the Fed’s Balance Sheet 1 1 5 114 3 10 24 258
A Specification Test for Speculative Bubbles 0 0 1 299 2 7 14 680
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 7 11 915
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 3 7 9 825
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 1 3 3 411
A utility based comparison of some models of exchange rate volatility 0 0 0 63 4 11 13 522
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 1 5 473 2 3 17 1,814
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 1 1 305 4 5 10 1,319
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 1 95 2 4 6 474
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 1 4 8 1,483
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 0 174 2 7 13 660
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 212 1 12 17 875
Asymptotic Inference About Predictive Ability 0 0 0 0 2 4 8 374
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 4 6 11 145
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 1 147 0 1 3 1,152
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 11 16 511
Automatic Lag Selection in Covariance Matrix Estimation 0 3 6 460 5 10 20 1,394
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 3 3 3 752
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 107 1 1 1 468
Dividend Innovations and Stock Price Volatility 0 2 3 359 2 9 13 1,293
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 1 3 5 104
Encompassing Tests When No Model Is Encompassing 0 0 0 138 1 1 3 640
Encompassing tests when no model is encompassing 0 0 0 70 2 5 12 490
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 0 2 2 187
Exchange Rate Models Are Not as Bad as You Think 0 0 4 642 1 10 22 1,563
Exchange Rates and Fundamentals 0 0 0 825 7 9 13 2,372
Exchange rates and fundamentals 0 0 0 599 4 6 9 1,432
Factor Model Forecasts of Exchange Rates 0 0 3 173 4 5 9 441
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 1 1 212
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 1 2 3 386
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 0 5 6 251
Forecast evaluation of small nested model sets 0 0 0 68 1 4 4 197
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 5 7 10 519
Inference about predictive ability 0 0 0 237 1 1 1 502
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 4 8 11 279
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 1 1 1 202
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 1 3 6 363
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 1 2 4 244
Inventories 0 0 1 383 1 2 6 1,129
Inventory Models 0 0 1 3,590 4 7 9 21,219
Land Prices and Business Fixed Investments in Japan 0 0 0 135 1 3 6 575
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 2 2 5 627
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 1 3 4 272
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 1 4 5 540
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 1 3 6 530
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 0 1 2 714
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 2 3 3 598
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 1 3 3 229
Order Backlogs and Production Smoothing 0 1 1 32 0 1 3 281
Policy Evaluation in Uncertain Economic Environments 0 0 1 201 3 5 8 654
Policy evaluation in uncertain economic environments 0 0 0 53 2 4 10 256
Random Walk Forecasts of Stationary Processes Have Low Bias 1 1 9 9 7 10 16 16
Regression-Based Tests of Predictive Ability 0 0 1 286 3 3 4 1,196
Regression-Based Tests of Predictive Ability 0 0 0 413 0 4 7 1,808
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 2 2 5 537
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 1 3 13 207
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 38 2 3 3 93
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 2 5 5 181
Sources of Cycles in Japan, 1975-1987 0 0 0 20 1 1 2 340
Targeting Nominal Income: A Note 0 0 0 40 2 2 3 271
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 2 4 6 1,359
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 0 160 2 3 4 288
The Insensitivity of Consumption to News About Income 0 0 0 51 0 0 0 213
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 980 1 1 4 2,725
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 2 3 4 164
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 2 4 5 202
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 1 8 8 254
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 1 233 2 3 6 1,345
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 1 234 2 7 12 1,059
Total Working Papers 2 17 72 17,046 150 363 630 74,486

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 3 295
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 9 40 116 5,932 64 176 481 16,928
A Specification Test for Speculative Bubbles 0 0 4 452 5 7 21 1,053
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 1 4 6 538
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 2 4 4 161
A comparison of the behavior of Japanese and US inventories 0 0 0 4 1 1 1 85
A factor model for co-movements of commodity prices 0 1 3 108 0 4 14 315
A note on the econometric use of constant dollar inventory series 0 0 0 13 2 3 4 106
A note on the power of least squares tests for a unit root 0 0 0 48 3 4 6 111
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 6 16 49 711 22 60 168 2,340
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 0 2 281
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 3 7 10 620
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 0 2 2 424
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison 0 0 1 60 0 1 3 195
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 1 74 3 5 7 246
Approximately normal tests for equal predictive accuracy in nested models 0 2 20 679 13 28 81 1,810
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 3 3 3 281
Asymptotic Inference about Predictive Ability 0 0 2 516 31 42 62 1,409
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 3 3 6 557
Automatic Lag Selection in Covariance Matrix Estimation 1 2 18 1,122 10 30 73 3,147
Comment 0 0 0 1 0 1 1 27
Comment 0 0 0 2 0 0 0 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 5 5 131
Comments on 'The state of macroeconomic forecasting' 0 0 0 18 2 3 3 80
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 2 106
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 5 0 0 4 24
Dividend Innovations and Stock Price Volatility 0 0 2 313 1 4 13 1,518
Econometric analysis of present value models when the discount factor is near one 0 0 1 32 7 7 11 224
Editor's Introduction 0 0 0 0 1 2 2 4
Editor's Introduction 0 0 0 0 0 0 1 1
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction October 2011 0 0 1 14 0 1 3 70
Editor's Introduction October 2011 0 0 0 0 0 1 1 5
Editors' Introduction 0 0 0 5 0 2 2 21
Efficient GMM estimation of weak AR processes 0 0 0 37 0 1 1 132
Encompassing tests when no model is encompassing 0 0 1 35 4 5 9 145
Erratum 0 0 0 7 0 0 1 65
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 1 1 86
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 0 2 59
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 0 1 3 152
Exchange Rates and Fundamentals 2 5 12 270 15 34 76 1,962
Factor Model Forecasts of Exchange Rates 0 0 1 89 3 3 11 293
Forecast evaluation of small nested model sets 0 1 1 75 1 7 10 355
Forecasting and empirical methods in finance and macroeconomics 1 1 2 73 3 4 8 192
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 2 4 10 144
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 2 2 452
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 84 0 0 4 258
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 1 41 2 4 6 155
Hypothesis Testing with Efficient Method of Moments Estimation 0 1 9 641 4 13 47 2,286
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 3 5 6 88
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 0 39 1 2 6 270
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 4 5 9 194
Introduction 0 0 1 8 0 0 3 43
Introduction 0 0 0 2 3 5 5 42
Introduction 0 0 0 3 1 1 1 16
Model uncertainty and policy evaluation: Some theory and empirics 0 0 1 143 1 2 5 453
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 3 4 7 154
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 2 3 63
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 0 1 3 342
Policy Evaluation in Uncertain Economic Environments 0 0 2 148 0 7 17 554
Regression-Based Tests of Predictive Ability 0 0 0 3 2 9 12 653
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 0 1 2 20
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 33 1 2 8 145
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 1 2 106
Special Issue Editors' Introduction 0 1 2 67 1 6 12 304
Special Issue Editors' Introduction 0 0 0 0 0 1 1 6
Special Issue Editors' Introduction 0 0 0 0 0 1 2 8
Special Issue Editors' Introduction 0 0 0 18 0 3 4 93
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 2 2 7 288
Targeting Nominal Income: A Note 0 0 0 28 1 1 3 239
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 0 578 0 3 11 1,605
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 1 1 1 442
The Equilibrium Real Funds Rate: Past, Present, and Future 0 0 8 259 2 7 37 783
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 3 4 517
The insensitivity of consumption to news about income 0 0 0 25 0 2 4 201
The predictive ability of several models of exchange rate volatility 0 1 8 295 6 12 26 785
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 0 6 272 2 11 26 834
Total Journal Articles 19 71 274 14,317 250 591 1,427 49,179
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 2 3 7 161
NBER International Seminar on Macroeconomics 2006 0 0 0 0 1 2 6 116
NBER International Seminar on Macroeconomics 2009 0 0 0 0 24 31 37 286
NBER International Seminar on Macroeconomics 2012 0 0 0 0 1 8 9 124
NBER International Seminar on Macroeconomics 2015 0 0 0 0 6 9 10 121
NBER International Seminar on Macroeconomics 2018 0 0 0 0 2 4 7 82
NBER International Seminar on Macroeconomics 2021 0 0 0 0 4 6 7 29
NBER International Seminar on Macroeconomics 2024 0 0 0 0 3 7 8 8
Total Books 0 0 0 0 43 70 91 927

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 1 7 16 252
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 1 5 6 144
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 1 2 38
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 1 2 3 72
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 0 1 24
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 0 1 1 47
Exchange Rate Models Are Not as Bad as You Think 0 2 5 394 6 12 38 1,349
Forecast Evaluation 2 2 6 425 5 12 28 864
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 4 7 10 137
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 2 4 5 88
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 0 1 2 61
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 1 15 0 1 2 59
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 1 3 5 43
Inventories 0 1 4 228 1 5 17 798
Land Prices and Business Fixed Investment in Japan 0 0 0 13 0 2 6 57
Total Chapters 2 5 17 1,216 22 63 142 4,033

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