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 0 9 1,383
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 12 0 0 11 200
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 0 76 1 2 16 661
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 0 0 12 386
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 5 11 29 1,792 16 40 354 5,611
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 0 2 115 1 2 31 279
A Specification Test for Speculative Bubbles 0 0 0 299 0 1 17 690
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 1 14 922
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 0 0 103 1 2 16 834
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 0 6 414
A utility based comparison of some models of exchange rate volatility 0 0 0 63 0 2 65 576
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 0 4 476 0 3 27 1,838
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 2 306 0 1 11 1,325
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 0 95 0 1 7 477
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts 0 0 16 16 2 5 21 21
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts 0 0 1 14 0 0 17 30
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 0 1 16 1,495
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 1 1 1 175 1 6 34 687
Approximately normal tests for equal predictive accuracy in nested models 0 0 0 212 0 3 54 917
Asymptotic Inference About Predictive Ability 0 0 0 0 1 4 18 388
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 0 13 152
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 0 1 148 0 2 6 1,157
Automatic Lag Selection in Covariance Matrix Estimation 0 0 5 462 0 4 44 1,428
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 2 32 532
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 0 239 0 0 17 766
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 107 0 0 6 473
Dividend Innovations and Stock Price Volatility 0 0 2 359 0 4 35 1,319
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 0 26 1 3 17 118
Encompassing Tests When No Model Is Encompassing 0 0 0 138 0 0 22 661
Encompassing tests when no model is encompassing 0 0 0 70 0 0 10 495
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 0 0 10 195
Exchange Rate Models Are Not as Bad as You Think 0 0 3 645 2 3 25 1,578
Exchange Rates and Fundamentals 0 0 3 828 2 5 41 2,404
Exchange rates and fundamentals 0 0 0 599 1 1 17 1,443
Factor Model Forecasts of Exchange Rates 0 0 0 173 1 1 20 456
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 9 220
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 1 2 8 392
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 0 0 21 267
Forecast evaluation of small nested model sets 0 0 0 68 0 1 20 213
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 0 0 13 525
Inference about predictive ability 0 0 0 237 2 3 45 546
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 0 2 9 210
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 1 2 18 289
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 1 1 40 1 2 17 377
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 0 0 15 257
Inventories 0 0 0 383 1 3 13 1,140
Inventory Models 0 0 0 3,590 1 2 19 21,231
Land Prices and Business Fixed Investments in Japan 0 0 0 135 0 2 9 581
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 0 0 13 638
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 0 11 280
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 1 2 13 549
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 0 0 12 539
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 1 1 9 722
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 0 0 11 606
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 0 1 6 232
Order Backlogs and Production Smoothing 0 0 1 32 0 0 11 291
Policy Evaluation in Uncertain Economic Environments 0 0 0 201 0 1 17 666
Policy evaluation in uncertain economic environments 0 0 0 53 0 1 11 263
Random Walk Forecasts of Stationary Processes Have Low Bias 0 0 1 9 0 0 20 26
Random Walk Forecasts of Stationary Processes Have Low Bias 0 0 1 22 1 3 16 31
Regression-Based Tests of Predictive Ability 0 0 0 413 1 1 13 1,817
Regression-Based Tests of Predictive Ability 0 0 1 287 0 1 21 1,214
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 2 10 545
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 0 1 17 221
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 38 0 1 10 100
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 0 1 16 192
Sources of Cycles in Japan, 1975-1987 0 0 0 20 0 0 6 345
Targeting Nominal Income: A Note 0 0 0 40 0 3 28 297
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 1 15 1,370
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 1 161 0 3 14 299
The Insensitivity of Consumption to News About Income 0 0 0 51 0 0 10 223
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 980 0 1 11 2,735
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 1 1 28 226
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 1 1 12 173
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 29 1 3 25 271
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 0 0 233 0 0 12 1,354
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 234 0 3 21 1,073
Total Working Papers 6 13 75 17,138 45 150 1,706 75,857

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 12 306
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 20 45 141 6,033 91 214 698 17,450
A Specification Test for Speculative Bubbles 0 0 2 454 0 1 24 1,070
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 0 0 107 0 0 9 543
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 0 0 53 0 2 13 170
A comparison of the behavior of Japanese and US inventories 0 0 0 4 1 2 12 96
A factor model for co-movements of commodity prices 0 0 1 108 0 2 16 327
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 1 8 111
A note on the power of least squares tests for a unit root 0 0 0 48 0 0 8 115
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 11 31 75 770 59 151 412 2,692
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 1 1 9 290
A utility-based comparison of some models of exchange rate volatility 0 0 0 193 2 4 19 632
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 0 2 12 434
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison 0 0 0 60 1 1 14 208
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 0 74 3 6 26 267
Approximately normal tests for equal predictive accuracy in nested models 4 9 16 693 44 78 187 1,969
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 1 1 7 285
Asymptotic Inference about Predictive Ability 1 3 5 521 3 10 109 1,476
Asymptotic Normality, When Regressors Have a Unit Root 0 0 0 141 0 0 15 569
Automatic Lag Selection in Covariance Matrix Estimation 2 6 16 1,136 7 19 92 3,209
Comment 0 0 0 2 0 1 3 32
Comment 0 0 0 0 1 1 5 7
Comment 0 0 0 0 1 2 5 30
Comment 0 0 0 1 0 1 5 31
Comment 0 0 0 2 0 0 7 13
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 0 0 0 38 0 0 11 137
Comments on 'The state of macroeconomic forecasting' 0 0 0 18 0 0 10 87
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 6 112
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 0 5 0 0 24 48
Dividend Innovations and Stock Price Volatility 0 0 1 314 0 5 22 1,536
Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints [with Comments] 0 0 0 0 0 0 6 9
Econometric analysis of present value models when the discount factor is near one 0 0 0 32 2 4 16 233
Editor's Introduction 0 0 0 0 1 1 10 11
Editor's Introduction 0 0 0 0 0 1 12 14
Editor's Introduction 0 0 0 0 0 0 7 9
Editor's Introduction October 2011 0 0 0 0 0 1 5 9
Editor's Introduction October 2011 0 0 0 14 0 1 6 75
Editors Introduction to the Special Issue 0 0 0 7 0 2 8 47
Editors' Introduction 0 0 0 5 0 0 10 29
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 5 13
Efficient GMM estimation of weak AR processes 0 0 0 37 0 0 6 137
Encompassing tests when no model is encompassing 0 0 0 35 0 0 12 152
Erratum 0 0 0 7 0 0 3 68
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 1 6 91
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 0 10 69
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 0 0 8 159
Exchange Rates and Fundamentals 2 2 17 282 11 17 112 2,040
Exchange rates and fundamentals 0 0 0 430 0 0 24 1,356
Factor Model Forecasts of Exchange Rates 1 2 2 91 1 3 24 314
Forecast evaluation of small nested model sets 0 0 1 75 1 6 27 375
Forecasting and empirical methods in finance and macroeconomics 0 0 1 73 0 1 11 199
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 0 0 11 151
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 2 11 461
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 0 0 84 1 2 6 264
Globalization and Equilibrium Inflation-Output Tradeoffs [with Comments] 0 0 0 1 0 1 6 11
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 0 0 0 41 2 2 21 172
Hypothesis Testing with Efficient Method of Moments Estimation 0 1 9 649 3 4 47 2,320
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 0 2 27
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 0 0 14 97
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 0 1 13 281
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 1 21 210
Introduction 0 0 0 2 0 1 9 46
Introduction 0 0 0 8 1 1 7 50
Introduction 0 0 0 3 0 1 4 19
Model uncertainty and policy evaluation: Some theory and empirics 0 0 0 143 0 1 13 464
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 169 1 1 14 654
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 1 11 161
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 1 10 71
On the Interpretation of Near Random-walk Behavior in GNP 0 0 0 65 0 1 6 347
Policy Evaluation in Uncertain Economic Environments 0 0 0 148 1 2 22 569
Regression-Based Tests of Predictive Ability 0 0 0 3 0 0 23 667
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 0 0 6 25
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 33 1 3 15 158
Some Long-Run Correlations of Inflation in Developed Countries 0 1 2 2 0 1 14 21
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 1 11 116
Special Issue Editors' Introduction 0 0 0 18 0 1 6 96
Special Issue Editors' Introduction 0 0 0 0 0 1 10 17
Special Issue Editors' Introduction 0 0 0 0 1 1 10 15
Special Issue Editors' Introduction 0 1 3 69 0 1 11 309
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 4 290
Targeting Nominal Income: A Note 0 0 0 28 0 0 11 249
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 0 0 578 0 0 10 1,612
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 1 8 449
The Equilibrium Real Funds Rate: Past, Present, and Future 1 2 7 266 2 7 49 825
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 0 8 522
The insensitivity of consumption to news about income 0 0 0 25 0 0 7 206
The predictive ability of several models of exchange rate volatility 0 0 2 296 1 3 29 802
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 2 3 275 3 8 27 850
Total Journal Articles 43 105 304 15,160 248 595 2,635 53,265

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 1 22 180
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 0 8 122
NBER International Seminar on Macroeconomics 2009 0 0 0 0 0 0 53 308
NBER International Seminar on Macroeconomics 2012 0 0 0 0 0 2 21 137
NBER International Seminar on Macroeconomics 2015 0 0 0 0 0 0 16 128
NBER International Seminar on Macroeconomics 2018 0 0 0 0 0 0 13 91
NBER International Seminar on Macroeconomics 2021 0 0 0 0 1 2 22 45
NBER International Seminar on Macroeconomics 2024 0 0 0 0 0 0 14 15
Total Books 0 0 0 0 2 5 169 1,026

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 0 27 0 0 26 271
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 0 27 0 0 18 157
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 0 8 45
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 0 5 75
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 1 1 7 31
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 0 0 8 54
Exchange Rate Models Are Not as Bad as You Think 0 0 3 395 1 7 37 1,374
Forecast Evaluation 1 2 7 430 3 6 33 885
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 0 0 13 143
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 0 0 12 96
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 0 0 6 66
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 0 15 0 0 5 63
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 1 1 10 50
Inventories 0 0 1 228 2 3 20 813
Land Prices and Business Fixed Investment in Japan 0 0 0 13 0 1 16 71
Total Chapters 1 2 11 1,222 8 19 224 4,194

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Statistics updated 2026-10-11