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 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


Statistics updated 2020-09-04