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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 0 0 0 187
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model 0 0 0 171 0 0 0 1,373
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model 0 0 1 76 0 0 2 645
A Comparison of the Behavior of Japanese and U.S. Inventories 0 0 0 18 0 0 0 374
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 2 6 27 1,742 6 16 97 5,199
A Skeptical View of the Impact of the Fed’s Balance Sheet 0 1 10 108 1 4 24 232
A Specification Test for Speculative Bubbles 0 0 0 297 0 1 2 664
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate 0 0 0 66 0 0 0 904
A Utility Based Comparison of Some Models of Exchange Rate Volatility 0 1 1 103 0 1 3 816
A Variance Bounds Test of the Linear Quardractic Inventory Model 0 0 0 69 0 1 3 408
A utility based comparison of some models of exchange rate volatility 0 0 1 63 0 1 2 509
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY 0 0 4 468 0 0 9 1,797
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One 0 0 1 304 0 0 1 1,309
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 0 0 0 94 0 1 1 468
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 0 331 0 2 4 1,475
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 0 0 3 173 1 1 19 646
Approximately normal tests for equal predictive accuracy in nested models 0 0 1 211 0 1 7 858
Asymptotic Inference About Predictive Ability 0 0 0 0 0 0 6 366
Asymptotic Inference About Predictive Ability: Additional Appendix 0 0 0 0 0 2 8 134
Asymptotic Inference about Predictive Ability, An Additional Appendix 0 1 5 146 0 1 6 1,149
Automatic Lag Selection in Covariance Matrix Estimation 1 2 6 453 3 4 15 1,372
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 2 8 495
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation 0 0 2 239 0 1 6 749
Business Fixed Investment and the Recent Business Cycle in Japan 0 1 1 107 0 1 3 467
Dividend Innovations and Stock Price Volatility 0 0 0 356 0 1 8 1,279
Econometric Analysis of Present Value Models When the Discount Factor Is near One 0 0 1 26 0 0 1 99
Encompassing Tests When No Model Is Encompassing 0 0 1 138 0 0 1 637
Encompassing tests when no model is encompassing 0 0 0 70 0 1 1 478
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output 0 0 0 13 0 0 0 185
Exchange Rate Models Are Not as Bad as You Think 0 1 3 638 1 3 8 1,540
Exchange Rates and Fundamentals 0 0 2 825 1 3 13 2,359
Exchange rates and fundamentals 0 0 0 599 0 2 4 1,423
Factor Model Forecasts of Exchange Rates 0 0 1 170 0 1 7 432
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 1 211
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 54 0 1 2 383
Forecast Evaluation of Small Nested Model Sets 0 0 0 82 0 0 0 245
Forecast evaluation of small nested model sets 0 0 0 68 0 0 0 193
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons 0 0 0 66 0 1 4 508
Inference about predictive ability 0 0 0 237 0 0 1 501
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 0 3 268
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 0 0 1 201
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 0 1 1 357
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 1 1 1 240
Inventories 0 0 4 381 0 1 7 1,122
Inventory Models 0 0 1 3,589 1 1 4 21,210
Land Prices and Business Fixed Investments in Japan 0 0 0 135 1 1 1 569
Model Uncertainty and Policy Evaluation: Some Theory and Empirics 0 0 0 196 1 1 2 622
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 72 0 1 3 268
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand 0 0 0 181 0 0 0 535
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 140 0 0 0 524
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 161 0 0 0 712
On Optimal Instrumental Variables Estimation of Time Series Models 0 0 0 163 0 0 0 595
On the Interpretation of Near Random-Walk Behavior in GNP 0 0 0 40 0 0 0 226
Order Backlogs and Production Smoothing 0 0 0 31 0 0 1 278
Policy Evaluation in Uncertain Economic Environments 0 0 0 200 0 0 0 646
Policy evaluation in uncertain economic environments 0 0 0 53 0 1 2 246
Regression-Based Tests of Predictive Ability 0 1 1 285 0 1 1 1,192
Regression-Based Tests of Predictive Ability 0 2 3 413 0 3 6 1,801
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model 0 0 0 39 0 0 0 532
Some Evidence on Secular Drivers of U.S. Safe Real Rates 0 0 0 55 1 1 7 193
Some Evidence on Secular Drivers of US Safe Real Rates 0 0 0 38 0 0 0 90
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model 0 0 0 0 0 0 0 176
Sources of Cycles in Japan, 1975-1987 0 0 0 20 0 0 0 338
Targeting Nominal Income: A Note 0 0 0 40 0 0 0 268
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate 0 0 0 242 0 0 0 1,353
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 5 160 1 3 10 284
The Insensitivity of Consumption to News About Income 0 0 0 51 0 1 1 213
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 0 160
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 0 0 0 4 197
The Predictive Ability of Several Models of Exchange Rate Volatility 0 0 0 979 0 0 1 2,720
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 1 29 0 1 4 245
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 0 1 1 232 0 2 5 1,339
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 0 0 0 233 0 1 5 1,047
Total Working Papers 3 17 88 16,965 20 74 347 73,836

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 1 292
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 13 30 102 5,808 45 96 402 16,405
A Specification Test for Speculative Bubbles 1 2 6 445 1 3 11 1,026
A Variance Bounds Test of the Linear Quadratic Inventory Model 0 1 1 107 1 2 3 532
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts 0 1 1 53 1 3 7 157
A comparison of the behavior of Japanese and US inventories 0 0 0 4 0 0 0 83
A factor model for co-movements of commodity prices 0 1 3 105 1 4 12 301
A note on the econometric use of constant dollar inventory series 0 0 0 13 0 1 2 102
A note on the power of least squares tests for a unit root 0 0 0 48 0 0 2 105
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 2 9 28 659 9 30 105 2,164
A standard monetary model and the variability of the deutschemark-dollar exchange rate 0 0 0 42 0 2 10 278
A utility-based comparison of some models of exchange rate volatility 0 0 1 193 1 1 6 610
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 0 0 0 74 0 0 0 422
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 0 192
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator 0 0 2 73 0 1 6 239
Approximately normal tests for equal predictive accuracy in nested models 1 5 16 658 8 18 84 1,727
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) 0 0 0 21 0 0 0 278
Asymptotic Inference about Predictive Ability 0 0 4 514 0 1 18 1,347
Asymptotic Normality, When Regressors Have a Unit Root 0 0 1 141 0 1 5 551
Automatic Lag Selection in Covariance Matrix Estimation 3 10 36 1,103 6 16 68 3,070
Comment 0 0 0 0 0 1 1 22
Comment 0 0 0 1 0 1 1 26
Comment 0 0 0 2 0 0 0 28
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" 1 1 1 38 1 1 1 126
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 0 104
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” 0 0 1 4 0 0 1 20
Dividend Innovations and Stock Price Volatility 0 1 2 311 0 1 10 1,505
Econometric analysis of present value models when the discount factor is near one 0 0 1 31 0 1 2 213
Editor's Introduction 0 0 0 0 0 0 0 0
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction 0 0 0 0 0 0 0 2
Editor's Introduction October 2011 0 0 0 13 0 0 1 67
Editor's Introduction October 2011 0 0 0 0 0 0 1 4
Editors' Introduction 0 0 0 5 0 0 0 19
Efficient GMM estimation of weak AR processes 0 0 0 37 0 0 0 131
Encompassing tests when no model is encompassing 0 0 0 34 0 0 0 136
Erratum 0 0 1 7 0 1 3 64
Estimation and inference in the linear-quadratic inventory model 0 0 0 16 0 0 1 85
Estimation of linear rational expectations models, in the presence of deterministic terms 0 0 0 5 0 1 1 57
Evidence from seven countries on whether inventories smooth aggregate output 0 0 0 5 1 1 1 149
Exchange Rates and Fundamentals 0 4 12 257 3 14 108 1,884
Exchange rates and fundamentals 0 0 3 430 0 1 15 1,322
Factor Model Forecasts of Exchange Rates 0 1 4 88 0 1 12 281
Forecast evaluation of small nested model sets 0 0 0 74 0 1 1 345
Forecasting and empirical methods in finance and macroeconomics 1 2 2 70 2 3 4 183
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons 0 0 0 41 0 0 1 134
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 0 1 450
Global Interest Rates, Currency Returns, and the Real Value of the Dollar 0 1 1 84 1 2 3 253
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay 1 1 1 40 1 1 1 149
Hypothesis Testing with Efficient Method of Moments Estimation 2 4 12 632 6 12 45 2,235
Inflation and growth: in search of a stable relationship - commentary 0 0 0 15 0 0 0 82
Inflation and growth: in search of a stable relationship - commentary 0 0 0 3 0 0 0 24
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 39 0 1 3 264
Integrated regressors and tests of the permanent-income hypothesis 0 0 0 38 0 0 1 185
Introduction 0 0 0 3 0 0 0 15
Introduction 0 0 0 7 0 1 1 40
Introduction 0 0 1 2 0 1 3 37
Model uncertainty and policy evaluation: Some theory and empirics 1 1 2 142 1 1 3 448
Model uncertainty and policy evaluation: some theory and empirics 0 0 0 168 0 0 4 635
Monetary policy and the volatility of real exchange rates in New Zealand 0 0 0 17 0 1 1 147
On Optimal Instrumental Variables Estimation of Stationary Time Series Models 0 0 0 0 0 0 0 60
On the Interpretation of Near Random-walk Behavior in GNP 0 0 1 65 0 0 1 339
Policy Evaluation in Uncertain Economic Environments 0 0 0 144 0 1 6 535
Regression-Based Tests of Predictive Ability 0 0 0 3 0 4 12 641
Regressor and disturbance have moments of all orders, least squares estimator has none 0 0 0 2 0 0 0 18
Some Evidence on Secular Drivers of US Safe Real Rates 0 1 3 33 1 3 12 135
Sources of cycles in Japan, 1975-1987 0 0 0 7 0 0 1 104
Special Issue Editors' Introduction 0 0 0 0 0 0 0 5
Special Issue Editors' Introduction 0 0 2 65 2 5 14 292
Special Issue Editors' Introduction 0 0 2 18 0 0 3 89
Special Issue Editors' Introduction 0 0 0 0 0 0 0 6
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 0 1 281
Targeting Nominal Income: A Note 0 0 0 28 0 0 0 236
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate 0 2 6 578 3 6 22 1,592
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters 0 0 0 0 0 1 2 441
The Equilibrium Real Funds Rate: Past, Present, and Future 2 3 16 251 5 14 47 739
The Sources of Fluctuations in Aggregate Inventories and GNP 0 0 0 42 0 0 0 513
The insensitivity of consumption to news about income 0 0 0 25 0 0 0 197
The predictive ability of several models of exchange rate volatility 0 0 0 287 1 1 6 759
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 2 3 23 266 2 6 56 808
Total Journal Articles 30 84 299 14,621 103 268 1,156 49,621

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 2 154
NBER International Seminar on Macroeconomics 2006 0 0 0 0 0 0 1 110
NBER International Seminar on Macroeconomics 2009 0 0 0 0 1 2 3 249
NBER International Seminar on Macroeconomics 2012 0 0 0 0 0 1 3 115
NBER International Seminar on Macroeconomics 2015 0 0 0 0 0 1 1 111
NBER International Seminar on Macroeconomics 2018 0 0 0 0 0 0 2 75
NBER International Seminar on Macroeconomics 2021 0 0 0 0 1 2 6 22
Total Books 0 0 0 0 3 7 18 836

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 26 4 8 20 235
Business Fixed Investment and the Recent Business Cycle in Japan 0 0 1 27 0 1 3 137
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" 0 0 0 2 0 0 0 36
Comment on "Globalization and Disinflation: The Efficiency Channel" 0 0 0 6 0 0 0 69
Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" 0 0 0 2 0 0 0 23
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" 0 0 0 4 0 0 0 46
Exchange Rate Models Are Not as Bad as You Think 0 0 2 388 1 2 13 1,308
Forecast Evaluation 0 3 7 419 0 3 18 836
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises 0 0 0 46 0 0 1 127
Introduction to "NBER International Seminar on Macroeconomics 2004" 0 0 0 14 0 0 0 83
Introduction to "NBER International Seminar on Macroeconomics 2006" 0 0 0 8 0 0 0 59
Introduction to "NBER International Seminar on Macroeconomics 2009" 0 0 0 14 0 0 0 57
Introduction to "NBER International Seminar on Macroeconomics 2012" 0 0 0 5 0 0 2 38
Inventories 0 0 4 224 3 5 18 780
Land Prices and Business Fixed Investment in Japan 0 0 0 13 0 0 1 51
Total Chapters 0 3 17 1,198 8 19 76 3,885

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Statistics updated 2024-12-04