Kenneth D. West
Names
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Kenneth |
| middle: |
D. |
| last: |
West |
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Contact
Affiliations
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University of Wisconsin-Madison
/ Economics Department (weight: 95%)
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National Bureau of Economic Research (NBER) (weight: 5%)
Research profile
author of:
- Global Interest Rates, Currency Returns, and the Real Value of the Dollar (RePEc:aea:aecrev:v:100:y:2010:i:2:p:562-67)
by Charles Engel & Kenneth D. West - On the Interpretation of Near Random-walk Behavior in GNP (RePEc:aea:aecrev:v:78:y:1988:i:1:p:202-09)
by West, Kenneth D - Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 (RePEc:aea:aecrev:v:94:y:2004:i:2:p:119-125)
by Charles Engel & Kenneth D. West - Some Evidence on Secular Drivers of US Safe Real Rates (RePEc:aea:aejmac:v:11:y:2019:i:4:p:113-39)
by Kurt G. Lunsford & Kenneth D. West - Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay (RePEc:aea:jeclit:v:55:y:2017:i:1:p:173-81)
by Kenneth D. West - Feasible optimal instrumental variables estimation of linear models with moving average disturbances (RePEc:att:wimass:19991)
by West,K.D. & Wong,K.F. & Anatolyev,S. - Encompassing tests when no model is encompassing (RePEc:att:wimass:199936)
by West,K.D. - Inference about predictive ability (RePEc:att:wimass:200114)
by McCracken,M.W. & West,K.D. - Instrumental variables estimation of heteroskedastic linear models using all lags of instruments (RePEc:att:wimass:200120)
by West,K.D. & Wong,K.-F. & Anatolyev,S. - Policy evaluation in uncertain economic environments (RePEc:att:wimass:200315)
by Brock,W.A. & Durlauf,S.N. & West,K.D. - Model uncertainty and policy evaluation : some theory and empirics (RePEc:att:wimass:200419)
by Brock,W.A. & Durlauf,S.N. & West,K.D. - Automatic Lag Selection in Covariance Matrix Estimation (RePEc:att:wimass:9220)
by Newey, W.K. & West, K.D. - The Predictive Ability of Several Models of Exchange Rate Volatility (RePEc:att:wimass:9317)
by West, K.D. & Cho, D. - The Predictive Ability of Several Models of Exchange Rate Volatility (RePEc:att:wimass:9317r)
by West, K.D. & Cho, D. - A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model (RePEc:att:wimass:9414)
by West, K.D. & Wilcox, D.W. - Asymptotic Inference About Predictive Ability (RePEc:att:wimass:9417)
by West, K.D. - Asymptotic Inference About Predictive Ability: Additional Appendix (RePEc:att:wimass:9418)
by West, K.D. - Regression-Based Tests of Predictive Ability (RePEc:att:wimass:9710)
by West, K.D. & McCracken, M.W. - On Optimal Instrumental Variables Estimation of Time Series Models (RePEc:att:wimass:9717)
by West, K.D. - A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model (RePEc:bes:jnlbes:v:14:y:1996:i:3:p:281-93)
by West, Kenneth D & Wilcox, David W - Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters (RePEc:bes:jnlbes:v:19:y:2001:i:1:p:29-33)
by West, Kenneth D - Generalized Method of Moments and Macroeconomics (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:460-69)
by Hansen, Bruce E & West, Kenneth D - Policy Evaluation in Uncertain Economic Environments (RePEc:bin:bpeajo:v:34:y:2003:i:2003-1:p:235-322)
by William A. Brock & Steven N. Durlauf & Kenneth D. West - Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances (RePEc:chk:cuhked:_109)
by Kenneth D. West & Ka-Fu, Wong & Stanislav Anatolyev - Exchange rates and fundamentals (RePEc:ecb:ecbwps:2003248)
by Engel, Charles & West, Kenneth D. - Forecast evaluation of small nested model sets (RePEc:ecb:ecbwps:20091030)
by Hubrich, Kirstin & West, Kenneth D. - Targeting Nominal Income: A Note (RePEc:ecj:econjl:v:96:y:1986:i:384:p:1077-83)
by West, Kenneth D - A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (RePEc:ecm:emetrp:v:55:y:1987:i:3:p:703-08)
by Newey, Whitney K & West, Kenneth D - Dividend Innovations and Stock Price Volatility (RePEc:ecm:emetrp:v:56:y:1988:i:1:p:37-61)
by West, Kenneth D - Asymptotic Normality, When Regressors Have a Unit Root (RePEc:ecm:emetrp:v:56:y:1988:i:6:p:1397-1417)
by West, Kenneth D - Asymptotic Inference about Predictive Ability (RePEc:ecm:emetrp:v:64:y:1996:i:5:p:1067-84)
by West, Kenneth D - Estimation and inference in the linear-quadratic inventory model (RePEc:eee:dyncon:v:18:y:1994:i:3-4:p:897-908)
by West, Kenneth D. & Wilcox, David W. - Forecast Evaluation (RePEc:eee:ecofch:1-03)
by West, Kenneth D. - A note on the econometric use of constant dollar inventory series (RePEc:eee:ecolet:v:13:y:1983:i:4:p:337-341)
by West, Kenneth D. - A note on the power of least squares tests for a unit root (RePEc:eee:ecolet:v:24:y:1987:i:3:p:249-252)
by West, Kenneth D. - Efficient GMM estimation of weak AR processes (RePEc:eee:ecolet:v:75:y:2002:i:3:p:415-418)
by West, Kenneth D. - Forecasting and empirical methods in finance and macroeconomics (RePEc:eee:econom:v:105:y:2001:i:1:p:1-3)
by Diebold, F. X. & West, Kenneth D. - Encompassing tests when no model is encompassing (RePEc:eee:econom:v:105:y:2001:i:1:p:287-308)
by West, Kenneth D. - Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (RePEc:eee:econom:v:135:y:2006:i:1-2:p:155-186)
by Clark, Todd E. & West, Kenneth D. - Model uncertainty and policy evaluation: Some theory and empirics (RePEc:eee:econom:v:136:y:2007:i:2:p:629-664)
by Brock, William A. & Durlauf, Steven N. & West, Kenneth D. - Approximately normal tests for equal predictive accuracy in nested models (RePEc:eee:econom:v:138:y:2007:i:1:p:291-311)
by Clark, Todd E. & West, Kenneth D. - Econometric analysis of present value models when the discount factor is near one (RePEc:eee:econom:v:171:y:2012:i:1:p:86-97)
by West, Kenneth D. - Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons (RePEc:eee:econom:v:33:y:1986:i:3:p:367-385)
by West, Kenneth D. - The predictive ability of several models of exchange rate volatility (RePEc:eee:econom:v:69:y:1995:i:2:p:367-391)
by West, Kenneth D. & Cho, Dongchul - Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (RePEc:eee:econom:v:76:y:1997:i:1-2:p:171-191)
by West, Kenneth D. - Evidence from seven countries on whether inventories smooth aggregate output (RePEc:eee:ecpeco:v:19:y:1990:i:1-3:p:85-90)
by West, Kenneth D. - Comments : Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola (RePEc:eee:eecrev:v:38:y:1994:i:6:p:1282-1285)
by West, Kenneth D. - A standard monetary model and the variability of the deutschemark-dollar exchange rate (RePEc:eee:inecon:v:23:y:1987:i:1-2:p:57-76)
by West, Kenneth D. - A utility-based comparison of some models of exchange rate volatility (RePEc:eee:inecon:v:35:y:1993:i:1-2:p:23-45)
by West, Kenneth D. & Edison, Hali J. & Cho, Dongchul - A factor model for co-movements of commodity prices (RePEc:eee:jimfin:v:42:y:2014:i:c:p:289-309)
by West, Kenneth D. & Wong, Ka-Fu - Sources of cycles in Japan, 1975-1987 (RePEc:eee:jjieco:v:6:y:1992:i:1:p:71-98)
by West, Kenneth D. - Comments on 'The state of macroeconomic forecasting' (RePEc:eee:jmacro:v:24:y:2002:i:4:p:495-497)
by West, Kenneth D. - Inventories (RePEc:eee:macchp:1-13)
by Ramey, Valerie A. & West, Kenneth D. - The insensitivity of consumption to news about income (RePEc:eee:moneco:v:21:y:1988:i:1:p:17-33)
by West, Kenneth D. - Integrated regressors and tests of the permanent-income hypothesis (RePEc:eee:moneco:v:21:y:1988:i:1:p:85-95)
by Stock, James H. & West, Kenneth D. - Estimation of linear rational expectations models, in the presence of deterministic terms (RePEc:eee:moneco:v:24:y:1989:i:3:p:437-442)
by West, Kenneth D. - Erratum (RePEc:eee:moneco:v:29:y:1992:i:2:p:337-337)
by West, Kenneth D. - Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" (RePEc:eee:moneco:v:54:y:2007:i:5:p:1340-1343)
by West, Kenneth D. - A comparison of the behavior of Japanese and US inventories (RePEc:eee:proeco:v:26:y:1992:i:1-3:p:115-122)
by West, Kenneth D. - A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts (RePEc:eee:reecon:v:70:y:2016:i:2:p:304-319)
by Pincheira, Pablo M. & West, Kenneth D. - Regressor and disturbance have moments of all orders, least squares estimator has none (RePEc:eee:stapro:v:115:y:2016:i:c:p:54-59)
by West, Kenneth D. & Zhao, Zifeng - Land Prices and Business Fixed Investment in Japan (RePEc:elg:eechap:3299_12)
by Nobuhiro Kiyotaki & Kenneth D. West - Some Evidence on Secular Drivers of US Safe Real Rates (RePEc:fip:fedcwp:1723)
by Kurt Graden Lunsford & Kenneth D. West - Exchange rates and fundamentals (RePEc:fip:fedfpr:y:2003:i:mar:x:3)
by Charles Engel & Kenneth D. West - Model uncertainty and policy evaluation: some theory and empirics (RePEc:fip:fedfpr:y:2005:x:6)
by William A. Brock & Steven N. Durlauf & Kenneth D. West - Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model (RePEc:fip:fedgfe:93-29)
by Kenneth D. West & David W. Wilcox - A utility based comparison of some models of exchange rate volatility (RePEc:fip:fedgif:441)
by Dongchul Cho & Hali J. Edison & Kenneth D. West - Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis (RePEc:fip:fedkrw:rwp04-03)
by Todd E. Clark & Kenneth D. West - Approximately normal tests for equal predictive accuracy in nested models (RePEc:fip:fedkrw:rwp05-05)
by Todd E. Clark & Kenneth D. West - Inflation and growth: in search of a stable relationship - commentary (RePEc:fip:fedlpr:y:1996:i:may:p:150-152:n:v.78no.3)
by Kenneth D. West - Inflation and growth: in search of a stable relationship - commentary (RePEc:fip:fedlrv:y:1996:i:may:p:150-152:n:v.78no.3)
by Kenneth D. West - Assessing simple policy rules: a view from a complete macroeconomic model (commentary) (RePEc:fip:fedlrv:y:2001:i:jul:p:83-112:n:v.83no.4:x:1)
by Kenneth D. West - Hypothesis Testing with Efficient Method of Moments Estimation (RePEc:ier:iecrev:v:28:y:1987:i:3:p:777-87)
by Newey, Whitney K & West, Kenneth D - Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction (RePEc:ier:iecrev:v:39:y:1998:i:4:p:811-15)
by Diebold, Francis X & West, Kenneth D - Regression-Based Tests of Predictive Ability (RePEc:ier:iecrev:v:39:y:1998:i:4:p:817-40)
by West, Kenneth D & McCracken, Michael W - On Optimal Instrumental Variables Estimation of Stationary Time Series Models (RePEc:ier:iecrev:v:42:y:2001:i:4:p:1043-50)
by West, Kenneth D - Forecast evaluation of small nested model sets (RePEc:jae:japmet:v:25:y:2010:i:4:p:574-594)
by Kirstin Hubrich & Kenneth D. West - Journal of Money, Credit and Banking (RePEc:mcb:jmoncb)
from Blackwell Publishing as editor - An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison (RePEc:mcb:jmoncb:v:38:y:2006:i:4:p:1109)
by Lam, Pok-sang & Lucas, Deborah J. & Ogaki, Masao & West, Kenneth D. - Taylor Rules and the Deutschmark: Dollar Real Exchange Rate (RePEc:mcb:jmoncb:v:38:y:2006:i:5:p:1175-1194)
by Engel, Charles & West, Kenneth D. - Editor's Introduction October 2011 (RePEc:mcb:jmoncb:v:44:y:2012:i::p:1-1)
by Kenneth D. West - Special Issue Editors' Introduction (RePEc:mcb:jmoncb:v:45:y:2013:i::p:1-1)
by Joe Peek & Kenneth D. West - Special Issue Editors' Introduction (RePEc:mcb:jmoncb:v:45:y:2013:i:s2:p:1-1)
by Robert Kollmann & Kenneth D. West - NBER International Seminar on Macroeconomics 2004 (RePEc:mtp:titles:0262532875)
by None - NBER International Seminar on Macroeconomics 2004 (RePEc:nbr:nberbk:clar06-1)
by Richard H. Clarida & Jeffrey Frankel & Francesco Giavazzi & Kenneth D. West - NBER International Seminar on Macroeconomics 2018 (RePEc:nbr:nberbk:gali-2)
by Jordi Galí & Kenneth West - NBER International Seminar on Macroeconomics 2021 (RePEc:nbr:nberbk:gali-3)
by Jordi Galí & Kenneth D. West - NBER International Seminar on Macroeconomics 2024 (RePEc:nbr:nberbk:gali-4)
by Jordi Galí & Kenneth D. West - NBER International Seminar on Macroeconomics 2015 (RePEc:nbr:nberbk:giav-2)
by Michael B. Devereux & Francesco Giavazzi & Kenneth D. West - NBER International Seminar on Macroeconomics 2012 (RePEc:nbr:nberbk:giav12-1)
by Francesco Giavazzi & Kenneth D. West - NBER International Seminar on Macroeconomics 2006 (RePEc:nbr:nberbk:reic08-1)
by Lucrezia Reichlin & Kenneth West - NBER International Seminar on Macroeconomics 2009 (RePEc:nbr:nberbk:reic09-1)
by Lucrezia Reichlin & Kenneth D. West - Comment on "Globalization and Disinflation: The Efficiency Channel" (RePEc:nbr:nberch:0354)
by Kenneth D. West - Business Fixed Investment and the Recent Business Cycle in Japan (RePEc:nbr:nberch:11031)
by Nobuhiro Kiyotaki & Kenneth D. West - Introduction to "NBER International Seminar on Macroeconomics 2004" (RePEc:nbr:nberch:11273)
by Richard H. Clarida & Jeffrey A. Frankel & Francesco Giavazzi & Kenneth D. West - Introduction to "NBER International Seminar on Macroeconomics 2009" (RePEc:nbr:nberch:11902)
by Lucrezia Reichlin & Kenneth West - Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" (RePEc:nbr:nberch:12200)
by Kenneth D. West - Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" (RePEc:nbr:nberch:12482)
by Kenneth D. West - Introduction to "NBER International Seminar on Macroeconomics 2012" (RePEc:nbr:nberch:12767)
by Francesco Giavazzi & Kenneth D. West - Exchange Rate Models Are Not as Bad as You Think (RePEc:nbr:nberch:4075)
by Charles Engel & Nelson C. Mark & Kenneth D. West - Introduction to "NBER International Seminar on Macroeconomics 2006" (RePEc:nbr:nberch:7033)
by Lucrezia Reichlin & Kenneth D. West - An Aggregate Demand–Aggregate Supply Analysis of Japanese Monetary Policy, 1973–1990 (RePEc:nbr:nberch:7461)
by Kenneth D. West - Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" (RePEc:nbr:nberch:8240)
by Kenneth D. West - Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises (RePEc:nbr:nberch:9645)
by Dongchul Cho & Kenneth D. West - Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons (RePEc:nbr:nberte:0054)
by Kenneth D. West - A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix (RePEc:nbr:nberte:0055)
by Whitney K. Newey & Kenneth D. West - A Utility Based Comparison of Some Models of Exchange Rate Volatility (RePEc:nbr:nberte:0128)
by Kenneth D. West & Hali J. Edison & Dongchul Cho - Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model (RePEc:nbr:nberte:0139)
by Kenneth D. West & David W. Wilcox - Inventory Models (RePEc:nbr:nberte:0143)
by Kenneth D. West - Automatic Lag Selection in Covariance Matrix Estimation (RePEc:nbr:nberte:0144)
by Kenneth D. West & Whitney K. Newey - The Predictive Ability of Several Models of Exchange Rate Volatility (RePEc:nbr:nberte:0152)
by Kenneth D. West & Dongchul Cho - A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model (RePEc:nbr:nberte:0176)
by Kenneth D. West & David W. Wilcox - Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (RePEc:nbr:nberte:0183)
by Kenneth D. West - Regression-Based Tests of Predictive Ability (RePEc:nbr:nberte:0226)
by Kenneth D. West & Michael W. McCracken - On Optimal Instrumental Variables Estimation of Stationary Time Series Models (RePEc:nbr:nberte:0249)
by Kenneth D. West - Encompassing Tests When No Model Is Encompassing (RePEc:nbr:nberte:0256)
by Kenneth D. West - Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference (RePEc:nbr:nberte:0305)
by Todd E. Clark & Kenneth D. West - Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (RePEc:nbr:nberte:0326)
by Kenneth D. West & Todd Clark - Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (RePEc:nbr:nberte:0338)
by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev - Policy Evaluation in Uncertain Economic Environments (RePEc:nbr:nberwo:10025)
by William A. Brock & Steven N. Durlauf & Kenneth D. West - Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One (RePEc:nbr:nberwo:10267)
by Charles Engel & Kenneth D. West - Monetary Policy and the Volatility of Real Exchange Rates in New Zealand (RePEc:nbr:nberwo:10280)
by Kenneth D. West - Exchange Rates and Fundamentals (RePEc:nbr:nberwo:10723)
by Charles Engel & Kenneth D. West - Land Prices and Business Fixed Investments in Japan (RePEc:nbr:nberwo:10909)
by Nobuhiro Kiyotaki & Kenneth D. West - Model Uncertainty and Policy Evaluation: Some Theory and Empirics (RePEc:nbr:nberwo:10916)
by William A. Brock & Steven N. Durlauf & Kenneth D. West - Taylor Rules and the Deutschmark-Dollar Real Exchange Rate (RePEc:nbr:nberwo:10995)
by Charles Engel & Kenneth D. West - Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (RePEc:nbr:nberwo:13134)
by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev - Exchange Rate Models Are Not as Bad as You Think (RePEc:nbr:nberwo:13318)
by Charles Engel & Nelson C. Mark & Kenneth D. West - Forecast Evaluation of Small Nested Model Sets (RePEc:nbr:nberwo:14601)
by Kirstin Hubrich & Kenneth D. West - A Variance Bounds Test of the Linear Quardractic Inventory Model (RePEc:nbr:nberwo:1581)
by Kenneth D. West - Econometric Analysis of Present Value Models When the Discount Factor Is near One (RePEc:nbr:nberwo:18247)
by Kenneth D. West - Dividend Innovations and Stock Price Volatility (RePEc:nbr:nberwo:1833)
by Kenneth D. West - Targeting Nominal Income: A Note (RePEc:nbr:nberwo:1835)
by Kenneth D. West - Factor Model Forecasts of Exchange Rates (RePEc:nbr:nberwo:18382)
by Charles Engel & Nelson C. Mark & Kenneth D. West - A Specification Test for Speculative Bubbles (RePEc:nbr:nberwo:2067)
by Kenneth D. West - A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate (RePEc:nbr:nberwo:2102)
by Kenneth D. West - The Equilibrium Real Funds Rate: Past, Present and Future (RePEc:nbr:nberwo:21476)
by James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West - The Insensitivity of Consumption to News About Income (RePEc:nbr:nberwo:2252)
by Kenneth D. West - Integrated Regressors and Tests of the Permanent Income Hypothesis (RePEc:nbr:nberwo:2359)
by James H. Stock & Kenneth D. West - On the Interpretation of Near Random-Walk Behavior in GNP (RePEc:nbr:nberwo:2364)
by Kenneth D. West - Order Backlogs and Production Smoothing (RePEc:nbr:nberwo:2385)
by Kenneth D. West - A Skeptical View of the Impact of the Fed’s Balance Sheet (RePEc:nbr:nberwo:24687)
by David Greenlaw & James D. Hamilton & Ethan Harris & Kenneth D. West - Some Evidence on Secular Drivers of U.S. Safe Real Rates (RePEc:nbr:nberwo:25288)
by Kurt G. Lunsford & Kenneth D. West - Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation (RePEc:nbr:nberwo:2574)
by Kenneth D. West - Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output (RePEc:nbr:nberwo:2664)
by Kenneth D. West - The Sources of Fluctuations in Aggregate Inventories and GNP (RePEc:nbr:nberwo:2992)
by Kenneth D. West - Random Walk Forecasts of Stationary Processes Have Low Bias (RePEc:nbr:nberwo:34112)
by Kenneth D. West & Kurt G. Lunsford - A Comparison of the Behavior of Japanese and U.S. Inventories (RePEc:nbr:nberwo:3762)
by Kenneth D. West - Sources of Cycles in Japan, 1975-1987 (RePEc:nbr:nberwo:3763)
by Kenneth D. West - An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 (RePEc:nbr:nberwo:3823)
by Kenneth D. West - Business Fixed Investment and the Recent Business Cycle in Japan (RePEc:nbr:nberwo:5546)
by Nobuhiro Kiyotaki & Kenneth D. West - Inventories (RePEc:nbr:nberwo:6315)
by Valerie A. Ramey & Kenneth D. West - Monetary policy and the volatility of real exchange rates in New Zealand (RePEc:nzb:nzbdps:2003/09)
by Ken West - A Specification Test for Speculative Bubbles (RePEc:oup:qjecon:v:102:y:1987:i:3:p:553-580.)
by Kenneth D. West - The Sources of Fluctuations in Aggregate Inventories and GNP (RePEc:oup:qjecon:v:105:y:1990:i:4:p:939-971.)
by Kenneth D. West - Automatic Lag Selection in Covariance Matrix Estimation (RePEc:oup:restud:v:61:y:1994:i:4:p:631-653.)
by Whitney K. Newey & Kenneth D. West - The Equilibrium Real Funds Rate: Past, Present, and Future (RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0015-z)
by James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West - A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix (RePEc:ris:apltrx:0233)
by Whitney Newey & Kenneth West - Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (RePEc:taf:emetrv:v:28:y:2009:i:5:p:441-467)
by Kenneth West & Ka-fu Wong & Stanislav Anatolyev - Factor Model Forecasts of Exchange Rates (RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55)
by Charles Engel & Nelson C. Mark & Kenneth D. West - Comment (RePEc:taf:jnlbes:v:30:y:2011:i:1:p:34-35)
by Kenneth D. West - Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” (RePEc:taf:jnlbes:v:36:y:2018:i:4:p:560-562)
by Kenneth D. West - Monetary policy and the volatility of real exchange rates in New Zealand (RePEc:taf:nzecpp:v:37:y:2003:i:2:p:175-196)
by Kenneth West - Introduction (RePEc:ucp:intsma:doi:10.1086/648692)
by Lucrezia Reichlin & Kenneth D. West - Comment (RePEc:ucp:intsma:doi:10.1086/658321)
by Kenneth D. West - Comment (RePEc:ucp:intsma:doi:10.1086/663667)
by Kenneth D. West - Introduction (RePEc:ucp:intsma:doi:10.1086/669582)
by Francesco Giavazzi & Kenneth D. West - Exchange Rates and Fundamentals (RePEc:ucp:jpolec:v:113:y:2005:i:3:p:485-517)
by Charles Engel & Kenneth D. West - A Variance Bounds Test of the Linear Quadratic Inventory Model (RePEc:ucp:jpolec:v:94:y:1986:i:2:p:374-401)
by West, Kenneth D - Journal of Money, Credit and Banking (RePEc:wly:jmoncb)
from Blackwell Publishing as editor - Editor's Introduction (RePEc:wly:jmoncb:v:39:y:2007:i:s1:p:1-1)
by Kenneth D. West - Editor's Introduction (RePEc:wly:jmoncb:v:41:y:2009:i:s1:p:1-1)
by Kenneth D. West - Editor's Introduction (RePEc:wly:jmoncb:v:42:y:2010:i:s1:p:1-1)
by Marc P. Giannoni & Kenneth D. West - Editor's Introduction October 2011 (RePEc:wly:jmoncb:v:44:y:2012:i:s1:p:1-1)
by Kenneth D. West - Special Issue Editors' Introduction (RePEc:wly:jmoncb:v:45:y:2013:i:s1:p:1-1)
by Joe Peek & Kenneth D. West - Special Issue Editors' Introduction (RePEc:wly:jmoncb:v:45:y:2013:i:s2:p:1-1)
by Robert Kollmann & Kenneth D. West - Editors' Introduction (RePEc:wly:jmoncb:v:46:y:2014:i:s2:p:1-1)
by Timothy S. Fuerst & Kenneth D. West - Introduction (RePEc:wly:jmoncb:v:51:y:2019:i:s1:p:5-5)
by Kenneth D. West - A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model (RePEc:wpa:wuwpma:9410001)
by Kenneth D. West & David W. Wilcox - Asymptotic Inference About Predictive Ability (RePEc:wpa:wuwpma:9410002)
by Kenneth D. West - Asymptotic Inference about Predictive Ability, An Additional Appendix (RePEc:wpa:wuwpma:9410003)
by Kenneth D. West