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List of works by Kenneth D. West

A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model

scientific article published in March 1995

A Comparison of the Behavior of Japanese and U.S. Inventories

scientific article published in July 1991

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

article by Whitney K. Newey & Kenneth D. West published May 1987 in Econometrica

A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix

scientific article published in April 1986

A Skeptical View of the Impact of the Fed’s Balance Sheet

scientific article published in June 2018

A Specification Test for Speculative Bubbles

A Specification Test for Speculative Bubbles

scientific article published in November 1986

A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate

scholarly article published December 1986

A Utility Based Comparison of Some Models of Exchange Rate Volatility

A Variance Bounds Test of the Linear Quardractic Inventory Model

scientific article published in March 1985

Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One

scientific article published in February 2004

An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990

scientific article published in August 1991

Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

scientific article published in July 1995

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

scientific article published in August 2006

Approximately normal tests for equal predictive accuracy in nested models

Asymptotic Inference about Predictive Ability

Asymptotic Normality, When Regressors Have a Unit Root

article published in 1988

Automatic Lag Selection in Covariance Matrix Estimation

scientific article published in February 1995

Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation

scientific article published in May 1988

Business Fixed Investment and the Recent Business Cycle in Japan

scientific article published in April 1996

Chapter 3 Forecast Evaluation

Dividend Innovations and Stock Price Volatility

article

Dividend Innovations and Stock Price Volatility

scientific article published in February 1986

Econometric Analysis of Present Value Models When the Discount Factor Is near One

scientific article published in July 2012

Encompassing Tests When No Model Is Encompassing

scientific article published in June 2000

Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output

Exchange Rate Models Are Not as Bad as You Think

scientific article published in August 2007

Exchange Rates and Fundamentals

Exchange Rates and Fundamentals

scientific article published in August 2004

Factor Model Forecasts of Exchange Rates

scientific article published in September 2012

Forecast Evaluation of Small Nested Model Sets

scientific article published in December 2008

Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons

scientific article published in February 1986

Hypothesis Testing with Efficient Method of Moments Estimation

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

scientific article published in May 2007

Integrated Regressors and Tests of the Permanent Income Hypothesis

scientific article published in August 1987

Inventories

scientific article published in December 1997

Inventory Models

scientific article published in September 1993

Land Prices and Business Fixed Investments in Japan

Model Uncertainty and Policy Evaluation: Some Theory and Empirics

scientific article published in November 2004

Monetary Policy and the Volatility of Real Exchange Rates in New Zealand

scientific article published in February 2004

On Optimal Instrumental Variables Estimation of Stationary Time Series Models

scientific article published in January 2000

On the Interpretation of Near Random-Walk Behavior in GNP

scientific article published in August 1987

Order Backlogs and Production Smoothing

scientific article published in September 1987

Policy Evaluation in Uncertain Economic Environments

scientific article published in October 2003

Regression-Based Tests of Predictive Ability

scientific article published in March 1998

Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model

scientific article published in July 1993

Some Evidence on Secular Drivers of U.S. Safe Real Rates

Sources of Cycles in Japan, 1975-1987

scientific article published in July 1991

Targeting Nominal Income: A Note

scientific article published in February 1986

Taylor Rules and the Deutschmark-Dollar Real Exchange Rate

The Equilibrium Real Funds Rate: Past, Present and Future

scientific article published in August 2015

The Insensitivity of Consumption to News About Income

scientific article published in May 1987

The Predictive Ability of Several Models of Exchange Rate Volatility

scientific article published in January 1994

The Sources of Fluctuations in Aggregate Inventories and GNP

scientific article published in June 1989

The predictive ability of several models of exchange rate volatility

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference

scientific article published in January 2005