Author Page for Kenneth D. West

affiliation not provided to SSRN, Bank of America, University of Chicago - Booth School of Business and University of Wisconsin - Madison - Department of Economics

Downloads 566 (47,077)

Citation 4

Abstract:

4.

A Specification Test for Speculative Bubbles

NBER Working Paper No. w2067

Number of pages: 44 Posted: 09 Mar 2004 Last Revised: 27 Aug 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 108 (250,074)

Abstract:

5.

Automatic Lag Selection in Covariance Matrix Estimation

NBER Working Paper No. t0144

Number of pages: 51 Posted: 18 Jul 2000

Kenneth D. West and Whitney K. Newey

University of Wisconsin - Madison - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics

Downloads 91 (280,258)

Citation 94

Abstract:

6.

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

FRB of Kansas City Working Paper No. 04-03

Number of pages: 42 Posted: 05 Aug 2004

Todd E. Clark and Kenneth D. West

Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics

Downloads 89 (284,240)

Citation 10

Abstract:

7.

Inventories

NBER Working Paper No. w6315

Number of pages: 97 Posted: 18 Sep 2000

Valerie A. Ramey and Kenneth D. West

University of California at San Diego and University of Wisconsin - Madison - Department of Economics

Downloads 84 (294,715)

Citation 5

Abstract:

8.

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Downloads 83 (296,870)

Citation 297

2

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

FRB of Kansas City Working Paper No. RWP 05-05

Number of pages: 45 Posted: 22 Jan 2006

Todd E. Clark and Kenneth D. West

Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics

Downloads 56 (372,498)

Citation 5

Abstract:

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

NBER Working Paper No. t0326

Number of pages: 41 Posted: 17 Aug 2006 Last Revised: 17 Apr 2007

Todd E. Clark and Kenneth D. West

Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics

Downloads 27 (493,612)

Citation 18

Abstract:

9.

The Predictive Ability of Several Models of Exchange Rate Volatility

NBER Working Paper No. t0152

Number of pages: 51 Posted: 12 Jun 2000 Last Revised: 04 Jun 2018

Kenneth D. West and Dongchul Cho

University of Wisconsin - Madison - Department of Economics and Korea Development Institute (KDI) - Macroeconomic Policy Division

Downloads 81 (301,275)

Citation 6

Abstract:

10.

Forecast Evaluation of Small Nested Model Sets

Downloads 69 (330,131)

Citation 57

2

Forecast Evaluation of Small Nested Model Sets

ECB Working Paper No. 1030

Number of pages: 46 Posted: 19 Mar 2009

Kirstin Hubrich and Kenneth D. West

Board of Governors of the Federal Reserve System and University of Wisconsin - Madison - Department of Economics

Downloads 53 (382,528)

Citation 4

Abstract:

Forecast Evaluation of Small Nested Model Sets

NBER Working Paper No. w14601

Number of pages: 35 Posted: 29 Dec 2008 Last Revised: 04 Jul 2010

Kirstin Hubrich and Kenneth D. West

Board of Governors of the Federal Reserve System and University of Wisconsin - Madison - Department of Economics

Downloads 16 (562,944)

Abstract:

11.

Dividend Innovations and Stock Price Volatility

NBER Working Paper No. w1833

Number of pages: 53 Posted: 11 Apr 2004 Last Revised: 11 Jul 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 59 (357,706)

Citation 2

Abstract:

12.

Regression-Based Tests of Predictive Ability

NBER Working Paper No. t0226

Number of pages: 60 Posted: 12 Jul 2000 Last Revised: 16 Aug 2010

Kenneth D. West and Michael W. McCracken

University of Wisconsin - Madison - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of St. Louis

Downloads 55 (370,102)

Citation 2

Abstract:

13.

Policy Evaluation in Uncertain Economic Environments

NBER Working Paper No. w10025

Number of pages: 85 Posted: 14 Oct 2003

William A. Brock, Steven N. Durlauf and Kenneth D. West

University of Wisconsin, Madison - Department of Economics, University of Chicago and University of Wisconsin - Madison - Department of Economics

Downloads 53 (376,435)

Abstract:

14.

Taylor Rules and the Deutschmark-Dollar Real Exchange Rate

NBER Working Paper No. w10995

Number of pages: 29 Posted: 19 Jan 2005 Last Revised: 19 Jul 2010

Charles M. Engel and Kenneth D. West

University of Wisconsin - Madison - Department of Economics and University of Wisconsin - Madison - Department of Economics

Downloads 50 (386,259)

Citation 2

Abstract:

15.

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

Downloads 48 (393,121)

2

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

FRB of Cleveland Working Paper No. 17-23

Number of pages: 34 Posted: 27 Dec 2017

Kurt G. Lunsford and Kenneth D. West

Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics

Downloads 42 (422,934)

Abstract:

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

NBER Working Paper No. w25288

Number of pages: 32 Posted: 26 Nov 2018

Kurt G. Lunsford and Kenneth D. West

Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics

Downloads 6 (631,611)

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Abstract:

16.

Model Uncertainty and Policy Evaluation: Some Theory and Empirics

NBER Working Paper No. w10916

Number of pages: 59 Posted: 08 Dec 2004

William A. Brock, Steven N. Durlauf and Kenneth D. West

University of Wisconsin, Madison - Department of Economics, University of Chicago and University of Wisconsin - Madison - Department of Economics

Downloads 46 (400,069)

Citation 3

Abstract:

17.

Land Prices and Business Fixed Investments in Japan

NBER Working Paper No. w10909

Number of pages: 39 Posted: 07 Dec 2004 Last Revised: 17 Aug 2009

Nobuhiro Kiyotaki and Kenneth D. West

London School of Economics & Political Science (LSE) - Department of Economics and University of Wisconsin - Madison - Department of Economics

Downloads 44 (407,168)

Abstract:

18.

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

NBER Working Paper No. w10267

Number of pages: 22 Posted: 28 Dec 2006 Last Revised: 23 Jul 2010

Charles M. Engel and Kenneth D. West

University of Wisconsin - Madison - Department of Economics and University of Wisconsin - Madison - Department of Economics

Downloads 40 (422,191)

Abstract:

19.

Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

NBER Working Paper No. t0183

Number of pages: 27 Posted: 14 Jul 2000 Last Revised: 04 Jul 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 38 (430,302)

Citation 3

Abstract:

20.

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

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Citation 2

2

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

NBER Working Paper No. t0338

Number of pages: 35 Posted: 27 Jun 2007 Last Revised: 17 Aug 2007

Kenneth D. West, K. F. Wong and Stanislav Anatolyev

University of Wisconsin - Madison - Department of Economics, The University of Hong Kong - Faculty of Business and Economics and New Economic School

Downloads 24 (511,710)

Abstract:

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

NBER Working Paper No. w13134

Number of pages: 35 Posted: 22 May 2012

Kenneth D. West, K. F. Wong and Stanislav Anatolyev

University of Wisconsin - Madison - Department of Economics, The University of Hong Kong - Faculty of Business and Economics and New Economic School

Downloads 9 (610,522)

Citation 1

Abstract:

21.

Inventory Models

NBER Working Paper No. t0143

Number of pages: 52 Posted: 18 Sep 2000

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 33 (451,068)

Citation 2

Abstract:

22.

A Utility Based Comparison of Some Models of Exchange Rate Volatility

NBER Working Paper No. t0128

Number of pages: 47 Posted: 28 Dec 2006

Kenneth D. West, Hali J. Edison and Dongchul Cho

University of Wisconsin - Madison - Department of Economics, International Monetary Fund (IMF) - Research Department and Korea Development Institute (KDI) - Macroeconomic Policy Division

Downloads 31 (460,220)

Citation 47

Abstract:

23.

Factor Model Forecasts of Exchange Rates

NBER Working Paper No. w18382

Number of pages: 33 Posted: 15 Sep 2012

Charles M. Engel, Nelson C. Mark and Kenneth D. West

University of Wisconsin - Madison - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Wisconsin - Madison - Department of Economics

Downloads 29 (469,752)

Citation 1

Abstract:

24.

A Variance Bounds Test of the Linear Quardractic Inventory Model

NBER Working Paper No. w1581

Number of pages: 43 Posted: 09 Mar 2004 Last Revised: 08 Mar 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 29 (469,752)

Citation 1

Abstract:

25.

Integrated Regressors and Tests of the Permanent Income Hypothesis

NBER Working Paper No. w2359

Number of pages: 20 Posted: 06 Apr 2007

James H. Stock and Kenneth D. West

Harvard University - Department of Economics and University of Wisconsin - Madison - Department of Economics

Downloads 28 (474,750)

Abstract:

26.

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

NBER Working Paper No. w3823

Number of pages: 75 Posted: 28 Dec 2006

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 28 (474,750)

Abstract:

27.

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

NBER Working Paper No. w10280

Number of pages: 32 Posted: 01 Feb 2004 Last Revised: 05 Aug 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 27 (479,908)

Abstract:

28.

Encompassing Tests When No Model is Encompassing

NBER Working Paper No. t0256

Number of pages: 27 Posted: 23 Aug 2000 Last Revised: 15 Sep 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 26 (485,240)

Abstract:

29.

On Optimal Instrumental Variables Estimation of Stationary Time Series Models

NBER Working Paper No. t0249

Number of pages: 10 Posted: 30 Mar 2000 Last Revised: 08 Sep 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 26 (485,240)

Citation 1

Abstract:

30.

The Insensitivity of Consumption to News About Income

NBER Working Paper No. w2252

Number of pages: 35 Posted: 07 Aug 2007 Last Revised: 29 Aug 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 25 (490,705)

Citation 4

Abstract:

31.

The Equilibrium Real Funds Rate: Past, Present and Future

NBER Working Paper No. w21476

Number of pages: 82 Posted: 25 Aug 2015

James D. Hamilton, Ethan S. Harris, Jan Hatzius and Kenneth D. West

University of California at San Diego, Bank of America, Goldman Sachs and University of Wisconsin - Madison - Department of Economics

Downloads 22 (507,582)

Citation 2

Abstract:

32.

Exchange Rate Models are Not as Bad as You Think

NBER Working Paper No. w13318

Number of pages: 61 Posted: 23 May 2012

Charles M. Engel, Nelson C. Mark and Kenneth D. West

University of Wisconsin - Madison - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Wisconsin - Madison - Department of Economics

Downloads 22 (507,582)

Citation 1

Abstract:

33.

The Sources of Fluctuations in Aggregate Inventories and Gnp

NBER Working Paper No. w2992

Number of pages: 56 Posted: 25 Oct 2000 Last Revised: 07 Sep 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 22 (507,582)

Abstract:

34.

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

NBER Working Paper No. t0176

Number of pages: 57 Posted: 05 Jul 2000 Last Revised: 27 Jun 2010

Kenneth D. West and David W. Wilcox

University of Wisconsin - Madison - Department of Economics and Federal Reserve Board - Division of Research and Statistics

Downloads 22 (507,582)

Citation 4

Abstract:

35.

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

NBER Working Paper No. w2102

Number of pages: 57 Posted: 09 Mar 2004

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 21 (513,421)

Abstract:

36.

On the Interpretation of Near Random-Walk Behavior in Gnp

NBER Working Paper No. w2364

Number of pages: 20 Posted: 06 Apr 2007

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 20 (519,177)

Abstract:

37.

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

NBER Working Paper No. w3762

Number of pages: 21 Posted: 27 Dec 2006

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 20 (519,177)

Citation 1

Abstract:

38.

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

NBER Working Paper No. w2574

Number of pages: 35 Posted: 19 Jul 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 19 (525,076)

Citation 1

Abstract:

39.

Order Backlogs and Production Smoothing

NBER Working Paper No. w2385

Number of pages: 37 Posted: 06 Apr 2007 Last Revised: 12 Jul 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 18 (530,860)

Citation 1

Abstract:

40.

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

NBER Working Paper No. t0054

Number of pages: 33 Posted: 10 Jan 2007 Last Revised: 27 Aug 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 18 (530,860)

Citation 1

Abstract:

41.

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

NBER Working Paper No. t0305

Number of pages: 46 Posted: 04 May 2011

Todd E. Clark and Kenneth D. West

Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics

Downloads 17 (536,693)

Abstract:

42.

Targeting Nominal Income: a Note

NBER Working Paper No. w1835

Number of pages: 16 Posted: 04 Jul 2004 Last Revised: 11 Jul 2010

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 17 (536,693)

Abstract:

43.

Evidence from Seven Countries on Whether Inventories Smooth Aggregate Output

NBER Working Paper No. w2664

Number of pages: 30 Posted: 22 Apr 2004

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 17 (536,693)

Abstract:

44.

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

NBER Working Paper No. t0139

Number of pages: 37 Posted: 04 Jul 2004

Kenneth D. West and David W. Wilcox

University of Wisconsin - Madison - Department of Economics and Federal Reserve Board - Division of Research and Statistics

Downloads 16 (542,441)

Abstract:

45.

Sources of Cycles in Japan, 1975-1987

NBER Working Paper No. w3763

Number of pages: 48 Posted: 24 Jul 2007

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 14 (554,411)

Abstract:

46.

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

NBER Working Paper No. w24687

Number of pages: 96 Posted: 13 Jun 2018

David Greenlaw, James D. Hamilton, Ethan S. Harris and Kenneth D. West

Morgan Stanley, University of California at San Diego, Bank of America and University of Wisconsin - Madison - Department of Economics

Downloads 13 (560,340)

Citation 1

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Abstract:

47.

Business Fixed Investment and the Recent Business Cycle in Japan

NBER Working Paper No. w5546

Number of pages: 52 Posted: 04 Oct 2010

Nobuhiro Kiyotaki and Kenneth D. West

Princeton University - Department of Economics and University of Wisconsin - Madison - Department of Economics

Downloads 11 (572,836)

Citation 1

Abstract:

48.

Econometric Analysis of Present Value Models When the Discount Factor is Near One

NBER Working Paper No. w18247

Number of pages: 36 Posted: 21 Jul 2012

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Downloads 7 (598,155)

Abstract:

49.

Business Fixed Investment and the Recent Business Cycle in Japan

NBER MACROECONOMICS ANNUAL, Vol. 12

Posted: 05 Aug 1996

Nobuhiro Kiyotaki and Kenneth D. West

London School of Economics & Political Science (LSE) - Department of Economics and University of Wisconsin - Madison - Department of Economics

Kenneth D. West

University of Wisconsin - Madison - Department of Economics

Professor

National Bureau of Economic Research (NBER)

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Scholarly Papers (49)

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

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

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