NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Kenneth D. West

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

September 2012Factor Model Forecasts of Exchange Rates
with Charles Engel, Nelson C. Mark: w18382
July 2012Econometric Analysis of Present Value Models When the Discount Factor Is near One
w18247
December 2008Forecast Evaluation of Small Nested Model Sets
with Kirstin Hubrich: w14601
August 2007Exchange Rate Models Are Not as Bad as You Think
with Charles Engel, Nelson C. Mark: w13318
May 2007Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
with Ka-fu Wong, Stanislav Anatolyev: w13134
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
with Ka-fu Wong, Stanislav Anatolyev: t0338
August 2006Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
with Todd Clark: t0326
January 2005Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
with Todd E. Clark: t0305
December 2004Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
with Charles Engel: w10995
November 2004Land Prices and Business Fixed Investments in Japan
with Nobuhiro Kiyotaki: w10909
Model Uncertainty and Policy Evaluation: Some Theory and Empirics
with William A. Brock, Steven N. Durlauf: w10916
August 2004Exchange Rates and Fundamentals
with Charles Engel: w10723
February 2004Monetary Policy and the Volatility of Real Exchange Rates in New Zealand
w10280
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
with Charles Engel: w10267
October 2003Policy Evaluation in Uncertain Economic Environments
with William A. Brock, Steven N. Durlauf: w10025
June 2000Encompassing Tests When No Model Is Encompassing
t0256
January 2000On Optimal Instrumental Variables Estimation of Stationary Time Series Models
t0249
March 1998Regression-Based Tests of Predictive Ability
with Michael W. McCracken: t0226
December 1997Inventories
with Valerie A. Ramey: w6315
April 1996Business Fixed Investment and the Recent Business Cycle in Japan
with Nobuhiro Kiyotaki: w5546
July 1995Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
t0183
March 1995A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
with David W. Wilcox: t0176
February 1995Automatic Lag Selection in Covariance Matrix Estimation
with Whitney K. Newey: t0144
January 1994The Predictive Ability of Several Models of Exchange Rate Volatility
with Dongchul Cho: t0152
September 1993Inventory Models
t0143
July 1993Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model
with David W. Wilcox: t0139
November 1992A Utility Based Comparison of Some Models of Exchange Rate Volatility
with Hali J. Edison, Dongchul Cho: t0128
August 1991An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990
w3823
July 1991A Comparison of the Behavior of Japanese and U.S. Inventories
w3762
Sources of Cycles in Japan, 1975-1987
w3763
June 1989The Sources of Fluctuations in Aggregate Inventories and GNP
w2992
September 1988Integrated Regressors and Tests of the Permanent Income Hypothesis
with James H. Stock: w2359
July 1988Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output
w2664
May 1988Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation
w2574
September 1987Order Backlogs and Production Smoothing
w2385
August 1987On the Interpretation of Near Random-Walk Behavior in GNP
w2364
May 1987The Insensitivity of Consumption to News About Income
w2252
December 1986A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate
w2102
November 1986A Specification Test for Speculative Bubbles
w2067
April 1986A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
with Whitney K. Newey: t0055
February 1986Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
t0054
Dividend Innovations and Stock Price Volatility
w1833
Targeting Nominal Income: A Note
w1835
March 1985A Variance Bounds Test of the Linear Quardractic Inventory Model
w1581

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