W Newey… - 2000 - papers.ssrn.com
Abstract: This paper describes a simple method of calculating a heteroskedasticity and
autocorrelation consistent covariance matrix that is positive semi-definite by construction. It
also establishes consistency of the estimated covariance matrix under fairly general ...
KD West - Econometrica: Journal of the Econometric Society, 1996 - JSTOR
Page 1. Econometrica, Vol. 64, No. 5 (September, 1996), 1067-1084 ASYMPTOTIC
INFERENCE ABOUT PREDICTIVE ABILITY BY KENNETH D. WEST1 This paper
develops procedures for inference about the moments of smooth ...
WK Newey… - International Economic Review, 1987 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 28, No. 3, October, 1987
HYPOTHESIS TESTING WITH EFFICIENT METHOD OF MOMENTS ESTIMATION*
BY WHITNEY K. NEWEY AND KENNETH D. WEST' 1. INTRODUCTION ...
C Engel… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES EXCHANGE RATES AND FUNDAMENTALS
Charles Engel Kenneth D. West Working Paper 10723 http://www.nber.org/papers/
w10723 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
KD West - 1988 - nber.org
Page 1. NBER WORKING PAPER SERIES DIVIDEND INNOVATIONS AND STOCK
PRICE VOLATILITY Kenneth D. West Working Paper No. 1833 NATIONAL BUREAU
OF ECONOMIC RESEARCH 1050 Massachusetts Avenue ...
KD West - 1988 - nber.org
Page 1. N8ER WORKING PAPER SERIES A SPECIFICATION TEST FOR
SPECULATIVE BUBBLES Kenneth D. West Working Paper No. 2067 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts Avenue ...
KD West - Econometrica: Journal of the Econometric Society, 1988 - JSTOR
Page 1. Econometrica, Vol. 56, No. 6 (November, 1988), 1397-1417 ASYMPTOTIC
NORMALITY, WHEN REGRESSORS HAVE A UNIT ROOT BY KENNETH D. WEST'
Under fairly general conditions, ordinary least squares and ...
KD West - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES BUBBLES, FADS ANL STOCK PRICE
VOLATILITY TESTS: A PAKT1AL EVALUATION Kenneth 0. West Working Paper
No. 2574 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
KD West… - Journal of Econometrics, 1995 - Elsevier
TE Clark… - Journal of Econometrics, 2007 - Elsevier
WA Brock, SN Durlauf… - 2003 - nber.org
Page 1. NBER WORKING PAPER SERIES POLICY EVALUATION IN UNCERTAIN
ECONOMIC ENVIRONMENTS William A. Brock Steven N. Durlauf Kenneth D. West
Working Paper 10025 http://www.nber.org/papers/w10025 ...
KD West, HJ Edison… - Journal of International Economics, 1993 - Elsevier
KD West… - 1998 - nber.org
Page 1. REGRESSION-BASED TESTS OF PREDICTIVE ABILITY Kenneth D. West
Michael W. McCracken July 1995 Last revised January 1998 We thank Frank Diebold,
Neil Ericcson, Art Goldberger, Matthew Higgens, Yuichi ...
KD West - 1985 - nber.org
Page 1. NBER WORKING PAPER SERIES A VARIANCE BOUNDS TEST OF THE
LINEAR QUADRATIC INVENTORY MODEL Kenneth D. West Working Paper No.
1581 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
C Engel, NC Mark… - 2007 - nber.org
Page 1. NBER WORKING PAPER SERIES EXCHANGE RATE MODELS ARE NOT
AS BAD AS YOU THINK Charles Engel Nelson C. Mark Kenneth D. West Working
Paper 13318 http://www.nber.org/papers/w13318 NATIONAL ...
TE Clark… - Journal of Econometrics, 2006 - Elsevier
VA Ramey… - Handbook of macroeconomics, 1999 - Elsevier
KD West - Handbook of economic forecasting, 2006 - Elsevier
KD West - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES ON THE INTERPRETATION OF NEAR
RANDOM WALK BEHAVIOR IN GNP Kenneth D. West Working Paper No. 2364
NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
KD West - Journal of Monetary Economics, 1988 - Elsevier
This paper uses a variance bounds test to see whether consumption is too sensitive to news
about income to be consistent with a standard permanent income model,.
C Engel… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES TAYLOR RULES AND THE
DEUTSCHMARK-DOLLAR REAL EXCHANGE RATE Charles Engel Kenneth D. West
Working Paper 10995 http://www.nber.org/papers/w10995 NATIONAL ...
WA Brock, SN Durlauf… - Journal of Econometrics, 2007 - Elsevier
JH Stock… - Journal of Monetary Economics, 1988 - Elsevier
KD West - 1991 - nber.org
Page 1. NBER WORKING PAPER SERIES THE SOURCES OF FLUCTUATIONS
IN AGGREGATE INVENTORIES AND GNP Kenneth D. West Working Paper No.
2992 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
C Engel… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES ACCOUNTING FOR EXCHANGE RATE VARIABILITY
IN PRESENT-VALUE MODELS WHEN THE DISCOUNT FACTOR IS NEAR ONE Charles Engel
Kenneth D. West Working Paper 10267 http://www.nber.org/papers/w10267 ...
KD West - 1995 - nber.org
Page 1. NBER Working Paper Series THE GOVERNMENT'S IMPACT ON THE
LABOR MARKET STATUS OF BLACK AMERICANS: A CRITICAL REVIEW Richard
Butler James J. Heckman* Working Paper No. 183 CENTER ...
KD West - Journal of Business and Economic Statistics, 2001 - ASA
Page 1. Tests for Forecast Encompassing When Forecasts Depend on Estimated
Regression Parameters Kenneth D. West Department of Economics, University of
Wisconsin, Madison, WI 53706 (kdwest@facstaff.wisc.edu) This ...
N Kiyotaki… - 1996 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 1996, Volume 11 Volume Author/Editor:
Ben S. Bernanke and Julio J. Rotemberg, Editors Volume Publisher: MIT Press ...
KD West - 1986 - nber.org
Page 1. NBER WORKING PAPER SERIES A STANDARD MONETARY MODEL AND
THE VARIABILITY OF THE DEUTSCHEMARK-DOLLAR EXCHANGE RATE Kenneth
D. West Working Paper No. 2102 NATIONAL BUREAU ...
KD West - 1986 - nber.org
Page 1. NBER WORKING PAPER SERIES TARGETING NOMINAL INCOME: A NOTE Kenneth
D. West Working Paper No. 1835 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050
Massachusetts Avenue Cambridge, MA 02138 February 1986 ...
KD West - Economics Letters, 1983 - Elsevier
KD West - Economics Letters, 1987 - Elsevier
BE Hansen… - Journal of Business and Economic Statistics, 2002 - ASA
Page 1. Generalized Method of Moments and Macroeconomics Bruce E. Hansen
and Kenneth D. West Department of Economics, University of Wisconsin, Madison,
WI 53706 (bhansen@ssc.wisc.edu) (kdwest@facstaff.wisc.edu) ...
KD West… - 1995 - nber.org
Page 1. NBER WORKING PAPER SERIES EXPORT AND DOMESTIC PRICES UNDER
INFLATION AND EXCHANGE RATE MOVEMENTS Irving B. Kravis NBER and University of
Pennsylvania Robert E. Lipsey NBER and Queens College, CUNY Working Paper No. 176 ...
MW McCracken… - 2001 - Wiley Online Library
Page 1. INFERENCE ABOUT PREDICTIVE ABILITY 299 CHAPTER FOURTEEN
Inference About Predictive Ability Michael W. McCracken and Kenneth D. West 14.1.
INTRODUCTION Traditionally, statistical evaluation of an ...
KD West… - 1993 - nber.org
Page 1. NBER TECHNICAL PAPER SERIES SOME EVIDENCE ON FINITE SAMPLE BEHAVIOR
OF AN INSTRUMENTAL VARIABLES ESTIMATOR OF THE LINEAR QUADRATIC INVENTORY
MODEL Kenneth D. West David W. Wilcox Technical Paper No. 139 ...
[CITATION] Speculative bubbles and stock price volatility
KD West - 1984 - Department of Economics, Princeton …
[CITATION] Inventory models: The estimation of Euler equations
KD West - Handbook of Applied Econometrics: …, 1995 - Blackwell Publishers Ltd. Cambridge …
KD West - New Zealand Economic Papers, 2003 - Taylor & Francis
Page 1. New Zealand Economic Papers, 37 (2), 2003 175-196 175 Monetary Policy and the
Volatility of Real Exchange Rates in New Zealand Kenneth D. West*+ The relationship between
interest rates and exchange rates is puzzling and poorly understood. ...
KD West - Journal of Econometrics, 1986 - Elsevier
KD West - 1988 - nber.org
Page 1. NBER WORKING PAPER SERIES EVIDENCE FROM SEVEN COUNTRIES
ON WHETHER IN1ENTORIES SMOOTH AGGREGATE OUTPUT Kenneth D. West
Working Paper No. 2664 NATIONAL BUREAU OF ECONOMIC ...
D Cho… - 2003 - nber.org
Page 1. This PDF is a selection from a published volume from the National Bureau of
Economic Research Volume Title: Managing Currency Crises in Emerging Markets Volume
Author/Editor: Michael P. Dooley and Jeffrey A. Frankel, editors ...
KD West - 1994 - nber.org
Page 1. NBER WORKING PAPERS SERIES AN AGGREGATE DEMAND -
AGGREGATE SUPPLY ANALYSIS OF JAPANESE MONETARY POLICY, 197
3-1990 Kenneth D. West Working Paper No. 3823 NATIONAL BUREAU ...
[CITATION] D. Cho, 1993,“A utility based comparison of some models of exchange rate volatility”
KD West… - Journal of International Economics
KD West… - Journal of Economic Dynamics and Control, 1994 - Elsevier
We summarize some recent work of ours on estimation and hypothesis testing on the parameters
of the linear-quadratic inventory model. For some data-generating p.
WK Newey… - 1986 - nber.org
Page 1. NBER WORKING PAPER SERIES THE SOCIAL COSTS OF MONOPOLY
AND REGULATION Richard A. Posner* Working Paper No. 55 CENTER FOR
ECONOMIC ANALYSIS OF HUMAN BEHAVIOR AND SOCIAL ...
KD West - Journal of the Japanese and International Economies, 1992 - Elsevier
KD West - International Economic Review, 2001 - Wiley Online Library
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 42, No. 4, November 2001 ON
OPTIMAL INSTRUMENTAL VARIABLES ESTIMATION OF STATIONARY TIME SERIES
MODELS∗ By Kenneth D. West1 University of Wisconsin, USA ...
KD West - Journal of Econometrics, 2001 - Elsevier
KD West - The Economics of Inventory Management, …, 1988 - en.scientificcommons.org
K Hubrich… - Journal of Applied Econometrics, 2010 - Wiley Online Library
Skip to Main Content. ...
KD West - International Journal of Production Economics, 1992 - Elsevier
KD West - Journal of Economic Literature, 1995 - ssc.wisc.edu
Page 1. Macro Markets: Creating Institutions for Managing Society's Largest Economic
Risks. STOR ® Review Author[s]: Kenneth D. West Journal of Economic Literature,
Vol. 33, No. 3 (Sep., 1995), 1359-1361. Stable URL: http ...
KD West - Journal of Monetary Economics, 1989 - Elsevier
BW Sprinkel… - The Journal of Business, 1962 - JSTOR
IT is a well-established principle in the minds of investors that the capital gains tax should
have a bearing on investment decisions. The phrase" locked in by the capital gains tax" is
often heard and apparently plays an important role in inhibiting the free flow of investment ...
JD Smith, EA Polloway… - Exceptional Children, 1979 - psycnet.apa.org
Abstract 1. In light of the Supreme Court's recent ruling in the case of Ingraham vs Wright, the
use of corporal punishment has again captured the attention of educators. This article traces
the legal bases of this disciplinary technique and examines the rationales used to support ...
KD West - Journal of Forecasting, 1993 - Wiley Online Library
Skip to Main Content. ...
[CITATION] The effect of monetary policy in exchange rate stabilization in post-crisis Korea
D Cho… - Korea Development Institute, Mimeo, 1999
KD West - 1989 - nber.org
Page 1. NBER WORKING PAPER SERIES ORDER BACKLOGS AND PRODUCTION
SMOOTHING Kenneth D. West Working Paper No. 2385 NATIONAL BUREAU OF
ECONOMIC RESEARCH 1050 Massachusetts Avenue ...
N Kiyotaki… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES LAND PRICES AND BUSINESS FIXED
INVESTMENT IN JAPAN Nobuhiro Kiyotaki Kenneth D. West Working Paper 10909
http://www.nber.org/papers/w10909 NATIONAL BUREAU ...
KD West - Economics Letters, 2002 - Elsevier
C Engel… - American Economic Review, Papers and …, 2010 - ssc.wisc.edu
Page 1. 562 American Economic Review: Papers & Proceedings 2010, 100:2, 562–567
http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.562 The real value of the US dollar
has fluctuated widely during the global financial crisis and its aftermath. ...
KB West - The Michigan Historical Review, 1986 - JSTOR
Page 1. "On The Line:" Rank And File Reminiscences Of Working Conditions And The General
Motors Sit-Down Strike Of 1936-37 by Kenneth B. West In the summer of 1936, an organizer for
the recently formed United Automobile Workers of America, Wyndham Mortimer, ...
C Engel, NC Mark… - 2008 - ssc.wisc.edu
Page 1. FACTOR MODEL FORECASTS OF EXCHANGE RATES Charles Engel University
of Wisconsin Nelson C. Mark University of Notre Dame Kenneth D. West University of
Wisconsin November 2008 Last revised January 2012 ABSTRACT ...
KD West, K Wong… - Econometric Reviews, 2009 - Taylor & Francis
[CITATION] Exchange rates and fundamentals. University of Chicago
C Engle… - J. Pol. Econ, 2005
[CITATION] Forecast Evaluation, in the Handbook of Economic Forecasting, G. Elliott, CWJ Granger and A. Timmermann ed. s
KD West - 2005 - North Holland Press, Amsterdam
K West - 2008 - ssc.wisc.edu
ABSTRACT This paper develops asymptotic econometric theory to help understand data
generated by a present value model with a discount factor near one. A leading application is
to exchange rate models. A key assumption of the asymptotic theory is that the discount ...
S Kekre, N Secomandi… - Manufacturing …, 2009 - student-3k.tepper.cmu.edu
Check processing institutions are being forced to down size their workforce to cut cost and
improve the efficiency of their operations as a result of continued growth of electronic
payments, a consequence of the increasing popularity of debit/credit cards and use of ...
KD West - European Economic Review, 1994 - ssc.wisc.edu
Page 1. EUROPEAN ECONOMIC REVIEW European Economic Review 38 (1994)
1282-1285 Comments Rational bubbles during Poland's hyperinflation: Implications and
empirical evidence by M. Funke, S. Hall and M. Sola Kenneth D. West* ...
K West - 2005 - papers.ssrn.com
Abstract: This paper is based on the author's comments at the Columbia University
Symposium on Bebchuk and Fried's" Pay without Performance: The Unfulfilled Promise of
Executive Compensation." The paper discusses the book and the problems of executive ...
KD West - 1721 - en.scientificcommons.org
[CITATION] The Sources of Fluctuations in Aggregate GNP and Inventories,"
KD West - manuscript, Princeton University, 1987
[CITATION] NBER International Seminar on Macroeconomics 2004
GB Eggertsson, M Woodford, RH Clarida… - 2006 - MIT Press
KD West, K Wong, S Anatolyev… - 1998 - econ.wisc.edu
Page 1. FEASIBLE OPTIMAL INSTRUMENTAL VARIABLES ESTIMATION OF LINEAR
MODELS WITH MOVING AVERAGE DISTURBANCES Kenneth D. West University
of Wisconsin Ka-fu Wong Chinese University of Hong ...
[CITATION] Finite Sample Behavior of Alternative Instrumental Variables Estimators of a Dynamic Linear Model, manuscript in preparation
KD West… - 1993
KB West - The Michigan Historical Review, 1988 - JSTOR
Page 1. Standard Cotton Products and the General Motors Sit-Down Strike: Some "Forgotten
Men" Remembered by Kenneth B. West Early in the morning of 30 December 1936, a group
of automobile body workers sat down in Fisher Body plant No. ...
[CITATION] 19X6." Targeting Nominal Income: A Note."
KD West - The Economic Journal
KD West - Macroeconomics, 1994 - ideas.repec.org
Downloadable! smooth functions of out of sample predictions and prediction errors, when there
is a long time series of predictions and realizations, and each prediction is based on regression
parameters estimated from a long time series. The aim is to provide tools for inference ...
[CITATION] Finite Sample Behavior of Alternative Instrumental Variables Estimators of a Dynamic Linear Model
KD West… - Manuscript (University of Wisconsin, Madison, WI), 1993
FX Diebold… - 2001 - nber.org
NATIONAL BUREAU OF ECONOMIC RESEARCH. NATIONAL BUREAU OF ECONOMIC
RESEARCH. HOME PAGE. Forecasting and Empirical Methods in Finance and
Macroeconomics. Francis X. Diebold*. * Diebold is a Research ...
KD West, KF Wong… - Working papers, 2001 - econpapers.repec.org
By Kenneth D. West, K.-F. Wong and Stanislav Anatolyev; Instrumental variables estimation
of heteroskedastic linear models using all lags of instruments.
[CITATION] Commentary to (Leeper 2000)
KD West - Federal Reserve Bank of St. Luis, 2001
[CITATION] Optimal Instrumental Variables Estimation of Linear Models in the Presence of Heteroskedasticity
KD West, K Wong… - manuscript, University of Wisconsin, 1998
KD West - 2000 - nber.org
Page 1. NBER Working Paper Series EDUCATION AND SELF SELECTION Robert
J. Willis Stanford University and NBER and Sherwin Rosen* University of Chicago
and NBER Working Paper No. 249 CENTER FOR ECONOMIC ...
[CITATION] Optimal Instrumental Variables Estimation
KD West - manuscript, University of Wisconsin, 1994
[CITATION] kInterest rates and exchange rates in the Korean, Philippine and Thai exchange rate criseslin Dooley, M. and Frankel, F.(eds) kManaging currency crises …
D Cho… - 2003 - University of Chicago Press
[CITATION] D.(1996),“
K West - Asymptotic Inference about Predictive Ability” …
GK West - 1986 - getcited.org
An academic directory and search engine.
KD West, HJ Edison… - 1992 - nber.org
Page 1. NBER TECHNICAL WORKING PAPER SERIES A UTILITY BASED
COMPARISON OF SOME MODELS OF EXCHANGE RATE VOLATILITY Kenneth D.
West Hali J. Edison Dongchul Cho Technical Paper No. 128 NATIONAL ...
KD West, K Wong… - 2007 - nber.org
Page 1. NBER TECHNICAL WORKING PAPER SERIES INSTRUMENTAL VARIABLES
ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF
INSTRUMENTS Kenneth D. West Ka-fu Wong Stanislav Anatolyev ...
KD West - Journal of Macroeconomics, 2002 - ssc.wisc.edu
Page 1. Journal of MACROECONOMICS 24 (2002)495- 497 ww w. el se vi er. с
om/1 о cat e/ec on base Comments on 'The state of macroeconomic forecasting'
Kenneth D. West Department of Economics. University of Wisconsin ...
KD West… - 1997 - econ.wisc.edu
Page 1. ON OPTIMAL INSTRUMENTAL VARIABLES ESTIMATION OF TIME SERIES
MODELS Kenneth D. West University of Wisconsin July 1997 Revised August 1997
Abstract In many time series models, an infinite number ...
KD West - International Library of Critical Writings in …, 2002 - en.scientificcommons.org
[CITATION] Ecosystem management: its use by state wildlife agencies
KA West - 2002 - Southern Illinois University …
KD West - Journal of Monetary Economics, 2007 - econpapers.repec.org
By Kenneth D. West; Comment on Argia M. Sbordone "Inflation persistence:
Alternative interpretations and policy implications".
FX Diebold… - International Economic Review, 1998 - JSTOR
Page 1. INTERNATIONAL ECONOMIC November 1998 REVIEW Vol. 39, No. 4 SYMPOSIUM
ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE
EDITORS' INTRODUCTIONit BY FRANCIS X. DIEBOLD AND KENNETH D. WEST ...
[CITATION] Bubbles, Fads and Stock Market Volatility Tests: A Partial Evaluation
K West - Journal of Finance, 1988
[CITATION] The Valley of Judgment
K West - 1925 - Roxburgh Publishing Company
JK West… - Annual Meeting Home, 2007 - apha.confex.com
Native Americans in Massachusetts, who make up less than 1% of the population, suffer the
worst health outcomes, including birth outcomes, of any race group in the state. We have
found that “for most birth indicators, Native Americans had poorer outcomes than ...
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