Kenneth D. West : Citation Profile


Are you Kenneth D. West?

University of Wisconsin-Madison (95% share)
National Bureau of Economic Research (NBER) (05% share)

30

H index

48

i10 index

11858

Citations

RESEARCH PRODUCTION:

75

Articles

73

Papers

6

Books

15

Chapters

EDITOR:

4

Books edited

2

Series edited

RESEARCH ACTIVITY:

   36 years (1983 - 2019). See details.
   Cites by year: 329
   Journals where Kenneth D. West has often published
   Relations with other researchers
   Recent citing documents: 1117.    Total self citations: 62 (0.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe16
   Updated: 2020-10-17    RAS profile: 2020-09-11    
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Relations with other researchers


Works with:

Hamilton, James (3)

Lunsford, Kurt (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kenneth D. West.

Is cited by:

Rossi, Barbara (119)

GUPTA, RANGAN (112)

Pincheira, Pablo (108)

Sarno, Lucio (87)

McCracken, Michael (77)

Clark, Todd (69)

Byrne, Joseph (62)

Korobilis, Dimitris (57)

Bekaert, Geert (55)

Wohar, Mark (52)

Clements, Michael (51)

Cites to:

McCracken, Michael (34)

Hansen, Lars (29)

Chinn, Menzie (29)

Clark, Todd (27)

Cheung, Yin-Wong (24)

Engel, Charles (19)

Meese, Richard (19)

Rogoff, Kenneth (18)

Kilian, Lutz (15)

Edison, Hali (14)

White, Halbert (14)

Main data


Where Kenneth D. West has published?


Journals with more than one article published# docs
Journal of Econometrics9
Journal of Monetary Economics5
Journal of Money, Credit and Banking5
NBER International Seminar on Macroeconomics4
Econometrica4
International Economic Review4
Journal of Business & Economic Statistics3
Economics Letters3
American Economic Review3
Proceedings2
The Quarterly Journal of Economics2
Journal of Political Economy2
Journal of International Economics2
Journal of Money, Credit and Banking2
Econometric Reviews2
Journal of Business & Economic Statistics2
Review2

Working Papers Series with more than one paper published# docs
Macroeconomics / University Library of Munich, Germany3
Research Working Paper / Federal Reserve Bank of Kansas City2
Working Paper Series / European Central Bank2

Recent works citing Kenneth D. West (2020 and 2019)


YearTitle of citing document
2019PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES. (2019). GUPTA, RANGAN ; Wohar, Mark E. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Longevity forecasting by socio-economic groups using compositional data analysis. (2019). Kallestrup-Lamb, Malene ; Oeppen, Jim ; Boucher, Marie-Pier Bergeron ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-08.

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2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2020Designing a sequential testing procedure for verifying global CO2 emissions. (2020). Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2020-01.

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2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2019Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.19.34.

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2020On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03.

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2020Interest Rates under Falling Stars. (2020). Rudebusch, Glenn ; Bauer, Michael. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:5:p:1316-54.

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2020The Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks. (2020). Fiori, Giuseppe ; Ferraro, Domenico. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:2:p:167-93.

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2020Sterilized FX interventions may not be so sterilized. (2020). Mkhatrishvili, Shalva ; Tsutskiridze, Giorgi ; Arevadze, Lasha. In: NBG Working Papers. RePEc:aez:wpaper:02/2020.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2019Confidence in future monetary policy as a way to overcome the liquidity trap. (2019). Pekarski, Sergey ; Merzlyakov, Sergey ; Kuznetsova, Olga. In: Russian Journal of Economics. RePEc:arh:jrujec:v:5:y:2019:i:2:p:117-135.

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2019Noise Fit, Estimation Error and a Sharpe Information Criterion: Linear Case. (2017). Paulsen, Dirk ; Sohl, Jakob . In: Papers. RePEc:arx:papers:1602.06186.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2019Accounting for Unobservable Heterogeneity in Cross Section Using Spatial First Differences. (2019). Hsiang, Solomon ; Druckenmiller, Hannah. In: Papers. RePEc:arx:papers:1810.07216.

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2019Improved Inference on the Rank of a Matrix. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1812.02337.

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2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181.

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2020Limit Theorems for Network Dependent Random Variables. (2019). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:1903.01059.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua. In: Papers. RePEc:arx:papers:1903.01655.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2020Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572.

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2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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2019Entropic Dynamics of Exchange Rates and Options. (2019). Bartolomeo, Daniel ; Abedi, Mohammad. In: Papers. RePEc:arx:papers:1908.06358.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2020Desperate times call for desperate measures: government spending multipliers in hard times. (2019). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:1909.09824.

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2020Standard Errors for Panel Data Models with Unknown Clusters. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.07406.

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2020Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.09004.

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2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

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2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

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2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661.

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2020Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2019Estimating a Behavioral New Keynesian Model. (2019). Lambais, Guilherme ; Cordeiro, Pedro ; Andrade, Joaquim . In: Papers. RePEc:arx:papers:1912.07601.

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2020A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2001.00465.

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2020A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867.

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2020Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

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2020Is the variance swap rate affine in the spot variance? Evidence from S&P500 data. (2020). Mancino, Maria Elvira ; Toscano, Giacomo ; Scotti, Simone. In: Papers. RePEc:arx:papers:2004.04015.

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2020Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2020Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2005.06390.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929.

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2020New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence. (2020). Skrobotov, Anton ; Pedersen, Rasmus ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01212.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data. (2020). Fanghella, Valeria ; Fezzi, Carlo. In: Papers. RePEc:arx:papers:2007.03477.

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2020Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933.

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2020Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2020Economic Reality, Economic Media and Individuals Expectations. (2020). Persson, Kristoffer. In: Papers. RePEc:arx:papers:2007.13823.

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2020On the Size Control of the Hybrid Test for Predictive Ability. (2020). Kim, Deborah. In: Papers. RePEc:arx:papers:2008.02318.

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2020A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020The Frisch--Waugh--Lovell Theorem for Standard Errors. (2020). Ding, Peng. In: Papers. RePEc:arx:papers:2009.06621.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures. (2020). Veliyev, Bezirgen ; Pakkanen, Mikko S ; Christensen, Kim ; Bolko, Anine E. In: Papers. RePEc:arx:papers:2010.04610.

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2020Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh. (2020). Chowdhury, Imrul Hossain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:35-53.

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2020Forecasting GDP growth from outer space. (2020). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202002.

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2020Unraveling the effects of tropical cyclones on economic sectors worldwide. (2020). Kunze, Sven. In: Working Papers. RePEc:awi:wpaper:0685.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2019Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments. (2019). Salle, Isabelle ; McGough, Bruce ; Hommes, Cars ; Evans, George. In: Staff Working Papers. RePEc:bca:bocawp:19-27.

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2019Tail Index Estimation: Quantile-Driven Threshold Selection. (2019). de Haan, Laurens ; de Vries, Casper ; Danielsson, Jon ; Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-28.

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2019Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-46.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2020Monetary Policy and Reserve Requirements in a Small Open Economy. (). Divino, Jose Angelo ; Takashi, Carlos Alberto. In: Working Papers Series. RePEc:bcb:wpaper:514.

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2019Revisions to Quarterly National Accounts data in Luxembourg. (2019). Krebs, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp136.

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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

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2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

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2019Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1234_19.

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2020Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales. (2020). Rincon-Castro, Hernan ; Ospina-Tejeiro, Juan ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1114.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2020Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches. (2020). Istrefi, Klodiana ; Giulia, Sestieri ; Florens, Odendahl ; Klodiana, Istrefi. In: Working papers. RePEc:bfr:banfra:779.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

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2019Estimates of the Natural Rate of Interest for Russia: Is ‘Navigating by the Stars’ Useful?. (2019). Sinyakov, Andrey ; Porshakov, Alexey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:4:p:3-47.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020Tail Causality between Crude Oil Price and RMB Exchange Rate. (2020). Ying, Jiezhou ; Qin, Cong ; Jin, Yuying ; Ding, Haoyuan. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:3:p:116-134.

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2019WHAT DO BRITISH HISTORICAL DATA TELL US ABOUT GOVERNMENT SPENDING MULTIPLIERS?. (2019). Watanabe, Shingo . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1141-1162.

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2019THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

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2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL. (2019). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:3:p:1302-1323.

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2019The information content of the implied volatility term structure on future returns. (2019). Yen, Kuangchieh ; Wang, Yawhuei. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:380-406.

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2019Positive externalities of CEO delta. (2019). Jia, Yuecheng ; Feng, Hongrui. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:591-621.

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2019How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis. (2019). Treuter, Tilo ; Koziol, Christian. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:718-743.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2020Does local political support influence financial markets? A study on the impact of job approval ratings of political representatives on local stock returns. (2020). Park, Jung Chul ; Kim, Dong H ; Joo, Sunghoon. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:247-276.

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2020The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2019WHAT DRIVES INVESTMENT FLOWS INTO SOCIAL TRADING PORTFOLIOS?. (2019). Walter, Andreas ; Roder, Florian. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:2:p:383-411.

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2020WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE. (2020). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:305-344.

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2020Longevity forecasting by socio‐economic groups using compositional data analysis. (2020). Kallestruplamb, Malene ; Oeppen, Jim ; Bergeronboucher, Mariepier ; Ergemen, Yunus Emre ; Kjargaard, Sren. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1167-1187.

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2020An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2020). Sun, Yixiao ; Wang, Xuexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:536-550.

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2020Wicksellian Rules and the Taylor Principle: Some Practical Implications. (2020). Caputo, Rodrigo ; Bauducco, Sofia. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:340-368.

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2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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2019Narrative monetary policy surprises and the media. (2019). Thorsrud, Leif ; Larsen, Vegard H ; Ellen, Saskia Ter. In: Working Papers. RePEc:bny:wpaper:0078.

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Kenneth D. West is editor of


Journal
Journal of Money, Credit and Banking
Journal of Money, Credit and Banking

Kenneth D. West has edited the books:


YearTitleTypeCited

Works by Kenneth D. West:


YearTitleTypeCited
2010Global Interest Rates, Currency Returns, and the Real Value of the Dollar In: American Economic Review.
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article19
1988On the Interpretation of Near Random-walk Behavior in GNP. In: American Economic Review.
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article25
1987On the Interpretation of Near Random-Walk Behavior in GNP.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 25
paper
2004Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 In: American Economic Review.
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article29
2019Some Evidence on Secular Drivers of US Safe Real Rates In: American Economic Journal: Macroeconomics.
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article29
2017Some Evidence on Secular Drivers of US Safe Real Rates.(2017) In: Working Papers (Old Series).
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This paper has another version. Agregated cites: 29
paper
2018Some Evidence on Secular Drivers of U.S. Safe Real Rates.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 29
paper
2017Hansen and Sargents Recursive Models of Dynamic Linear Economies: A Review Essay In: Journal of Economic Literature.
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article0
1999Feasible optimal instrumental variables estimation of linear models with moving average disturbances In: Working papers.
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paper1
1999Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances.(1999) In: Departmental Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1999Encompassing tests when no model is encompassing In: Working papers.
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paper10
2001Encompassing tests when no model is encompassing.(2001) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 10
article
2000Encompassing Tests When No Model Is Encompassing.(2000) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 10
paper
2001Inference about predictive ability In: Working papers.
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paper12
2001Instrumental variables estimation of heteroskedastic linear models using all lags of instruments In: Working papers.
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paper17
2007Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments.(2007) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 17
paper
2007Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 17
paper
2009Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments.(2009) In: Econometric Reviews.
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This paper has another version. Agregated cites: 17
article
2003Policy evaluation in uncertain economic environments In: Working papers.
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paper128
2003Policy Evaluation in Uncertain Economic Environments.(2003) In: Brookings Papers on Economic Activity.
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This paper has another version. Agregated cites: 128
article
2003Policy Evaluation in Uncertain Economic Environments.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 128
paper
2004Model uncertainty and policy evaluation : some theory and empirics In: Working papers.
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paper107
2007Model uncertainty and policy evaluation: Some theory and empirics.(2007) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 107
article
2005Model uncertainty and policy evaluation: some theory and empirics.(2005) In: Proceedings.
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This paper has another version. Agregated cites: 107
article
2004Model Uncertainty and Policy Evaluation: Some Theory and Empirics.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
paper
1992Automatic Lag Selection in Covariance Matrix Estimation. In: Working papers.
[Citation analysis]
paper1232
1995Automatic Lag Selection in Covariance Matrix Estimation.(1995) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 1232
paper
1994Automatic Lag Selection in Covariance Matrix Estimation.(1994) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 1232
article
1993The Predictive Ability of Several Models of Exchange Rate Volatility. In: Working papers.
[Citation analysis]
paper151
1993The Predictive Ability of Several Models of Exchange Rate Volatility..(1993) In: Working papers.
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This paper has another version. Agregated cites: 151
paper
1995The predictive ability of several models of exchange rate volatility.(1995) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 151
article
1994The Predictive Ability of Several Models of Exchange Rate Volatility.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
1994A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. In: Working papers.
[Citation analysis]
paper11
1996A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model..(1996) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 11
article
1995A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model.(1995) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 11
paper
1994A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model.(1994) In: Macroeconomics.
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This paper has another version. Agregated cites: 11
paper
1994Asymptotic Inference About Predictive Ability. In: Working papers.
[Citation analysis]
paper761
1996Asymptotic Inference about Predictive Ability..(1996) In: Econometrica.
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This paper has another version. Agregated cites: 761
article
1994ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY.(1994) In: Macroeconomics.
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This paper has another version. Agregated cites: 761
paper
1994Asymptotic Inference About Predictive Ability: Additional Appendix. In: Working papers.
[Citation analysis]
paper6
1994Asymptotic Inference about Predictive Ability, An Additional Appendix.(1994) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1997Regression-Based Tests of Predictive Ability. In: Working papers.
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paper155
1998Regression-Based Tests of Predictive Ability..(1998) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 155
article
1998Regression-Based Tests of Predictive Ability.(1998) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 155
paper
1997On Optimal Instrumental Variables Estimation of Time Series Models. In: Working papers.
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paper0
2001Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters. In: Journal of Business & Economic Statistics.
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article39
2002Generalized Method of Moments and Macroeconomics. In: Journal of Business & Economic Statistics.
[Citation analysis]
article30
2003Exchange rates and fundamentals In: Working Paper Series.
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paper488
2003Exchange rates and fundamentals.(2003) In: Proceedings.
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This paper has another version. Agregated cites: 488
article
2004Exchange Rates and Fundamentals.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 488
paper
2005Exchange Rates and Fundamentals.(2005) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 488
article
2009Forecast evaluation of small nested model sets In: Working Paper Series.
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paper30
2010Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 30
article
2008Forecast Evaluation of Small Nested Model Sets.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
1986Targeting Nominal Income: A Note. In: Economic Journal.
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article22
1986Targeting Nominal Income: A Note.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
1987A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. In: Econometrica.
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article5302
1986A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix.(1986) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5302
paper
2014A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix.(2014) In: Applied Econometrics.
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This paper has another version. Agregated cites: 5302
article
1988Dividend Innovations and Stock Price Volatility. In: Econometrica.
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article133
1986Dividend Innovations and Stock Price Volatility.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 133
paper
1988Asymptotic Normality, When Regressors Have a Unit Root. In: Econometrica.
[Full Text][Citation analysis]
article121
1994Estimation and inference in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article7
2006Forecast Evaluation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter81
1983A note on the econometric use of constant dollar inventory series In: Economics Letters.
[Full Text][Citation analysis]
article24
1987A note on the power of least squares tests for a unit root In: Economics Letters.
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article20
2002Efficient GMM estimation of weak AR processes In: Economics Letters.
[Full Text][Citation analysis]
article7
2001Forecasting and empirical methods in finance and macroeconomics In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2006Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]
article267
2004Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis.(2004) In: Research Working Paper.
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This paper has another version. Agregated cites: 267
paper
2007Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics.
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article764
2005Approximately normal tests for equal predictive accuracy in nested models.(2005) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 764
paper
2006Approximately Normal Tests for Equal Predictive Accuracy in Nested Models.(2006) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 764
paper
2012Econometric analysis of present value models when the discount factor is near one In: Journal of Econometrics.
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article2
2012Econometric Analysis of Present Value Models When the Discount Factor Is near One.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
1986Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons In: Journal of Econometrics.
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article9
1986Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons.(1986) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 9
paper
1997Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator In: Journal of Econometrics.
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article41
1995Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator.(1995) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 41
paper
1990Evidence from seven countries on whether inventories smooth aggregate output In: Engineering Costs and Production Economics.
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article9
1988Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output.(1988) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
1994Comments : Rational bubbles during Polands hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola In: European Economic Review.
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article0
1987A standard monetary model and the variability of the deutschemark-dollar exchange rate In: Journal of International Economics.
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article22
1986A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate.(1986) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
1993A utility-based comparison of some models of exchange rate volatility In: Journal of International Economics.
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article164
1993A utility based comparison of some models of exchange rate volatility.(1993) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 164
paper
1992A Utility Based Comparison of Some Models of Exchange Rate Volatility.(1992) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 164
paper
2014A factor model for co-movements of commodity prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article31
1992Sources of cycles in Japan, 1975-1987 In: Journal of the Japanese and International Economies.
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article3
1991Sources of Cycles in Japan, 1975-1987.(1991) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2002Comments on The state of macroeconomic forecasting In: Journal of Macroeconomics.
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article0
1999Inventories In: Handbook of Macroeconomics.
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chapter65
1997Inventories.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 65
paper
1988The insensitivity of consumption to news about income In: Journal of Monetary Economics.
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article40
1987The Insensitivity of Consumption to News About Income.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40
paper
1988Integrated regressors and tests of the permanent-income hypothesis In: Journal of Monetary Economics.
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article17
1987Integrated Regressors and Tests of the Permanent Income Hypothesis.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 17
paper
1989Estimation of linear rational expectations models, in the presence of deterministic terms In: Journal of Monetary Economics.
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article4
1992Erratum In: Journal of Monetary Economics.
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article0
2007Comment on Argia M. Sbordone Inflation persistence: Alternative interpretations and policy implications In: Journal of Monetary Economics.
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article2
1992A comparison of the behavior of Japanese and US inventories In: International Journal of Production Economics.
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article1
1991A Comparison of the Behavior of Japanese and U.S. Inventories.(1991) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts In: Research in Economics.
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article5
2016Regressor and disturbance have moments of all orders, least squares estimator has none In: Statistics & Probability Letters.
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article0
2006Land Prices and Business Fixed Investment in Japan In: Chapters.
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chapter5
2004Land Prices and Business Fixed Investments in Japan.(2004) In: NBER Working Papers.
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paper
1993Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model In: Finance and Economics Discussion Series.
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paper13
1993Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model.(1993) In: NBER Technical Working Papers.
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paper
1996Inflation and growth: in search of a stable relationship - commentary In: Proceedings.
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article0
1996Inflation and growth: in search of a stable relationship - commentary.(1996) In: Review.
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2001Assessing simple policy rules: a view from a complete macroeconomic model (commentary) In: Review.
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1987Hypothesis Testing with Efficient Method of Moments Estimation. In: International Economic Review.
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1998Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors Introduction. In: International Economic Review.
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2001On Optimal Instrumental Variables Estimation of Stationary Time Series Models. In: International Economic Review.
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article6
2000On Optimal Instrumental Variables Estimation of Stationary Time Series Models.(2000) In: NBER Technical Working Papers.
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2006An Editors Comment on Lessons from the JMCB Archive by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison In: Journal of Money, Credit and Banking.
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article0
2006Taylor Rules and the Deutschmark: Dollar Real Exchange Rate In: Journal of Money, Credit and Banking.
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article121
2004Taylor Rules and the Deutschmark-Dollar Real Exchange Rate.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 121
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2012Editors Introduction October 2011 In: Journal of Money, Credit and Banking.
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article0
2013Special Issue Editors Introduction In: Journal of Money, Credit and Banking.
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article0
2013Special Issue Editors Introduction.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 0
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2006NBER International Seminar on Macroeconomics 2004 In: NBER Books.
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2019NBER International Seminar on Macroeconomics 2018 In: NBER Books.
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book0
2016NBER International Seminar on Macroeconomics 2015 In: NBER Books.
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2013NBER International Seminar on Macroeconomics 2012 In: NBER Books.
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book0
2008NBER International Seminar on Macroeconomics 2006 In: NBER Books.
[Citation analysis]
book6
2010NBER International Seminar on Macroeconomics 2009 In: NBER Books.
[Citation analysis]
book3
2005Comment on Globalization and Disinflation: The Efficiency Channel In: NBER Chapters.
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chapter3
1996Business Fixed Investment and the Recent Business Cycle in Japan In: NBER Chapters.
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chapter26
1996Business Fixed Investment and the Recent Business Cycle in Japan.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2006Introduction to NBER International Seminar on Macroeconomics 2004 In: NBER Chapters.
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chapter1
2010Introduction to NBER International Seminar on Macroeconomics 2009 In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2010Comment on Globalization, the Business Cycle, and Macroeconomic Monitoring In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2011Comment on Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility In: NBER Chapters.
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chapter0
2012Introduction to NBER International Seminar on Macroeconomics 2012 In: NBER Chapters.
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chapter0
2008Exchange Rate Models Are Not As Bad As You Think In: NBER Chapters.
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chapter214
2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
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2008Introduction to NBER International Seminar on Macroeconomics 2006 In: NBER Chapters.
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chapter0
1993An Aggregate Demand–Aggregate Supply Analysis of Japanese Monetary Policy, 1973–1990 In: NBER Chapters.
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chapter1
1991An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990.(1991) In: NBER Working Papers.
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paper
2009Comment on Real Variables, Nonlinearity, and European Real Exchange Rates In: NBER Chapters.
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chapter0
2003Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises In: NBER Chapters.
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chapter4
1993Inventory Models In: NBER Technical Working Papers.
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paper15
2005Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers.
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paper1
2004Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One In: NBER Working Papers.
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paper36
2004Monetary Policy and the Volatility of Real Exchange Rates in New Zealand In: NBER Working Papers.
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paper21
2003Monetary policy and the volatility of real exchange rates in New Zealand.(2003) In: Reserve Bank of New Zealand Discussion Paper Series.
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2003Monetary policy and the volatility of real exchange rates in New Zealand.(2003) In: New Zealand Economic Papers.
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1985A Variance Bounds Test of the Linear Quardractic Inventory Model In: NBER Working Papers.
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1986A Variance Bounds Test of the Linear Quadratic Inventory Model..(1986) In: Journal of Political Economy.
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2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
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2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
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1986A Specification Test for Speculative Bubbles In: NBER Working Papers.
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1987A Specification Test for Speculative Bubbles.(1987) In: The Quarterly Journal of Economics.
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2015The Equilibrium Real Funds Rate: Past, Present and Future In: NBER Working Papers.
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2016The Equilibrium Real Funds Rate: Past, Present, and Future.(2016) In: IMF Economic Review.
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1987Order Backlogs and Production Smoothing In: NBER Working Papers.
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2018A Skeptical View of the Impact of the Fed’s Balance Sheet In: NBER Working Papers.
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1988Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation In: NBER Working Papers.
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1989The Sources of Fluctuations in Aggregate Inventories and GNP In: NBER Working Papers.
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1990The Sources of Fluctuations in Aggregate Inventories and GNP.(1990) In: The Quarterly Journal of Economics.
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2011Comment In: Journal of Business & Economic Statistics.
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2018Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” In: Journal of Business & Economic Statistics.
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2010Introduction In: NBER International Seminar on Macroeconomics.
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2011Comment In: NBER International Seminar on Macroeconomics.
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2012Comment In: NBER International Seminar on Macroeconomics.
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2013Introduction In: NBER International Seminar on Macroeconomics.
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2014Editors Introduction In: Journal of Money, Credit and Banking.
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2019Introduction In: Journal of Money, Credit and Banking.
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