Kenneth D. West : Citation Profile


Are you Kenneth D. West?

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

28

H index

49

i10 index

10291

Citations

RESEARCH PRODUCTION:

72

Articles

73

Papers

5

Books

15

Chapters

EDITOR:

4

Books edited

2

Series edited

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 294
   Journals where Kenneth D. West has often published
   Relations with other researchers
   Recent citing documents: 1211.    Total self citations: 61 (0.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe16
   Updated: 2019-03-16    RAS profile: 2019-01-16    
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Relations with other researchers


Works with:

Lunsford, Kurt (2)

Hamilton, James (2)

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 (99)

Pincheira, Pablo (89)

Sarno, Lucio (80)

GUPTA, RANGAN (77)

McCracken, Michael (72)

Clark, Todd (67)

Byrne, Joseph (58)

Bekaert, Geert (53)

Korobilis, Dimitris (52)

Clements, Michael (51)

Valente, Giorgio (46)

Cites to:

McCracken, Michael (34)

Hansen, Lars (30)

Chinn, Menzie (29)

Clark, Todd (27)

Cheung, Yin-Wong (24)

Meese, Richard (21)

Engel, Charles (19)

Rogoff, Kenneth (18)

Williams, John (16)

White, Halbert (14)

Edison, Hali (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 Banking4
Journal of Business & Economic Statistics4
NBER International Seminar on Macroeconomics4
International Economic Review4
Econometrica4
Economics Letters3
American Economic Review3
The Quarterly Journal of Economics2
Journal of International Economics2
Econometric Reviews2
Review2
Journal of Political Economy2
Proceedings2

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

Recent works citing Kenneth D. West (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34.

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2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2018The drift burst hypothesis. (2018). Reno, Roberto ; Oomen, Roel ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2018-21.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2018In Search of a Job: Forecasting Employment Growth in the US using Google Trends. (2018). Montes, Erik Christian . In: CREATES Research Papers. RePEc:aah:create:2018-25.

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2017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Nielsen, Morten ; Xu, KE ; Narayan, Paresh Kumar ; Dolatabadi, Sepideh. In: CREATES Research Papers. RePEc:aah:create:2018-35.

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2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

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2018Realizing Correlations Across Asset Classes. (2018). Elst, Harry Vander ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-37.

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2017Investigating Properties of Commodity Price Responses to Real and Nominal Shocks. (2017). Kim, Hyeongwoo ; Zhang, Yunxiao. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-02.

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2018Fiscal Policy, Wages, and Jobs in the U.S.. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-02.

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2018Exploration vs Exploitation, Impulse Balance Equilibrium and a specification test for the El Farol bar problem. (2018). Pezanis-Christou, Paul ; Laisney, Francois ; Kirman, Alan. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-11.

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2017The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2017Economic value of portfolio diversification: Evidence from international multi-asset portfolios. (2017). Sharma, Prateek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:33-42.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2018How Well Do Rational Expectations Storage Model Forecast Crop Ending Stocks?. (2018). Zhang, Tianyang ; Li, Ziran. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273803.

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2018Using Bayesian Kriging for Spatial Smoothing of Trends in the Means and Variances of Crop Yield Densities. (2018). park, eunchun ; Brorsen, B ; Niyibizi, Bart. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274403.

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2018Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation. (2018). Hillen, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276015.

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2018A Generalized Dynamic Inverse AIDS Model for Fresh Fruits and Vegetables: An Application to the U.S. Bell Pepper Industry. (2018). Peguero, Felipe ; Zapata, Hector O ; Kennedy, Lynn P. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266686.

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2018Measuring the Natural Rates of Interest in Germany and Italy. (2018). Bystrov, Victor ; Victor, Bystrov. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2018.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2017Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156.

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2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

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2017Noise 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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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Kruger, Fabian. In: Papers. RePEc:arx:papers:1705.04537.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). , . In: Papers. RePEc:arx:papers:1707.05552.

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). Verma, Anshul ; di Matteo, Tiziana ; Buonocore, Riccardo Junior . In: Papers. RePEc:arx:papers:1712.02138.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01381.

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2018Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Fu, Xin-Lan ; Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu. In: Papers. RePEc:arx:papers:1806.07604.

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2018State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018On the Choice of Instruments in Mixed Frequency Specification Tests. (2018). Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:1809.05503.

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2018Accounting for Unobservable Heterogeneity in Cross Section Using Spatial First Differences. (2018). Druckenmiller, Hannah ; Hsiang, Solomon. In: Papers. RePEc:arx:papers:1810.07216.

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2018A six-factor asset pricing model. (2018). Roy, Rahul ; Shijin, Santhakumar. In: Papers. RePEc:arx:papers:1810.07790.

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2018Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2018Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

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2017An Analysis of Investment Strategies and Excess Returns in the China (Shanghai) Stock Market. (2017). Chin, Ming-Chin ; Chan, Ya-Chuan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1227-1241.

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2017An Investigation into the Impact of Mobile Technologies on Economic Growth and Employment in the Caribbean. (2017). Amaghionyeodiwe, Lloyd ; Annansingh-Jamieson, Fenio. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev3i3-3.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian . In: Working Papers. RePEc:awi:wpaper:0632.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2018Natural interest rates in the U.S., Canada and Mexico. (2018). Chen, Kan ; Karp, Nathaniel . In: Working Papers. RePEc:bbv:wpaper:1807.

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2017Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle. In: Discussion Papers. RePEc:bca:bocadp:17-5.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Sadaba, Barbara ; Ravazzolo, Francesco ; Foroni, Claudia. In: Staff Working Papers. RePEc:bca:bocawp:17-19.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-35.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina. In: Working Papers Series. RePEc:bcb:wpaper:466.

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2017What drives gross flows in equity and investment fund shares in Luxembourg?. (2017). di Filippo, Gabriele. In: BCL working papers. RePEc:bcl:bclwop:bclwp112.

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2017Model averaging in markov-switching models: predicting national recessions with regional data. (2017). Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:bde:wpaper:1727.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2018The rise and fall of the natural interest rate. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:1822.

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2017Low frequency drivers of the real interest rate: a band spectrum regression approach. (2017). Busetti, Fabio ; Caivano, Michele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1132_17.

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2017Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17.

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2018TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico. (2018). Garcia-Verdu, Santiago ; Manuel, Sanchez-Martinez ; Santiago, Garcia-Verdu . In: Working Papers. RePEc:bdm:wpaper:2018-16.

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2018Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach. (2018). Francis, Neville ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1055.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2017The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:992.

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2017Stock Price Synchronicity and Information Environment. (2017). Hassan, Arshad ; Fraz, Ahmad. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:213-232.

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2018SCHUMPETERIAN GROWTH THEORY: EMPIRICAL TESTING OF BARRIERS TO COMPETITION-PROXIMITY TO FRONTIER ALGORITHM. (2018). Petrovi, Predrag ; Nikoli, Goran . In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:217:p:7-38.

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2017Why Have Interest Rates Fallen far Below the Return on Capital. (2017). Velde, Francois ; Mojon, Benoit ; Marx, M. In: Working papers. RePEc:bfr:banfra:630.

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2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

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2018The Impact of Exports on Innovation: Theory and Evidence. (2018). Melitz, Marc ; Lequien, Matthieu ; Bergeaud, Antonin ; Philippe, Antonin Bergeaud. In: Working papers. RePEc:bfr:banfra:678.

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2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

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2017The Impact of Forward Guidance on Inflation Expectations: Evidence from the ECB. (2017). de la Barrera, Marc ; Vaglio, Jean-Alexandre ; Henricot, Dorian ; Falath, Juraj. In: Working Papers. RePEc:bge:wpaper:1010.

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2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Del Negro, Marco ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316.

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2017Monetary Policy in a Low Interest Rate World. (2017). Roberts, John ; Kiley, Michael. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:317-396.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Why so low for so long? A long-term view of real interest rates. (2017). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:685.

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2018Monetary policy in the grip of a pincer movement. (2018). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:706.

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2018A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715.

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2018The enduring link between demography and inflation. (2018). Takats, Elod ; Juselius, John. In: BIS Working Papers. RePEc:bis:biswps:722.

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2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

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2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2017State-preference pricing and volatility indices. (2017). Liu, Zhangxin ; Smith, Tom ; O'Neill, Michael J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:815-836.

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2017Fund Volatility Index using equity market state prices. (2017). O'Neill, Michael J ; Smith, Tom ; Liu, Zhangxin. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:837-853.

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2017Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017.

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2017Economic policy uncertainty in China and stock market expected returns. (2017). Chen, Jian ; Tong, Guoshi ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1265-1286.

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2018Dividend persistence and dividend behaviour. (2018). Chan, Kam Fong ; Smith, Tom ; Shi, Jing ; Powell, John G. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:127-147.

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2018Partial moment volatility indices. (2018). Liu, Zhangxin ; O'Neill, Michael J. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:195-215.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2018Herding in frontier stock markets: evidence from the Vietnamese stock market. (2018). Bui, Nha Duc ; Titman, Gordon Frederick ; Tuyet, Nhung Thi ; Bich, Loan Thi. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:59-81.

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2018Improving equity premium forecasts by incorporating structural break uncertainty. (2018). Tian, Jing ; Zhou, Qing. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:619-656.

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2018How financial investment distorts food prices: evidence from U.S. grain markets. (2018). van Huellen, Sophie. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:2:p:171-181.

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2018The components of the bid†ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao . In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

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2017Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement-super-. (2017). Sun, Zesheng. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:17-37.

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2017House Price Dynamics with Household Debt: The Korean Case-super-. (2017). Kim, Hyunjeong ; Yie, Myung-Soo ; Son, Jong Chil. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:39-59.

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2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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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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article14
1988On the Interpretation of Near Random-walk Behavior in GNP. In: American Economic Review.
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article22
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: 22
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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article27
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.
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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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paper15
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: 15
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: 15
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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: 15
article
2003Policy evaluation in uncertain economic environments In: Working papers.
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paper116
2003Policy Evaluation in Uncertain Economic Environments.(2003) In: Brookings Papers on Economic Activity.
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This paper has another version. Agregated cites: 116
article
2003Policy Evaluation in Uncertain Economic Environments.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 116
paper
2004Model uncertainty and policy evaluation : some theory and empirics In: Working papers.
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paper98
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: 98
article
2005Model uncertainty and policy evaluation: some theory and empirics.(2005) In: Proceedings.
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This paper has another version. Agregated cites: 98
article
2004Model Uncertainty and Policy Evaluation: Some Theory and Empirics.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 98
paper
1992Automatic Lag Selection in Covariance Matrix Estimation. In: Working papers.
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paper1066
1995Automatic Lag Selection in Covariance Matrix Estimation.(1995) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 1066
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: 1066
article
1993The Predictive Ability of Several Models of Exchange Rate Volatility. In: Working papers.
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paper131
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: 131
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: 131
article
1994The Predictive Ability of Several Models of Exchange Rate Volatility.(1994) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 131
paper
1994A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. In: Working papers.
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paper11
1996A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model..(1996) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 11
article
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.
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paper690
1996Asymptotic Inference about Predictive Ability..(1996) In: Econometrica.
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This paper has another version. Agregated cites: 690
article
1994ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY.(1994) In: Macroeconomics.
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This paper has another version. Agregated cites: 690
paper
1994Asymptotic Inference About Predictive Ability: Additional Appendix. In: Working papers.
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paper6
1997Regression-Based Tests of Predictive Ability. In: Working papers.
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paper140
1998Regression-Based Tests of Predictive Ability..(1998) In: International Economic Review.
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This paper has another version. Agregated cites: 140
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1998Regression-Based Tests of Predictive Ability.(1998) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 140
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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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article35
2002Generalized Method of Moments and Macroeconomics. In: Journal of Business & Economic Statistics.
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article28
2003Exchange rates and fundamentals In: Working Paper Series.
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paper427
2003Exchange rates and fundamentals.(2003) In: Proceedings.
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This paper has another version. Agregated cites: 427
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2004Exchange Rates and Fundamentals.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 427
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2005Exchange Rates and Fundamentals.(2005) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 427
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2009Forecast evaluation of small nested model sets In: Working Paper Series.
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paper25
2010Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 25
article
2008Forecast Evaluation of Small Nested Model Sets.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 25
paper
1986Targeting Nominal Income: A Note. In: Economic Journal.
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article21
1986Targeting Nominal Income: A Note.(1986) In: NBER Working Papers.
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This paper has another version. Agregated cites: 21
paper
1987A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. In: Econometrica.
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article4567
1986A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix.(1986) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 4567
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: 4567
article
1988Dividend Innovations and Stock Price Volatility. In: Econometrica.
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article126
1986Dividend Innovations and Stock Price Volatility.(1986) In: NBER Working Papers.
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This paper has another version. Agregated cites: 126
paper
1988Asymptotic Normality, When Regressors Have a Unit Root. In: Econometrica.
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article117
1994Estimation and inference in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control.
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article7
2006Forecast Evaluation In: Handbook of Economic Forecasting.
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chapter78
1983A note on the econometric use of constant dollar inventory series In: Economics Letters.
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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.
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article6
2001Forecasting and empirical methods in finance and macroeconomics In: Journal of Econometrics.
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article0
2006Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics.
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article239
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: 239
paper
2007Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics.
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article590
2005Approximately normal tests for equal predictive accuracy in nested models.(2005) In: Research Working Paper.
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This paper has another version. Agregated cites: 590
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: 590
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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article8
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: 8
paper
1997Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator In: Journal of Econometrics.
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article38
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: 38
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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article155
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: 155
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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: 155
paper
2014A factor model for co-movements of commodity prices In: Journal of International Money and Finance.
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article19
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
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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
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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
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1988Integrated regressors and tests of the permanent-income hypothesis In: Journal of Monetary Economics.
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article16
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: 16
paper
1989Estimation of linear rational expectations models, in the presence of deterministic terms In: Journal of Monetary Economics.
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article3
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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article4
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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This paper has another version. Agregated cites: 5
paper
2017Some Evidence on Secular Drivers of US Safe Real Rates In: Working Papers (Old Series).
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paper15
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: 15
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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This paper has another version. Agregated cites: 13
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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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This paper has another version. Agregated cites: 0
article
2001Assessing simple policy rules: a view from a complete macroeconomic model (commentary) In: Review.
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article0
1987Hypothesis Testing with Efficient Method of Moments Estimation. In: International Economic Review.
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article323
1998Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors Introduction. In: International Economic Review.
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article3
2001On Optimal Instrumental Variables Estimation of Stationary Time Series Models. In: International Economic Review.
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article5
2000On Optimal Instrumental Variables Estimation of Stationary Time Series Models.(2000) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 5
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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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article109
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: 109
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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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book0
2016NBER International Seminar on Macroeconomics 2015 In: NBER Books.
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book0
2013NBER International Seminar on Macroeconomics 2012 In: NBER Books.
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book0
2008NBER International Seminar on Macroeconomics 2006 In: NBER Books.
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book6
2010NBER International Seminar on Macroeconomics 2009 In: NBER Books.
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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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chapter25
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: 25
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2006Introduction to NBER International Seminar on Macroeconomics 2004 In: NBER Chapters.
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chapter0
2010Introduction to NBER International Seminar on Macroeconomics 2009 In: NBER Chapters.
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chapter0
2010Comment on Globalization, the Business Cycle, and Macroeconomic Monitoring In: NBER Chapters.
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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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chapter190
2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 190
paper
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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This paper has another version. Agregated cites: 1
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
1995A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model In: NBER Technical Working Papers.
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paper10
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: 10
article
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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paper34
2004Monetary Policy and the Volatility of Real Exchange Rates in New Zealand In: NBER Working Papers.
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paper18
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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This paper has another version. Agregated cites: 18
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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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This paper has another version. Agregated cites: 18
article
1985A Variance Bounds Test of the Linear Quardractic Inventory Model In: NBER Working Papers.
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paper82
1986A Variance Bounds Test of the Linear Quadratic Inventory Model..(1986) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 82
article
2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
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paper53
2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
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This paper has another version. Agregated cites: 53
article
1986A Specification Test for Speculative Bubbles In: NBER Working Papers.
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paper163
1987A Specification Test for Speculative Bubbles.(1987) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 163
article
2015The Equilibrium Real Funds Rate: Past, Present and Future In: NBER Working Papers.
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paper81
2016The Equilibrium Real Funds Rate: Past, Present, and Future.(2016) In: IMF Economic Review.
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This paper has another version. Agregated cites: 81
article
1987Order Backlogs and Production Smoothing In: NBER Working Papers.
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paper6
2018A Skeptical View of the Impact of the Fed’s Balance Sheet In: NBER Working Papers.
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paper0
1988Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation In: NBER Working Papers.
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paper41
1989The Sources of Fluctuations in Aggregate Inventories and GNP In: NBER Working Papers.
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paper20
1990The Sources of Fluctuations in Aggregate Inventories and GNP.(1990) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 20
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2011Comment In: Journal of Business & Economic Statistics.
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article0
2010Introduction In: NBER International Seminar on Macroeconomics.
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article0
2011Comment In: NBER International Seminar on Macroeconomics.
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article0
2012Comment In: NBER International Seminar on Macroeconomics.
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article0
2013Introduction In: NBER International Seminar on Macroeconomics.
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article0
2014Editors Introduction In: Journal of Money, Credit and Banking.
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article0
1994Asymptotic Inference about Predictive Ability, An Additional Appendix In: Macroeconomics.
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paper6

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