Kenneth D. West : Citation Profile

University of Wisconsin-Madison (95% share)
National Bureau of Economic Research (NBER) (5% share)

33

H index

58

i10 index

19002

Citations

RESEARCH PRODUCTION:

81

Articles

74

Papers

8

Books

15

Chapters

EDITOR:

1

Books edited

2

Series edited

RESEARCH ACTIVITY:

   42 years (1983 - 2025). See details.
   Cites by year: 452
   Journals where Kenneth D. West has often published
   Relations with other researchers
   Recent citing documents: 1002.    Total self citations: 65 (0.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe16
   Updated: 2025-12-13    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

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

Is cited by:

GUPTA, RANGAN (226)

Pincheira, Pablo (197)

Rossi, Barbara (165)

Sarno, Lucio (114)

McCracken, Michael (106)

Clark, Todd (105)

Hardy, Nicolas (96)

Salisu, Afees (79)

Byrne, Joseph (76)

Bekaert, Geert (75)

Korobilis, Dimitris (72)

Cites to:

Chinn, Menzie (35)

McCracken, Michael (35)

Hansen, Lars (35)

Cheung, Yin-Wong (29)

Rogoff, Kenneth (29)

Clark, Todd (29)

Engel, Charles (27)

Meese, Richard (24)

Mark, Nelson (22)

Campbell, John (20)

Taylor, Mark (20)

Main data

Where Kenneth D. West has published?

Journals with more than one article published# docs
Journal of Econometrics9
Journal of Money, Credit and Banking8
Journal of Monetary Economics5
Journal of Money, Credit and Banking5
International Economic Review4
Econometrica4
NBER International Seminar on Macroeconomics4
Economics Letters3
Journal of Business & Economic Statistics3
American Economic Review3
Journal of International Economics2
The Quarterly Journal of Economics2
Proceedings2
Journal of Political Economy2
Review2
Econometric Reviews2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc33
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 (2025 and 2024)

YearTitle of citing document
2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01.

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2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2024The transmission of Supply Shocks to inflation: The case of Argentina (2004-2023). (2024). Sebastin, Ordoez Lucas. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4750.

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2025The main drivers of labour cost dynamics in Central and Eastern European countries. (2025). Vasilescu, Maria Denisa ; Cristescu, Amalia ; Stnil, Larisa ; Crivoi, Silvana ; Belu, Maria Berta. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:107-120.

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2025Price Connectedness in U.S. Biodiesel and Petroleum Diesel Markets. (2025). Irwin, Scott H ; Gerveni, Maria ; Serra, Teresa. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360642.

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2025Economic Development and Diet Composition: Cross-Continental Insights into Bennetts Law. (2025). Bajan, Bartomiej ; Piechocka, Magdalena. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:364702.

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2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2025Applying Forecasting Methods to Accrual-Based and Cash-Based Ratio Analysis. (2025). Litvinenko, Alexey ; Saarinen, Samuli. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:24:y:2024:i:2:p:328-360.

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2025The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022). (2025). Ordez, Lucas. In: Working Papers. RePEc:aoz:wpaper:351.

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2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity. (2024). Luo, YE ; Zhang, Xiaowei ; Li, Jin. In: Papers. RePEc:arx:papers:2103.04021.

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2024On Robust Inference in Time Series Regression. (2024). Mora, Aaron ; Kapetanios, George ; Diebold, Francis ; Baillie, Richard T ; Ho, Kun. In: Papers. RePEc:arx:papers:2203.04080.

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2025What Impulse Response Do Instrumental Variables Identify?. (2023). Lee, Seojeong ; Seo, Myung Hwan ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828.

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2024Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2209.10334.

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2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

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2025Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2023). Polivka, Jeannine ; Dimitriadis, Timo ; Streicher, Sina ; Halbleib, Roxana. In: Papers. RePEc:arx:papers:2212.11833.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2025Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2024Linear Regression with Weak Exogeneity. (2024). Sølvsten, Mikkel ; Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2024GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346.

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2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2024). Vogelsang, Timothy ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2025Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Counterfactuals in factor models. (2024). Beyhum, Jad. In: Papers. RePEc:arx:papers:2401.03293.

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2024Forecasting and Backtesting Gradient Allocations of Expected Shortfall. (2024). Koike, Takaaki. In: Papers. RePEc:arx:papers:2401.11701.

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2024Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis. (2024). Gonz, Paula Fern'Andez ; Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.00567.

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2024Cyber risk and the cross-section of stock returns. (2024). Mar, Loic ; Celeny, Daniel. In: Papers. RePEc:arx:papers:2402.04775.

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2025Extending the Scope of Inference About Predictive Ability to Machine Learning Methods. (2024). Escanciano, Juan Carlos ; Parra, Ricardo. In: Papers. RePEc:arx:papers:2402.12838.

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2024Equilibrium in Style: A Modeling Framework on the Cash Flow and the Life Cycle of a Consumer Store. (2024). Liu, Yang ; Han, Shanyu ; Lei, Jian. In: Papers. RePEc:arx:papers:2404.02426.

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2024StockGPT: A GenAI Model for Stock Prediction and Trading. (2024). Mai, Dat. In: Papers. RePEc:arx:papers:2404.05101.

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2024Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide. (2024). Schmal, Wolfgang. In: Papers. RePEc:arx:papers:2404.18499.

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2024Inefficiencies of Carbon Trading Markets. (2024). Borri, Nicola ; Liu, Yukun ; Wu, XI ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2408.06497.

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2025Difference-in-differences with as few as two cross-sectional units -- A new perspective to the democracy-growth debate. (2024). Tsyawo, Emmanuel ; Koumou, Gilles. In: Papers. RePEc:arx:papers:2408.13047.

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2025LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU. (2024). Liang, Yuqi ; Hu, Yifan ; Liu, Qinyuan ; Zhu, Peng ; Cheng, Dawei. In: Papers. RePEc:arx:papers:2409.08282.

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2024Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Jobbova, Eva ; Holm, Poul ; Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis. In: Papers. RePEc:arx:papers:2411.18978.

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2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Empirical likelihood approach for high-dimensional moment restrictions with dependent data. (2025). Hu, Qiao ; Chang, Jinyuan ; Shi, Zhentao ; Zhang, Jia. In: Papers. RePEc:arx:papers:2502.18970.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Sequential Scoring Rule Evaluation for Forecast Method Selection. (2025). Poskitt, Donald ; Frazier, David T. In: Papers. RePEc:arx:papers:2505.09090.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025Evaluating financial tail risk forecasts: Testing Equal Predictive Ability. (2025). Bauer, Lukas. In: Papers. RePEc:arx:papers:2505.23333.

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2025Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Forecasting Climate Policy Uncertainty: Evidence from the United States. (2025). Besher, Donia ; Gupta, Anirban Sen ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2507.12276.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

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2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

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2025Monetary Policy and Exchange Rate Fluctuations. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2509.15169.

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2025Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation. (2025). Li, Zhuoxun ; Hurvich, Clifford M. In: Papers. RePEc:arx:papers:2509.23256.

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2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

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2025L2-relaxation for Economic Prediction. (2025). Wang, Yishu ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2510.12183.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers. (2025). Qiu, Yimeng ; Fang, Feihuang. In: Papers. RePEc:arx:papers:2510.20066.

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2024Russia-Ukraine War and Price Volatility of Global Commodities - The Role of Public Sentiments. (2024). Okwu, Andy ; Hambolu, Victor O ; Azeez, Khadijat A ; Agboola, Bukunmi A. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:101.

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2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

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2024The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03.

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2024Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10.

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2024Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?. (2024). Zhang, Ji ; Xie, Yinxi ; Wu, Jing Cynthia. In: Staff Working Papers. RePEc:bca:bocawp:24-38.

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2025Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29.

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2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

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2025Macroeconomics Factors Affecting Housing Price in Malaysia. (2025). Yi, Alvin Ong ; Selvaratnam, Doris Padmini. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:6150-6163.

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2024Monetary policy shocks and inflation inequality. (2024). Mangiante, Giacomo ; Lauper, Christoph. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1474_24.

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2024Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12.

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2025California Gasoline Demand Elasticity Estimated Using Refinery Outages. (2025). Hilscher, Jens ; Gafarov, Bulat ; Colina, Armando R. In: Working Papers. RePEc:bdm:wpaper:2025-04.

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2024The Risk of Inflation Dispersion in the Euro Area. (2024). Lhuissier, Stéphane ; Tripier, Fabien ; Ortmans, Aymeric. In: Working papers. RePEc:bfr:banfra:954.

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2025Systemic Climate Risk. (2025). Jourde, Tristan ; Moreaux, Quentin. In: Working papers. RePEc:bfr:banfra:993.

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2025Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503.

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2024Quo vadis, r*? The natural rate of interest after the pandemic. (2024). Sandri, Damiano ; Nuño Barrau, Galo ; Hofmann, Boris ; Benigno, Gianluca. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403b.

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2024The asymmetric and persistent effects of Fed policy on global bond yields. (2024). Moench, Emanuel ; Gelos, R. Gaston ; Adrian, Tobias ; Lamersdorf, Nora. In: BIS Working Papers. RePEc:bis:biswps:1195.

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2024Through stormy seas: how fragile is liquidity across asset classes and time?. (2024). Aquilina, Matteo ; Aliyev, Nihad ; Rzayev, Khaladdin ; Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1229.

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2025R* in East Asia: business, financial cycles, and spillovers. (2025). Siklos, Pierre L ; Xia, Dora ; Chen, Hongyi. In: BIS Working Papers. RePEc:bis:biswps:1285.

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2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199.

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2024Does geographic or market proximity matter? Evidence from institutional investor monitoring on earnings attributes in US cross‐listed stocks. (2024). Kang, Sanggyu ; Chung, Chune Young ; Fard, Amirhossein. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:443-469.

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2024A random walk for agricultural total factor productivity. (2024). Vercammen, James. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:213-233.

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2024Fertility and long‐term economic growth. (2024). Huang, Kaixing. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1152-1171.

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2024The real side of stock market exuberance: bubbles, output and productivity at the industry level. (2024). Queiros, Francisco. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:268-291.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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2024Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984.

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2024Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

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2024Portmanteau tests for periodic ARMA models with dependent errors. (2024). Manassara, Boubacar Y ; Amir, Ilmi A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:164-188.

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2024Granger causality tests based on reduced variable information. (2024). Nakano, Junji ; Hung, Yingchao ; Tseng, Nengfang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:444-462.

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2024Inference in Coarsened Time Series via Generalized Method of Moments. (2024). Chan, Kin Wai ; Ip, Man Fai. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:823-846.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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More than 100 citations found, this list is not complete...

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.
[Full Text][Citation analysis]		article36
1988On the Interpretation of Near Random-walk Behavior in GNP. In: American Economic Review.
[Full Text][Citation analysis]		article28
1987On the Interpretation of Near Random-Walk Behavior in GNP.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2004Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 In: American Economic Review.
[Full Text][Citation analysis]		article58
2019Some Evidence on Secular Drivers of US Safe Real Rates In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article72
2017Some Evidence on Secular Drivers of US Safe Real Rates.(2017) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2018Some Evidence on Secular Drivers of U.S. Safe Real Rates.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2017Hansen and Sargents Recursive Models of Dynamic Linear Economies: A Review Essay In: Journal of Economic Literature.
[Full Text][Citation analysis]		article0
1999Feasible optimal instrumental variables estimation of linear models with moving average disturbances In: Working papers.
[Full Text][Citation analysis]		paper1
1999Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances.(1999) In: Departmental Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1999Encompassing tests when no model is encompassing In: Working papers.
[Full Text][Citation analysis]		paper10
2001Encompassing tests when no model is encompassing.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2000Encompassing Tests When No Model Is Encompassing.(2000) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2001Inference about predictive ability In: Working papers.
[Full Text][Citation analysis]		paper12
2001Instrumental variables estimation of heteroskedastic linear models using all lags of instruments In: Working papers.
[Full Text][Citation analysis]		paper19
2007Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments.(2007) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2007Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2009Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments.(2009) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2003Policy evaluation in uncertain economic environments In: Working papers.
[Full Text][Citation analysis]		paper187
2003Policy Evaluation in Uncertain Economic Environments.(2003) In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		article
2003Policy Evaluation in Uncertain Economic Environments.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		paper
2004Model uncertainty and policy evaluation : some theory and empirics In: Working papers.
[Full Text][Citation analysis]		paper124
2007Model uncertainty and policy evaluation: Some theory and empirics.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		article
2004Model Uncertainty and Policy Evaluation: Some Theory and Empirics.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
1992Automatic Lag Selection in Covariance Matrix Estimation. In: Working papers.
[Citation analysis]		paper1760
1995Automatic Lag Selection in Covariance Matrix Estimation.(1995) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1760		paper
1994Automatic Lag Selection in Covariance Matrix Estimation.(1994) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1760		article
1993The Predictive Ability of Several Models of Exchange Rate Volatility. In: Working papers.
[Citation analysis]		paper172
1993The Predictive Ability of Several Models of Exchange Rate Volatility..(1993) In: Working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 172		paper
1995The predictive ability of several models of exchange rate volatility.(1995) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		article
1994The Predictive Ability of Several Models of Exchange Rate Volatility.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		paper
1994A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. In: Working papers.
[Citation analysis]		paper13
1996A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model..(1996) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 13		article
1995A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model.(1995) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
1994A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model.(1994) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
1994Asymptotic Inference About Predictive Ability. In: Working papers.
[Citation analysis]		paper961
1996Asymptotic Inference about Predictive Ability..(1996) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 961		article
1994ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY.(1994) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 961		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 nother version. Agregated cites: 6		paper
1997Regression-Based Tests of Predictive Ability. In: Working papers.
[Full Text][Citation analysis]		paper171
1998Regression-Based Tests of Predictive Ability..(1998) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 171		article
1998Regression-Based Tests of Predictive Ability.(1998) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		paper
1997On Optimal Instrumental Variables Estimation of Time Series Models. In: Working papers.
[Full Text][Citation analysis]		paper0
2001Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters. In: Journal of Business & Economic Statistics.
[Citation analysis]		article46
2002Generalized Method of Moments and Macroeconomics. In: Journal of Business & Economic Statistics.
[Citation analysis]		article41
2003Exchange rates and fundamentals In: Working Paper Series.
[Full Text][Citation analysis]		paper696
2004Exchange Rates and Fundamentals.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 696		paper
2005Exchange Rates and Fundamentals.(2005) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 696		article
2009Forecast evaluation of small nested model sets In: Working Paper Series.
[Full Text][Citation analysis]		paper39
2010Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2008Forecast Evaluation of Small Nested Model Sets.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
1986Targeting Nominal Income: A Note. In: Economic Journal.
[Full Text][Citation analysis]		article27
1986Targeting Nominal Income: A Note.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
1987A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. In: Econometrica.
[Full Text][Citation analysis]		article9085
1986A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix.(1986) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9085		paper
2014A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix.(2014) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9085		article
1988Dividend Innovations and Stock Price Volatility. In: Econometrica.
[Full Text][Citation analysis]		article184
1986Dividend Innovations and Stock Price Volatility.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
1988Asymptotic Normality, When Regressors Have a Unit Root. In: Econometrica.
[Full Text][Citation analysis]		article143
1994Estimation and inference in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2006Forecast Evaluation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter93
1983A note on the econometric use of constant dollar inventory series In: Economics Letters.
[Full Text][Citation analysis]		article26
1987A note on the power of least squares tests for a unit root In: Economics Letters.
[Full Text][Citation analysis]		article22
2002Efficient GMM estimation of weak AR processes In: Economics Letters.
[Full Text][Citation analysis]		article9
2001Forecasting and empirical methods in finance and macroeconomics In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2006Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article363
2004Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis.(2004) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 363		paper
2007Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics.
[Full Text][Citation analysis]		article1593
2005Approximately normal tests for equal predictive accuracy in nested models.(2005) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1593		paper
2006Approximately Normal Tests for Equal Predictive Accuracy in Nested Models.(2006) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1593		paper
2012Econometric analysis of present value models when the discount factor is near one In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2012Econometric Analysis of Present Value Models When the Discount Factor Is near One.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1986Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
1986Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons.(1986) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1997Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator In: Journal of Econometrics.
[Full Text][Citation analysis]		article43
1995Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator.(1995) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
1990Evidence from seven countries on whether inventories smooth aggregate output In: Engineering Costs and Production Economics.
[Full Text][Citation analysis]		article11
1988Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
1994Comments : Rational bubbles during Polands hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola In: European Economic Review.
[Full Text][Citation analysis]		article1
1987A standard monetary model and the variability of the deutschemark-dollar exchange rate In: Journal of International Economics.
[Full Text][Citation analysis]		article27
1986A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
1993A utility-based comparison of some models of exchange rate volatility In: Journal of International Economics.
[Full Text][Citation analysis]		article197
1993A utility based comparison of some models of exchange rate volatility.(1993) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 197		paper
1992A Utility Based Comparison of Some Models of Exchange Rate Volatility.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 197		paper
2014A factor model for co-movements of commodity prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article67
1992Sources of cycles in Japan, 1975-1987 In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article4
1991Sources of Cycles in Japan, 1975-1987.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2002Comments on The state of macroeconomic forecasting In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
1999Inventories In: Handbook of Macroeconomics.
[Full Text][Citation analysis]		chapter65
1997Inventories.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
1988The insensitivity of consumption to news about income In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article45
1987The Insensitivity of Consumption to News About Income.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
1988Integrated regressors and tests of the permanent-income hypothesis In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article21
1987Integrated Regressors and Tests of the Permanent Income Hypothesis.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1989Estimation of linear rational expectations models, in the presence of deterministic terms In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article4
1992Erratum In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2007Comment on Argia M. Sbordone Inflation persistence: Alternative interpretations and policy implications In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article2
1992A comparison of the behavior of Japanese and US inventories In: International Journal of Production Economics.
[Full Text][Citation analysis]		article1
1991A Comparison of the Behavior of Japanese and U.S. Inventories.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother 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.
[Full Text][Citation analysis]		article14
2016Regressor and disturbance have moments of all orders, least squares estimator has none In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2006Land Prices and Business Fixed Investment in Japan In: Chapters.
[Full Text][Citation analysis]		chapter5
2004Land Prices and Business Fixed Investments in Japan.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2003Exchange rates and fundamentals In: Proceedings.
[Full Text][Citation analysis]		article22
2005Model uncertainty and policy evaluation: some theory and empirics In: Proceedings.
[Full Text][Citation analysis]		article1
1993Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model In: Finance and Economics Discussion Series.
[Citation analysis]		paper15
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 nother version. Agregated cites: 15		paper
1996Inflation and growth: in search of a stable relationship - commentary In: Proceedings.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
1987Hypothesis Testing with Efficient Method of Moments Estimation. In: International Economic Review.
[Full Text][Citation analysis]		article777
1998Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors Introduction. In: International Economic Review.
[Citation analysis]		article5
2001On Optimal Instrumental Variables Estimation of Stationary Time Series Models. In: International Economic Review.
[Citation analysis]		article8
2000On Optimal Instrumental Variables Estimation of Stationary Time Series Models.(2000) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 8		paper
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.
[Full Text][Citation analysis]		article0
2006Taylor Rules and the Deutschmark: Dollar Real Exchange Rate In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article162
2004Taylor Rules and the Deutschmark-Dollar Real Exchange Rate.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2012Editors Introduction October 2011 In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2012Editors Introduction October 2011.(2012) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 0		article
2013Special Issue Editors Introduction In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2013Special Issue Editors Introduction.(2013) In: Journal of Money, Credit and Banking.
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2013Special Issue Editors Introduction.(2013) In: Journal of Money, Credit and Banking.
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2013Special Issue Editors Introduction.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2006NBER International Seminar on Macroeconomics 2004 In: NBER Books.
[Citation analysis]		book21
2019NBER International Seminar on Macroeconomics 2018 In: NBER Books.
[Citation analysis]		book1
2022NBER International Seminar on Macroeconomics 2021 In: NBER Books.
[Citation analysis]		book0
2025NBER International Seminar on Macroeconomics 2024 In: NBER Books.
[Citation analysis]		book0
2016NBER International Seminar on Macroeconomics 2015 In: NBER Books.
[Citation analysis]		book0
2013NBER International Seminar on Macroeconomics 2012 In: NBER Books.
[Citation analysis]		book2
2008NBER International Seminar on Macroeconomics 2006 In: NBER Books.
[Citation analysis]		book11
2010NBER International Seminar on Macroeconomics 2009 In: NBER Books.
[Citation analysis]		book17
2005Comment on Globalization and Disinflation: The Efficiency Channel In: NBER Chapters.
[Full Text][Citation analysis]		chapter3
1996Business Fixed Investment and the Recent Business Cycle in Japan In: NBER Chapters.
[Full Text][Citation analysis]		chapter31
1996Business Fixed Investment and the Recent Business Cycle in Japan.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2006Introduction to NBER International Seminar on Macroeconomics 2004 In: NBER Chapters.
[Full Text][Citation analysis]		chapter3
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.
[Full Text][Citation analysis]		chapter0
2012Introduction to NBER International Seminar on Macroeconomics 2012 In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2008Exchange Rate Models Are Not as Bad as You Think In: NBER Chapters.
[Full Text][Citation analysis]		chapter392
2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 392		paper
2008Introduction to NBER International Seminar on Macroeconomics 2006 In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
1993An Aggregate Demand–Aggregate Supply Analysis of Japanese Monetary Policy, 1973–1990 In: NBER Chapters.
[Full Text][Citation analysis]		chapter5
1991An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2009Comment on Real Variables, Nonlinearity, and European Real Exchange Rates In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2003Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises In: NBER Chapters.
[Full Text][Citation analysis]		chapter11
1993Inventory Models In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper15
2005Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper10
2004Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One In: NBER Working Papers.
[Full Text][Citation analysis]		paper59
2004Monetary Policy and the Volatility of Real Exchange Rates in New Zealand In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
2003Monetary policy and the volatility of real exchange rates in New Zealand.(2003) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		paper91
1986A Variance Bounds Test of the Linear Quadratic Inventory Model..(1986) In: Journal of Political Economy.
[Full Text][Citation analysis]
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2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper106
2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
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1986A Specification Test for Speculative Bubbles In: NBER Working Papers.
[Full Text][Citation analysis]		paper235
1987A Specification Test for Speculative Bubbles.(1987) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 235		article
2015The Equilibrium Real Funds Rate: Past, Present and Future In: NBER Working Papers.
[Full Text][Citation analysis]		paper271
2016The Equilibrium Real Funds Rate: Past, Present, and Future.(2016) In: IMF Economic Review.
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This paper has nother version. Agregated cites: 271		article
1987Order Backlogs and Production Smoothing In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2018A Skeptical View of the Impact of the Fed’s Balance Sheet In: NBER Working Papers.
[Full Text][Citation analysis]		paper22
1988Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation In: NBER Working Papers.
[Full Text][Citation analysis]		paper106
1989The Sources of Fluctuations in Aggregate Inventories and GNP In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
1990The Sources of Fluctuations in Aggregate Inventories and GNP.(1990) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 28		article
2025Random Walk Forecasts of Stationary Processes Have Low Bias In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2011Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2018Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2010Introduction In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]		article0
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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2007Editors Introduction In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2009Editors Introduction In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2010Editors Introduction In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2014Editors Introduction In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2019Introduction In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0

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