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Kenneth D. West
Kenneth D. West
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Title
Cited by
Year
Random Walk Forecasts of Stationary Processes Have Low Bias
KG Lunsford, KD West
FRB of Cleveland Working Paper, 2023
2023
Some long-run correlations of inflation in developed countries
KD West, T Cao
Economia 45 (89), 1-23, 2022
22022
An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts
KG Lunsford, KD West
2021
Some evidence on secular drivers of US safe real rates
KG Lunsford, KD West
American Economic Journal: Macroeconomics 11 (4), 113-139, 2019
1362019
NBER International Seminar on Macroeconomics 2018
J Galí, K West
NBER Books, 2019
2019
Adjusting for bias in long horizon regressions using R
KD West, Z Zhao
Handbook of Statistics 41, 65-80, 2019
22019
Discussion of Lazarus, Lewis, Stock, and Watson,“HAR Inference: Recommendations for Practice”
KD West
Journal of Business & Economic Statistics 36 (4), 560-562, 2018
12018
A skeptical view of the impact of the Fed’s balance sheet
D Greenlaw, JD Hamilton, E Harris, KD West
National Bureau of Economic Research, 2018
1122018
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay
KD West
Journal of Economic Literature 55 (1), 173-181, 2017
12017
Regressor and disturbance have moments of all orders, least squares estimator has none
KD West, Z Zhao
Statistics & Probability Letters 115, 54-59, 2016
2016
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
PM Pincheira, KD West
Research in Economics 70 (2), 304-319, 2016
212016
NBER International Seminar on Macroeconomics 2015
MB Devereux, F Giavazzi, KD West
National Bureau of Economic Research, 2016
2016
The equilibrium real funds rate: Past, present and future
JD Hamilton, ES Harris, J Hatzius, KD West
National Bureau of Economic Research, 2015
3622015
Factor model forecasts of exchange rates
C Engel, NC Mark, KD West
Econometric Reviews 34 (1-2), 32-55, 2015
2302015
A factor model for co-movements of commodity prices
KD West, KF Wong
Journal of International Money and Finance 42, 289-309, 2014
912014
Journal of International Money and Finance
KD West, KF Wong
Journal of International Money and Finance 42, 289-309, 2014
2014
NBER International Seminar on Macroeconomics 2012
F Giavazzi, KD West
National Bureau of Economic Research, 2013
12013
Journal of Money, Credit and Banking
R DeYoung, P Evans, P Lam, KD West, L Benati, H Dellas
Wiley, 2013
12013
Introduction to" NBER International Seminar on Macroeconomics 2012"
F Giavazzi, KD West
National Bureau of Economic Research, 2012
2012
Econometric analysis of present value models when the discount factor is near one
KD West
Journal of Econometrics 171 (1), 86-97, 2012
202012
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Articles 1–20