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 | 2 | 2022 |
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 | 136 | 2019 |
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 | 2 | 2019 |
Discussion of Lazarus, Lewis, Stock, and Watson,“HAR Inference: Recommendations for Practice” KD West Journal of Business & Economic Statistics 36 (4), 560-562, 2018 | 1 | 2018 |
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 | 112 | 2018 |
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay KD West Journal of Economic Literature 55 (1), 173-181, 2017 | 1 | 2017 |
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 | 21 | 2016 |
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 | 362 | 2015 |
Factor model forecasts of exchange rates C Engel, NC Mark, KD West Econometric Reviews 34 (1-2), 32-55, 2015 | 230 | 2015 |
A factor model for co-movements of commodity prices KD West, KF Wong Journal of International Money and Finance 42, 289-309, 2014 | 91 | 2014 |
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 | 1 | 2013 |
Journal of Money, Credit and Banking R DeYoung, P Evans, P Lam, KD West, L Benati, H Dellas Wiley, 2013 | 1 | 2013 |
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 | 20 | 2012 |