Kenneth D. West | Academic Influence

Kenneth D. West's AcademicInfluence.com Rankings

Kenneth D. West

Economics

#311

World Rank

#395

Historical Rank

economics Degrees

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Economics

Kenneth D. West's Degrees

PhD Economics University of California, Berkeley
Masters Economics University of California, Berkeley
Bachelors Economics University of California, Berkeley

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Why Is Kenneth D. West Influential?

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According to Wikipedia, Kenneth David West is the John D. MacArthur and Ragnar Frisch Professor of Economics in the Department of Economics at the University of Wisconsin. He is currently co-editor of the Journal of Money, Credit and Banking, and has previously served as co-editor of the American Economic Review. He has published widely in the fields of macroeconomics, finance, international economics and econometrics. Among his honors are the John M. Stauffer National Fellowship in Public Policy at the Hoover Institution, Alfred P. Sloan Research Fellowship, Fellow of the Econometric Society, and Abe Fellowship. He has been a research associate at the NBER since 1985.

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Kenneth D. West's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix (1986) (17776)
Automatic Lag Selection in Covariance Matrix Estimation (1994) (3244)
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (2005) (1738)
Hypothesis Testing with Efficient Method of Moments Estimation (1987) (1449)
Asymptotic Inference about Predictive Ability (1996) (1361)
Exchange Rates and Fundamentals (2003) (1032)
A Specification Test for Speculative Bubbles (1986) (506)
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis (2004) (448)
Dividend Innovations and Stock Price Volatility (1986) (434)
The Predictive Ability of Several Models of Exchange Rate Volatility (1994) (407)
A Utility Based Comparison of Some Models of Exchange Rate Volatility (1992) (350)
Asymptotic normality, when regressors have a unit root (1988) (299)
Bubbles, Fads, and Stock Price Volatility Tests: a Partial Evaluation (1988) (276)
The Equilibrium Real Funds Rate: Past, Present, and Future (2015) (266)
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate (2004) (240)
FORECAST EVALUATION (237)
A Variance Bounds Test of the Linear Quadratic Inventory Model (1985) (196)
Factor Model Forecasts of Exchange Rates (2012) (158)
On the Interpretation of Near Random-Walk Behavior in Gnp (1987) (122)
The Insensitivity of Consumption to News About Income (1987) (105)
Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation (1988) (101)
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One (2004) (92)
Generalized Method of Moments and Macroeconomics (2002) (90)
Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion] (2007) (89)
Chapter 3 Forecast Evaluation (2006) (84)
Forecast Evaluation of Small Nested Model Sets (2008) (82)
Inventories (1997) (81)
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1995) (79)
A Skeptical View of the Impact of the Fed's Balance Sheet (2018) (78)
Tests for Forecasts Encompassing When Forecasts Depend on Estimated Regression Parameters (2001) (68)
The Sources of Fluctuations in Aggregate Inventories and Gnp (1989) (68)
A factor model for co-movements of commodity prices (2014) (67)
A Standard Monetary Model and the Variability of the Deutschemark-Dollarexchange Rate (1986) (64)
Inference about predictive ability (2007) (60)
Some Evidence on Secular Drivers of U.S. Safe Real Rates (2017) (60)
Chapter 13 Inventories (1999) (56)
Integrated Regressors and Tests of the Permanent Income Hypothesis (1987) (55)
Targeting Nominal Income: a Note (1986) (52)
A note on the econometric use of constant dollar inventory series (1983) (47)
Business Fixed Investment and the Recent Business Cycle in Japan (1996) (47)
NBER international seminar on macroeconomics (2006) (44)
Global Interest Rates, Currency Returns, and the Real Value of the Dollar (2010) (41)
A note on the power of least squares tests for a unit root (1987) (41)
Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises (2001) (40)
A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model (1994) (39)
Inventory Models (1993) (33)
Oil and the Macroeconomy: Lessons for Monetary Policy (2009) (31)
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons (1986) (28)
NBER International Seminar on Macroeconomics 2006 (2008) (27)
On Optimal Instrumental Variables Estimation of Stationary Time Series Models (2000) (25)
Evidence from Seven Countries on Whether Inventories Smooth Aggregate Output (1988) (22)
Order Backlogs and Production Smoothing (1987) (21)
Monetary policy and the volatility of real exchange rates in New Zealand (2003) (21)
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 (1991) (20)
Housing, Monetary Policy, and the Recovery (2012) (20)
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model (1993) (19)
Asymptotic Inference about Predictive Ability, An Additional Appendix (1994) (16)
Econometric Analysis of Present Value Models When the Discount Factor is Near One (2012) (15)
Estimation and inference in the linear-quadratic inventory model (1994) (15)
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts (2016) (14)
Estimation of linear rational expectations models, in the presence of deterministic terms (1989) (14)
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model (1995) (13)
A Comparison of the Behavior of Japanese and U.S. Inventories (1991) (12)
Efficient GMM estimation of weak AR processes (2002) (10)
Forecasting and empirical methods in finance and macroeconomics (1999) (8)
Sources of Cycles in Japan, 1975-1987 (1991) (8)
Feasible optimal instrumental variables estimation of linear models with moving average disturbances (1999) (6)
Heteroskedasticity and autocorrelation corrections (2010) (6)
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" (2007) (3)
Inventory models and backlog costs : an empirical investigation (1983) (3)
On Optimal Instrumental Variables Estimation of Time Series Models (1997) (2)
Comments on “ Housing , Monetary Policy , and the Recovery ” (2012) (2)
Editor's Introduction: Conference Commemorating the 35th Anniversary of the Publication of James Tobin's Paper "A General Equilibrium Approach to Monetary Theory" (2004) (2)
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction (1998) (2)
Order backlogs an production smoothing (1989) (2)
Gender in Automobile Insurance Underwriting: Some Insureds Are More Equal Than Others (2013) (2)
The Equilibrium Real Funds Rate: Past, Present, and Future (2016) (2)
New Evidence on Cyclical and Structural Sources of Unemployment Prepared by Jinzhu Chen, Prakash Kannan, Prakash Loungani and Bharat Trehan * (2011) (2)
Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola (1994) (2)
On the limitations of comparing mean square forecast errors: Comment (1993) (1)
Introduction to "NBER International Seminar on Macroeconomics 2006" (2006) (1)
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay (2017) (1)
FORECAST EVALUATION OF SMALL (2009) (1)
Inflation and growth: in search of a stable relationship - commentary (1996) (1)
LET yt BE A SCALAR TIME SERIES whose first difference is stationary with a nonzero unconditional mean. This paper is concerned with ordinary least squares and linear instrumental variables estimation of models that can be written (1988) (0)
Comments on 'The state of macroeconomic forecasting' (2002) (0)
Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility" (2011) (0)
Introduction (2010) (0)
NBER International Seminar on Macroeconomics 2009, Volume 6 (2008) (0)
Regressor and disturbance have moments of all orders, least squares estimator has none (2016) (0)
INFLATION ZONE TARGETING BY ATHANASIOS ORPHANIDES AND VOLKER WIELAND OCTOBER 1999 (1999) (0)
Adjusting for bias in long horizon regressions using R (2019) (0)
Editor's Introduction October 2011 (2012) (0)
Comment (2012) (0)
Comment (2011) (0)
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” (2018) (0)
Comment on "Globalization and Disinflation: The Efficiency Channel" (2005) (0)
Comment (2012) (0)
Commentary on " Inflation and Growth: In Search of a Stable Relationship" (1997) (0)
Globalization and Equilibrium Inflation-Output Tradeoffs [with Comments] (2005) (0)
THE INSENSrIIvrI ' Y OF CONSUMPTION TO NEWS ABOUT INCOME (2002) (0)
Front matter, table of contents, abstracts for "NBER International Seminar on Macroeconomics 2009" (2009) (0)
Some Long-Run Correlations of Inflation in Developed Countries (2022) (0)
Comment (2009) (0)
NBER International Seminar on Macroeconomics 2010: Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring" (2010) (0)
Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates" (2009) (0)
[Investment: Fundamentals and Finance]: Comment (1998) (0)

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