EconPapers    
Economics at your fingertips  
 

Details about Kenneth D. West

E-mail:
Homepage:http://www.ssc.wisc.edu/~kwest/index.html
Phone:608 262-0033
Postal address:Department of Economics University of Wisconsin 1180 Observatory Drive Madison, WI 53706-1393 USA
Workplace:Economics Department, University of Wisconsin-Madison, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Kenneth D. West.

Last updated 2017-04-22. Update your information in the RePEc Author Service.

Short-id: pwe16


Jump to Journal Articles Books Edited books Chapters Software Items Editor

Working Papers

2015

  1. The Equilibrium Real Funds Rate: Past, Present and Future
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)
    See also Journal Article in IMF Economic Review (2016)

2012

  1. Econometric Analysis of Present Value Models When the Discount Factor Is near One
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2012)
  2. Factor Model Forecasts of Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in Econometric Reviews (2015)

2009

  1. Forecast evaluation of small nested model sets
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads

    See also Journal Article in Journal of Applied Econometrics (2010)

2007

  1. Exchange Rate Models Are Not as Bad as You Think
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (120)
    See also Chapter (2008)
  2. Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in Working papers, Wisconsin Madison - Social Systems (2001) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads

    See also Journal Article in Econometric Reviews (2009)

2006

  1. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2005) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2007)

2005

  1. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads

2004

  1. Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
  2. Exchange Rates and Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Political Economy (2005)
  3. Land Prices and Business Fixed Investments in Japan
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Chapter (2006)
  4. Model Uncertainty and Policy Evaluation: Some Theory and Empirics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    Also in Working papers, Wisconsin Madison - Social Systems (2004) Downloads View citations (22)

    See also Journal Article in Journal of Econometrics (2007)
  5. Monetary Policy and the Volatility of Real Exchange Rates in New Zealand
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2003) Downloads View citations (15)

    See also Journal Article in New Zealand Economic Papers (2003)
  6. Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2006)
  7. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (13)
    See also Journal Article in Journal of Econometrics (2006)

2003

  1. Policy Evaluation in Uncertain Economic Environments
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (96)
    Also in Working papers, Wisconsin Madison - Social Systems (2003) Downloads View citations (101)

    See also Journal Article in Brookings Papers on Economic Activity (2003)

2001

  1. Inference about predictive ability
    Working papers, Wisconsin Madison - Social Systems Downloads View citations (11)

2000

  1. Encompassing Tests When No Model Is Encompassing
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working papers, Wisconsin Madison - Social Systems (1999) Downloads

    See also Journal Article in Journal of Econometrics (2001)
  2. On Optimal Instrumental Variables Estimation of Stationary Time Series Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in International Economic Review (2001)

1999

  1. Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
    Also in Working papers, Wisconsin Madison - Social Systems (1999) Downloads View citations (1)

1998

  1. Regression-Based Tests of Predictive Ability
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (117)
    Also in Working papers, Wisconsin Madison - Social Systems (1997) Downloads View citations (15)

    See also Journal Article in International Economic Review (1998)

1997

  1. Inventories
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (63)
    See also Chapter (1999)
  2. On Optimal Instrumental Variables Estimation of Time Series Models
    Working papers, Wisconsin Madison - Social Systems Downloads

1996

  1. Business Fixed Investment and the Recent Business Cycle in Japan
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Chapter (1996)

1995

  1. A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Business & Economic Statistics (1996)
  2. Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Econometrics (1997)
  3. Automatic Lag Selection in Covariance Matrix Estimation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working papers, Wisconsin Madison - Social Systems (1992) View citations (7)

    See also Journal Article in Review of Economic Studies (1994)

1994

  1. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model
    Working papers, Wisconsin Madison - Social Systems
    Also in Macroeconomics, EconWPA (1994) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (1996)
  2. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY
    Macroeconomics, EconWPA Downloads View citations (8)
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (16)

    See also Journal Article in Econometrica (1996)
  3. Asymptotic Inference About Predictive Ability: Additional Appendix
    Working papers, Wisconsin Madison - Social Systems View citations (6)
  4. Asymptotic Inference about Predictive Ability, An Additional Appendix
    Macroeconomics, EconWPA Downloads View citations (6)
  5. The Predictive Ability of Several Models of Exchange Rate Volatility
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working papers, Wisconsin Madison - Social Systems (1993)
    Working papers, Wisconsin Madison - Social Systems (1993) View citations (5)

    See also Journal Article in Journal of Econometrics (1995)

1993

  1. A utility based comparison of some models of exchange rate volatility
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (109)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (16)

    See also Journal Article in Journal of International Economics (1993)
  2. Inventory Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  3. Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1993) View citations (9)

1991

  1. A Comparison of the Behavior of Japanese and U.S. Inventories
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in International Journal of Production Economics (1992)
  2. An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Chapter (1993)
  3. Sources of Cycles in Japan, 1975-1987
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of the Japanese and International Economies (1992)

1989

  1. The Sources of Fluctuations in Aggregate Inventories and GNP
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in The Quarterly Journal of Economics (1990)

1988

  1. Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    See also Journal Article in Journal of Finance (1988)
  2. Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Engineering Costs and Production Economics (1990)

1987

  1. Integrated Regressors and Tests of the Permanent Income Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Monetary Economics (1988)
  2. On the Interpretation of Near Random-Walk Behavior in GNP
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in American Economic Review (1988)
  3. Order Backlogs and Production Smoothing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  4. The Insensitivity of Consumption to News About Income
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (29)
    See also Journal Article in Journal of Monetary Economics (1988)

1986

  1. A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (173)
    See also Journal Article in Applied Econometrics (2014)
  2. A Specification Test for Speculative Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in The Quarterly Journal of Economics (1987)
  3. A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of International Economics (1987)
  4. Dividend Innovations and Stock Price Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (78)
    See also Journal Article in Econometrica (1988)
  5. Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of Econometrics (1986)
  6. Targeting Nominal Income: A Note
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    See also Journal Article in Economic Journal (1986)

1985

  1. A Variance Bounds Test of the Linear Quardractic Inventory Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Political Economy (1986)

Journal Articles

2017

  1. Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay
    Journal of Economic Literature, 2017, 55, (1), 173-81 Downloads

2016

  1. A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
    Research in Economics, 2016, 70, (2), 304-319 Downloads View citations (3)
  2. Regressor and disturbance have moments of all orders, least squares estimator has none
    Statistics & Probability Letters, 2016, 115, (C), 54-59 Downloads
  3. The Equilibrium Real Funds Rate: Past, Present, and Future
    IMF Economic Review, 2016, 64, (4), 660-707 Downloads View citations (5)
    See also Working Paper (2015)

2015

  1. Factor Model Forecasts of Exchange Rates
    Econometric Reviews, 2015, 34, (1-2), 32-55 Downloads View citations (25)
    See also Working Paper (2012)

2014

  1. A factor model for co-movements of commodity prices
    Journal of International Money and Finance, 2014, 42, (C), 289-309 Downloads View citations (8)
  2. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    Applied Econometrics, 2014, 33, (1), 125-132 Downloads
    Also in Econometrica, 1987, 55, (3), 703-08 (1987) Downloads View citations (3435)

    See also Working Paper (1986)
  3. Editors' Introduction
    Journal of Money, Credit and Banking, 2014, 46, (S2), 1-1 Downloads

2013

  1. Introduction
    NBER International Seminar on Macroeconomics, 2013, 9, (1), 1 - 4 Downloads
  2. Special Issue Editors' Introduction
    Journal of Money, Credit and Banking, 2013, 45, (s2), 1-1 Downloads
    Also in Journal of Money, Credit and Banking, 2013, 45, 1-1 (2013) Downloads

2012

  1. Comment
    NBER International Seminar on Macroeconomics, 2012, 8, (1), 400 - 401 Downloads
  2. Econometric analysis of present value models when the discount factor is near one
    Journal of Econometrics, 2012, 171, (1), 86-97 Downloads View citations (1)
    See also Working Paper (2012)

2011

  1. Comment
    Journal of Business & Economic Statistics, 2011, 30, (1), 34-35 Downloads
  2. Comment
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 299 - 302 Downloads

2010

  1. Forecast evaluation of small nested model sets
    Journal of Applied Econometrics, 2010, 25, (4), 574-594 Downloads View citations (22)
    See also Working Paper (2009)
  2. Global Interest Rates, Currency Returns, and the Real Value of the Dollar
    American Economic Review, 2010, 100, (2), 562-67 Downloads View citations (5)
  3. Introduction
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 1 - 4 Downloads

2009

  1. Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    Econometric Reviews, 2009, 28, (5), 441-467 Downloads View citations (8)
    See also Working Paper (2007)

2007

  1. Approximately normal tests for equal predictive accuracy in nested models
    Journal of Econometrics, 2007, 138, (1), 291-311 Downloads View citations (450)
    See also Working Paper (2006)
  2. Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications"
    Journal of Monetary Economics, 2007, 54, (5), 1340-1343 Downloads View citations (2)
  3. Model uncertainty and policy evaluation: Some theory and empirics
    Journal of Econometrics, 2007, 136, (2), 629-664 Downloads View citations (67)
    Also in Proceedings, 2005 (2005) Downloads View citations (1)

    See also Working Paper (2004)

2006

  1. An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison
    Journal of Money, Credit and Banking, 2006, 38, (4), 1109 Downloads
  2. Taylor Rules and the Deutschmark: Dollar Real Exchange Rate
    Journal of Money, Credit and Banking, 2006, 38, (5), 1175-1194 Downloads View citations (86)
    See also Working Paper (2004)
  3. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
    Journal of Econometrics, 2006, 135, (1-2), 155-186 Downloads View citations (208)
    See also Working Paper (2004)

2005

  1. Exchange Rates and Fundamentals
    Journal of Political Economy, 2005, 113, (3), 485-517 Downloads View citations (337)
    Also in Proceedings, 2003, (Mar) (2003) Downloads View citations (25)

    See also Working Paper (2004)

2004

  1. Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1
    American Economic Review, 2004, 94, (2), 119-125 Downloads View citations (22)

2003

  1. Monetary policy and the volatility of real exchange rates in New Zealand
    New Zealand Economic Papers, 2003, 37, (2), 175-196 Downloads View citations (14)
    See also Working Paper (2004)
  2. Policy Evaluation in Uncertain Economic Environments
    Brookings Papers on Economic Activity, 2003, 34, (1), 235-322 Downloads View citations (97)
    See also Working Paper (2003)

2002

  1. Comments on 'The state of macroeconomic forecasting'
    Journal of Macroeconomics, 2002, 24, (4), 495-497 Downloads
  2. Efficient GMM estimation of weak AR processes
    Economics Letters, 2002, 75, (3), 415-418 Downloads View citations (5)
  3. Generalized Method of Moments and Macroeconomics
    Journal of Business & Economic Statistics, 2002, 20, (4), 460-69 View citations (25)

2001

  1. Assessing simple policy rules: a view from a complete macroeconomic model (commentary)
    Review, 2001, (Jul), 83-112 Downloads
  2. Encompassing tests when no model is encompassing
    Journal of Econometrics, 2001, 105, (1), 287-308 Downloads View citations (9)
    See also Working Paper (2000)
  3. Forecasting and empirical methods in finance and macroeconomics
    Journal of Econometrics, 2001, 105, (1), 1-3 Downloads
  4. On Optimal Instrumental Variables Estimation of Stationary Time Series Models
    International Economic Review, 2001, 42, (4), 1043-50 View citations (5)
    See also Working Paper (2000)
  5. Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters
    Journal of Business & Economic Statistics, 2001, 19, (1), 29-33 View citations (38)

1998

  1. Regression-Based Tests of Predictive Ability
    International Economic Review, 1998, 39, (4), 817-40 View citations (74)
    See also Working Paper (1998)
  2. Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction
    International Economic Review, 1998, 39, (4), 811-15 View citations (2)

1997

  1. Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
    Journal of Econometrics, 1997, 76, (1-2), 171-191 Downloads View citations (29)
    See also Working Paper (1995)

1996

  1. A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model
    Journal of Business & Economic Statistics, 1996, 14, (3), 281-93 View citations (20)
    See also Working Paper (1995)
    Working Paper (1994)
  2. Asymptotic Inference about Predictive Ability
    Econometrica, 1996, 64, (5), 1067-84 Downloads View citations (596)
    See also Working Paper (1994)
  3. Inflation and growth: in search of a stable relationship - commentary
    Review, 1996, (May), 150-152 Downloads
    Also in Proceedings, 1996, (May), 150-152 (1996) Downloads

1995

  1. The predictive ability of several models of exchange rate volatility
    Journal of Econometrics, 1995, 69, (2), 367-391 Downloads View citations (107)
    See also Working Paper (1994)

1994

  1. Automatic Lag Selection in Covariance Matrix Estimation
    Review of Economic Studies, 1994, 61, (4), 631-653 Downloads View citations (868)
    See also Working Paper (1995)
  2. Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola
    European Economic Review, 1994, 38, (6), 1282-1285 Downloads
  3. Estimation and inference in the linear-quadratic inventory model
    Journal of Economic Dynamics and Control, 1994, 18, (3-4), 897-908 Downloads View citations (9)

1993

  1. A utility-based comparison of some models of exchange rate volatility
    Journal of International Economics, 1993, 35, (1-2), 23-45 Downloads View citations (147)
    See also Working Paper (1993)

1992

  1. A comparison of the behavior of Japanese and US inventories
    International Journal of Production Economics, 1992, 26, (1-3), 115-122 Downloads View citations (1)
    See also Working Paper (1991)
  2. Erratum
    Journal of Monetary Economics, 1992, 29, (2), 337-337 Downloads
  3. Sources of cycles in Japan, 1975-1987
    Journal of the Japanese and International Economies, 1992, 6, (1), 71-98 Downloads View citations (3)
    See also Working Paper (1991)

1990

  1. Evidence from seven countries on whether inventories smooth aggregate output
    Engineering Costs and Production Economics, 1990, 19, (1-3), 85-90 Downloads View citations (3)
    See also Working Paper (1988)
  2. The Sources of Fluctuations in Aggregate Inventories and GNP
    The Quarterly Journal of Economics, 1990, 105, (4), 939-971 Downloads View citations (20)
    See also Working Paper (1989)

1989

  1. Estimation of linear rational expectations models, in the presence of deterministic terms
    Journal of Monetary Economics, 1989, 24, (3), 437-442 Downloads View citations (3)

1988

  1. Asymptotic Normality, When Regressors Have a Unit Root
    Econometrica, 1988, 56, (6), 1397-1417 Downloads View citations (106)
  2. Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation
    Journal of Finance, 1988, 43, (3), 639-56 Downloads View citations (68)
    See also Working Paper (1988)
  3. Dividend Innovations and Stock Price Volatility
    Econometrica, 1988, 56, (1), 37-61 Downloads View citations (113)
    See also Working Paper (1986)
  4. Integrated regressors and tests of the permanent-income hypothesis
    Journal of Monetary Economics, 1988, 21, (1), 85-95 Downloads View citations (12)
    See also Working Paper (1987)
  5. On the Interpretation of Near Random-walk Behavior in GNP
    American Economic Review, 1988, 78, (1), 202-09 Downloads View citations (18)
    See also Working Paper (1987)
  6. The insensitivity of consumption to news about income
    Journal of Monetary Economics, 1988, 21, (1), 17-33 Downloads View citations (31)
    See also Working Paper (1987)

1987

  1. A Specification Test for Speculative Bubbles
    The Quarterly Journal of Economics, 1987, 102, (3), 553-580 Downloads View citations (142)
    See also Working Paper (1986)
  2. A note on the power of least squares tests for a unit root
    Economics Letters, 1987, 24, (3), 249-252 Downloads View citations (19)
  3. A standard monetary model and the variability of the deutschemark-dollar exchange rate
    Journal of International Economics, 1987, 23, (1-2), 57-76 Downloads View citations (25)
    See also Working Paper (1986)
  4. Hypothesis Testing with Efficient Method of Moments Estimation
    International Economic Review, 1987, 28, (3), 777-87 Downloads View citations (249)

1986

  1. A Variance Bounds Test of the Linear Quadratic Inventory Model
    Journal of Political Economy, 1986, 94, (2), 374-401 Downloads View citations (87)
    See also Working Paper (1985)
  2. Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons
    Journal of Econometrics, 1986, 33, (3), 367-385 Downloads View citations (9)
    See also Working Paper (1986)
  3. Targeting Nominal Income: A Note
    Economic Journal, 1986, 96, (384), 1077-83 Downloads View citations (18)
    See also Working Paper (1986)

1983

  1. A note on the econometric use of constant dollar inventory series
    Economics Letters, 1983, 13, (4), 337-341 Downloads View citations (25)

Books

2016

  1. NBER International Seminar on Macroeconomics 2015
    NBER Books, National Bureau of Economic Research, Inc

2013

  1. NBER International Seminar on Macroeconomics 2012
    NBER Books, National Bureau of Economic Research, Inc

2010

  1. NBER International Seminar on Macroeconomics 2009
    NBER Books, National Bureau of Economic Research, Inc View citations (3)

2008

  1. NBER International Seminar on Macroeconomics 2006
    NBER Books, National Bureau of Economic Research, Inc View citations (6)

2006

  1. NBER International Seminar on Macroeconomics 2004
    NBER Books, National Bureau of Economic Research, Inc

Edited books

2013

  1. NBER International Seminar on Macroeconomics 2012
    National Bureau of Economic Research Books, University of Chicago Press

2010

  1. NBER International Seminar on Macroeconomics 2009, Volume 6
    National Bureau of Economic Research Books, University of Chicago Press

2008

  1. NBER International Seminar on Macroeconomics 2006, Volume 3
    National Bureau of Economic Research Books, University of Chicago Press

2006

  1. NBER International Seminar on Macroeconomics 2004, vol 1
    MIT Press Books, The MIT Press

Chapters

2012

  1. Introduction to "NBER International Seminar on Macroeconomics 2012"
    A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 1-4 Downloads

2011

  1. Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility"
    A chapter in NBER International Seminar on Macroeconomics 2011, 2011, pp 400-401 Downloads

2010

  1. Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring"
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 299-301 Downloads
  2. Introduction to "NBER International Seminar on Macroeconomics 2009"
    A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 1-4 Downloads

2009

  1. Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates"
    A chapter in NBER International Seminar on Macroeconomics 2008, 2009, pp 197-199 Downloads

2008

  1. Exchange Rate Models Are Not As Bad As You Think
    A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 381-441 Downloads View citations (56)
    See also Working Paper (2007)
  2. Introduction to "NBER International Seminar on Macroeconomics 2006"
    A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 1-5 Downloads

2006

  1. Forecast Evaluation
    Elsevier Downloads View citations (71)
  2. Introduction to "NBER International Seminar on Macroeconomics 2004"
    A chapter in NBER International Seminar on Macroeconomics 2004, 2006, pp 1-16 Downloads
  3. Land Prices and Business Fixed Investment in Japan
    Chapter 12 in Long-run Growth and Short-run Stabilization, 2006 Downloads
    See also Working Paper (2004)

2005

  1. Comment on "Globalization and Disinflation: The Efficiency Channel"
    A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 200-203 Downloads View citations (3)

2003

  1. Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises
    A chapter in Managing Currency Crises in Emerging Markets, 2003, pp 11-36 Downloads View citations (3)

1999

  1. Inventories
    Chapter 13 in Handbook of Macroeconomics, 1999, vol. 1, Part B, pp 863-923 Downloads View citations (2)
    See also Working Paper (1997)

1996

  1. Business Fixed Investment and the Recent Business Cycle in Japan
    A chapter in NBER Macroeconomics Annual 1996, Volume 11, 1996, pp 277-344 Downloads View citations (23)
    See also Working Paper (1996)

1993

  1. An Aggregate Demand--Aggregate Supply Analysis of Japanese Monetary Policy,1973-1990
    A chapter in Japanese Monetary Policy, 1993, pp 160-188 Downloads View citations (1)
    See also Working Paper (1991)

Software Items

Editor

  1. Journal of Money, Credit and Banking
    Blackwell Publishing
  2. Journal of Money, Credit and Banking
    Blackwell Publishing
 
Page updated 2017-08-22