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.

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Working Papers

2018

1. A Skeptical View of the Impact of the Fed’s Balance Sheet
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
2. Some Evidence on Secular Drivers of U.S. Safe Real Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2017) View citations (20)
   See also Journal Article in American Economic Journal: Macroeconomics (2019)

2015

3. The Equilibrium Real Funds Rate: Past, Present and Future
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (65)
   See also Journal Article in IMF Economic Review (2016)

2012

4. Econometric Analysis of Present Value Models When the Discount Factor Is near One
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article in Journal of Econometrics (2012)
5. Factor Model Forecasts of Exchange Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
   See also Journal Article in Econometric Reviews (2015)

2009

6. Forecast evaluation of small nested model sets
   Working Paper Series, European Central Bank View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008)
   See also Journal Article in Journal of Applied Econometrics (2010)

2007

7. Exchange Rate Models Are Not as Bad as You Think
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (149)
   See also Chapter (2008)
8. Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (6)
   Also in Working papers, Wisconsin Madison - Social Systems (2001) View citations (2)
   NBER Working Papers, National Bureau of Economic Research, Inc (2007)
   See also Journal Article in Econometric Reviews (2009)

2006

9. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (14)
   Also in Research Working Paper, Federal Reserve Bank of Kansas City (2005) View citations (6)
   See also Journal Article in Journal of Econometrics (2007)

2005

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

2004

11. 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 View citations (38)
12. Exchange Rates and Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    Also in Working Paper Series, European Central Bank (2003) View citations (17)
    See also Journal Article in Journal of Political Economy (2005)
13. Land Prices and Business Fixed Investments in Japan
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Chapter (2006)
14. Model Uncertainty and Policy Evaluation: Some Theory and Empirics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    Also in Working papers, Wisconsin Madison - Social Systems (2004) View citations (22)
    See also Journal Article in Journal of Econometrics (2007)
15. Monetary Policy and the Volatility of Real Exchange Rates in New Zealand
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2003) View citations (18)
    See also Journal Article in New Zealand Economic Papers (2003)
16. Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2006)
17. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (14)
    See also Journal Article in Journal of Econometrics (2006)

2003

18. Policy Evaluation in Uncertain Economic Environments
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (117)
    Also in Working papers, Wisconsin Madison - Social Systems (2003) View citations (122)
    See also Journal Article in Brookings Papers on Economic Activity (2003)

2001

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

2000

20. Encompassing Tests When No Model Is Encompassing
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in Working papers, Wisconsin Madison - Social Systems (1999)
    See also Journal Article in Journal of Econometrics (2001)
21. On Optimal Instrumental Variables Estimation of Stationary Time Series Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in International Economic Review (2001)

1999

22. 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) View citations (1)

1998

23. Regression-Based Tests of Predictive Ability
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (142)
    Also in Working papers, Wisconsin Madison - Social Systems (1997) View citations (15)
    See also Journal Article in International Economic Review (1998)

1997

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

1996

26. Business Fixed Investment and the Recent Business Cycle in Japan
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    See also Chapter (1996)

1995

27. A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc
    Also in Macroeconomics, University Library of Munich, Germany (1994) View citations (1)
    Working papers, Wisconsin Madison - Social Systems (1994)
    See also Journal Article in Journal of Business & Economic Statistics (1996)
28. Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article in Journal of Econometrics (1997)
29. Automatic Lag Selection in Covariance Matrix Estimation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc 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

30. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY
    Macroeconomics, University Library of Munich, Germany View citations (8)
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (16)
    See also Journal Article in Econometrica (1996)
31. Asymptotic Inference About Predictive Ability: Additional Appendix
    Working papers, Wisconsin Madison - Social Systems View citations (6)
    Also in Macroeconomics, University Library of Munich, Germany (1994) View citations (6)
32. The Predictive Ability of Several Models of Exchange Rate Volatility
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in Working papers, Wisconsin Madison - Social Systems (1993) View citations (5)
    Working papers, Wisconsin Madison - Social Systems (1993)
    See also Journal Article in Journal of Econometrics (1995)

1993

33. 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.) View citations (131)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1992) View citations (17)
    See also Journal Article in Journal of International Economics (1993)
34. Inventory Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (17)
35. 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 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

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

1989

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

1988

40. Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
41. Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    See also Journal Article in Engineering Costs and Production Economics (1990)

1987

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

1986

46. A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (193)
    See also Journal Article in Applied Econometrics (2014)
47. A Specification Test for Speculative Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article in The Quarterly Journal of Economics (1987)
48. A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Journal of International Economics (1987)
49. Dividend Innovations and Stock Price Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (80)
    See also Journal Article in Econometrica (1988)
50. Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article in Journal of Econometrics (1986)
51. Targeting Nominal Income: A Note
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article in Economic Journal (1986)

1985

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

Journal Articles

2019

1. Introduction
   Journal of Money, Credit and Banking, 2019, 51, (S1), 5-5
2. Some Evidence on Secular Drivers of US Safe Real Rates
   American Economic Journal: Macroeconomics, 2019, 11, (4), 113-39 View citations (3)
   See also Working Paper (2018)

2018

3. Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice”
   Journal of Business & Economic Statistics, 2018, 36, (4), 560-562

2017

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

2016

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

2015

8. Factor Model Forecasts of Exchange Rates
   Econometric Reviews, 2015, 34, (1-2), 32-55 View citations (50)
   See also Working Paper (2012)

2014

9. A factor model for co-movements of commodity prices
   Journal of International Money and Finance, 2014, 42, (C), 289-309 View citations (28)
10. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    Applied Econometrics, 2014, 33, (1), 125-132
    Also in Econometrica, 1987, 55, (3), 703-08 (1987) View citations (4987)
    See also Working Paper (1986)
11. Editors' Introduction
    Journal of Money, Credit and Banking, 2014, 46, (S2), 1-1

2013

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

2012

14. Comment
    NBER International Seminar on Macroeconomics, 2012, 8, (1), 400 - 401
15. Econometric analysis of present value models when the discount factor is near one
    Journal of Econometrics, 2012, 171, (1), 86-97 View citations (2)
    See also Working Paper (2012)
16. Editor's Introduction October 2011
    Journal of Money, Credit and Banking, 2012, 44, 1-1

2011

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

2010

19. Forecast evaluation of small nested model sets
    Journal of Applied Econometrics, 2010, 25, (4), 574-594 View citations (27)
    See also Working Paper (2009)
20. Global Interest Rates, Currency Returns, and the Real Value of the Dollar
    American Economic Review, 2010, 100, (2), 562-67 View citations (18)
21. Introduction
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 1 - 4

2009

22. Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    Econometric Reviews, 2009, 28, (5), 441-467 View citations (10)
    See also Working Paper (2007)

2007

23. Approximately normal tests for equal predictive accuracy in nested models
    Journal of Econometrics, 2007, 138, (1), 291-311 View citations (719)
    See also Working Paper (2006)
24. Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications"
    Journal of Monetary Economics, 2007, 54, (5), 1340-1343 View citations (2)
25. Model uncertainty and policy evaluation: Some theory and empirics
    Journal of Econometrics, 2007, 136, (2), 629-664 View citations (79)
    Also in Proceedings, 2005 (2005) View citations (1)
    See also Working Paper (2004)

2006

26. 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
27. Taylor Rules and the Deutschmark: Dollar Real Exchange Rate
    Journal of Money, Credit and Banking, 2006, 38, (5), 1175-1194 View citations (116)
    See also Working Paper (2004)
28. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
    Journal of Econometrics, 2006, 135, (1-2), 155-186 View citations (263)
    See also Working Paper (2004)

2005

29. Exchange Rates and Fundamentals
    Journal of Political Economy, 2005, 113, (3), 485-517 View citations (443)
    Also in Proceedings, 2003, (Mar) (2003) View citations (25)
    See also Working Paper (2004)

2004

30. Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1
    American Economic Review, 2004, 94, (2), 119-125 View citations (29)

2003

31. Monetary policy and the volatility of real exchange rates in New Zealand
    New Zealand Economic Papers, 2003, 37, (2), 175-196 View citations (17)
    See also Working Paper (2004)
32. Policy Evaluation in Uncertain Economic Environments
    Brookings Papers on Economic Activity, 2003, 34, (1), 235-322 View citations (118)
    See also Working Paper (2003)

2002

33. Comments on 'The state of macroeconomic forecasting'
    Journal of Macroeconomics, 2002, 24, (4), 495-497
34. Efficient GMM estimation of weak AR processes
    Economics Letters, 2002, 75, (3), 415-418 View citations (8)
35. Generalized Method of Moments and Macroeconomics
    Journal of Business & Economic Statistics, 2002, 20, (4), 460-69 View citations (30)

2001

36. Assessing simple policy rules: a view from a complete macroeconomic model (commentary)
    Review, 2001, 83, (Jul), 83-112
37. Encompassing tests when no model is encompassing
    Journal of Econometrics, 2001, 105, (1), 287-308 View citations (9)
    See also Working Paper (2000)
38. Forecasting and empirical methods in finance and macroeconomics
    Journal of Econometrics, 2001, 105, (1), 1-3
39. On Optimal Instrumental Variables Estimation of Stationary Time Series Models
    International Economic Review, 2001, 42, (4), 1043-50 View citations (7)
    See also Working Paper (2000)
40. Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters
    Journal of Business & Economic Statistics, 2001, 19, (1), 29-33 View citations (44)

1998

41. Regression-Based Tests of Predictive Ability
    International Economic Review, 1998, 39, (4), 817-40 View citations (102)
    See also Working Paper (1998)
42. Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction
    International Economic Review, 1998, 39, (4), 811-15 View citations (3)

1997

43. Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
    Journal of Econometrics, 1997, 76, (1-2), 171-191 View citations (36)
    See also Working Paper (1995)

1996

44. A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model
    Journal of Business & Economic Statistics, 1996, 14, (3), 281-93 View citations (21)
    See also Working Paper (1995)
45. Asymptotic Inference about Predictive Ability
    Econometrica, 1996, 64, (5), 1067-84 View citations (756)
    See also Working Paper (1994)
46. Inflation and growth: in search of a stable relationship - commentary
    Proceedings, 1996, 78, (May), 150-152
    Also in Review, 1996, 78, (May), 150-152 (1996)

1995

47. The predictive ability of several models of exchange rate volatility
    Journal of Econometrics, 1995, 69, (2), 367-391 View citations (145)
    See also Working Paper (1994)

1994

48. Automatic Lag Selection in Covariance Matrix Estimation
    Review of Economic Studies, 1994, 61, (4), 631-653 View citations (1222)
    See also Working Paper (1995)
49. 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
50. Estimation and inference in the linear-quadratic inventory model
    Journal of Economic Dynamics and Control, 1994, 18, (3-4), 897-908 View citations (10)

1993

51. A utility-based comparison of some models of exchange rate volatility
    Journal of International Economics, 1993, 35, (1-2), 23-45 View citations (169)
    See also Working Paper (1993)

1992

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

1990

55. Evidence from seven countries on whether inventories smooth aggregate output
    Engineering Costs and Production Economics, 1990, 19, (1-3), 85-90 View citations (3)
    See also Working Paper (1988)
56. The Sources of Fluctuations in Aggregate Inventories and GNP
    The Quarterly Journal of Economics, 1990, 105, (4), 939-971 View citations (25)
    See also Working Paper (1989)

1989

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

1988

58. Asymptotic Normality, When Regressors Have a Unit Root
    Econometrica, 1988, 56, (6), 1397-1417 View citations (125)
59. Dividend Innovations and Stock Price Volatility
    Econometrica, 1988, 56, (1), 37-61 View citations (130)
    See also Working Paper (1986)
60. Integrated regressors and tests of the permanent-income hypothesis
    Journal of Monetary Economics, 1988, 21, (1), 85-95 View citations (16)
    See also Working Paper (1987)
61. On the Interpretation of Near Random-walk Behavior in GNP
    American Economic Review, 1988, 78, (1), 202-09 View citations (21)
    See also Working Paper (1987)
62. The insensitivity of consumption to news about income
    Journal of Monetary Economics, 1988, 21, (1), 17-33 View citations (39)
    See also Working Paper (1987)

1987

63. A Specification Test for Speculative Bubbles
    The Quarterly Journal of Economics, 1987, 102, (3), 553-580 View citations (179)
    See also Working Paper (1986)
64. A note on the power of least squares tests for a unit root
    Economics Letters, 1987, 24, (3), 249-252 View citations (20)
65. A standard monetary model and the variability of the deutschemark-dollar exchange rate
    Journal of International Economics, 1987, 23, (1-2), 57-76 View citations (25)
    See also Working Paper (1986)
66. Hypothesis Testing with Efficient Method of Moments Estimation
    International Economic Review, 1987, 28, (3), 777-87 View citations (383)

1986

67. A Variance Bounds Test of the Linear Quadratic Inventory Model
    Journal of Political Economy, 1986, 94, (2), 374-401 View citations (94)
    See also Working Paper (1985)
68. Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons
    Journal of Econometrics, 1986, 33, (3), 367-385 View citations (11)
    See also Working Paper (1986)
69. Targeting Nominal Income: A Note
    Economic Journal, 1986, 96, (384), 1077-83 View citations (22)
    See also Working Paper (1986)

1983

70. A note on the econometric use of constant dollar inventory series
    Economics Letters, 1983, 13, (4), 337-341 View citations (26)

Books

2019

1. NBER International Seminar on Macroeconomics 2018
   NBER Books, National Bureau of Economic Research, Inc

2016

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

2013

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

2010

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

2008

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

2006

6. 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

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

2008

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

2006

4. 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

2011

2. 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

2010

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

2009

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

2008

6. Exchange Rate Models Are Not As Bad As You Think
   A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 381-441 View citations (69)
   See also Working Paper (2007)
7. Introduction to "NBER International Seminar on Macroeconomics 2006"
   A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 1-5

2006

8. Forecast Evaluation
   Elsevier View citations (85)
9. Introduction to "NBER International Seminar on Macroeconomics 2004"
   A chapter in NBER International Seminar on Macroeconomics 2004, 2006, pp 1-16 View citations (1)
10. Land Prices and Business Fixed Investment in Japan
    Chapter 12 in Long-run Growth and Short-run Stabilization, 2006
    See also Working Paper (2004)

2005

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

2003

12. 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 View citations (4)

1999

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

1996

14. Business Fixed Investment and the Recent Business Cycle in Japan
    A chapter in NBER Macroeconomics Annual 1996, Volume 11, 1996, pp 277-344 View citations (26)
    See also Working Paper (1996)

1993

15. An Aggregate Demand–Aggregate Supply Analysis of Japanese Monetary Policy, 1973–1990
    A chapter in Japanese Monetary Policy, 1993, pp 160-188 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