Kenneth D.. West

Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model

A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model

A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate

A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix

Targeting Nominal Income

Inventory Models

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference

The Insensitivity of Consumption to News About Income

Order Backlogs and Production Smoothing

Full Versus Limited Information Estimation of a Rational Expectations Model

On Optimal Instrumental Variables Estimation of Stationary Time Series Models

Dividend Innovations and Stock Price Volatility

An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990

Regression-Based Tests of Predictive Ability

The Sources of Fluctuations in Aggregate Inventories and GNP

Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

A Variance Bounds Test of the Linear Quardractic Inventory Model

Bubbles, Fads, and Stock Price Volatility Tests

A Utility Based Comparison of Some Models of Exchange Rate Volatility

Encompassing Tests When No Model Is Encompassing

A Specification Test for Speculative Bubbles

Automatic Lag Selection in Covariance Matrix Estimation

Integrated Regressors and Tests of the Permanent Income Hypothesis

The Predictive Ability of Several Models of Exchange Rate Volatility

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

On the Interpretation of Near Random-Walk Behavior in GNP