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Publications by Kenneth D. West

Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay

Journal of Economic Literature

English

Some Evidence on Secular Drivers of US Safe Real Rates

Working paper (Federal Reserve Bank of Cleveland)

English

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Regression-Based Tests of Predictive Ability

International Economic Review

English

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

Econometric Reviews

English

Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises

English