Faculty

Institution

Unit

Venue

Kenneth West

John D MacArthur Professor

University of Wisconsin–Madison

Affiliations

College of Letters & Science

Economics

Kenneth West is currently serving as a College Of Letters & Science John D MacArthur Professor at University of Wisconsin–Madison.

Honors

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Experiences

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Education

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Kenneth West

University of Wisconsin–Madison

John D MacArthur Professor

You can click a keyword to filter the displayed items

economics econometrics macroeconomics statistics financial economics international finance economic analysis finance international economics business monetary economics estimation theory forecasting empirical finance applied economics economic research financial econometrics predictive ability economic fluctuation exchange rates economic behavior production economics asian economics economic modelling econodynamics policy evaluation japan studies economic forecasting exchange rate volatility exchange rate models stock price volatility unit root forecast evaluation discount factor empirical methods mathematical optimization social science research economic geography forensic genetics heredity molecular psychiatry semi-definite optimization volatility modeling psychometrics news analytics fake news information economics audience reception income distribution business forecasting theoretical analysis comparative economics international monetary economics dynamic economics mathematical economics predictability model analysis model theory testing technique test derivation model test international comparative perspective industrial applicability trade patterns positive semi-definite moments estimation efficient method asymptotic inference covariance matrix estimation automatic lag selection speculative bubbles specification test

Notable Scholarly Works

Notable Federal Grants

Collaborators

Some Long-Run Correlations of Inflation in Developed Countries. Economía (2022)

Kenneth D. WestTu Cao

macroeconomicslong-run correlationsdeveloped countrieseconomicsinflation

Adjusting for Bias in Long Horizon Regressions Using R. Handbook of statistics (2019)

Kenneth D. WestZifeng Zhao

long horizon regressionsstatisticsbias

Some Evidence on Secular Drivers of Us Safe Real Rates. American Economic Journal Macroeconomics (2019)

Kurt G. LunsfordKenneth D. West

macroeconomicssafe real rateseconomicssecular drivers

A Skeptical View of the Impact of the Fed’s Balance Sheet. (2018)

David GreenlawJames HamiltonEthan HarrisKenneth West

monetary policyskeptical viewbalance sheetfinance

Discussion of Lazarus, Lewis, Stock, and Watson, “Har Inference: Recommendations for Practice”. Journal of Business and Economic Statistics (2018)

Kenneth D. West

economicsbusinessstatistical inferencestatisticseconomic analysishar inference

A Comparison of Some Out-Of-Sample Tests of Predictability in Iterated Multi-Step-Ahead Forecasts. Research in Economics (2016)

Pablo M. PincheiraKenneth D. West

economic researcheconometricsiterated multi-step-ahead forecastsout-of-sample testseconomicspredictability

Regressor and Disturbance Have Moments of All Orders, Least Squares Estimator Has None. Statistics & Probability Letters (2016)

Kenneth D. WestZifeng Zhao

least squares estimatorestimation theorystatistical theorystatisticsparameter estimationprobability theory

The Equilibrium Real Funds Rate: Past, Present, and Future. IMF Economic Review (2016)

James D. HamiltonEthan S. HarrisJan HatziusKenneth D. West

financial economicseconomicsempirical financeeconomic analysis

Factor Model Forecasts of Exchange Rates. Econometric Reviews (2014)

Charles EngelNelson C. MarkKenneth D. West

financial economicseconometricsfinancial econometricseconomicsfactor model forecastsinternational finance

A Factor Model for Co-Movements of Commodity Prices. Journal of International Money and Finance (2013)

Kenneth D. WestKa-Fu Wong

international financecommodity pricesfactor modeleconomics

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Kenneth West

John D MacArthur Professor

University of Wisconsin–Madison

Affiliations

College of Letters & Science

Economics

Kenneth West is currently serving as a College Of Letters & Science John D MacArthur Professor at University of Wisconsin–Madison.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Kenneth West

University of Wisconsin–Madison

John D MacArthur Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Some Long-Run Correlations of Inflation in Developed Countries. Economía (2022)

Kenneth D. WestTu Cao

macroeconomicslong-run correlationsdeveloped countrieseconomicsinflation

Adjusting for Bias in Long Horizon Regressions Using R. Handbook of statistics (2019)

Kenneth D. WestZifeng Zhao

long horizon regressionsstatisticsbias

Some Evidence on Secular Drivers of Us Safe Real Rates. American Economic Journal Macroeconomics (2019)

Kurt G. LunsfordKenneth D. West

macroeconomicssafe real rateseconomicssecular drivers

A Skeptical View of the Impact of the Fed’s Balance Sheet. (2018)

David GreenlawJames HamiltonEthan HarrisKenneth West

monetary policyskeptical viewbalance sheetfinance

Discussion of Lazarus, Lewis, Stock, and Watson, “Har Inference: Recommendations for Practice”. Journal of Business and Economic Statistics (2018)

Kenneth D. West

economicsbusinessstatistical inferencestatisticseconomic analysishar inference

A Comparison of Some Out-Of-Sample Tests of Predictability in Iterated Multi-Step-Ahead Forecasts. Research in Economics (2016)

Pablo M. PincheiraKenneth D. West

economic researcheconometricsiterated multi-step-ahead forecastsout-of-sample testseconomicspredictability

Regressor and Disturbance Have Moments of All Orders, Least Squares Estimator Has None. Statistics & Probability Letters (2016)

Kenneth D. WestZifeng Zhao

least squares estimatorestimation theorystatistical theorystatisticsparameter estimationprobability theory

The Equilibrium Real Funds Rate: Past, Present, and Future. IMF Economic Review (2016)

James D. HamiltonEthan S. HarrisJan HatziusKenneth D. West

financial economicseconomicsempirical financeeconomic analysis

Factor Model Forecasts of Exchange Rates. Econometric Reviews (2014)

Charles EngelNelson C. MarkKenneth D. West

financial economicseconometricsfinancial econometricseconomicsfactor model forecastsinternational finance

A Factor Model for Co-Movements of Commodity Prices. Journal of International Money and Finance (2013)

Kenneth D. WestKa-Fu Wong

international financecommodity pricesfactor modeleconomics

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4
5
8
10 / page

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finance

empirical macroeconomics

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finance

economic trend

Richard Baillie

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financial time series analysis

William Barnett

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financial time series analysis

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international finance

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finance

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health policy

econometrics

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econometrics