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Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 560-562
Persistent link: https://www.econbiz.de/10012249369
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HAR inference : recommendations for practice : rejoinder
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 574-575
Persistent link: https://www.econbiz.de/10012249385
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Econometric analysis of present value models when the discount factor is near one
West, Kenneth D. - 2012
Persistent link: https://www.econbiz.de/10009574712
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Hansen and Sargent's Recursive models of dynamic linear economies : a review essay
West, Kenneth D. - In: Journal of economic literature 55 (2017) 1, pp. 173-181
Persistent link: https://www.econbiz.de/10011863447
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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - 2012
Persistent link: https://www.econbiz.de/10009631321
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The equilibrium real funds rate : past, present and future
Hamilton, James D.; Harris, Ethan Schlozer; Hatzius, Jan; … - 2015
Persistent link: https://www.econbiz.de/10011336558
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The equilibrium real funds rate : past, present, and future
Hamilton, James D.; Harris, Ethan Schlozer; Hatzius, Jan; … - In: IMF economic review 64 (2016) 4, pp. 660-707
Persistent link: https://www.econbiz.de/10011685629
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A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
Pincheira, Pablo; West, Kenneth D. - In: Research in economics : an international review of economics 70 (2016) 2, pp. 304-319
Persistent link: https://www.econbiz.de/10011631148
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Some evidence on secular drivers of US safe real rates
Lunsford, Kurt G.; West, Kenneth D. - In: American economic journal : a journal of the American … 11 (2019) 4, pp. 113-139
Persistent link: https://www.econbiz.de/10012139746
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The business cycle is alive and well
Stock, James H. - In: Business economics : the journal of the National … 54 (2019) 1, pp. 79-84
Persistent link: https://www.econbiz.de/10012297274