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Kenneth D. West

Active 1986–2019

18
Papers
37,905
Citations
17
h-index
17
i10-index

Citations

Citations per year for Kenneth D. West1937: 2 citations1985: 1 citations1986: 11 citations1987: 6 citations1988: 24 citations1989: 25 citations1990: 32 citations1991: 33 citations1992: 39 citations1993: 53 citations1994: 61 citations1995: 48 citations1996: 50 citations1997: 32 citations1998: 56 citations1999: 53 citations2000: 54 citations2001: 70 citations2002: 76 citations2003: 89 citations2004: 98 citations2005: 106 citations2006: 117 citations2007: 108 citations2008: 110 citations2009: 133 citations2010: 144 citations2011: 119 citations2012: 97 citations2013: 119 citations2014: 109 citations2015: 76 citations2016: 67 citations2017: 92 citations2018: 60 citations2019: 84 citations2020: 122 citations2021: 118 citations2022: 67 citations2023: 61 citations2024: 65 citations2025: 36 citations2026: 11 citations1938–1984: no citations, so these years are not shown

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 1,034 citing papers, 39.6% of this breakdownUnited Kingdom: 236 citing papers, 9.1% of this breakdownChina: 171 citing papers, 6.6% of this breakdownCanada: 121 citing papers, 4.6% of this breakdownGermany: 89 citing papers, 3.4% of this breakdownAustralia: 77 citing papers, 3% of this breakdownHong Kong: 70 citing papers, 2.7% of this breakdownFrance: 69 citing papers, 2.6% of this breakdownNetherlands: 50 citing papers, 1.9% of this breakdownItaly: 49 citing papers, 1.9% of this breakdownSwitzerland: 43 citing papers, 1.6% of this breakdownDenmark: 38 citing papers, 1.5% of this breakdown
0%39.6%Other 21.5%

Institutions

Fields

  • Economics, Econometrics and Finance65.7%
  • Business, Management and Accounting9.2%
  • Computer Science5.2%
  • Mathematics3.9%
  • Social Sciences3.9%
  • Medicine3.3%
  • Other8.8%

Topics

  • Financial Markets and Investment Strategies12.8%
  • Monetary Policy and Economic Impact9.3%
  • Market Dynamics and Volatility8.1%
  • Financial Risk and Volatility Modeling5.9%
  • Corporate Finance and Governance4.6%
  • Complex Systems and Time Series Analysis4.2%
  • Other55.1%

Coauthors

All papers

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  1. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

    Authors: Whitney K. Newey, Kenneth D. West - Econometrica 1987 cited by 17,123

  2. Hypothesis Testing with Efficient Method of Moments Estimation

    Authors: Whitney K. Newey, Kenneth D. West - International Economic Review 1987 cited by 1,868

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

    Authors: Whitney K. Newey, Kenneth D. West - 1986 cited by 12,765

  4. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

    Authors: Todd E. Clark, Kenneth D. West - Journal of Econometrics 2005 cited by 2,442

  5. A Specification Test for Speculative Bubbles

    Authors: Kenneth D. West - The Quarterly Journal of Economics 1987 cited by 471

  6. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis

    Authors: Todd E. Clark, Kenneth D. West - Journal of Econometrics 2004 cited by 417

  7. Dividend Innovations and Stock Price Volatility

    Authors: Kenneth D. West - Econometrica 1986 cited by 385

  8. A utility-based comparison of some models of exchange rate volatility

    Authors: Kenneth D. West, Hali J. Edison, Dongchul Cho - Journal of International Economics 1993 cited by 356

  9. Asymptotic Normality, When Regressors Have a Unit Root

    Authors: Kenneth D. West - Econometrica 1988 cited by 342

  10. Policy Evaluation in Uncertain Economic Environments

    Authors: William A. Brock, Steven N. Durlauf, Kenneth D. West - Brookings Papers on Economic Activity 2003 cited by 252

  11. Exchange Rate Models Are Not as Bad as You Think

    Authors: Charles Engel, Nelson C. Mark, Kenneth D. West - 2007 cited by 397

  12. The Predictive Ability of Several Models of Exchange Rate Volatility

    Authors: Cho, Dong Chul, Kenneth D. West - 2018 cited by 378

  13. Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

    Authors: Kenneth D. West - The Journal of Finance 1988 cited by 290

  14. The Equilibrium Real Funds Rate: Past, Present, and Future

    Authors: James D. Hamilton, Ethan S. Harris, Jan Hatzius, Kenneth D. West - IMF Economic Review 2016 cited by 255

  15. Some Evidence on Secular Drivers of US Safe Real Rates

    Authors: Kurt G. Lunsford, Kenneth D. West - American Economic Journal Macroeconomics 2019 cited by 99

  16. Asymptotic Inference about Predictive Ability

    Authors: Kenneth D. West - Econometrica 1996 cited by 33

  17. Regression-Based Tests of Predictive Ability

    Authors: Kenneth D. West, Michael W. McCracken - International Economic Review 1998 cited by 23

  18. OM Practice - Balancing Risk and Efficiency at a Major Commercial Bank

    Authors: Sunder Kekre, Nicola Secomandi, Erkut Sönmez, Kenneth D. West - Manufacturing & Service Operations Management, Manuf. Serv. Oper. Manag. 2008 cited by 9

All 18 papers shown.