Todd Clark
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Federal Reserve Bank of Cleveland
/ Economic Research
Research profile
author of:
 Investigating Growth at Risk Using a Multicountry Nonparametric Quantile Factor Model (RePEc:arx:papers:2110.03411)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer  Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:arx:papers:2202.13793)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino  Measuring Uncertainty and Its Impact on the Economy (RePEc:baf:cbafwp:cbafwp1639)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  SmallSample Properties of Estimators of Nonlinear Models of Covariance Structure (RePEc:bes:jnlbes:v:14:y:1996:i:3:p:36773)
by Clark, Todd E  Tests of Equal Predictive Ability With RealTime Data (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:441454)
by Clark, Todd E. & McCracken, Michael W.  RealTime Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (RePEc:bes:jnlbes:v:29:i:3:y:2011:p:327341)
by Clark, Todd E.  Modeling TimeVarying Uncertainty of MultipleHorizon Forecast Errors (RePEc:bis:biswps:667)
by Todd E Clark & Michael W McCracken & Elmar Mertens  Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility (RePEc:bla:jorssa:v:178:y:2015:i:4:p:837862)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Combining Forecasts from Nested Models (RePEc:bla:obuest:v:71:y:2009:i:3:p:303329)
by Todd E. Clark & Michael W. McCracken  The macroeconomic forecasting performance of autoregressive models with alternative specifications of timevarying volatility (RePEc:bno:worpap:2012_09)
by Todd E. Clark & Francesco Ravazzolo  Have standard VARs remained stable since the crisis? (RePEc:bno:worpap:2014_13)
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts (RePEc:bny:wpaper:0036)
by Fabian Krï¿½ger & Todd E. Clark & Francesco Ravazzolo  Have Standard VARs Remained Stable Since the Crisis? (RePEc:cpr:ceprdp:11558)
by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano  Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:cpr:ceprdp:13970)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano  Addressing COVID19 Outliers in BVARs with Stochastic Volatility (RePEc:cpr:ceprdp:15964)
by Clark, Todd & Carriero, Andrea & Mertens, Elmar  Measuring Uncertainty and Its Effects in the COVID19 Era (RePEc:cpr:ceprdp:15965)
by Carriero, Andrea & Clark, Todd & Mertens, Elmar  Using TimeVarying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty (RePEc:cpr:ceprdp:16346)
by Carriero, Andrea & Clark, Todd  Nowcasting Tail Risk to Economic Activity at a Weekly Frequency (RePEc:cpr:ceprdp:16496)
by Clark, Todd & Carriero, Andrea  Macroeconomic Forecasting in a Multicountry Context (RePEc:cpr:ceprdp:16994)
by Bai, Yu & Carriero, Andrea & Clark, Todd  Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:cpr:ceprdp:17461)
by Clark, Todd & Huber, Florian & , & Pfarrhofer, Michael  Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions (RePEc:cpr:ceprdp:17512)
by Carriero, Andrea & Clark, Todd  Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:cpr:ceprdp:8273)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano  Common Drifting Volatility in Large Bayesian VARs (RePEc:cpr:ceprdp:8894)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano  RealTime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility (RePEc:cpr:ceprdp:9312)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano  No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (RePEc:cpr:ceprdp:9848)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano  HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELFFULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010 (RePEc:cup:macdyn:v:18:y:2014:i:03:p:721725_00)
by Clark, Todd E.  Tests of Equal Forecast Accuracy and Encompassing for Nested Models (RePEc:ecm:wc2000:0319)
by Todd E. Clark & Michael W. McCracken  Decomposing the declining volatility of longterm inflation expectations (RePEc:eee:dyncon:v:35:y:2011:i:7:p:981999)
by Clark, Todd E. & Davig, Troy  Advances in Forecast Evaluation (RePEc:eee:ecofch:21107)
by Clark, Todd & McCracken, Michael  Estimating equilibrium real interest rates in real time (RePEc:eee:ecofin:v:16:y:2005:i:3:p:395413)
by Clark, Todd E. & Kozicki, Sharon  Tests of equal forecast accuracy and encompassing for nested models (RePEc:eee:econom:v:105:y:2001:i:1:p:85110)
by Clark, Todd E. & McCracken, Michael W.  The power of tests of predictive ability in the presence of structural breaks (RePEc:eee:econom:v:124:y:2005:i:1:p:131)
by Clark, Todd E. & McCracken, Michael W.  Using outofsample mean squared prediction errors to test the martingale difference hypothesis (RePEc:eee:econom:v:135:y:2006:i:12:p:155186)
by Clark, Todd E. & West, Kenneth D.  Approximately normal tests for equal predictive accuracy in nested models (RePEc:eee:econom:v:138:y:2007:i:1:p:291311)
by Clark, Todd E. & West, Kenneth D.  Insample tests of predictive ability: A new approach (RePEc:eee:econom:v:170:y:2012:i:1:p:114)
by Clark, Todd E. & McCracken, Michael W.  Nested forecast model comparisons: A new approach to testing equal accuracy (RePEc:eee:econom:v:186:y:2015:i:1:p:160177)
by Clark, Todd E. & McCracken, Michael W.  Large Bayesian vector autoregressions with stochastic volatility and nonconjugate priors (RePEc:eee:econom:v:212:y:2019:i:1:p:137154)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano  Using timevarying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty (RePEc:eee:econom:v:225:y:2021:i:1:p:4773)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano  Borders and business cycles (RePEc:eee:inecon:v:55:y:2001:i:1:p:5985)
by Clark, Todd E. & van Wincoop, Eric  Evaluating alternative models of trend inflation (RePEc:eee:intfor:v:30:y:2014:i:3:p:426448)
by Clark, Todd E. & Doh, Taeyoung  Rents and prices of housing across areas of the United States. A crosssection examination of the present value model (RePEc:eee:regeco:v:25:y:1995:i:2:p:237247)
by Clark, Todd E.  Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Clev (RePEc:eme:aeco11:s07319053(2013)0000031004)
by Todd E. Clark & Michael W. McCracken  Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Clev (RePEc:eme:aecozz:s07319053(2013)0000031004)
by Todd E. Clark & Michael W. McCracken  Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities (RePEc:eme:feg111:s15748715(07)002035)
by Todd E. Clark & Michael W. McCracken & David E. Rapach & Mark E. Wohar  Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities (RePEc:eme:fegzzz:s15748715(07)002035)
by Todd E. Clark & Michael W. McCracken  Common Drifting Volatility in Large Bayesian VARs (RePEc:eui:euiwps:eco2012/08)
by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO  2013 Annual Report Why Inflation Is Very Low, and Why It Matters (RePEc:fip:fedcar:00002)
by Todd E. Clark & Edward S. Knotek  The Importance of Trend Inflation in the Search for Missing Disinflation (RePEc:fip:fedcec:00021)
by Todd E. Clark  Measuring Inflation Forecast Uncertainty (RePEc:fip:fedcec:00031)
by Todd E. Clark & Edward S. Knotek & Saeed Zaman  Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst (RePEc:fip:fedcec:87679)
by Todd E. Clark & Matthias Paustian & Eric Sims  Food and energy price shocks: what other prices are affected? (RePEc:fip:fedcec:y:2011:i:aug24:n:201114)
by Todd E. Clark & Saeed Zaman  Policy rules in macroeconomic forecasting models (RePEc:fip:fedcec:y:2012:i:oct12:n:201216)
by Todd E. Clark  Forecasting implications of the recent decline in inflation (RePEc:fip:fedcec:y:2013:i:nov15:n:201315)
by Todd E. Clark & Saeed Zaman  Bayesian VARs: specification choices and forecast accuracy (RePEc:fip:fedcwp:1112)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Advances in forecast evaluation (RePEc:fip:fedcwp:1120)
by Todd E. Clark & Michael W. McCracken  Tests of equal forecast accuracy for overlapping models (RePEc:fip:fedcwp:1121)
by Todd E. Clark & Michael W. McCracken  A Bayesian evaluation of alternative models of trend inflation (RePEc:fip:fedcwp:1134)
by Todd E. Clark & Taeyoung Doh  Common drifting volatility in large Bayesian VARs (RePEc:fip:fedcwp:1206)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  The macroeconomic forecasting performance of autoregressive models with alternative specifications of timevarying volatility (RePEc:fip:fedcwp:1218)
by Todd E. Clark & Francesco Ravazzolo  Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility (RePEc:fip:fedcwp:1227)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Have Standard VARs Remained Stable since the Crisis? (RePEc:fip:fedcwp:1411)
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters (RePEc:fip:fedcwp:1412)
by Kristle Romero Cortes & Philip E. Strahan  Evaluating Conditional Forecasts from Vector Autoregressions (RePEc:fip:fedcwp:1413)
by Todd E. Clark & Michael W. McCracken  Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts (RePEc:fip:fedcwp:1439)
by Todd E. Clark & Fabian Krueger & Francesco Ravazzolo  A New Model of Inflation, Trend Inflation, and LongRun Inflation Expectations (RePEc:fip:fedcwp:1520)
by Joshua C. C. Chan & Todd E. Clark & Gary Koop  Large Vector Autoregressions with Stochastic Volatility and Flexible Priors (RePEc:fip:fedcwp:1617)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Measuring Uncertainty and Its Impact on the Economy (RePEc:fip:fedcwp:1622)
by Andrea Carriero & Todd E. Clark & Marcellino Massimiliano  Modeling TimeVarying Uncertainty of MultipleHorizon Forecast Errors (RePEc:fip:fedcwp:1715)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens  Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:fip:fedcwp:1803)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Endogenous Uncertainty (RePEc:fip:fedcwp:1805)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Modeling TimeVarying Uncertainty of MultipleHorizon Forecast Errors (RePEc:fip:fedcwq:171501)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens  Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:fip:fedcwq:180301)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions (RePEc:fip:fedcwq:87375)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Nowcasting Tail Risks to Economic Activity with Many Indicators (RePEc:fip:fedcwq:87955)
by Andrea Carriero & Todd E. Clark & Marcellino Massimiliano  NoArbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (RePEc:fip:fedcwq:88748)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Measuring Uncertainty and Its Effects in the COVID19 Era (RePEc:fip:fedcwq:88976)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens  Addressing COVID19 Outliers in BVARs with Stochastic Volatility (RePEc:fip:fedcwq:89757)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens  Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:fip:fedcwq:90366)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer  Forecasting with ShadowRate VARs (RePEc:fip:fedcwq:91780)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens  Macroeconomic Forecasting in a Multicountry Context (RePEc:fip:fedcwq:93660)
by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:fip:fedcwq:93787)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino  Specification Choices in Quantile Regression for Empirical Macroeconomics (RePEc:fip:fedcwq:94690)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Constructing Fan Charts from the Ragged Edge of SPF Forecasts (RePEc:fip:fedcwq:95170)
by Todd E. Clark & Gergely Ganics & Elmar Mertens  What is the Predictive Value of SPF Point and Density Forecasts? (RePEc:fip:fedcwq:95196)
by Todd E. Clark & Gergely Ganics & Elmar Mertens  Forecasting with small macroeconomic VARs in the presence of instabilities (RePEc:fip:fedgfe:200741)
by Todd E. Clark & Michael W. McCracken  Averaging forecasts from VARs with uncertain instabilities (RePEc:fip:fedgfe:200742)
by Todd E. Clark & Michael W. McCracken  Combining forecasts from nested models (RePEc:fip:fedgfe:200743)
by Todd E. Clark & Michael W. McCracken  Nominal GDP targeting rules: can they stabilize the economy? (RePEc:fip:fedker:y:1994:i:qiii:p:1125:n:v.79no.3)
by Todd E. Clark  Do producer prices lead consumer prices? (RePEc:fip:fedker:y:1995:i:qiii:p:2539:n:v.80no.3)
by Todd E. Clark  U.S. inflation developments in 1995 (RePEc:fip:fedker:y:1996:i:qi:p:2742:n:v.81no.1)
by Todd E. Clark  U.S. inflation developments in 1996 (RePEc:fip:fedker:y:1997:i:qi:p:1130:n:v.82no,1)
by Todd E. Clark  Progress toward price stability : a 1997 inflation report (RePEc:fip:fedker:y:1998:i:qi:p:521:n:v.83no.1)
by Todd E. Clark  A comparison of the CPI and the PCE price index (RePEc:fip:fedker:y:1999:i:qiii:p:1529:n:v.84no.3)
by Todd E. Clark  Comparing measures of core inflation (RePEc:fip:fedker:y:2001:i:qii:p:531:n:v.86no.2)
by Todd E. Clark  An evaluation of the decline in goods inflation (RePEc:fip:fedker:y:2004:i:qii:p:1951:n:v.89no.2)
by Todd E. Clark  The trend growth rate of employment : past, present, and future (RePEc:fip:fedker:y:2006:i:qi:p:4385:n:v.91no.1)
by Todd E. Clark & Taisuke Nakata  Has the behavior of inflation and longterm inflation expectations changed? (RePEc:fip:fedker:y:2008:i:qi:p:1750:n:v.93no.1)
by Todd E. Clark & Taisuke Nakata  Is the Great Moderation over? an empirical analysis (RePEc:fip:fedker:y:2009:i:qiv:p:542:n:v.94no.4)
by Todd E. Clark  Business cycle fluctuations in U.S. regions and industries: the roles of national, regionspecific, and industryspecific shocks (RePEc:fip:fedkrw:9205)
by Todd E. Clark  Rents and prices of housing across areas of the U.S.: a crosssection examination of the present value model (RePEc:fip:fedkrw:9304)
by Todd E. Clark  Crosscountry evidence on long run growth and inflation (RePEc:fip:fedkrw:9305)
by Todd E. Clark  A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables (RePEc:fip:fedkrw:9404)
by Todd E. Clark  Small sample properties of estimators of nonlinear models of covariance structure (RePEc:fip:fedkrw:9501)
by Todd E. Clark  Forecasting an aggregate of cointegrated disaggregates (RePEc:fip:fedkrw:9513)
by Todd E. Clark  Finitesample properties of tests for forecast equivalence (RePEc:fip:fedkrw:9603)
by Todd E. Clark  The responses of prices at different stages of production to monetary policy shocks (RePEc:fip:fedkrw:9612)
by Todd E. Clark  Do producer prices help predict consumer prices? (RePEc:fip:fedkrw:9709)
by Todd E. Clark  The sources of fluctuations within and across countries (RePEc:fip:fedkrw:9804)
by Todd E. Clark & Kwanho Shin  Borders and business cycles (RePEc:fip:fedkrw:9907)
by Todd E. Clark & Eric Van Wincoop  Tests of equal forecast accuracy and encompassing for nested models (RePEc:fip:fedkrw:9911)
by Todd E. Clark & Michael W. McCracken  Can outofsample forecast comparisons help prevent overfitting? (RePEc:fip:fedkrw:rwp0005)
by Todd E. Clark  Evaluating longhorizon forecasts (RePEc:fip:fedkrw:rwp0114)
by Todd E. Clark & Michael W. McCracken  Forecastbased model selection in the presence of structural breaks (RePEc:fip:fedkrw:rwp0205)
by Todd E. Clark & Michael W. McCracken  The predictive content of the output gap for inflation : resolving insample and outofsample evidence (RePEc:fip:fedkrw:rwp0306)
by Todd E. Clark & Michael W. McCracken  Disaggregate evidence on the persistence of consumer price inflation (RePEc:fip:fedkrw:rwp0311)
by Todd E. Clark  Using outofsample mean squared prediction errors to test the Martingale difference hypothesis (RePEc:fip:fedkrw:rwp0403)
by Todd E. Clark & Kenneth D. West  Estimating equilibrium real interest rates in real time (RePEc:fip:fedkrw:rwp0408)
by Todd E. Clark & Sharon Kozicki  Improving forecast accuracy by combining recursive and rolling forecasts (RePEc:fip:fedkrw:rwp0410)
by Todd E. Clark & Michael W. McCracken  Approximately normal tests for equal predictive accuracy in nested models (RePEc:fip:fedkrw:rwp0505)
by Todd E. Clark & Kenneth D. West  Combining forecasts from nested models (RePEc:fip:fedkrw:rwp0602)
by Todd E. Clark & Michael W. McCracken  Forecasting of small macroeconomic VARs in the presence of instabilities (RePEc:fip:fedkrw:rwp0609)
by Todd E. Clark & Michael W. McCracken  Averaging forecasts from VARs with uncertain instabilities (RePEc:fip:fedkrw:rwp0612)
by Todd E. Clark & Michael W. McCracken  Tests of equal predictive ability with realtime data (RePEc:fip:fedkrw:rwp0706)
by Todd E. Clark & Michael W. McCracken  An empirical assessment of the relationships among inflation and short and longterm expectations (RePEc:fip:fedkrw:rwp0805)
by Todd E. Clark & Troy Davig  Decomposing the declining volatility of longterm inflation expectations (RePEc:fip:fedkrw:rwp0905)
by Todd E. Clark & Troy Davig  Time variation in the inflation passthrough of energy prices (RePEc:fip:fedkrw:rwp0906)
by Todd E. Clark & Stephen J. Terry  Realtime density forecasts from VARs with stochastic volatility (RePEc:fip:fedkrw:rwp0908)
by Todd E. Clark  Insample tests of predictive ability: a new approach (RePEc:fip:fedkrw:rwp0910)
by Todd E. Clark & Michael W. McCracken  Nested forecast model comparisons: a new approach to testing equal accuracy (RePEc:fip:fedkrw:rwp0911)
by Todd E. Clark & Michael W. McCracken  A Bayesian evaluation of alternative models of trend inflation (RePEc:fip:fedkrw:rwp1116)
by Todd E. Clark & Taeyoung Doh  Improving forecast accuracy by combining recursive and rolling forecasts (RePEc:fip:fedlwp:2008028)
by Todd E. Clark & Michael W. McCracken  Tests of equal predictive ability with realtime data (RePEc:fip:fedlwp:2008029)
by Todd E. Clark & Michael W. McCracken  Averaging forecasts from VARs with uncertain instabilities (RePEc:fip:fedlwp:2008030)
by Todd E. Clark & Michael W. McCracken  Combining forecasts from nested models (RePEc:fip:fedlwp:2008037)
by Todd E. Clark & Michael W. McCracken  Nested forecast model comparisons: a new approach to testing equal accuracy (RePEc:fip:fedlwp:2009050)
by Todd E. Clark & Michael W. McCracken  Insample tests of predictive ability: a new approach (RePEc:fip:fedlwp:2009051)
by Todd E. Clark & Michael W. McCracken  Testing for unconditional predictive ability (RePEc:fip:fedlwp:2010031)
by Todd E. Clark & Michael W. McCracken  Reality checks and nested forecast model comparisons (RePEc:fip:fedlwp:2010032)
by Todd E. Clark & Michael W. McCracken  Tests of equal forecast accuracy for overlapping models (RePEc:fip:fedlwp:2011024)
by Todd E. Clark & Michael W. McCracken  Advances in forecast evaluation (RePEc:fip:fedlwp:2011025)
by Todd E. Clark & Michael W. McCracken  Evaluating the accuracy of forecasts from vector autoregressions (RePEc:fip:fedlwp:2013010)
by Todd E. Clark & Michael W. McCracken  Evaluating Conditional Forecasts from Vector Autoregressions (RePEc:fip:fedlwp:2014025)
by Todd E. Clark & Michael W. McCracken  Modeling TimeVarying Uncertainty of MultipleHorizon Forecast Errors (RePEc:fip:fedlwp:2017026)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens  Borders and business cycles (RePEc:fip:fednsr:91)
by Todd E. Clark & Eric Van Wincoop  Improving Forecast Accuracy By Combining Recursive And Rolling Forecasts (RePEc:ier:iecrev:v:50:y:2009:i:2:p:363395)
by Todd E. Clark & Michael W. McCracken  Disaggregate evidence on the persistence of consumer price inflation (RePEc:jae:japmet:v:21:y:2006:i:5:p:563587)
by Todd E. Clark  Averaging forecasts from VARs with uncertain instabilities (RePEc:jae:japmet:v:25:y:2010:i:1:p:529)
by Todd E. Clark & Michael W. McCracken  Can outofsample forecast comparisons help prevent overfitting? (RePEc:jof:jforec:v:23:y:2004:i:2:p:115139)
by Todd E. Clark  The Predictive Content of the Output Gap for Inflation: Resolving InSample and OutofSample Evidence (RePEc:mcb:jmoncb:v:38:y:2006:i:5:p:11271148)
by Clark, Todd E. & McCracken, Michael W.  Time Variation in the Inflation Passthrough of Energy Prices (RePEc:mcb:jmoncb:v:42:y:2010:i:7:p:14191433)
by Todd E. Clark & Stephen J. Terry  Using OutofSample Mean Squared Prediction Errors to Test the Martingale Difference (RePEc:nbr:nberte:0305)
by Todd E. Clark & Kenneth D. West  Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (RePEc:nbr:nberte:0326)
by Kenneth D. West & Todd Clark  Crosscountry Evidence on LongRun Growth and Inflation (RePEc:oup:ecinqu:v:35:y:1997:i:1:p:7081)
by Clark, Todd E  Large Vector Autoregressions with Asymmetric Priors (RePEc:qmw:qmwecw:759)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Unknown item RePEc:qmw:qmwecw:wp759 (paper)
 The Predictive Content of the Output Gap for Inflation: Resolving InSample and OutofSample Evidence (RePEc:sce:scecf3:183)
by Michael W. McCracken & Todd E. Clark  Tests of Equal Forecast Accuracy and Encompassing for Nested Models (RePEc:sce:scecf9:1241)
by Todd E. Clark & Michael McCracken  Evaluating Direct Multistep Forecasts (RePEc:taf:emetrv:v:24:y:2005:i:4:p:369404)
by Todd Clark & Michael McCracken  RealTime Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327341)
by Todd E. Clark  Reality Checks and Comparisons of Nested Predictive Models (RePEc:taf:jnlbes:v:30:y:2011:i:1:p:5366)
by Todd E. Clark & Michael W. McCracken  Common Drifting Volatility in Large Bayesian VARs (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375390)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts (RePEc:taf:jnlbes:v:35:y:2017:i:3:p:470485)
by Fabian Krüger & Todd E. Clark & Francesco Ravazzolo  Measuring Uncertainty and Its Impact on the Economy (RePEc:tpr:restat:v:100:y:2018:i:5:p:799815)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Modeling TimeVarying Uncertainty of MultipleHorizon Forecast Errors (RePEc:tpr:restat:v:102:y:2020:i:1:p:1733)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens  The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks (RePEc:tpr:restat:v:81:y:1999:i:3:p:420433)
by Todd E. Clark  Employment Fluctuations in U.S. Regions and Industries: The Roles of National, RegionSpecific, and IndustrySpecific Shocks (RePEc:ucp:jlabec:v:16:y:1998:i:1:p:20229)
by Clark, Todd E  Disaggregate evidence on the persistence of consumer price inflation (RePEc:wly:japmet:v:21:y:2006:i:5:p:563587)
by Todd E. Clark  Averaging forecasts from VARs with uncertain instabilities (RePEc:wly:japmet:v:25:y:2010:i:1:p:529)
by Todd E. Clark & Michael W. McCracken  Tests Of Equal Forecast Accuracy For Overlapping Models (RePEc:wly:japmet:v:29:y:2014:i:3:p:415430)
by Todd E. Clark & Michael W. Mccracken  Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:wly:japmet:v:30:y:2015:i:1:p:4673)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility (RePEc:wly:japmet:v:30:y:2015:i:4:p:551575)
by Todd E. Clark & Francesco Ravazzolo  Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting (RePEc:wly:japmet:v:32:y:2017:i:3:p:533553)
by Todd E. Clark & Michael W. McCracken  Have Standard VARS Remained Stable Since the Crisis? (RePEc:wly:japmet:v:32:y:2017:i:5:p:931951)
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Assessing international commonality in macroeconomic uncertainty and its effects (RePEc:wly:japmet:v:35:y:2020:i:3:p:273293)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  No‐arbitrage priors, drifting volatilities, and the term structure of interest rates (RePEc:wly:japmet:v:36:y:2021:i:5:p:495516)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Nowcasting tail risk to economic activity at a weekly frequency (RePEc:wly:japmet:v:37:y:2022:i:5:p:843866)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Macroeconomic forecasting in a multi‐country context (RePEc:wly:japmet:v:37:y:2022:i:6:p:12301255)
by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino  Time Variation in the Inflation Passthrough of Energy Prices (RePEc:wly:jmoncb:v:42:y:2010:i:7:p:14191433)
by Todd E. Clark & Stephen J. Terry  A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations (RePEc:wly:jmoncb:v:50:y:2018:i:1:p:553)
by Joshua C.C. Chan & Todd E. Clark & Gary Koop  Estimating equilibrium real interest rates in realtime (RePEc:zbw:bubdp1:2298)
by Clark, Todd E. & Kozicki, Sharon  Addressing COVID19 outliers in BVARs with stochastic volatility (RePEc:zbw:bubdps:132022)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar  Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts (RePEc:zbw:vfsc15:113077)
by Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco