Todd Clark
Names
Identifer
Contact
Affiliations
-
Federal Reserve Bank of Cleveland
/ Economic Research (weight: 50%)
-
Johns Hopkins University
/ Department of Economics (weight: 50%)
Research profile
author of:
- Investigating Growth at Risk Using a Multi-country Non-parametric 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 - A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors (RePEc:arx:papers:2508.13972)
by Todd Clark & Florian Huber & Gary Koop - Measuring Uncertainty and Its Impact on the Economy (RePEc:baf:cbafwp:cbafwp1639)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Constructing fan charts from the ragged edge of SPF forecasts (RePEc:bde:wpaper:2429)
by Todd E. Clark & Gergely Ganics & Elmar Mertens - Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure (RePEc:bes:jnlbes:v:14:y:1996:i:3:p:367-73)
by Clark, Todd E - Tests of Equal Predictive Ability With Real-Time Data (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:441-454)
by Clark, Todd E. & McCracken, Michael W. - Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (RePEc:bes:jnlbes:v:29:i:3:y:2011:p:327-341)
by Clark, Todd E. - Modeling Time-Varying Uncertainty of Multiple-Horizon 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:837-862)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Combining Forecasts from Nested Models (RePEc:bla:obuest:v:71:y:2009:i:3:p:303-329)
by Todd E. Clark & Michael W. McCracken - The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying 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 Kr ger & Todd E. Clark & Francesco Ravazzolo - Have Standard VARs Remained Stable Since the Crisis? (RePEc:cpr:ceprdp:11558)
by Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd - Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:cpr:ceprdp:13970)
by Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea - Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:cpr:ceprdp:15964)
by Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar - Measuring Uncertainty and Its Effects in the COVID-19 Era (RePEc:cpr:ceprdp:15965)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd & Mertens, Elmar - Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty (RePEc:cpr:ceprdp:16346)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd - Nowcasting Tail Risk to Economic Activity at a Weekly Frequency (RePEc:cpr:ceprdp:16496)
by Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea - Macroeconomic Forecasting in a Multi-country Context (RePEc:cpr:ceprdp:16994)
by Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:cpr:ceprdp:17461)
by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael - Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions (RePEc:cpr:ceprdp:17512)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:cpr:ceprdp:18244)
by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano - Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model (RePEc:cpr:ceprdp:18549)
by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael - Specification Choices in Quantile Regression for Empirical Macroeconomics (RePEc:cpr:ceprdp:18901)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:cpr:ceprdp:8273)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd - Common Drifting Volatility in Large Bayesian VARs (RePEc:cpr:ceprdp:8894)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd - Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility (RePEc:cpr:ceprdp:9312)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd - No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (RePEc:cpr:ceprdp:9848)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd - HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING 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:721-725_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 long-term inflation expectations (RePEc:eee:dyncon:v:35:y:2011:i:7:p:981-999)
by Clark, Todd E. & Davig, Troy - Advances in Forecast Evaluation (RePEc:eee:ecofch:2-1107)
by Clark, Todd & McCracken, Michael - Estimating equilibrium real interest rates in real time (RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413)
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:85-110)
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:1-31)
by Clark, Todd E. & McCracken, Michael W. - Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (RePEc:eee:econom:v:135:y:2006:i:1-2:p:155-186)
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:291-311)
by Clark, Todd E. & West, Kenneth D. - In-sample tests of predictive ability: A new approach (RePEc:eee:econom:v:170:y:2012:i:1:p:1-14)
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:160-177)
by Clark, Todd E. & McCracken, Michael W. - Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (RePEc:eee:econom:v:212:y:2019:i:1:p:137-154)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano - Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty (RePEc:eee:econom:v:225:y:2021:i:1:p:47-73)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano - Borders and business cycles (RePEc:eee:inecon:v:55:y:2001:i:1:p:59-85)
by Clark, Todd E. & van Wincoop, Eric - Evaluating alternative models of trend inflation (RePEc:eee:intfor:v:30:y:2014:i:3:p:426-448)
by Clark, Todd E. & Doh, Taeyoung - Rents and prices of housing across areas of the United States. A cross-section examination of the present value model (RePEc:eee:regeco:v:25:y:1995:i:2:p:237-247)
by Clark, Todd E. - Survey expectations and forecast uncertainty (RePEc:elg:eechap:22222_12)
by Todd E. Clark & Elmar Mertens - Unknown item RePEc:eme:aeco11:s0731-9053(2013)0000031004 (chapter)
- 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 Cleveland, Federal Reserve Bank of St. Louis, Federal (RePEc:eme:aecozz:s0731-9053(2013)0000031004)
by Todd E. Clark & Michael W. McCracken - Unknown item RePEc:eme:feg111:s1574-8715(07)00203-5 (chapter)
- Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities (RePEc:eme:fegzzz:s1574-8715(07)00203-5)
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 - The Impacts of Supply Chain Disruptions on Inflation (RePEc:fip:fedcec:96111)
by Todd E. Clark & Matthew V. Gordon - Food and energy price shocks: what other prices are affected? (RePEc:fip:fedcec:y:2011:i:aug24:n:2011-14)
by Todd E. Clark & Saeed Zaman - Policy rules in macroeconomic forecasting models (RePEc:fip:fedcec:y:2012:i:oct12:n:2012-16)
by Todd E. Clark - Forecasting implications of the recent decline in inflation (RePEc:fip:fedcec:y:2013:i:nov15:n:2013-15)
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 time-varying volatility (RePEc:fip:fedcwp:1218)
by Todd E. Clark & Francesco Ravazzolo - Real-time 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 Long-Run 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 Time-Varying Uncertainty of Multiple-Horizon 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 - A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors (RePEc:fip:fedcwq:103355)
by Todd E. Clark & Florian Huber & Gary Koop - Modeling Time-Varying Uncertainty of Multiple-Horizon 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 - No-Arbitrage 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 COVID-19 Era (RePEc:fip:fedcwq:88976)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Addressing COVID-19 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 Shadow-Rate VARs (RePEc:fip:fedcwq:91780)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Macroeconomic Forecasting in a Multi-country 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 Core Inflation and Its Goods, Housing, and Supercore Components (RePEc:fip:fedcwq:97496)
by Todd E. Clark & Matthew V. Gordon & Saeed Zaman - Constructing Fan Charts from the Ragged Edge of SPF Forecasts (RePEc:fip:fedcwq:98629)
by Todd E. Clark & Gergely Ganics & Elmar Mertens - Forecasting with small macroeconomic VARs in the presence of instabilities (RePEc:fip:fedgfe:2007-41)
by Todd E. Clark & Michael W. McCracken - Averaging forecasts from VARs with uncertain instabilities (RePEc:fip:fedgfe:2007-42)
by Todd E. Clark & Michael W. McCracken - Combining forecasts from nested models (RePEc:fip:fedgfe:2007-43)
by Todd E. Clark & Michael W. McCracken - Nominal GDP targeting rules: can they stabilize the economy? (RePEc:fip:fedker:y:1994:i:qiii:p:11-25:n:v.79no.3)
by Todd E. Clark - Do producer prices lead consumer prices? (RePEc:fip:fedker:y:1995:i:qiii:p:25-39:n:v.80no.3)
by Todd E. Clark - U.S. inflation developments in 1995 (RePEc:fip:fedker:y:1996:i:qi:p:27-42:n:v.81no.1)
by Todd E. Clark - U.S. inflation developments in 1996 (RePEc:fip:fedker:y:1997:i:qi:p:11-30:n:v.82no,1)
by Todd E. Clark - Progress toward price stability : a 1997 inflation report (RePEc:fip:fedker:y:1998:i:qi:p:5-21: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:15-29:n:v.84no.3)
by Todd E. Clark - Comparing measures of core inflation (RePEc:fip:fedker:y:2001:i:qii:p:5-31:n:v.86no.2)
by Todd E. Clark - An evaluation of the decline in goods inflation (RePEc:fip:fedker:y:2004:i:qii:p:19-51: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:43-85:n:v.91no.1)
by Todd E. Clark & Taisuke Nakata - Has the behavior of inflation and long-term inflation expectations changed? (RePEc:fip:fedker:y:2008:i:qi:p:17-50: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:5-42:n:v.94no.4)
by Todd E. Clark - Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks (RePEc:fip:fedkrw:92-05)
by Todd E. Clark - Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model (RePEc:fip:fedkrw:93-04)
by Todd E. Clark - Cross-country evidence on long run growth and inflation (RePEc:fip:fedkrw:93-05)
by Todd E. Clark - A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables (RePEc:fip:fedkrw:94-04)
by Todd E. Clark - Small sample properties of estimators of non-linear models of covariance structure (RePEc:fip:fedkrw:95-01)
by Todd E. Clark - Forecasting an aggregate of cointegrated disaggregates (RePEc:fip:fedkrw:95-13)
by Todd E. Clark - Finite-sample properties of tests for forecast equivalence (RePEc:fip:fedkrw:96-03)
by Todd E. Clark - The responses of prices at different stages of production to monetary policy shocks (RePEc:fip:fedkrw:96-12)
by Todd E. Clark - Do producer prices help predict consumer prices? (RePEc:fip:fedkrw:97-09)
by Todd E. Clark - The sources of fluctuations within and across countries (RePEc:fip:fedkrw:98-04)
by Todd E. Clark & Kwanho Shin - Borders and business cycles (RePEc:fip:fedkrw:99-07)
by Todd E. Clark & Eric Van Wincoop - Tests of equal forecast accuracy and encompassing for nested models (RePEc:fip:fedkrw:99-11)
by Todd E. Clark & Michael W. McCracken - Can out-of-sample forecast comparisons help prevent overfitting? (RePEc:fip:fedkrw:rwp00-05)
by Todd E. Clark - Evaluating long-horizon forecasts (RePEc:fip:fedkrw:rwp01-14)
by Todd E. Clark & Michael W. McCracken - Forecast-based model selection in the presence of structural breaks (RePEc:fip:fedkrw:rwp02-05)
by Todd E. Clark & Michael W. McCracken - The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence (RePEc:fip:fedkrw:rwp03-06)
by Todd E. Clark & Michael W. McCracken - Disaggregate evidence on the persistence of consumer price inflation (RePEc:fip:fedkrw:rwp03-11)
by Todd E. Clark - Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis (RePEc:fip:fedkrw:rwp04-03)
by Todd E. Clark & Kenneth D. West - Estimating equilibrium real interest rates in real time (RePEc:fip:fedkrw:rwp04-08)
by Todd E. Clark & Sharon Kozicki - Improving forecast accuracy by combining recursive and rolling forecasts (RePEc:fip:fedkrw:rwp04-10)
by Todd E. Clark & Michael W. McCracken - Approximately normal tests for equal predictive accuracy in nested models (RePEc:fip:fedkrw:rwp05-05)
by Todd E. Clark & Kenneth D. West - Combining forecasts from nested models (RePEc:fip:fedkrw:rwp06-02)
by Todd E. Clark & Michael W. McCracken - Forecasting of small macroeconomic VARs in the presence of instabilities (RePEc:fip:fedkrw:rwp06-09)
by Todd E. Clark & Michael W. McCracken - Averaging forecasts from VARs with uncertain instabilities (RePEc:fip:fedkrw:rwp06-12)
by Todd E. Clark & Michael W. McCracken - Tests of equal predictive ability with real-time data (RePEc:fip:fedkrw:rwp07-06)
by Todd E. Clark & Michael W. McCracken - An empirical assessment of the relationships among inflation and short- and long-term expectations (RePEc:fip:fedkrw:rwp08-05)
by Todd E. Clark & Troy Davig - Decomposing the declining volatility of long-term inflation expectations (RePEc:fip:fedkrw:rwp09-05)
by Todd E. Clark & Troy Davig - Time variation in the inflation passthrough of energy prices (RePEc:fip:fedkrw:rwp09-06)
by Todd E. Clark & Stephen J. Terry - Real-time density forecasts from VARs with stochastic volatility (RePEc:fip:fedkrw:rwp09-08)
by Todd E. Clark - In-sample tests of predictive ability: a new approach (RePEc:fip:fedkrw:rwp09-10)
by Todd E. Clark & Michael W. McCracken - Nested forecast model comparisons: a new approach to testing equal accuracy (RePEc:fip:fedkrw:rwp09-11)
by Todd E. Clark & Michael W. McCracken - A Bayesian evaluation of alternative models of trend inflation (RePEc:fip:fedkrw:rwp11-16)
by Todd E. Clark & Taeyoung Doh - Improving forecast accuracy by combining recursive and rolling forecasts (RePEc:fip:fedlwp:2008-028)
by Todd E. Clark & Michael W. McCracken - Tests of equal predictive ability with real-time data (RePEc:fip:fedlwp:2008-029)
by Todd E. Clark & Michael W. McCracken - Averaging forecasts from VARs with uncertain instabilities (RePEc:fip:fedlwp:2008-030)
by Todd E. Clark & Michael W. McCracken - Combining forecasts from nested models (RePEc:fip:fedlwp:2008-037)
by Todd E. Clark & Michael W. McCracken - Nested forecast model comparisons: a new approach to testing equal accuracy (RePEc:fip:fedlwp:2009-050)
by Todd E. Clark & Michael W. McCracken - In-sample tests of predictive ability: a new approach (RePEc:fip:fedlwp:2009-051)
by Todd E. Clark & Michael W. McCracken - Testing for unconditional predictive ability (RePEc:fip:fedlwp:2010-031)
by Todd E. Clark & Michael W. McCracken - Reality checks and nested forecast model comparisons (RePEc:fip:fedlwp:2010-032)
by Todd E. Clark & Michael W. McCracken - Tests of equal forecast accuracy for overlapping models (RePEc:fip:fedlwp:2011-024)
by Todd E. Clark & Michael W. McCracken - Advances in forecast evaluation (RePEc:fip:fedlwp:2011-025)
by Todd E. Clark & Michael W. McCracken - Evaluating the accuracy of forecasts from vector autoregressions (RePEc:fip:fedlwp:2013-010)
by Todd E. Clark & Michael W. McCracken - Evaluating Conditional Forecasts from Vector Autoregressions (RePEc:fip:fedlwp:2014-025)
by Todd E. Clark & Michael W. McCracken - Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (RePEc:fip:fedlwp:2017-026)
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:363-395)
by Todd E. Clark & Michael W. McCracken - Forecasting Core Inflation and Its Goods, Housing, and Supercore Components (RePEc:ijc:ijcjou:y:2025:q:4:a:6)
by Todd E. Clark & Matthew V. Gordon & Saeed Zaman - Disaggregate evidence on the persistence of consumer price inflation (RePEc:jae:japmet:v:21:y:2006:i:5:p:563-587)
by Todd E. Clark - Averaging forecasts from VARs with uncertain instabilities (RePEc:jae:japmet:v:25:y:2010:i:1:p:5-29)
by Todd E. Clark & Michael W. McCracken - Can out-of-sample forecast comparisons help prevent overfitting? (RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139)
by Todd E. Clark - The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence (RePEc:mcb:jmoncb:v:38:y:2006:i:5:p:1127-1148)
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:1419-1433)
by Todd E. Clark & Stephen J. Terry - Using Out-of-Sample 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 - Cross-country Evidence on Long-Run Growth and Inflation (RePEc:oup:ecinqu:v:35:y:1997:i:1:p:70-81)
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 In-Sample and Out-of-Sample 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 - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:str:wpaper:2307)
by Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Evaluating Direct Multistep Forecasts (RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404)
by Todd Clark & Michael McCracken - Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341)
by Todd E. Clark - Reality Checks and Comparisons of Nested Predictive Models (RePEc:taf:jnlbes:v:30:y:2011:i:1:p:53-66)
by Todd E. Clark & Michael W. McCracken - Reality Checks and Comparisons of Nested Predictive Models (RePEc:taf:jnlbes:v:30:y:2012:i:1:p:53-66)
by Todd Clark & Michael McCracken - Common Drifting Volatility in Large Bayesian VARs (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390)
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:470-485)
by Fabian Krüger & Todd E. Clark & Francesco Ravazzolo - Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model (RePEc:taf:jnlbes:v:42:y:2024:i:4:p:1302-1317)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Measuring Uncertainty and Its Impact on the Economy (RePEc:tpr:restat:v:100:y:2018:i:5:p:799-815)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (RePEc:tpr:restat:v:102:y:2020:i:1:p:17-33)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens - Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:tpr:restat:v:106:y:2024:i:5:p:1403-1417)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & 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:420-433)
by Todd E. Clark - Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks (RePEc:ucp:jlabec:v:16:y:1998:i:1:p:202-29)
by Clark, Todd E - Tail Forecasting With Multivariate Bayesian Additive Regression Trees (RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Disaggregate evidence on the persistence of consumer price inflation (RePEc:wly:japmet:v:21:y:2006:i:5:p:563-587)
by Todd E. Clark - Averaging forecasts from VARs with uncertain instabilities (RePEc:wly:japmet:v:25:y:2010:i:1:p:5-29)
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:415-430)
by Todd E. Clark & Michael W. Mccracken - Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:wly:japmet:v:30:y:2015:i:1:p:46-73)
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:551-575)
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:533-553)
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:931-951)
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:273-293)
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:495-516)
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:843-866)
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:1230-1255)
by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Specification Choices in Quantile Regression for Empirical Macroeconomics (RePEc:wly:japmet:v:40:y:2025:i:1:p:57-73)
by 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:1419-1433)
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:5-53)
by Joshua C.C. Chan & Todd E. Clark & Gary Koop - Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions (RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1099-1127)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Forecasting with shadow rate VARs (RePEc:wly:quante:v:16:y:2025:i:3:p:795-822)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Estimating equilibrium real interest rates in real-time (RePEc:zbw:bubdp1:2298)
by Clark, Todd E. & Kozicki, Sharon - Addressing COVID-19 outliers in BVARs with stochastic volatility (RePEc:zbw:bubdps:132022)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar - Shadow-rate VARs (RePEc:zbw:bubdps:142023)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar - Constructing fan charts from the ragged edge of SPF forecasts (RePEc:zbw:bubdps:305275)
by Clark, Todd E. & Ganics, Gergely & Mertens, Elmar - Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts (RePEc:zbw:vfsc15:113077)
by Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco - What Is the Predictive Value of SPF Point and Density Forecasts? (RePEc:zbw:vfsc23:277622)
by Ganics, Gergely & Mertens, Elmar & Clark, Todd E.