Todd Clark
Names
first: | Todd |
last: | Clark |
Affiliations
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Federal Reserve Bank of Cleveland
→ Economic Research
- website
- location: Cleveland, Ohio (United States)
Research profile
author of:
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Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks
by Todd E. Clark -
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
by Todd E. Clark & Kenneth D. West -
Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model
by Todd E. Clark -
The responses of prices at different stages of production to monetary policy shocks
by Todd E. Clark -
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
by Clark, Todd E. & McCracken, Michael W. -
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
by Michael W. McCracken & Todd E. Clark -
The power of tests of predictive ability in the presence of structural breaks
by Clark, Todd E. & McCracken, Michael W. -
The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence
by Todd E. Clark & Michael W. McCracken -
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model
by Clark, Todd E. -
Progress toward price stability : a 1997 inflation report
by Todd E. Clark -
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
by Kenneth D. West & Todd Clark -
Nominal GDP targeting rules: can they stabilize the economy?
by Todd E. Clark -
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure.
by Clark, Todd E. -
Forecasting of small macroeconomic VARs in the presence of instabilities
by Todd E. Clark & Michael W. McCracken -
Estimating equilibrium real interest rates in real-time
by Clark, Todd E. & Kozicki, Sharon -
Small sample properties of estimators of non-linear models of covariance structure
by Todd E. Clark -
Evaluating long-horizon forecasts
by Todd E. Clark & Michael W. McCracken -
Forecasting an aggregate of cointegrated disaggregates
by Todd E. Clark -
Forecasting with small macroeconomic VARs in the presence of instabilities
by Todd E. Clark & Michael W. McCracken -
Finite-sample properties of tests for forecast equivalence
by Todd E. Clark -
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks
by Todd E. Clark -
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis
by Todd E. Clark & Kenneth D. West -
Improving forecast accuracy by combining recursive and rolling forecasts
by Todd E. Clark & Michael W. McCracken -
Forecast-based model selection in the presence of structural breaks
by Todd E. Clark & Michael W. McCracken -
Tests of Equal Forecast Accuracy and Encompassing for Nested Models
by Todd E. Clark & Michael W. McCracken -
Disaggregate evidence on the persistence of consumer price inflation
by Todd E. Clark -
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables
by Todd E. Clark -
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks.
by Clark, Todd E. -
Do producer prices lead consumer prices?
by Todd E. Clark -
Tests of equal forecast accuracy and encompassing for nested models
by Clark, Todd E. & McCracken, Michael W. -
Estimating equilibrium real interest rates in real time
by Todd E. Clark & Sharon Kozicki -
Do producer prices help predict consumer prices?
by Todd E. Clark -
The sources of fluctuations within and across countries
by Todd E. Clark & Kwanho Shin -
Estimating equilibrium real interest rates in real time
by Clark, Todd E. & Kozicki, Sharon -
Tests of equal forecast accuracy and encompassing for nested models
by Todd E. Clark & Michael W. McCracken -
Tests of equal predictive ability with real-time data
by Todd E. Clark & Michael W. McCracken -
Cross-country evidence on long run growth and inflation
by Todd E. Clark -
A comparison of the CPI and the PCE price index
by Todd E. Clark -
Can out-of-sample forecast comparisons help prevent overfitting?
by Todd E. Clark -
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
by Clark, Todd E. & West, Kenneth D. -
Combining forecasts from nested models
by Todd E. Clark & Michael W. McCracken -
The trend growth rate of employment : past, present, and future
by Todd E. Clark & Taisuke Nakata -
Cross-country Evidence on Long-Run Growth and Inflation.
by Clark, Todd E. -
Disaggregate evidence on the persistence of consumer price inflation
by Todd E. Clark -
Combining forecasts from nested models
by Todd E. Clark & Michael W. McCracken -
Comparing measures of core inflation
by Todd E. Clark -
Tests of Equal Forecast Accuracy and Encompassing for Nested Models
by Todd E. Clark & Michael McCracken -
U.S. inflation developments in 1995
by Todd E. Clark -
Can out-of-sample forecast comparisons help prevent overfitting?
by Todd E. Clark -
Borders and business cycles
by Clark, Todd E. & van Wincoop, Eric -
Borders and business cycles
by Todd E. Clark & Eric Van Wincoop -
Approximately normal tests for equal predictive accuracy in nested models
by Todd E. Clark & Kenneth D. West -
Borders and business cycles
by Todd E. Clark & Eric Van Wincoop -
Approximately normal tests for equal predictive accuracy in nested models
by Clark, Todd E. & West, Kenneth D. -
Averaging forecasts from VARs with uncertain instabilities
by Todd E. Clark & Michael W. McCracken -
Averaging forecasts from VARs with uncertain instabilities
by Todd E. Clark & Michael W. McCracken -
U.S. inflation developments in 1996
by Todd E. Clark -
An evaluation of the decline in goods inflation
by Todd E. Clark -
Has the behavior of inflation and long-term inflation expectations changed?
by Todd E. Clark & Taisuke Nakata -
Tests of equal predictive ability with real-time data
by Todd E. Clark & Michael W. McCracken -
Averaging forecasts from VARs with uncertain instabilities
by Todd E. Clark & Michael W. McCracken -
Improving forecast accuracy by combining recursive and rolling forecasts
by Todd E. Clark & Michael W. McCracken -
Combining forecasts from nested models
by Todd E. Clark & Michael W. McCracken -
An empirical assessment of the relationships among inflation and short- and long-term expectations
by Todd E. Clark & Troy A. Davig -
Decomposing the declining volatility of long-term inflation expectations
by Todd E. Clark & Troy A. Davig -
Combining Forecasts from Nested Models*
by Todd E. Clark & Michael W. McCracken -
Time variation in the inflation passthrough of energy prices
by Todd E. Clark & Stephen J. Terry -
Real-time density forecasts from VARs with stochastic volatility
by Todd E. Clark -
Nested forecast model comparisons: a new approach to testing equal accuracy
by Todd E. Clark & Michael W. McCracken -
In-sample tests of predictive ability: a new approach
by Todd E. Clark & Michael W. McCracken -
In-sample tests of predictive ability: a new approach
by Todd E. Clark & Michael W. McCracken -
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS
by Todd E. Clark & Michael W. McCracken -
Nested forecast model comparisons: a new approach to testing equal accuracy
by Todd E. Clark & Michael W. McCracken -
Is the Great Moderation over? an empirical analysis
by Todd E. Clark -
Averaging forecasts from VARs with uncertain instabilities
by Todd E. Clark & Michael W. McCracken -
Tests of Equal Predictive Ability With Real-Time Data
by Clark, Todd E. & McCracken, Michael W. -
Testing for unconditional predictive ability
by Todd E. Clark & Michael W. McCracken -
Reality checks and nested forecast model comparisons
by Todd E. Clark & Michael W. McCracken -
Time Variation in the Inflation Passthrough of Energy Prices
by TODD E. CLARK & STEPHEN J. TERRY -
Bayesian VARs: Specification Choices and Forecast Accuracy
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano -
Bayesian VARs: specification choices and forecast accuracy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Decomposing the declining volatility of long-term inflation expectations
by Clark, Todd E. & Davig, Troy -
Evaluating Direct Multistep Forecasts
by Todd Clark & Michael McCracken -
Tests of equal forecast accuracy for overlapping models
by Todd E. Clark & Michael W. McCracken -
Tests of equal forecast accuracy for overlapping models
by Todd E. Clark & Michael W. McCracken -
Advances in forecast evaluation
by Todd E. Clark & Michael W. McCracken -
Advances in forecast evaluation
by Todd E. Clark & Michael W. McCracken -
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
by Clark, Todd E. -
Food and energy price shocks: what other prices are affected?
by Todd E. Clark & Saeed Zaman -
A Bayesian evaluation of alternative models of trend inflation
by Todd E. Clark & Taeyoung Doh -
Common Drifting Volatility in Large Bayesian VARs
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano -
Common Drifting Volatility in Large Bayesian VARs
by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO -
Common drifting volatility in large Bayesian VARs
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
by Todd E. Clark & Francesco Ravazzolo -
Policy rules in macroeconomic forecasting models
by Todd E. Clark -
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
by Todd E. Clark & Francesco Ravazzolo -
Evaluating the accuracy of forecasts from vector autoregressions
by Todd E. Clark & Michael W. McCracken -
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano -
A Bayesian evaluation of alternative models of trend inflation
by Todd E. Clark & Taeyoung Doh -
In-sample tests of predictive ability: A new approach
by Clark, Todd E. & McCracken, Michael W. -
Reality Checks and Comparisons of Nested Predictive Models
by Todd E. Clark & Michael W. McCracken -
Forecasting implications of the recent decline in inflation
by Todd E. Clark & Saeed Zaman -
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
by Todd E. Clark -
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano -
2013 Annual Report Why Inflation Is Very Low, and Why It Matters
by Todd E. Clark & Edward S. Knotek -
Evaluating alternative models of trend inflation
by Clark, Todd E. & Doh, Taeyoung -
The Importance of Trend Inflation in the Search for Missing Disinflation
by Todd E. Clark -
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS
by Todd E. Clark & Michael W. Mccracken -
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters
by Kristle Romero Cortes & Philip E. Strahan -
Have standard VARs remained stable since the crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Have Standard VARs Remained Stable since the Crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Evaluating Conditional Forecasts from Vector Autoregressions
by Todd E. Clark & Michael W. McCracken -
Evaluating Conditional Forecasts from Vector Autoregressions
by Todd E. Clark & Michael W. McCracken -
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
by Todd E. Clark & Fabian Krueger & Francesco Ravazzolo -
Measuring Inflation Forecast Uncertainty
by Todd E. Clark & Edward S. Knotek & Saeed Zaman -
Bayesian VARs: Specification Choices and Forecast Accuracy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Nested forecast model comparisons: A new approach to testing equal accuracy
by Clark, Todd E. & McCracken, Michael W. -
HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010
by Clark, Todd E. -
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
by Joshua C. C. Chan & Todd E. Clark & Gary Koop -
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility
by Todd E. Clark & Francesco Ravazzolo -
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Large Vector Autoregressions with Asymmetric Priors
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Advances in Forecast Evaluation
by Clark, Todd & McCracken, Michael
edited by -
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
by Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco -
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Measuring Uncertainty and Its Impact on the Economy
by Andrea Carriero & Todd E. Clark & Marcellino Massimiliano -
Have Standard VARs Remained Stable Since the Crisis?
by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano -
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
by Fabian Krüger & Todd E. Clark & Francesco Ravazzolo -
Measuring Uncertainty and Its Impact on the Economy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
by Todd E. Clark & Michael W. McCracken & Elmar Mertens -
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
by Todd E. Clark & Michael W. McCracken & Elmar Mertens -
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Endogenous Uncertainty
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
by Fabian Krüger & Todd E. Clark & Francesco Ravazzolo -
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
by JOSHUA C. C. CHAN & TODD E. CLARK & GARY KOOP -
Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting
by Todd E. Clark & Michael W. McCracken -
Common Drifting Volatility in Large Bayesian VARs
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Have Standard VARS Remained Stable Since the Crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
by Todd E. Clark & Michael W. McCracken & Elmar Mertens -
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
by Todd E. Clark & Michael W. McCracken & Elmar Mertens -
Measuring Uncertainty and Its Impact on the Economy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Large Vector Autoregressions with Asymmetric Priors
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Averaging forecasts from VARs with uncertain instabilities
by Todd E. Clark & Michael W. McCracken -
Time Variation in the Inflation Passthrough of Energy Prices
by TODD E. CLARK & STEPHEN J. TERRY -
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano -
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano -
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst
by Todd E. Clark & Matthias Paustian & Eric Sims -
Assessing international commonality in macroeconomic uncertainty and its effects
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
by Todd E. Clark & Michael W. McCracken & Elmar Mertens -
Nowcasting Tail Risks to Economic Activity with Many Indicators
by Andrea Carriero & Todd E. Clark & Marcellino Massimiliano -
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino -
Measuring Uncertainty and Its Effects in the COVID-19 Era
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens