Todd Clark
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Identifer
Contact
Affiliations
-
Federal Reserve Bank of Cleveland
/ Economic Research
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 - Measuring Uncertainty and Its Impact on the Economy (RePEc:baf:cbafwp:cbafwp1639)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 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 Marcellino, Massimiliano & Bai, Yu & Carriero, Andrea & Clark, Todd - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:cpr:ceprdp:17461)
by Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary & Pfarrhofer, Michael - Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions (RePEc:cpr:ceprdp:17512)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd - Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:cpr:ceprdp:18244)
by Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary - 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. - 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 Clev (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 - 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 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 - 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 - 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 - 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 - 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 - 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 - Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts (RePEc:zbw:vfsc15:113077)
by Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco