Todd Clark

Names

Affiliations

• Federal Reserve Bank of Cleveland → Economic Research
  • website
  • location: Cleveland, Ohio (United States)

Research profile

author of:

• 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 Kr�ger & 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
• Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• Tail Forecasting with Multivariate Bayesian Additive Regression Trees
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
• Measuring Uncertainty and Its Effects in the COVID-19 Era
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano & Mertens, Elmar
• Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano & Mertens, Elmar
• Forecasting with Shadow-Rate VARs
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
• No‐arbitrage priors, drifting volatilities, and the term structure of interest rates
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Disaggregate evidence on the persistence of consumer price inflation
  by Todd E. Clark
• Nowcasting Tail Risk to Economic Activity at a Weekly Frequency
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
• Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
  by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano
• Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
• Macroeconomic Forecasting in a Multi-country Context
  by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Forecasting US Inflation Using Bayesian Nonparametric Models
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino
• Forecasting US Inflation Using Bayesian Nonparametric Models
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino
• Macroeconomic Forecasting in a Multi-country Context
  by Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
• Addressing COVID-19 outliers in BVARs with stochastic volatility
  by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar
• Specification Choices in Quantile Regression for Empirical Macroeconomics
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Nowcasting tail risk to economic activity at a weekly frequency
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Macroeconomic forecasting in a multi‐country context
  by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Constructing Fan Charts from the Ragged Edge of SPF Forecasts
  by Todd E. Clark & Gergely Ganics & Elmar Mertens