Access Statistics for Todd Clark

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables 0 0 0 0 0 0 3 180
An empirical assessment of the relationships among inflation and short- and long-term expectations 4 6 51 51 10 14 90 90
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 1 7 12 50 7 18 50 193
Approximately normal tests for equal predictive accuracy in nested models 3 5 18 83 17 32 111 315
Averaging forecasts from VARs with uncertain instabilities 0 0 1 55 2 7 20 116
Averaging forecasts from VARs with uncertain instabilities 0 0 2 47 4 8 25 76
Averaging forecasts from VARs with uncertain instabilities 0 3 22 62 3 12 56 69
Borders and business cycles 0 0 6 92 2 7 23 322
Borders and business cycles 2 3 12 73 3 6 28 195
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 3 6 14 164
Can out-of-sample forecast comparisons help prevent overfitting? 2 15 83 430 19 75 340 1,455
Combining forecasts from nested models 2 2 14 105 4 6 43 256
Combining forecasts from nested models 1 4 37 37 0 8 53 53
Combining forecasts from nested models 2 5 17 73 4 11 55 132
Cross-country evidence on long run growth and inflation 0 0 0 0 2 9 31 152
Decomposing the declining volatility of long-term inflation expectations 1 1 20 20 3 4 28 28
Disaggregate evidence on the persistence of consumer price inflation 3 8 20 110 3 12 36 248
Do producer prices help predict consumer prices? 1 2 20 109 1 3 28 311
Estimating equilibrium real interest rates in real time 2 4 24 95 5 13 71 313
Estimating equilibrium real interest rates in real-time 1 4 22 88 12 24 81 286
Evaluating long-horizon forecasts 0 3 20 135 3 10 44 274
Finite-sample properties of tests for forecast equivalence 0 2 4 15 1 6 15 85
Forecast-based model selection in the presence of structural breaks 0 3 6 198 1 7 29 465
Forecasting an aggregate of cointegrated disaggregates 1 1 6 29 1 2 11 123
Forecasting of small macroeconomic VARs in the presence of instabilities 1 2 11 110 2 5 32 213
Forecasting with small macroeconomic VARs in the presence of instabilities 0 4 20 86 2 10 43 96
Improving forecast accuracy by combining recursive and rolling forecasts 5 12 74 397 22 55 277 1,177
Improving forecast accuracy by combining recursive and rolling forecasts 0 4 40 72 9 20 84 97
In-sample tests of predictive ability: a new approach 0 0 0 0 0 0 0 0
In-sample tests of predictive ability: a new approach 9 58 58 58 9 14 14 14
Nested forecast model comparisons: a new approach to testing equal accuracy 9 37 37 37 8 15 15 15
Nested forecast model comparisons: a new approach to testing equal accuracy 1 1 1 1 0 0 0 0
Real-time density forecasts from VARs with stochastic volatility 1 3 29 29 2 9 15 15
Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model 0 0 0 0 2 3 17 162
Small sample properties of estimators of non-linear models of covariance structure 0 1 8 53 7 14 52 306
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 10 34 121 969 40 105 382 2,978
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 0 2 18 202 3 6 41 530
Tests of equal forecast accuracy and encompassing for nested models 4 10 37 260 13 27 94 727
Tests of equal predictive ability with real-time data 0 3 14 78 3 17 52 104
Tests of equal predictive ability with real-time data 1 2 12 26 4 9 28 34
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 5 18 43 143
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 3 7 22 87 6 15 41 226
The responses of prices at different stages of production to monetary policy shocks 2 6 19 66 24 57 196 612
The sources of fluctuations within and across countries 4 7 24 151 7 16 44 337
Time variation in the inflation passthrough of energy prices 0 1 20 20 1 5 27 27
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 1 3 21 145 11 27 133 745
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 2 12 34 117 18 49 142 455
Total Working Papers 79 287 1,037 4,922 308 796 3,057 14,914

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of the CPI and the PCE price index 6 15 43 82 19 49 233 424
An evaluation of the decline in goods inflation 0 0 3 48 1 3 25 151
Approximately normal tests for equal predictive accuracy in nested models 0 0 11 36 1 3 33 118
Borders and business cycles 5 12 37 158 10 22 60 301
Can out-of-sample forecast comparisons help prevent overfitting? 2 2 10 46 2 4 30 222
Combining Forecasts from Nested Models 5 5 19 19 10 14 51 51
Comparing measures of core inflation 1 1 7 15 4 7 22 43
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 1 3 44 190
Disaggregate evidence on the persistence of consumer price inflation 0 0 10 46 2 4 31 156
Do producer prices lead consumer prices? 2 5 37 71 3 9 60 118
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 2 4 16 91 2 8 49 376
Estimating equilibrium real interest rates in real time 0 5 15 46 3 11 33 126
Has the behavior of inflation and long-term inflation expectations changed? 1 4 21 36 4 13 62 115
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS 1 1 1 1 2 2 2 2
Nominal GDP targeting rules: can they stabilize the economy? 0 2 13 22 2 4 49 75
Progress toward price stability: a 1997 inflation report 0 1 2 4 0 3 11 25
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 0 0 3 48 1 3 12 132
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 2 5 26 150
Tests of equal forecast accuracy and encompassing for nested models 2 6 36 171 6 21 84 470
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 2 6 18 40 4 10 41 101
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 1 1 5 80 2 7 55 804
The power of tests of predictive ability in the presence of structural breaks 0 1 8 34 0 2 15 64
The trend growth rate of employment: past, present, and future 3 5 29 100 18 46 232 712
U.S. inflation developments in 1995 0 0 0 0 3 5 19 36
U.S. inflation developments in 1996 0 0 0 3 1 4 19 55
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 0 4 10 41 1 9 38 144
Total Journal Articles 33 80 354 1,238 104 271 1,336 5,161

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Statistics updated 2009-11-04