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 1 3 6 176
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models 2 5 11 38 6 18 50 143
Approximately normal tests for equal predictive accuracy in nested models 2 4 14 65 13 22 50 195
Averaging forecasts from VARs with uncertain instabilities 0 2 19 52 2 9 33 94
Averaging forecasts from VARs with uncertain instabilities 0 3 39 44 3 11 45 48
Averaging forecasts from VARs with uncertain instabilities 35 35 35 35 7 7 7 7
Borders and business cycles 0 2 11 86 2 7 35 298
Borders and business cycles 2 4 10 61 6 15 26 166
Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks 0 0 0 0 1 5 13 149
Can out-of-sample forecast comparisons help prevent overfitting? 10 23 69 342 33 71 232 1,099
Combining forecasts from nested models 2 4 14 90 2 15 43 209
Combining forecasts from nested models 1 3 52 52 5 17 72 72
Cross-country evidence on long run growth and inflation 0 0 0 0 3 7 25 119
Disaggregate evidence on the persistence of consumer price inflation 0 5 26 88 4 18 62 209
Do producer prices help predict consumer prices? 0 4 22 87 1 8 31 280
Estimating equilibrium real interest rates in real time 1 6 26 70 6 21 78 240
Estimating equilibrium real interest rates in real-time 0 2 24 65 2 8 81 198
Evaluating long-horizon forecasts 3 9 29 115 6 17 53 229
Finite-sample properties of tests for forecast equivalence 0 0 0 11 0 2 3 70
Forecast-based model selection in the presence of structural breaks 1 5 17 191 1 11 43 435
Forecasting an aggregate of cointegrated disaggregates 0 1 4 22 1 4 19 110
Forecasting of small macroeconomic VARs in the presence of instabilities 0 1 10 98 0 2 27 180
Forecasting with small macroeconomic VARs in the presence of instabilities 0 7 50 64 4 15 46 50
Improving forecast accuracy by combining recursive and rolling forecasts 13 33 89 311 29 111 288 871
Improving forecast accuracy by combining recursive and rolling forecasts 28 28 28 28 8 8 8 8
Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model 0 0 0 0 1 2 11 145
Small sample properties of estimators of non-linear models of covariance structure 0 2 6 45 5 16 35 250
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 14 41 120 838 36 106 384 2,566
Tests of Equal Forecast Accuracy and Encompassing for Nested Models 1 12 31 183 4 19 63 487
Tests of equal forecast accuracy and encompassing for nested models 3 16 48 221 8 26 93 625
Tests of equal predictive ability with real-time data 0 4 20 59 3 16 40 44
Tests of equal predictive ability with real-time data 10 10 10 10 5 5 5 5
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 0 0 1 4 7 24 98
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence 2 6 20 61 5 9 41 179
The responses of prices at different stages of production to monetary policy shocks 1 9 10 45 17 52 119 403
The sources of fluctuations within and across countries 2 9 27 126 4 14 45 290
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference 1 9 19 124 7 31 110 609
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis 1 11 29 80 13 55 126 300
Total Working Papers 135 315 939 3,808 258 790 2,472 11,656

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 4 8 33 33 24 51 175 175
An evaluation of the decline in goods inflation 0 1 14 45 6 10 43 126
Approximately normal tests for equal predictive accuracy in nested models 1 1 17 23 4 11 66 83
Borders and business cycles 2 11 38 117 2 17 59 236
Can out-of-sample forecast comparisons help prevent overfitting? 1 5 11 36 6 21 52 188
Comparing measures of core inflation 1 1 6 6 2 4 18 18
Cross-country Evidence on Long-Run Growth and Inflation 0 0 0 0 3 12 38 141
Disaggregate evidence on the persistence of consumer price inflation 1 6 26 35 3 18 67 123
Do producer prices lead consumer prices? 4 13 29 29 7 22 52 52
Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks 1 5 13 75 4 14 50 325
Estimating equilibrium real interest rates in real time 2 3 12 30 3 8 43 92
Has the behavior of inflation and long-term inflation expectations changed? 1 8 14 14 3 27 43 43
Nominal GDP targeting rules: can they stabilize the economy? 2 2 9 9 4 5 25 25
Progress toward price stability: a 1997 inflation report 0 0 2 2 2 5 14 14
Rents and prices of housing across areas of the United States. A cross-section examination of the present value model 3 6 9 44 3 6 20 119
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure 0 0 0 0 4 9 23 122
Tests of equal forecast accuracy and encompassing for nested models 3 7 40 133 6 20 95 380
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence 0 1 14 19 4 10 42 55
The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks 2 4 11 75 4 15 66 746
The power of tests of predictive ability in the presence of structural breaks 0 2 12 26 1 4 22 49
The trend growth rate of employment: past, present, and future 4 4 29 68 23 59 248 454
U.S. inflation developments in 1995 0 0 0 0 4 7 16 16
U.S. inflation developments in 1996 0 1 3 3 4 11 34 34
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis 1 5 16 31 2 13 61 105
Total Journal Articles 33 94 358 853 128 379 1,372 3,721

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Statistics updated 2008-10-02